Home > Pacific Mercantile Bank > Securities
Pacific Mercantile Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $20,781,000 | 3,615 |
| U.S. Government securities | $20,781,000 | 2,822 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $20,781,000 | 2,615 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $20,781,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $20,781,000 | 588 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $20,781,000 | 395 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $20,781,000 | 3,402 |
| Total debt securities | $20,781,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $24,321,000 | 3,417 |
| U.S. Government securities | $24,321,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $24,321,000 | 2,408 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,000 | 4,047 |
| Mortgage-backed securities | $24,321,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $330,000 | 3,762 |
| Issued or guaranteed by U.S. | $330,000 | 3,681 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $23,991,000 | 533 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $23,991,000 | 356 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $24,321,000 | 3,226 |
| Total debt securities | $24,321,000 | 3,395 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $43,227,000 | 2,655 |
| U.S. Government securities | $35,243,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $35,243,000 | 1,890 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $7,984,000 | 924 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,984,000 | 605 |
| 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 | $1,615,000 | 3,715 |
| Mortgage-backed securities | $35,243,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $7,853,000 | 2,415 |
| Issued or guaranteed by U.S. | $7,853,000 | 2,341 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $27,390,000 | 454 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $27,390,000 | 307 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $43,227,000 | 2,491 |
| Total debt securities | $43,227,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $42,183,000 | 2,571 |
| U.S. Government securities | $35,109,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $35,109,000 | 1,780 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $7,074,000 | 928 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $7,074,000 | 618 |
| 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 | $2,019,000 | 3,630 |
| Mortgage-backed securities | $35,109,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $14,436,000 | 1,771 |
| Issued or guaranteed by U.S. | $14,436,000 | 1,726 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $20,673,000 | 512 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $20,673,000 | 348 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $42,183,000 | 2,402 |
| Total debt securities | $42,183,000 | 2,547 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $27,626,000 | 3,011 |
| U.S. Government securities | $27,626,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $27,626,000 | 1,998 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,674,000 | 2,841 |
| Mortgage-backed securities | $27,626,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $15,806,000 | 1,652 |
| Issued or guaranteed by U.S. | $15,806,000 | 1,609 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $11,820,000 | 684 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $11,820,000 | 440 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $27,626,000 | 2,821 |
| Total debt securities | $27,626,000 | 2,993 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $26,213,000 | 3,034 |
| U.S. Government securities | $26,213,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $26,213,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,286,000 | 2,787 |
| Mortgage-backed securities | $26,213,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $17,260,000 | 1,541 |
| Issued or guaranteed by U.S. | $17,260,000 | 1,498 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,953,000 | 793 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $8,953,000 | 508 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $26,213,000 | 2,835 |
| Total debt securities | $26,213,000 | 3,011 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $27,713,000 | 2,936 |
| U.S. Government securities | $27,713,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,713,000 | 1,994 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,811,000 | 2,698 |
| Mortgage-backed securities | $27,713,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $18,369,000 | 1,483 |
| Issued or guaranteed by U.S. | $18,369,000 | 1,441 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $9,344,000 | 760 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $9,344,000 | 493 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $27,713,000 | 2,752 |
| Total debt securities | $27,713,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $28,344,000 | 2,935 |
| U.S. Government securities | $28,344,000 | 2,120 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $28,344,000 | 2,009 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,176,000 | 2,700 |
| Mortgage-backed securities | $28,344,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $19,115,000 | 1,375 |
| Issued or guaranteed by U.S. | $19,115,000 | 1,339 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $9,229,000 | 737 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $9,229,000 | 469 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,344,000 | 2,750 |
| Total debt securities | $28,344,000 | 2,918 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $24,973,000 | 3,128 |
| U.S. Government securities | $24,973,000 | 2,307 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $24,973,000 | 2,185 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,848,000 | 2,648 |
| Mortgage-backed securities | $24,973,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $20,549,000 | 1,275 |
| Issued or guaranteed by U.S. | $20,549,000 | 1,240 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,424,000 | 1,015 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $4,424,000 | 622 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $24,973,000 | 2,910 |
| Total debt securities | $24,974,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $28,393,000 | 2,988 |
| U.S. Government securities | $28,393,000 | 2,178 |
| U.S. Treasury securities | $1,996,000 | 990 |
| U.S. Government agency obligations | $26,397,000 | 2,165 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,368,000 | 2,457 |
| Mortgage-backed securities | $26,397,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $21,811,000 | 1,204 |
| Issued or guaranteed by U.S. | $21,811,000 | 1,189 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,586,000 | 981 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $4,586,000 | 576 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $28,393,000 | 2,774 |
| Total debt securities | $28,393,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $29,421,000 | 2,985 |
| U.S. Government securities | $29,421,000 | 2,162 |
| U.S. Treasury securities | $1,990,000 | 1,001 |
| U.S. Government agency obligations | $27,431,000 | 2,133 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,834,000 | 2,460 |
| Mortgage-backed securities | $27,431,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $22,887,000 | 1,183 |
| Issued or guaranteed by U.S. | $22,887,000 | 1,169 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,544,000 | 915 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $4,544,000 | 523 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $29,421,000 | 2,776 |
| Total debt securities | $29,421,000 | 2,969 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $31,231,000 | 2,932 |
| U.S. Government securities | $31,231,000 | 2,095 |
| U.S. Treasury securities | $2,980,000 | 863 |
| U.S. Government agency obligations | $28,251,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,150,000 | 2,057 |
| Mortgage-backed securities | $28,251,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $23,717,000 | 1,163 |
| Issued or guaranteed by U.S. | $23,717,000 | 1,155 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,534,000 | 890 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $4,534,000 | 509 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $31,231,000 | 2,724 |
| Total debt securities | $31,232,000 | 2,920 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $29,919,000 | 3,009 |
| U.S. Government securities | $29,919,000 | 2,176 |
| U.S. Treasury securities | $2,970,000 | 841 |
| U.S. Government agency obligations | $26,949,000 | 2,193 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,590,000 | 2,081 |
| Mortgage-backed securities | $26,949,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $24,476,000 | 1,154 |
