Home > Pacific Premier Bank > Securities
Pacific Premier Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,870,371,000 | 116 |
| U.S. Government securities | $1,118,323,000 | 175 |
| U.S. Treasury securities | $539,256,000 | 72 |
| U.S. Government agency obligations | $579,067,000 | 248 |
| Securities issued by states & political subdivisions | $1,146,244,000 | 35 |
| Other domestic debt securities | $556,417,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $142,559,000 | 90 |
| Other domestic debt securities - All other | $413,858,000 | 30 |
| Foreign debt securities | $48,754,000 | 32 |
| 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 | $2,800,105,000 | 73 |
| Mortgage-backed securities | $577,199,000 | 218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $222,897,000 | 270 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $334,997,000 | 120 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,260,000 | 483 |
| Other commercial mortgage-backed securities | $10,045,000 | 515 |
| Held to maturity securities (book value) | $1,729,667,000 | 62 |
| Available-for-sale securities (fair market value) | $1,140,071,000 | 179 |
| Total debt securities | $2,869,738,000 | 114 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 154 |
| Fair value | $8,650,000 | 175 |
| Trading account assets | $10,397,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,419,000 | 85 |
| 2023-09-30 | Rank | |
| Total securities | $3,653,363,000 | 99 |
| U.S. Government securities | $1,781,427,000 | 121 |
| U.S. Treasury securities | $12,914,000 | 1,241 |
| U.S. Government agency obligations | $1,768,513,000 | 112 |
| Securities issued by states & political subdivisions | $1,146,583,000 | 33 |
| Other domestic debt securities | $675,812,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $203,483,000 | 84 |
| Other domestic debt securities - All other | $472,329,000 | 25 |
| Foreign debt securities | $48,771,000 | 33 |
| 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 | $3,587,877,000 | 63 |
| Mortgage-backed securities | $1,362,999,000 | 120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $796,263,000 | 99 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $363,820,000 | 116 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $124,651,000 | 99 |
| Other commercial mortgage-backed securities | $78,265,000 | 139 |
| Held to maturity securities (book value) | $1,737,994,000 | 61 |
| Available-for-sale securities (fair market value) | $1,914,599,000 | 122 |
| Total debt securities | $3,652,593,000 | 97 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 153 |
| Fair value | $8,292,000 | 181 |
| Trading account assets | $15,020,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,030,000 | 85 |
| 2023-06-30 | Rank | |
| Total securities | $3,750,284,000 | 98 |
| U.S. Government securities | $1,864,807,000 | 120 |
| U.S. Treasury securities | $13,104,000 | 1,249 |
| U.S. Government agency obligations | $1,851,703,000 | 113 |
| Securities issued by states & political subdivisions | $1,147,604,000 | 33 |
| Other domestic debt securities | $688,442,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $222,663,000 | 77 |
| Other domestic debt securities - All other | $465,779,000 | 27 |
| Foreign debt securities | $48,655,000 | 37 |
| 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 | $3,700,266,000 | 63 |
| Mortgage-backed securities | $1,437,848,000 | 117 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $839,722,000 | 95 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $373,449,000 | 113 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $144,204,000 | 92 |
| Other commercial mortgage-backed securities | $80,473,000 | 133 |
| Held to maturity securities (book value) | $1,737,717,000 | 60 |
| Available-for-sale securities (fair market value) | $2,011,791,000 | 117 |
| Total debt securities | $3,749,508,000 | 96 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $7,421,000 | 224 |
| Trading account assets | $12,157,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,158,000 | 84 |
| 2022-12-31 | Rank | |
| Total securities | $3,990,041,000 | 102 |
| U.S. Government securities | $2,015,922,000 | 126 |
| U.S. Treasury securities | $47,017,000 | 583 |
| U.S. Government agency obligations | $1,968,905,000 | 113 |
| Securities issued by states & political subdivisions | $1,148,055,000 | 37 |
| Other domestic debt securities | $776,868,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $274,235,000 | 67 |
| Other domestic debt securities - All other | $502,633,000 | 30 |
| Foreign debt securities | $48,314,000 | 37 |
| 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 | $195,644,000 | 440 |
| Mortgage-backed securities | $1,537,467,000 | 124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $891,740,000 | 107 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $407,493,000 | 114 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $155,733,000 | 94 |
| Other commercial mortgage-backed securities | $82,501,000 | 143 |
| Held to maturity securities (book value) | $1,388,146,000 | 75 |
| Available-for-sale securities (fair market value) | $2,601,013,000 | 115 |
| Total debt securities | $3,989,159,000 | 99 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 202 |
| Fair value | $8,800,000 | 226 |
| Trading account assets | $12,524,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,526,000 | 89 |
| 2022-09-30 | Rank | |
| Total securities | $4,047,616,000 | 103 |
| U.S. Government securities | $2,052,337,000 | 131 |
| U.S. Treasury securities | $46,774,000 | 593 |
| U.S. Government agency obligations | $2,005,563,000 | 115 |
| Securities issued by states & political subdivisions | $1,148,234,000 | 40 |
| Other domestic debt securities | $797,371,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $288,929,000 | 56 |
| Other domestic debt securities - All other | $508,442,000 | 30 |
| Foreign debt securities | $48,730,000 | 39 |
| 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 | $193,965,000 | 413 |
| Mortgage-backed securities | $1,574,700,000 | 127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $907,185,000 | 108 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $417,022,000 | 114 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $165,329,000 | 91 |
| Other commercial mortgage-backed securities | $85,164,000 | 149 |
| Held to maturity securities (book value) | $1,385,593,000 | 75 |
| Available-for-sale securities (fair market value) | $2,661,079,000 | 110 |
| Total debt securities | $4,046,672,000 | 101 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 194 |
| Fair value | $8,710,000 | 216 |
| Trading account assets | $12,772,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,773,000 | 92 |
| 2022-06-30 | Rank | |
| Total securities | $4,069,752,000 | 104 |
| U.S. Government securities | $2,350,573,000 | 122 |
| U.S. Treasury securities | $33,360,000 | 758 |
| U.S. Government agency obligations | $2,317,213,000 | 103 |
| Securities issued by states & political subdivisions | $1,148,411,000 | 40 |
| Other domestic debt securities | $522,150,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $522,150,000 | 32 |
| Foreign debt securities | $48,727,000 | 36 |
| 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 | $87,297,000 | 774 |
| Mortgage-backed securities | $1,904,918,000 | 117 |
| Certificates of participation in pools of residential mortgages | $975,195,000 | 108 |
| Issued or guaranteed by U.S. | $975,195,000 | 107 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $429,781,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $429,781,000 | 113 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $499,942,000 | 100 |
| Commercial mortgage pass-through securities | $139,937,000 | 102 |
| Other commercial mortgage-backed securities | $360,005,000 | 88 |
| Held to maturity securities (book value) | $1,390,791,000 | 73 |
| Available-for-sale securities (fair market value) | $2,679,070,000 | 111 |
| Total debt securities | $4,069,861,000 | 103 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 181 |
| Fair value | $9,512,000 | 182 |
| Trading account assets | $7,982,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,984,000 | 89 |
| 2022-03-31 | Rank | |
| Total securities | $4,218,477,000 | 99 |
| U.S. Government securities | $2,458,796,000 | 117 |
| U.S. Treasury securities | $13,990,000 | 1,183 |
| U.S. Government agency obligations | $2,444,806,000 | 101 |
| Securities issued by states & political subdivisions | $1,163,171,000 | 40 |
| Other domestic debt securities | $547,137,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $547,137,000 | 30 |
| Foreign debt securities | $49,414,000 | 37 |
| 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 | $56,516,000 | 1,049 |
| Mortgage-backed securities | $2,069,029,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,046,747,000 | 108 |
| Issued or guaranteed by U.S. | $1,046,747,000 | 106 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $464,579,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $464,579,000 | 106 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $557,703,000 | 98 |
| Commercial mortgage pass-through securities | $167,026,000 | 91 |
| Other commercial mortgage-backed securities | $390,677,000 | 84 |
| Held to maturity securities (book value) | $996,423,000 | 83 |
| Available-for-sale securities (fair market value) | $3,222,095,000 | 104 |
| Total debt securities | $4,218,518,000 | 98 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 155 |
| Fair value | $9,789,000 | 153 |
| Trading account assets | $4,238,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,241,000 | 99 |
| 2021-12-31 | Rank | |
| Total securities | $4,655,538,000 | 97 |
| U.S. Government securities | $2,741,933,000 | 108 |
| U.S. Treasury securities | $57,866,000 | 313 |
| U.S. Government agency obligations | $2,684,067,000 | 98 |
| Securities issued by states & political subdivisions | $1,458,257,000 | 35 |
| Other domestic debt securities | $435,449,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $435,449,000 | 36 |
| Foreign debt securities | $19,921,000 | 48 |
| 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 | $130,699,000 | 527 |
| Mortgage-backed securities | $2,251,932,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,364,935,000 | 91 |
| Issued or guaranteed by U.S. | $1,364,935,000 | 91 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $302,172,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $302,172,000 | 138 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $584,825,000 | 95 |
| Commercial mortgage pass-through securities | $210,354,000 | 80 |
| Other commercial mortgage-backed securities | $374,471,000 | 83 |
| Held to maturity securities (book value) | $381,696,000 | 125 |
| Available-for-sale securities (fair market value) | $4,273,864,000 | 90 |
| Total debt securities | $4,655,560,000 | 96 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 124 |
| Fair value | $10,335,000 | 122 |