| Issued or guaranteed by U.S. | $24,476,000 | 1,148 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,473,000 | 1,112 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,473,000 | 647 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,919,000 | 2,785 |
| Total debt securities | $29,919,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $29,188,000 | 3,081 |
| U.S. Government securities | $29,188,000 | 2,191 |
| U.S. Treasury securities | $2,966,000 | 814 |
| U.S. Government agency obligations | $26,222,000 | 2,225 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,063,000 | 2,247 |
| Mortgage-backed securities | $26,222,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $26,222,000 | 1,133 |
| Issued or guaranteed by U.S. | $26,222,000 | 1,099 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,188,000 | 2,852 |
| Total debt securities | $29,187,000 | 3,064 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $30,803,000 | 3,053 |
| U.S. Government securities | $30,803,000 | 2,169 |
| U.S. Treasury securities | $2,964,000 | 800 |
| U.S. Government agency obligations | $27,839,000 | 2,210 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,915,000 | 2,205 |
| Mortgage-backed securities | $27,839,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $27,839,000 | 1,106 |
| Issued or guaranteed by U.S. | $27,839,000 | 1,104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $30,803,000 | 2,811 |
| Total debt securities | $30,803,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $39,737,000 | 2,663 |
| U.S. Government securities | $33,093,000 | 2,071 |
| U.S. Treasury securities | $2,971,000 | 755 |
| U.S. Government agency obligations | $30,122,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,740,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,740,000 | 124 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,904,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,669,000 | 1,865 |
| Mortgage-backed securities | $30,122,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $30,122,000 | 1,075 |
| Issued or guaranteed by U.S. | $30,122,000 | 1,075 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $39,737,000 | 2,462 |
| Total debt securities | $34,833,000 | 2,859 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $41,937,000 | 2,607 |
| U.S. Government securities | $34,906,000 | 2,013 |
| U.S. Treasury securities | $2,988,000 | 730 |
| U.S. Government agency obligations | $31,918,000 | 2,055 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,094,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $404,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,690,000 | 131 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,937,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,750,000 | 1,898 |
| Mortgage-backed securities | $32,322,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $31,918,000 | 1,032 |
| Issued or guaranteed by U.S. | $31,918,000 | 1,032 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $404,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $404,000 | 352 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $41,937,000 | 2,396 |
| Total debt securities | $36,999,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $41,508,000 | 2,664 |
| U.S. Government securities | $34,568,000 | 2,072 |
| U.S. Treasury securities | $996,000 | 1,102 |
| U.S. Government agency obligations | $33,572,000 | 2,020 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,008,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $424,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,584,000 | 134 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,932,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,812,000 | 1,972 |
| Mortgage-backed securities | $33,996,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $33,572,000 | 1,016 |
| Issued or guaranteed by U.S. | $33,572,000 | 1,016 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $424,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $424,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $41,508,000 | 2,446 |
| Total debt securities | $36,576,000 | 2,856 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $42,932,000 | 2,638 |
| U.S. Government securities | $36,318,000 | 2,024 |
| U.S. Treasury securities | $998,000 | 1,111 |
| U.S. Government agency obligations | $35,320,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,710,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $450,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,260,000 | 137 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,904,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,205,000 | 2,021 |
| Mortgage-backed securities | $35,770,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $35,320,000 | 1,005 |
| Issued or guaranteed by U.S. | $35,320,000 | 1,004 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $450,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $450,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $42,932,000 | 2,412 |
| Total debt securities | $38,028,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $43,480,000 | 2,604 |
| U.S. Government securities | $36,675,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $36,675,000 | 1,906 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,901,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $468,000 | 414 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,433,000 | 140 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,904,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,097,000 | 2,024 |
| Mortgage-backed securities | $37,143,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $36,675,000 | 978 |
| Issued or guaranteed by U.S. | $36,675,000 | 977 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $468,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $468,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $43,480,000 | 2,371 |
| Total debt securities | $38,576,000 | 2,784 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $46,998,000 | 2,486 |
| U.S. Government securities | $40,103,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $40,103,000 | 1,787 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,833,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $510,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,323,000 | 141 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $5,062,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,690,000 | 2,413 |
| Mortgage-backed securities | $40,613,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $40,103,000 | 917 |
| Issued or guaranteed by U.S. | $40,103,000 | 917 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $510,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $510,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $46,998,000 | 2,257 |
| Total debt securities | $41,936,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $49,263,000 | 2,442 |
| U.S. Government securities | $42,313,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $42,313,000 | 1,759 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,865,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $536,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,329,000 | 143 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $5,085,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,567,000 | 2,382 |
| Mortgage-backed securities | $42,849,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $42,313,000 | 903 |
| Issued or guaranteed by U.S. | $42,313,000 | 900 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $536,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $536,000 | 398 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,263,000 | 2,219 |
| Total debt securities | $44,178,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $51,162,000 | 2,397 |
| U.S. Government securities | $44,098,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $44,098,000 | 1,766 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,011,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $572,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,439,000 | 145 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,053,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,645,000 | 2,996 |
| Mortgage-backed securities | $44,670,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $44,098,000 | 874 |
| Issued or guaranteed by U.S. | $44,098,000 | 874 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $572,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $572,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $51,162,000 | 2,177 |
| Total debt securities | $46,109,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $52,249,000 | 2,384 |
| U.S. Government securities | $45,154,000 | 1,825 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $45,154,000 | 1,745 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $2,112,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $632,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,480,000 | 141 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,983,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,069,000 | 2,967 |