| Trading account assets | $5,226,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,230,000 | 91 |
| 2021-09-30 | Rank | |
| Total securities | $4,880,391,000 | 93 |
| U.S. Government securities | $3,082,214,000 | 102 |
| U.S. Treasury securities | $79,342,000 | 186 |
| U.S. Government agency obligations | $3,002,872,000 | 92 |
| Securities issued by states & political subdivisions | $1,410,265,000 | 34 |
| Other domestic debt securities | $387,923,000 | 88 |
| 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 | $387,923,000 | 37 |
| 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 | $131,766,000 | 520 |
| Mortgage-backed securities | $2,472,779,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,569,749,000 | 82 |
| Issued or guaranteed by U.S. | $1,569,749,000 | 82 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $253,957,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $253,957,000 | 150 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $649,073,000 | 84 |
| Commercial mortgage pass-through securities | $240,799,000 | 75 |
| Other commercial mortgage-backed securities | $408,274,000 | 84 |
| Held to maturity securities (book value) | $170,587,000 | 178 |
| Available-for-sale securities (fair market value) | $4,709,815,000 | 79 |
| Total debt securities | $4,880,402,000 | 92 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 105 |
| Fair value | $10,468,000 | 104 |
| Trading account assets | $5,815,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,819,000 | 94 |
| 2021-06-30 | Rank | |
| Total securities | $4,506,380,000 | 95 |
| U.S. Government securities | $2,766,970,000 | 111 |
| U.S. Treasury securities | $111,808,000 | 116 |
| U.S. Government agency obligations | $2,655,162,000 | 100 |
| Securities issued by states & political subdivisions | $1,379,473,000 | 34 |
| Other domestic debt securities | $359,937,000 | 89 |
| 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 | $359,937,000 | 42 |
| 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 | $134,583,000 | 509 |
| Mortgage-backed securities | $2,099,995,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,253,427,000 | 93 |
| Issued or guaranteed by U.S. | $1,253,427,000 | 93 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $214,742,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $214,742,000 | 167 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $631,826,000 | 82 |
| Commercial mortgage pass-through securities | $231,830,000 | 72 |
| Other commercial mortgage-backed securities | $399,996,000 | 84 |
| Held to maturity securities (book value) | $18,933,000 | 549 |
| Available-for-sale securities (fair market value) | $4,487,447,000 | 80 |
| Total debt securities | $4,506,380,000 | 94 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 91 |
| Fair value | $10,399,000 | 88 |
| Trading account assets | $6,712,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,716,000 | 93 |
| 2021-03-31 | Rank | |
| Total securities | $3,879,268,000 | 101 |
| U.S. Government securities | $2,097,794,000 | 118 |
| U.S. Treasury securities | $32,063,000 | 249 |
| U.S. Government agency obligations | $2,065,731,000 | 113 |
| Securities issued by states & political subdivisions | $1,422,062,000 | 33 |
| Other domestic debt securities | $342,706,000 | 82 |
| 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 | $342,706,000 | 36 |
| Foreign debt securities | $16,706,000 | 53 |
| 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 | $128,106,000 | 504 |
| Mortgage-backed securities | $1,402,572,000 | 131 |
| Certificates of participation in pools of residential mortgages | $652,822,000 | 127 |
| Issued or guaranteed by U.S. | $652,822,000 | 126 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $142,522,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $142,522,000 | 208 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $607,228,000 | 81 |
| Commercial mortgage pass-through securities | $240,779,000 | 63 |
| Other commercial mortgage-backed securities | $366,449,000 | 83 |
| Held to maturity securities (book value) | $21,931,000 | 474 |
| Available-for-sale securities (fair market value) | $3,857,337,000 | 89 |
| Total debt securities | $3,879,268,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $5,326,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,332,000 | 100 |
| 2020-12-31 | Rank | |
| Total securities | $3,954,847,000 | 95 |
| U.S. Government securities | $2,091,912,000 | 111 |
| U.S. Treasury securities | $32,533,000 | 190 |
| U.S. Government agency obligations | $2,059,379,000 | 104 |
| Securities issued by states & political subdivisions | $1,446,019,000 | 34 |
| Other domestic debt securities | $394,695,000 | 68 |
| 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 | $394,695,000 | 30 |
| Foreign debt securities | $22,221,000 | 43 |
| 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 | $147,257,000 | 446 |
| Mortgage-backed securities | $1,368,993,000 | 128 |
| Certificates of participation in pools of residential mortgages | $698,670,000 | 111 |
| Issued or guaranteed by U.S. | $698,670,000 | 110 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $153,401,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $153,401,000 | 193 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $516,922,000 | 87 |
| Commercial mortgage pass-through securities | $156,957,000 | 79 |
| Other commercial mortgage-backed securities | $359,965,000 | 82 |
| Held to maturity securities (book value) | $23,732,000 | 437 |
| Available-for-sale securities (fair market value) | $3,931,115,000 | 82 |
| Total debt securities | $3,954,847,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $12,053,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,066,000 | 92 |
| 2020-09-30 | Rank | |
| Total securities | $3,628,711,000 | 92 |
| U.S. Government securities | $1,915,644,000 | 112 |
| U.S. Treasury securities | $32,739,000 | 187 |
| U.S. Government agency obligations | $1,882,905,000 | 105 |
| Securities issued by states & political subdivisions | $1,313,908,000 | 33 |
| Other domestic debt securities | $376,820,000 | 72 |
| 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 | $376,820,000 | 31 |
| Foreign debt securities | $22,339,000 | 45 |
| 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 | $149,042,000 | 426 |
| Mortgage-backed securities | $1,279,860,000 | 125 |
| Certificates of participation in pools of residential mortgages | $750,502,000 | 96 |
| Issued or guaranteed by U.S. | $750,502,000 | 96 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $77,148,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $77,148,000 | 288 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $452,210,000 | 91 |
| Commercial mortgage pass-through securities | $171,078,000 | 72 |
| Other commercial mortgage-backed securities | $281,132,000 | 88 |
| Held to maturity securities (book value) | $27,980,000 | 386 |
| Available-for-sale securities (fair market value) | $3,600,731,000 | 80 |
| Total debt securities | $3,628,711,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $14,697,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,789,000 | 87 |
| 2020-06-30 | Rank | |
| Total securities | $2,368,623,000 | 128 |
| U.S. Government securities | $1,631,624,000 | 121 |
| U.S. Treasury securities | $32,870,000 | 203 |
| U.S. Government agency obligations | $1,598,754,000 | 111 |
| Securities issued by states & political subdivisions | $461,335,000 | 68 |
| Other domestic debt securities | $253,207,000 | 92 |
| 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 | $253,207,000 | 44 |
| Foreign debt securities | $22,457,000 | 42 |
| 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 | $133,291,000 | 461 |
| Mortgage-backed securities | $1,258,764,000 | 125 |
| Certificates of participation in pools of residential mortgages | $702,764,000 | 98 |
| Issued or guaranteed by U.S. | $702,764,000 | 97 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $28,975,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $28,975,000 | 571 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $527,025,000 | 84 |
| Commercial mortgage pass-through securities | $171,261,000 | 69 |
| Other commercial mortgage-backed securities | $355,764,000 | 73 |
| Held to maturity securities (book value) | $32,557,000 | 359 |
| Available-for-sale securities (fair market value) | $2,336,066,000 | 114 |
| Total debt securities | $2,368,623,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $15,707,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,017,000 | 86 |
| 2020-03-31 | Rank | |
| Total securities | $1,372,314,000 | 156 |
| U.S. Government securities | $787,496,000 | 190 |
| U.S. Treasury securities | $32,833,000 | 198 |
| U.S. Government agency obligations | $754,663,000 | 186 |
| Securities issued by states & political subdivisions | $407,097,000 | 70 |
| Other domestic debt securities | $177,721,000 | 123 |
| 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 | $177,721,000 | 53 |
| 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 | $111,459,000 | 514 |
| Mortgage-backed securities | $506,897,000 | 211 |
| Certificates of participation in pools of residential mortgages | $329,381,000 | 165 |
| Issued or guaranteed by U.S. | $329,381,000 | 164 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,656,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,656,000 | 1,161 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $167,860,000 | 152 |
| Commercial mortgage pass-through securities | $167,860,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $34,553,000 | 351 |
| Available-for-sale securities (fair market value) | $1,337,761,000 | 151 |
| Total debt securities | $1,372,314,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $10,961,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,961,000 | 92 |
| 2019-12-31 | Rank | |
| Total securities | $1,406,222,000 | 154 |
| U.S. Government securities | $855,847,000 | 181 |
| U.S. Treasury securities | $63,555,000 | 121 |
| U.S. Government agency obligations | $792,292,000 | 183 |
| Securities issued by states & political subdivisions | $397,298,000 | 67 |
| Other domestic debt securities | $153,077,000 | 130 |
| 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 | $153,077,000 | 52 |
| 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 | $125,657,000 | 467 |
| Mortgage-backed securities | $545,934,000 | 207 |
| Certificates of participation in pools of residential mortgages | $382,933,000 | 142 |
| Issued or guaranteed by U.S. | $382,933,000 | 141 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,984,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $9,984,000 | 1,135 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $153,017,000 | 156 |
| Commercial mortgage pass-through securities | $153,017,000 | 69 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $37,838,000 | 352 |
| Available-for-sale securities (fair market value) | $1,368,384,000 | 145 |
| Total debt securities | $1,406,222,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,103,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,103,000 | 103 |