| Mortgage-backed securities | $45,786,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $45,154,000 | 862 |
| Issued or guaranteed by U.S. | $45,154,000 | 861 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $632,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $632,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $52,249,000 | 2,170 |
| Total debt securities | $47,267,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $54,505,000 | 2,341 |
| U.S. Government securities | $47,607,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $47,607,000 | 1,700 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $2,112,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $671,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,441,000 | 139 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,786,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,481,000 | 2,947 |
| Mortgage-backed securities | $48,278,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $47,607,000 | 812 |
| Issued or guaranteed by U.S. | $47,607,000 | 812 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $671,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $671,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $54,505,000 | 2,122 |
| Total debt securities | $49,719,000 | 2,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $56,396,000 | 2,323 |
| U.S. Government securities | $49,474,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $49,474,000 | 1,701 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $2,180,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $715,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,465,000 | 141 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,742,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,985,000 | 2,909 |
| Mortgage-backed securities | $50,189,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $49,474,000 | 826 |
| Issued or guaranteed by U.S. | $49,474,000 | 826 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $715,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $715,000 | 385 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $56,396,000 | 2,111 |
| Total debt securities | $51,654,000 | 2,450 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $58,968,000 | 2,285 |
| U.S. Government securities | $51,972,000 | 1,754 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $51,972,000 | 1,676 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,192,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $754,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,438,000 | 134 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,804,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,424,000 | 2,902 |
| Mortgage-backed securities | $52,726,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $51,972,000 | 802 |
| Issued or guaranteed by U.S. | $51,972,000 | 802 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $754,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $754,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $58,968,000 | 2,063 |
| Total debt securities | $54,164,000 | 2,399 |
| 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 | $60,925,000 | 2,253 |
| U.S. Government securities | $53,738,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,738,000 | 1,620 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,427,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $776,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,651,000 | 129 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,760,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,835,000 | 2,867 |
| Mortgage-backed securities | $54,514,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $53,738,000 | 787 |
| Issued or guaranteed by U.S. | $53,738,000 | 784 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $776,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $776,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $60,925,000 | 2,037 |
| Total debt securities | $56,166,000 | 2,357 |
| 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 | $60,409,000 | 2,289 |
| U.S. Government securities | $53,144,000 | 1,767 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $53,144,000 | 1,695 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,545,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $829,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,716,000 | 128 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,720,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,286,000 | 2,816 |
| Mortgage-backed securities | $53,973,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $53,144,000 | 804 |
| Issued or guaranteed by U.S. | $53,144,000 | 803 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $829,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $829,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $60,409,000 | 2,066 |
| Total debt securities | $55,689,000 | 2,420 |
| 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 | $62,728,000 | 2,225 |
| U.S. Government securities | $55,603,000 | 1,705 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $55,603,000 | 1,643 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,392,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $889,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,503,000 | 139 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,733,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,069,000 | 2,316 |
| Mortgage-backed securities | $56,492,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $55,603,000 | 789 |
| Issued or guaranteed by U.S. | $55,603,000 | 789 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $889,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $889,000 | 427 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $62,728,000 | 2,000 |
| Total debt securities | $57,994,000 | 2,351 |
| 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 | $64,573,000 | 2,200 |
| U.S. Government securities | $57,375,000 | 1,663 |
| U.S. Treasury securities | $700,000 | 980 |
| U.S. Government agency obligations | $56,675,000 | 1,627 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,526,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $907,000 | 467 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,619,000 | 134 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,672,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,272,000 | 2,243 |
| Mortgage-backed securities | $57,582,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $56,675,000 | 780 |
| Issued or guaranteed by U.S. | $56,675,000 | 780 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $907,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $907,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $64,573,000 | 1,982 |
| Total debt securities | $58,281,000 | 2,363 |
| 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 | $65,989,000 | 2,153 |
| U.S. Government securities | $58,507,000 | 1,633 |
| U.S. Treasury securities | $700,000 | 918 |
| U.S. Government agency obligations | $57,807,000 | 1,595 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,837,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $1,524,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,313,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,645,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,815,000 | 2,182 |
| Mortgage-backed securities | $59,331,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $57,807,000 | 756 |
| Issued or guaranteed by U.S. | $57,807,000 | 756 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,524,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $1,524,000 | 391 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $65,989,000 | 1,936 |
| Total debt securities | $60,032,000 | 2,298 |
| 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 | $66,879,000 | 2,149 |
| U.S. Government securities | $60,241,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,241,000 | 1,548 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,424,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $1,643,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $781,000 | 205 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,214,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,337,000 | 2,140 |
| Mortgage-backed securities | $61,884,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $60,241,000 | 730 |
| Issued or guaranteed by U.S. | $60,241,000 | 730 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,643,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $1,643,000 | 406 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $66,879,000 | 1,940 |
| Total debt securities | $61,884,000 | 2,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $69,949,000 | 2,064 |