| 2019-09-30 | Rank | |
| Total securities | $1,297,088,000 | 164 |
| U.S. Government securities | $873,440,000 | 174 |
| U.S. Treasury securities | $64,190,000 | 131 |
| U.S. Government agency obligations | $809,250,000 | 177 |
| Securities issued by states & political subdivisions | $294,099,000 | 86 |
| Other domestic debt securities | $129,549,000 | 139 |
| 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 | $129,549,000 | 56 |
| 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 | $150,186,000 | 401 |
| Mortgage-backed securities | $547,692,000 | 200 |
| Certificates of participation in pools of residential mortgages | $404,786,000 | 133 |
| Issued or guaranteed by U.S. | $404,786,000 | 132 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $10,642,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $10,642,000 | 1,110 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $132,264,000 | 161 |
| Commercial mortgage pass-through securities | $132,264,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $40,433,000 | 359 |
| Available-for-sale securities (fair market value) | $1,256,655,000 | 154 |
| Total debt securities | $1,297,088,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $2,853,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,853,000 | 102 |
| 2019-06-30 | Rank | |
| Total securities | $1,301,376,000 | 163 |
| U.S. Government securities | $887,079,000 | 177 |
| U.S. Treasury securities | $63,552,000 | 127 |
| U.S. Government agency obligations | $823,527,000 | 177 |
| Securities issued by states & political subdivisions | $288,406,000 | 90 |
| Other domestic debt securities | $125,891,000 | 132 |
| 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 | $125,891,000 | 58 |
| 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 | $142,922,000 | 415 |
| Mortgage-backed securities | $624,294,000 | 185 |
| Certificates of participation in pools of residential mortgages | $509,770,000 | 119 |
| Issued or guaranteed by U.S. | $509,770,000 | 118 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $19,236,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $19,236,000 | 773 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $95,288,000 | 186 |
| Commercial mortgage pass-through securities | $95,288,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $42,997,000 | 363 |
| Available-for-sale securities (fair market value) | $1,258,379,000 | 154 |
| Total debt securities | $1,301,376,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $153,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $153,000 | 126 |
| 2019-03-31 | Rank | |
| Total securities | $1,215,304,000 | 175 |
| U.S. Government securities | $858,622,000 | 182 |
| U.S. Treasury securities | $61,901,000 | 134 |
| U.S. Government agency obligations | $796,721,000 | 178 |
| Securities issued by states & political subdivisions | $217,016,000 | 134 |
| Other domestic debt securities | $139,666,000 | 120 |
| 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 | $139,666,000 | 53 |
| 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 | $140,333,000 | 430 |
| Mortgage-backed securities | $631,233,000 | 182 |
| Certificates of participation in pools of residential mortgages | $563,259,000 | 113 |
| Issued or guaranteed by U.S. | $563,259,000 | 112 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $23,451,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $23,451,000 | 655 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $44,523,000 | 272 |
| Commercial mortgage pass-through securities | $44,523,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $43,894,000 | 365 |
| Available-for-sale securities (fair market value) | $1,171,410,000 | 157 |
| Total debt securities | $1,215,304,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,068,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,068,000 | 116 |
| 2018-12-31 | Rank | |
| Total securities | $1,148,432,000 | 181 |
| U.S. Government securities | $804,430,000 | 186 |
| U.S. Treasury securities | $60,912,000 | 133 |
| U.S. Government agency obligations | $743,518,000 | 182 |
| Securities issued by states & political subdivisions | $238,630,000 | 116 |
| Other domestic debt securities | $105,372,000 | 135 |
| 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 | $105,372,000 | 66 |
| 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 | $215,307,000 | 296 |
| Mortgage-backed securities | $613,448,000 | 181 |
| Certificates of participation in pools of residential mortgages | $580,097,000 | 111 |
| Issued or guaranteed by U.S. | $580,097,000 | 110 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,338,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $24,338,000 | 642 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,013,000 | 661 |
| Commercial mortgage pass-through securities | $9,013,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $45,210,000 | 378 |
| Available-for-sale securities (fair market value) | $1,103,222,000 | 162 |
| Total debt securities | $1,148,432,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,929,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,929,000 | 102 |
| 2018-09-30 | Rank | |
| Total securities | $1,101,262,000 | 181 |
| U.S. Government securities | $766,615,000 | 188 |
| U.S. Treasury securities | $59,343,000 | 134 |
| U.S. Government agency obligations | $707,272,000 | 186 |
| Securities issued by states & political subdivisions | $231,201,000 | 122 |