| U.S. Government securities | $62,633,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $62,633,000 | 1,497 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,083,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $2,308,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $775,000 | 203 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,233,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,322,000 | 2,067 |
| Mortgage-backed securities | $64,941,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $62,633,000 | 709 |
| Issued or guaranteed by U.S. | $62,633,000 | 707 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,308,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $2,308,000 | 358 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $69,949,000 | 1,865 |
| Total debt securities | $64,941,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $75,522,000 | 1,958 |
| U.S. Government securities | $67,780,000 | 1,472 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,780,000 | 1,429 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $3,366,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $2,509,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $857,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,376,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,494,000 | 2,018 |
| Mortgage-backed securities | $70,289,000 | 965 |
| Certificates of participation in pools of residential mortgages | $67,780,000 | 667 |
| Issued or guaranteed by U.S. | $67,780,000 | 666 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,509,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $2,509,000 | 376 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $75,522,000 | 1,771 |
| Total debt securities | $70,290,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $86,379,000 | 1,693 |
| U.S. Government securities | $78,446,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $78,446,000 | 1,237 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $3,526,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $2,625,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $901,000 | 187 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,407,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,923,000 | 1,910 |
| Mortgage-backed securities | $81,071,000 | 838 |
| Certificates of participation in pools of residential mortgages | $78,446,000 | 577 |
| Issued or guaranteed by U.S. | $78,446,000 | 575 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,625,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $2,625,000 | 383 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $86,379,000 | 1,543 |
| Total debt securities | $81,070,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $52,534,000 | 2,557 |
| U.S. Government securities | $45,073,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,073,000 | 2,018 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $3,002,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $2,754,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $248,000 | 275 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,459,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,120,000 | 2,295 |
| Mortgage-backed securities | $47,827,000 | 1,411 |
| Certificates of participation in pools of residential mortgages | $45,073,000 | 992 |
| Issued or guaranteed by U.S. | $45,073,000 | 991 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,754,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $2,754,000 | 409 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $52,534,000 | 2,344 |
| Total debt securities | $47,827,000 | 2,752 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $99,111,000 | 1,504 |
| U.S. Government securities | $91,340,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $91,340,000 | 1,103 |
| Securities issued by states & political subdivisions | $470,000 | 5,336 |
| Other domestic debt securities | $2,878,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $2,640,000 | 468 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $238,000 | 275 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,423,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,672,000 | 1,718 |
| Mortgage-backed securities | $93,980,000 | 803 |
| Certificates of participation in pools of residential mortgages | $91,340,000 | 534 |
| Issued or guaranteed by U.S. | $91,340,000 | 533 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,640,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $2,640,000 | 449 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $99,111,000 | 1,364 |
| Total debt securities | $94,450,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $44,085,000 | 2,956 |
| U.S. Government securities | $36,216,000 | 2,528 |
| U.S. Treasury securities | $16,988,000 | 187 |
| U.S. Government agency obligations | $19,228,000 | 3,709 |
| Securities issued by states & political subdivisions | $471,000 | 5,326 |
| Other domestic debt securities | $3,030,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $2,743,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $287,000 | 263 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,368,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,226,000 | 1,436 |
| Mortgage-backed securities | $21,971,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $19,228,000 | 1,939 |
| Issued or guaranteed by U.S. | $19,228,000 | 1,937 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,743,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $2,743,000 | 465 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $44,085,000 | 2,716 |
| Total debt securities | $39,430,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $147,909,000 | 1,012 |
| U.S. Government securities | $134,125,000 | 793 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $134,125,000 | 774 |
| Securities issued by states & political subdivisions | $6,444,000 | 3,240 |
| Other domestic debt securities | $2,965,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $2,585,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $380,000 | 223 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,375,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,645,000 | 1,762 |
| Mortgage-backed securities | $136,710,000 | 578 |
| Certificates of participation in pools of residential mortgages | $134,125,000 | 361 |
| Issued or guaranteed by U.S. | $134,125,000 | 360 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,585,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $2,585,000 | 523 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $147,909,000 | 899 |
| Total debt securities | $143,152,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $75,748,000 | 1,813 |
| U.S. Government securities | $61,921,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $61,921,000 | 1,495 |
| Securities issued by states & political subdivisions | $6,291,000 | 3,217 |
| Other domestic debt securities | $3,137,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $2,757,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $380,000 | 233 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,399,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,202,000 | 1,708 |
| Mortgage-backed securities | $64,678,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $61,921,000 | 704 |
| Issued or guaranteed by U.S. | $61,921,000 | 700 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,757,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $2,757,000 | 534 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $75,748,000 | 1,646 |
| Total debt securities | $70,969,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $134,182,000 | 1,081 |
| U.S. Government securities | $120,184,000 | 854 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $120,184,000 | 822 |
| Securities issued by states & political subdivisions | $6,222,000 | 3,200 |
| Other domestic debt securities | $3,487,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $2,995,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $492,000 | 228 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,289,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,322,000 | 1,067 |
| Mortgage-backed securities | $123,179,000 | 601 |
| Certificates of participation in pools of residential mortgages | $120,184,000 | 368 |
| Issued or guaranteed by U.S. | $120,184,000 | 366 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,995,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,995,000 | 534 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $134,182,000 | 958 |
| Total debt securities | $129,401,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $167,947,000 | 864 |
| U.S. Government securities | $154,227,000 | 693 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $154,227,000 | 660 |
| Securities issued by states & political subdivisions | $5,850,000 | 3,253 |
| Other domestic debt securities | $3,640,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $3,237,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $403,000 | 231 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,230,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,499,000 | 1,151 |
| Mortgage-backed securities | $157,464,000 | 463 |
| Certificates of participation in pools of residential mortgages | $154,227,000 | 295 |
| Issued or guaranteed by U.S. | $154,227,000 | 294 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,237,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $3,237,000 | 551 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $167,947,000 | 766 |
| Total debt securities | $163,315,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $178,301,000 | 794 |
| U.S. Government securities | $164,436,000 | 616 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $164,436,000 | 589 |
| Securities issued by states & political subdivisions | $5,972,000 | 3,188 |
| Other domestic debt securities | $3,648,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $3,277,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $371,000 | 237 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,245,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,562,000 | 950 |
| Mortgage-backed securities | $167,713,000 | 424 |
| Certificates of participation in pools of residential mortgages | $164,436,000 | 260 |
| Issued or guaranteed by U.S. | $164,436,000 | 258 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,277,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $3,277,000 | 581 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $178,301,000 | 704 |
| Total debt securities | $174,056,000 | 802 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $113,367,000 | 1,170 |
| U.S. Government securities | $99,268,000 | 936 |
| U.S. Treasury securities | $5,049,000 | 455 |
| U.S. Government agency obligations | $94,219,000 | 939 |
| Securities issued by states & political subdivisions | $6,482,000 | 2,997 |
| Other domestic debt securities | $4,281,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $3,496,000 | 656 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $785,000 | 211 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,336,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,047,000 | 1,031 |
| Mortgage-backed securities | $97,715,000 | 661 |
| Certificates of participation in pools of residential mortgages | $94,219,000 | 418 |
| Issued or guaranteed by U.S. | $94,219,000 | 416 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,496,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,496,000 | 624 |
| 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) | $113,367,000 | 1,043 |
| Total debt securities | $110,031,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $93,334,000 | 1,419 |
| U.S. Government securities | $77,007,000 | 1,216 |
| U.S. Treasury securities | $5,039,000 | 447 |
| U.S. Government agency obligations | $71,968,000 | 1,237 |
| Securities issued by states & political subdivisions | $9,505,000 | 2,341 |
| Other domestic debt securities | $4,503,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $3,583,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $920,000 | 203 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,319,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,320,000 | 1,035 |
| Mortgage-backed securities | $75,551,000 | 817 |
| Certificates of participation in pools of residential mortgages | $71,968,000 | 516 |
| Issued or guaranteed by U.S. | $71,968,000 | 512 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,583,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $3,583,000 | 652 |
| 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) | $93,334,000 | 1,258 |
| Total debt securities | $91,015,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $177,239,000 | 757 |
| U.S. Government securities | $161,274,000 | 595 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $161,274,000 | 563 |
| Securities issued by states & political subdivisions | $9,452,000 | 2,317 |
| Other domestic debt securities | $4,234,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $3,296,000 | 724 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $938,000 | 209 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,279,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,356,000 | 758 |
| Mortgage-backed securities | $164,570,000 | 427 |
| Certificates of participation in pools of residential mortgages | $161,274,000 | 266 |
| Issued or guaranteed by U.S. | $161,274,000 | 263 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,296,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $3,296,000 | 695 |
| 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) | $177,239,000 | 660 |
| Total debt securities | $174,960,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $170,214,000 | 766 |
| U.S. Government securities | $150,820,000 | 616 |
| U.S. Treasury securities | $18,051,000 | 179 |
| U.S. Government agency obligations | $132,769,000 | 671 |
| Securities issued by states & political subdivisions | $10,128,000 | 2,224 |
| Other domestic debt securities | $7,006,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $6,034,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $972,000 | 217 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,260,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,846,000 | 377 |
| Mortgage-backed securities | $138,803,000 | 507 |
| Certificates of participation in pools of residential mortgages | $132,769,000 | 328 |
| Issued or guaranteed by U.S. | $132,769,000 | 325 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,034,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,034,000 | 578 |
| 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) | $170,214,000 | 664 |
| Total debt securities | $167,953,000 | 770 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $116,483,000 | 1,102 |
| U.S. Government securities | $92,217,000 | 959 |
| U.S. Treasury securities | $72,975,000 | 65 |
| U.S. Government agency obligations | $19,242,000 | 3,518 |
| Securities issued by states & political subdivisions | $14,147,000 | 1,745 |
| Other domestic debt securities | $7,827,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $6,367,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,460,000 | 204 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,292,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,673,000 | 529 |
| Mortgage-backed securities | $25,609,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $12,456,000 | 2,353 |
| Issued or guaranteed by U.S. | $12,456,000 | 2,343 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,153,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $6,786,000 | 1,349 |
| Privately issued | $6,367,000 | 607 |
| 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) | $116,483,000 | 955 |
| Total debt securities | $114,190,000 | 1,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $145,678,000 | 871 |
| U.S. Government securities | $119,435,000 | 735 |
| U.S. Treasury securities | $78,384,000 | 56 |
| U.S. Government agency obligations | $41,051,000 | 1,962 |
| Securities issued by states & political subdivisions | $14,551,000 | 1,655 |
| Other domestic debt securities | $9,434,000 | 951 |
| Privately issued residential mortgage-backed securities | $7,765,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,669,000 | 196 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,258,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,676,000 | 415 |
| Mortgage-backed securities | $48,816,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $34,273,000 | 1,161 |
| Issued or guaranteed by U.S. | $34,273,000 | 1,151 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,543,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $6,778,000 | 1,326 |
| Privately issued | $7,765,000 | 565 |
| 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) | $145,678,000 | 748 |
| Total debt securities | $143,420,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $117,224,000 | 1,069 |
| U.S. Government securities | $92,211,000 | 939 |
| U.S. Treasury securities | $75,245,000 | 54 |
| U.S. Government agency obligations | $16,966,000 | 3,822 |
| Securities issued by states & political subdivisions | $14,508,000 | 1,589 |
| Other domestic debt securities | $8,740,000 | 948 |
| Privately issued residential mortgage-backed securities | $8,009,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $731,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,765,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,778,000 | 501 |
| Mortgage-backed securities | $24,975,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $16,966,000 | 2,041 |
| Issued or guaranteed by U.S. | $16,966,000 | 2,026 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,009,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $8,009,000 | 560 |