| Other domestic debt securities | $103,446,000 | 134 |
| 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 | $103,446,000 | 67 |
| 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 | $183,086,000 | 347 |
| Mortgage-backed securities | $594,501,000 | 184 |
| Certificates of participation in pools of residential mortgages | $560,387,000 | 113 |
| Issued or guaranteed by U.S. | $560,387,000 | 112 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,206,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $25,206,000 | 617 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $8,908,000 | 658 |
| Commercial mortgage pass-through securities | $8,908,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $46,385,000 | 383 |
| Available-for-sale securities (fair market value) | $1,054,877,000 | 161 |
| Total debt securities | $1,101,262,000 | 179 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,858,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,858,000 | 90 |
| 2018-06-30 | Rank | |
| Total securities | $906,665,000 | 207 |
| U.S. Government securities | $593,151,000 | 222 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $593,151,000 | 207 |
| Securities issued by states & political subdivisions | $219,901,000 | 136 |
| Other domestic debt securities | $93,613,000 | 143 |
| 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 | $93,613,000 | 69 |
| 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 | $259,572,000 | 256 |
| Mortgage-backed securities | $552,074,000 | 201 |
| Certificates of participation in pools of residential mortgages | $514,843,000 | 121 |
| Issued or guaranteed by U.S. | $514,843,000 | 120 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $28,930,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $28,930,000 | 561 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,301,000 | 670 |
| Commercial mortgage pass-through securities | $8,072,000 | 418 |
| Other commercial mortgage-backed securities | $229,000 | 1,002 |
| Held to maturity securities (book value) | $31,965,000 | 483 |
| Available-for-sale securities (fair market value) | $874,700,000 | 184 |
| Total debt securities | $906,665,000 | 202 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $3,272,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,272,000 | 94 |
| 2018-03-31 | Rank | |
| Total securities | $887,802,000 | 208 |
| U.S. Government securities | $558,614,000 | 231 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $558,614,000 | 221 |
| Securities issued by states & political subdivisions | $223,657,000 | 137 |
| Other domestic debt securities | $105,531,000 | 132 |
| 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 | $105,531,000 | 64 |
| 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 | $264,925,000 | 262 |
| Mortgage-backed securities | $514,450,000 | 207 |
| Certificates of participation in pools of residential mortgages | $472,003,000 | 126 |
| Issued or guaranteed by U.S. | $472,003,000 | 125 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,772,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $30,772,000 | 533 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $11,675,000 | 495 |
| Commercial mortgage pass-through securities | $10,738,000 | 282 |
| Other commercial mortgage-backed securities | $937,000 | 845 |
| Held to maturity securities (book value) | $24,559,000 | 584 |
| Available-for-sale securities (fair market value) | $863,243,000 | 186 |
| Total debt securities | $887,802,000 | 203 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $2,717,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $2,717,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $2,717,000 | 91 |
| 2017-12-31 | Rank | |
| Total securities | $805,720,000 | 221 |
| U.S. Government securities | $492,908,000 | 251 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $492,908,000 | 240 |
| Securities issued by states & political subdivisions | $232,128,000 | 130 |
| Other domestic debt securities | $80,684,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $80,684,000 | 77 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,404,000 | 265 |
| Mortgage-backed securities | $445,699,000 | 220 |
| Certificates of participation in pools of residential mortgages | $400,983,000 | 139 |
| Issued or guaranteed by U.S. | $400,983,000 | 137 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $32,792,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $32,792,000 | 515 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $11,924,000 | 478 |
| Commercial mortgage pass-through securities | $10,935,000 | 283 |
| Other commercial mortgage-backed securities | $989,000 | 804 |
| Held to maturity securities (book value) | $18,291,000 | 695 |
| Available-for-sale securities (fair market value) | $787,429,000 | 196 |
| Total debt securities | $805,720,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,484,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $1,484,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $1,484,000 | 103 |
| 2017-09-30 | Rank | |
| Total securities | $722,571,000 | 237 |
| U.S. Government securities | $429,778,000 | 278 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $429,778,000 | 266 |
| Securities issued by states & political subdivisions | $228,427,000 | 134 |
| Other domestic debt securities | $64,366,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $1,040,000 | 113 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $63,326,000 | 103 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,487,000 | 270 |