| 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) | $117,224,000 | 923 |
| Total debt securities | $115,458,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $160,900,000 | 759 |
| U.S. Government securities | $127,516,000 | 688 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $127,516,000 | 675 |
| Securities issued by states & political subdivisions | $21,462,000 | 1,011 |
| Other domestic debt securities | $10,175,000 | 820 |
| Privately issued residential mortgage-backed securities | $8,938,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,237,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,747,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,779,000 | 384 |
| Mortgage-backed securities | $136,454,000 | 507 |
| Certificates of participation in pools of residential mortgages | $127,088,000 | 376 |
| Issued or guaranteed by U.S. | $127,088,000 | 371 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,366,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,903 |
| Privately issued | $8,938,000 | 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 | 3,539 |
| Available-for-sale securities (fair market value) | $160,900,000 | 645 |
| Total debt securities | $159,151,000 | 753 |
| 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 | $210,555,000 | 569 |
| U.S. Government securities | $176,141,000 | 489 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $176,141,000 | 473 |
| Securities issued by states & political subdivisions | $20,708,000 | 1,020 |
| Other domestic debt securities | $11,981,000 | 739 |
| Privately issued residential mortgage-backed securities | $10,040,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,941,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,725,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,509,000 | 321 |
| Mortgage-backed securities | $186,181,000 | 380 |
| Certificates of participation in pools of residential mortgages | $175,673,000 | 267 |
| Issued or guaranteed by U.S. | $175,673,000 | 261 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,508,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,793 |
| Privately issued | $10,040,000 | 480 |
| 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) | $210,555,000 | 483 |
| Total debt securities | $208,830,000 | 573 |
| 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 | $230,092,000 | 541 |
| U.S. Government securities | $193,290,000 | 445 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $193,290,000 | 434 |
| Securities issued by states & political subdivisions | $22,098,000 | 983 |
| Other domestic debt securities | $12,982,000 | 753 |
| Privately issued residential mortgage-backed securities | $10,730,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,252,000 | 152 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,722,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,703,000 | 296 |
| Mortgage-backed securities | $204,020,000 | 344 |
| Certificates of participation in pools of residential mortgages | $192,780,000 | 240 |
| Issued or guaranteed by U.S. | $192,780,000 | 233 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,240,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,754 |
| Privately issued | $10,730,000 | 468 |
| 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) | $230,092,000 | 468 |
| Total debt securities | $228,370,000 | 528 |
| 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 | $212,351,000 | 590 |
| U.S. Government securities | $174,095,000 | 484 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $174,095,000 | 473 |
| Securities issued by states & political subdivisions | $22,315,000 | 964 |
| Other domestic debt securities | $14,181,000 | 691 |
| Privately issued residential mortgage-backed securities | $11,571,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,610,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,760,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,324,000 | 320 |
| Mortgage-backed securities | $185,666,000 | 373 |
| Certificates of participation in pools of residential mortgages | $173,527,000 | 260 |
| Issued or guaranteed by U.S. | $173,527,000 | 254 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,139,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,694 |
| Privately issued | $11,571,000 | 430 |
| 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) | $212,351,000 | 511 |
| Total debt securities | $210,591,000 | 576 |
| 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 | $218,773,000 | 571 |
| U.S. Government securities | $179,530,000 | 485 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $179,530,000 | 471 |
| Securities issued by states & political subdivisions | $22,540,000 | 942 |
| Other domestic debt securities | $14,955,000 | 613 |
| Privately issued residential mortgage-backed securities | $12,103,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,852,000 | 146 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,748,000 | 821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,683,000 | 319 |
| Mortgage-backed securities | $186,641,000 | 351 |
| Certificates of participation in pools of residential mortgages | $168,131,000 | 242 |
| Issued or guaranteed by U.S. | $168,131,000 | 236 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,510,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $6,407,000 | 1,200 |
| Privately issued | $12,103,000 | 383 |
| 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) | $218,773,000 | 490 |
| Total debt securities | $217,025,000 | 557 |
| 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 | $249,716,000 | 495 |
| U.S. Government securities | $212,801,000 | 421 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $212,801,000 | 411 |
| Securities issued by states & political subdivisions | $22,712,000 | 904 |
| Other domestic debt securities | $12,483,000 | 654 |
| Privately issued residential mortgage-backed securities | $12,483,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,720,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,132,000 | 311 |
| Mortgage-backed securities | $220,284,000 | 292 |
| Certificates of participation in pools of residential mortgages | $201,218,000 | 200 |
| Issued or guaranteed by U.S. | $201,218,000 | 193 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,066,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $6,583,000 | 1,153 |
| Privately issued | $12,483,000 | 356 |
| 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) | $249,716,000 | 423 |
| Total debt securities | $247,996,000 | 486 |
| 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 | $225,812,000 | 550 |
| U.S. Government securities | $191,179,000 | 463 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $191,179,000 | 449 |
| Securities issued by states & political subdivisions | $19,890,000 | 1,041 |
| Other domestic debt securities | $13,043,000 | 606 |
| Privately issued residential mortgage-backed securities | $13,043,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,700,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,942,000 | 301 |
| Mortgage-backed securities | $199,266,000 | 316 |
| Certificates of participation in pools of residential mortgages | $179,530,000 | 227 |
| Issued or guaranteed by U.S. | $179,530,000 | 219 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,736,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $6,693,000 | 1,115 |
| Privately issued | $13,043,000 | 344 |
| 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) | $225,812,000 | 460 |
| Total debt securities | $224,112,000 | 545 |
| 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 | $230,931,000 | 541 |
| U.S. Government securities | $203,946,000 | 444 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $203,946,000 | 430 |
| Securities issued by states & political subdivisions | $11,828,000 | 1,742 |
| Other domestic debt securities | $13,680,000 | 603 |
| Privately issued residential mortgage-backed securities | $13,680,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,477,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,248,000 | 284 |
| Mortgage-backed securities | $212,656,000 | 298 |
| Certificates of participation in pools of residential mortgages | $192,033,000 | 217 |
| Issued or guaranteed by U.S. | $192,033,000 | 207 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,623,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $6,943,000 | 1,066 |
| Privately issued | $13,680,000 | 327 |
| 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) | $230,931,000 | 458 |
| Total debt securities | $229,453,000 | 527 |
| 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 | $241,831,000 | 517 |
| U.S. Government securities | $214,321,000 | 433 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $214,321,000 | 422 |
| Securities issued by states & political subdivisions | $11,852,000 | 1,735 |
| Other domestic debt securities | $14,185,000 | 580 |
| Privately issued residential mortgage-backed securities | $14,185,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,473,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,851,000 | 273 |
| Mortgage-backed securities | $223,552,000 | 296 |
| Certificates of participation in pools of residential mortgages | $202,237,000 | 213 |
| Issued or guaranteed by U.S. | $202,237,000 | 204 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $21,315,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $7,130,000 | 1,058 |
| Privately issued | $14,185,000 | 310 |
| 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) | $241,831,000 | 442 |
| Total debt securities | $240,357,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $229,378,000 | 563 |
| U.S. Government securities | $201,288,000 | 467 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $201,288,000 | 450 |
| Securities issued by states & political subdivisions | $11,895,000 | 1,707 |
| Other domestic debt securities | $14,708,000 | 575 |
| Privately issued residential mortgage-backed securities | $14,708,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,487,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,697,000 | 285 |
| Mortgage-backed securities | $211,033,000 | 315 |
| Certificates of participation in pools of residential mortgages | $189,006,000 | 228 |
| Issued or guaranteed by U.S. | $189,006,000 | 220 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $22,027,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $7,319,000 | 1,011 |
| Privately issued | $14,708,000 | 315 |
| 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) | $229,378,000 | 469 |
| Total debt securities | $227,891,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $235,329,000 | 553 |
| U.S. Government securities | $206,840,000 | 468 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $206,840,000 | 453 |
| Securities issued by states & political subdivisions | $11,438,000 | 1,723 |
| Other domestic debt securities | $15,511,000 | 562 |
| Privately issued residential mortgage-backed securities | $15,511,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,540,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,547,000 | 280 |
| Mortgage-backed securities | $217,446,000 | 306 |
| Certificates of participation in pools of residential mortgages | $194,582,000 | 234 |
| Issued or guaranteed by U.S. | $194,582,000 | 226 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,864,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $7,353,000 | 1,011 |
| Privately issued | $15,511,000 | 306 |
| 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) | $235,329,000 | 465 |
| Total debt securities | $233,791,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $251,190,000 | 526 |
| U.S. Government securities | $221,747,000 | 454 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $221,747,000 | 438 |
| Securities issued by states & political subdivisions | $11,675,000 | 1,701 |
| Other domestic debt securities | $16,210,000 | 555 |
| Privately issued residential mortgage-backed securities | $16,210,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,558,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,659,000 | 268 |
| Mortgage-backed securities | $233,018,000 | 294 |
| Certificates of participation in pools of residential mortgages | $209,207,000 | 223 |
| Issued or guaranteed by U.S. | $209,207,000 | 215 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,811,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $7,601,000 | 996 |
| Privately issued | $16,210,000 | 298 |
| 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) | $251,190,000 | 447 |
| Total debt securities | $249,632,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $265,537,000 | 508 |
| U.S. Government securities | $235,489,000 | 438 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $235,489,000 | 419 |
| Securities issued by states & political subdivisions | $11,670,000 | 1,695 |
| Other domestic debt securities | $16,792,000 | 561 |
| Privately issued residential mortgage-backed securities | $16,792,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,586,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,224,000 | 271 |
| Mortgage-backed securities | $247,321,000 | 294 |
| Certificates of participation in pools of residential mortgages | $222,715,000 | 222 |
| Issued or guaranteed by U.S. | $222,715,000 | 216 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $24,606,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $7,814,000 | 983 |
| Privately issued | $16,792,000 | 300 |
| 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) | $265,537,000 | 432 |
| Total debt securities | $263,951,000 | 497 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $238,490,000 | 556 |
| U.S. Government securities | $208,949,000 | 492 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $208,949,000 | 468 |
| Securities issued by states & political subdivisions | $10,044,000 | 1,924 |
| Other domestic debt securities | $17,902,000 | 549 |
| Privately issued residential mortgage-backed securities | $17,902,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,595,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,635,000 | 297 |
| Mortgage-backed securities | $221,867,000 | 318 |
| Certificates of participation in pools of residential mortgages | $202,181,000 | 241 |
| Issued or guaranteed by U.S. | $202,181,000 | 236 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,686,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 1,904 |
| Privately issued | $17,902,000 | 282 |
| 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) | $238,490,000 | 464 |
| Total debt securities | $236,896,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $234,658,000 | 561 |
| U.S. Government securities | $224,372,000 | 457 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $224,372,000 | 442 |
| Securities issued by states & political subdivisions | $2,476,000 | 4,072 |
| Other domestic debt securities | $6,187,000 | 982 |
| Privately issued residential mortgage-backed securities | $6,187,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,623,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,904,000 | 296 |
| Mortgage-backed securities | $230,559,000 | 318 |
| Certificates of participation in pools of residential mortgages | $208,500,000 | 243 |
| Issued or guaranteed by U.S. | $208,500,000 | 237 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,059,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $15,872,000 | 664 |
| Privately issued | $6,187,000 | 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 | 4,351 |
| Available-for-sale securities (fair market value) | $234,658,000 | 472 |
| Total debt securities | $233,037,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $213,205,000 | 623 |
| U.S. Government securities | $205,768,000 | 506 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $205,768,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $6,341,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $6,341,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,096,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,956,000 | 341 |
| Mortgage-backed securities | $212,109,000 | 348 |
| Certificates of participation in pools of residential mortgages | $192,750,000 | 258 |
| Issued or guaranteed by U.S. | $192,750,000 | 252 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,359,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $13,018,000 | 793 |
| Privately issued | $6,341,000 | 407 |
| 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) | $213,205,000 | 516 |
| Total debt securities | $212,109,000 | 606 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $169,286,000 | 766 |
| U.S. Government securities | $161,350,000 | 633 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $161,350,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $6,827,000 | 985 |
| Privately issued residential mortgage-backed securities | $6,827,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,109,000 | 1,134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,793,000 | 370 |
| Mortgage-backed securities | $168,177,000 | 420 |
| Certificates of participation in pools of residential mortgages | $157,809,000 | 315 |
| Issued or guaranteed by U.S. | $157,809,000 | 309 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,368,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $3,541,000 | 1,596 |
| Privately issued | $6,827,000 | 390 |
| 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) | $169,286,000 | 650 |
| Total debt securities | $168,175,000 | 751 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $222,667,000 | 611 |
| U.S. Government securities | $214,462,000 | 504 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $214,462,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $7,093,000 | 961 |