| Mortgage-backed securities | $380,439,000 | 240 |
| Certificates of participation in pools of residential mortgages | $322,456,000 | 161 |
| Issued or guaranteed by U.S. | $322,456,000 | 159 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $42,365,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $42,365,000 | 431 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $15,618,000 | 400 |
| Commercial mortgage pass-through securities | $14,578,000 | 227 |
| Other commercial mortgage-backed securities | $1,040,000 | 757 |
| Held to maturity securities (book value) | $18,627,000 | 720 |
| Available-for-sale securities (fair market value) | $703,944,000 | 214 |
| Total debt securities | $722,571,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,129,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $1,129,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $1,129,000 | 109 |
| 2017-06-30 | Rank | |
| Total securities | $710,833,000 | 248 |
| U.S. Government securities | $401,955,000 | 288 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $401,955,000 | 276 |
| Securities issued by states & political subdivisions | $252,078,000 | 118 |
| Other domestic debt securities | $56,800,000 | 189 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $1,287,000 | 106 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $55,513,000 | 116 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,748,000 | 267 |
| Mortgage-backed securities | $348,171,000 | 253 |
| Certificates of participation in pools of residential mortgages | $286,447,000 | 175 |
| Issued or guaranteed by U.S. | $286,447,000 | 173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,034,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $45,034,000 | 416 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $16,690,000 | 384 |
| Commercial mortgage pass-through securities | $15,403,000 | 222 |
| Other commercial mortgage-backed securities | $1,287,000 | 699 |
| Held to maturity securities (book value) | $7,750,000 | 1,046 |
| Available-for-sale securities (fair market value) | $703,083,000 | 214 |
| Total debt securities | $710,833,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,177,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $1,177,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $1,177,000 | 108 |
| 2017-03-31 | Rank | |
| Total securities | $443,680,000 | 363 |
| U.S. Government securities | $259,532,000 | 398 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $259,532,000 | 380 |
| Securities issued by states & political subdivisions | $128,783,000 | 275 |
| Other domestic debt securities | $55,365,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $55,365,000 | 121 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,286,000 | 496 |
| Mortgage-backed securities | $259,532,000 | 298 |
| Certificates of participation in pools of residential mortgages | $229,530,000 | 220 |
| Issued or guaranteed by U.S. | $229,530,000 | 219 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,002,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $30,002,000 | 545 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $8,272,000 | 1,040 |
| Available-for-sale securities (fair market value) | $435,408,000 | 318 |
| Total debt securities | $443,681,000 | 358 |
| 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 | $389,528,000 | 393 |
| U.S. Government securities | $231,893,000 | 430 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $231,893,000 | 408 |
| Securities issued by states & political subdivisions | $118,803,000 | 292 |
| Other domestic debt securities | $38,832,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $38,832,000 | 167 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,326,000 | 646 |
| Mortgage-backed securities | $231,893,000 | 330 |
| Certificates of participation in pools of residential mortgages | $200,505,000 | 242 |
| Issued or guaranteed by U.S. | $200,505,000 | 241 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $31,388,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $31,388,000 | 530 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $8,565,000 | 1,029 |
| Available-for-sale securities (fair market value) | $380,963,000 | 346 |
| Total debt securities | $389,528,000 | 385 |
| Structured notes | ||
| Amortized cost | $32,265,000 | 45 |
| Fair value | $32,596,000 | 42 |
| 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 | $322,100,000 | 475 |
| U.S. Government securities | $180,729,000 | 534 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $180,729,000 | 510 |
| Securities issued by states & political subdivisions | $116,838,000 | 297 |
| Other domestic debt securities | $24,533,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $24,533,000 | 227 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,392,000 | 734 |
| Mortgage-backed securities | $180,729,000 | 400 |
| Certificates of participation in pools of residential mortgages | $146,863,000 | 300 |
| Issued or guaranteed by U.S. | $146,863,000 | 299 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,866,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $33,866,000 | 513 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $8,900,000 | 1,016 |
| Available-for-sale securities (fair market value) | $313,200,000 | 412 |
| Total debt securities | $322,100,000 | 468 |
| Structured notes | ||
| Amortized cost | $23,255,000 | 59 |
| Fair value | $23,330,000 | 59 |
| 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 | $254,763,000 | 596 |