| Privately issued residential mortgage-backed securities | $7,093,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,112,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,533,000 | 285 |
| Mortgage-backed securities | $221,555,000 | 346 |
| Certificates of participation in pools of residential mortgages | $210,752,000 | 247 |
| Issued or guaranteed by U.S. | $210,752,000 | 241 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,803,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $3,710,000 | 1,557 |
| Privately issued | $7,093,000 | 365 |
| 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) | $222,667,000 | 506 |
| Total debt securities | $221,554,000 | 597 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $237,914,000 | 578 |
| U.S. Government securities | $229,434,000 | 475 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $229,434,000 | 453 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $7,387,000 | 957 |
| Privately issued residential mortgage-backed securities | $7,387,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,093,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,929,000 | 352 |
| Mortgage-backed securities | $236,821,000 | 334 |
| Certificates of participation in pools of residential mortgages | $225,647,000 | 239 |
| Issued or guaranteed by U.S. | $225,647,000 | 232 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,174,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $3,787,000 | 1,560 |
| Privately issued | $7,387,000 | 356 |
| 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) | $237,914,000 | 488 |
| Total debt securities | $236,821,000 | 566 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $234,616,000 | 599 |
| U.S. Government securities | $209,956,000 | 524 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $209,956,000 | 503 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $8,943,000 | 926 |
| Privately issued residential mortgage-backed securities | $8,943,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $15,717,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,407,000 | 350 |
| Mortgage-backed securities | $218,899,000 | 369 |
| Certificates of participation in pools of residential mortgages | $205,941,000 | 262 |
| Issued or guaranteed by U.S. | $205,941,000 | 254 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,958,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $4,015,000 | 1,571 |
| Privately issued | $8,943,000 | 338 |
| 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) | $234,616,000 | 518 |
| Total debt securities | $218,899,000 | 617 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $273,642,000 | 537 |
| U.S. Government securities | $239,282,000 | 476 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $239,282,000 | 461 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $14,613,000 | 679 |
| Privately issued residential mortgage-backed securities | $14,613,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $19,747,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,972,000 | 421 |
| Mortgage-backed securities | $253,895,000 | 331 |
| Certificates of participation in pools of residential mortgages | $233,344,000 | 241 |
| Issued or guaranteed by U.S. | $233,344,000 | 235 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,551,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $5,938,000 | 1,367 |
| Privately issued | $14,613,000 | 202 |
| 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) | $273,642,000 | 472 |
| Total debt securities | $253,895,000 | 553 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $236,677,000 | 594 |
| U.S. Government securities | $199,150,000 | 565 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $199,150,000 | 546 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $17,420,000 | 625 |
| Privately issued residential mortgage-backed securities | $17,420,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $20,107,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,015,000 | 465 |
| Mortgage-backed securities | $216,570,000 | 367 |
| Certificates of participation in pools of residential mortgages | $190,252,000 | 278 |
| Issued or guaranteed by U.S. | $190,252,000 | 270 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $26,318,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $8,898,000 | 1,119 |
| Privately issued | $17,420,000 | 184 |
| 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) | $236,677,000 | 519 |
| Total debt securities | $216,569,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $253,379,000 | 553 |
| U.S. Government securities | $214,971,000 | 511 |
| U.S. Treasury securities | $2,040,000 | 1,125 |
| U.S. Government agency obligations | $212,931,000 | 497 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $22,754,000 | 545 |
| Privately issued residential mortgage-backed securities | $22,754,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,654,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,509,000 | 478 |
| Mortgage-backed securities | $234,982,000 | 348 |
| Certificates of participation in pools of residential mortgages | $189,466,000 | 279 |
| Issued or guaranteed by U.S. | $189,466,000 | 271 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $45,516,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $22,762,000 | 690 |
| Privately issued | $22,754,000 | 166 |
| 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) | $253,379,000 | 472 |
| Total debt securities | $237,724,000 | 564 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $223,762,000 | 610 |
| U.S. Government securities | $193,001,000 | 551 |
| U.S. Treasury securities | $2,047,000 | 1,150 |
| U.S. Government agency obligations | $190,954,000 | 536 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $15,450,000 | 716 |
| Privately issued residential mortgage-backed securities | $15,450,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,311,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,352,000 | 513 |
| Mortgage-backed securities | $191,799,000 | 402 |
| Certificates of participation in pools of residential mortgages | $138,817,000 | 347 |
| Issued or guaranteed by U.S. | $138,817,000 | 344 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,982,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $37,532,000 | 521 |
| Privately issued | $15,450,000 | 211 |
| 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) | $223,762,000 | 525 |
| Total debt securities | $208,451,000 | 627 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $245,673,000 | 541 |
| U.S. Government securities | $230,482,000 | 449 |
| U.S. Treasury securities | $2,054,000 | 1,210 |
| U.S. Government agency obligations | $228,428,000 | 436 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,191,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,941,000 | 443 |
| Mortgage-backed securities | $227,717,000 | 339 |
| Certificates of participation in pools of residential mortgages | $221,728,000 | 220 |
| Issued or guaranteed by U.S. | $221,728,000 | 210 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,989,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $5,989,000 | 1,582 |
| 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) | $245,673,000 | 459 |
| Total debt securities | $230,482,000 | 551 |
| 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 | $11,947,000 | 6,038 |
| U.S. Government securities | $11,846,000 | 5,045 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,846,000 | 4,841 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $101,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,846,000 | 2,663 |
| Mortgage-backed securities | $3,506,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,506,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $3,506,000 | 2,092 |
| 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) | $11,947,000 | 5,162 |
| Total debt securities | $11,845,000 | 5,965 |
| 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 | $12,988,000 | 6,000 |
| U.S. Government securities | $12,166,000 | 5,217 |
| U.S. Treasury securities | $2,204,000 | 1,808 |
| U.S. Government agency obligations | $9,962,000 | 5,537 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $822,000 | 2,860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,435,000 | 4,469 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,988,000 | 5,019 |
| Total debt securities | $12,166,000 | 6,064 |
| 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 | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,669,000 | 9,427 |
| U.S. Government securities | $2,234,000 | 9,234 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,234,000 | 8,805 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $435,000 | 4,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 7,453 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,669,000 | 8,187 |
| Total debt securities | $2,234,000 | 9,454 |
| 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 | NA | NA |