| U.S. Government securities | $134,747,000 | 701 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $134,747,000 | 663 |
| Securities issued by states & political subdivisions | $118,800,000 | 283 |
| Other domestic debt securities | $1,216,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,216,000 | 1,209 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,512,000 | 801 |
| Mortgage-backed securities | $134,747,000 | 512 |
| Certificates of participation in pools of residential mortgages | $111,903,000 | 383 |
| Issued or guaranteed by U.S. | $111,903,000 | 382 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $22,844,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $22,844,000 | 662 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $9,292,000 | 1,024 |
| Available-for-sale securities (fair market value) | $245,471,000 | 534 |
| Total debt securities | $254,762,000 | 584 |
| 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 | $279,302,000 | 559 |
| U.S. Government securities | $152,191,000 | 658 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $152,191,000 | 616 |
| Securities issued by states & political subdivisions | $125,882,000 | 255 |
| Other domestic debt securities | $1,229,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,229,000 | 1,216 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,413,000 | 770 |
| Mortgage-backed securities | $152,191,000 | 469 |
| Certificates of participation in pools of residential mortgages | $128,325,000 | 344 |
| Issued or guaranteed by U.S. | $128,325,000 | 343 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,866,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $23,866,000 | 650 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,590,000 | 1,041 |
| Available-for-sale securities (fair market value) | $269,712,000 | 494 |
| Total debt securities | $279,303,000 | 549 |
| 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 | $289,916,000 | 530 |
| U.S. Government securities | $158,429,000 | 641 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $158,429,000 | 602 |
| Securities issued by states & political subdivisions | $130,246,000 | 234 |
| Other domestic debt securities | $1,241,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,241,000 | 1,209 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,182,000 | 863 |
| Mortgage-backed securities | $158,429,000 | 450 |
| Certificates of participation in pools of residential mortgages | $133,886,000 | 326 |
| Issued or guaranteed by U.S. | $133,886,000 | 325 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,543,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $24,543,000 | 648 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,642,000 | 1,054 |
| Available-for-sale securities (fair market value) | $280,274,000 | 474 |
| Total debt securities | $289,915,000 | 524 |
| 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 | $291,147,000 | 529 |
| U.S. Government securities | $160,417,000 | 633 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $160,417,000 | 599 |
| Securities issued by states & political subdivisions | $130,004,000 | 237 |
| Other domestic debt securities | $726,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $726,000 | 1,419 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,180,000 | 823 |
| Mortgage-backed securities | $160,417,000 | 450 |
| Certificates of participation in pools of residential mortgages | $134,314,000 | 324 |
| Issued or guaranteed by U.S. | $134,314,000 | 323 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $26,103,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $26,103,000 | 632 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $291,147,000 | 449 |
| Total debt securities | $291,147,000 | 522 |
| 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 | $280,434,000 | 552 |
| U.S. Government securities | $159,270,000 | 653 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $159,270,000 | 620 |
| Securities issued by states & political subdivisions | $120,431,000 | 256 |
| Other domestic debt securities | $733,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $733,000 | 1,428 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,691,000 | 813 |
| Mortgage-backed securities | $159,270,000 | 465 |
| Certificates of participation in pools of residential mortgages | $148,457,000 | 297 |
| Issued or guaranteed by U.S. | $148,457,000 | 296 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,813,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $10,813,000 | 1,142 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $280,434,000 | 466 |
| Total debt securities | $280,434,000 | 544 |
| 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 | $280,461,000 | 557 |
| U.S. Government securities | $174,937,000 | 604 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $174,937,000 | 582 |
| Securities issued by states & political subdivisions | $105,524,000 | 288 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,753,000 | 883 |
| Mortgage-backed securities | $174,937,000 | 427 |
| Certificates of participation in pools of residential mortgages | $163,650,000 | 275 |
| Issued or guaranteed by U.S. | $163,650,000 | 273 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,287,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $11,287,000 | 1,155 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $280,461,000 | 471 |
| Total debt securities | $280,461,000 | 546 |
| 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 | $201,638,000 | 746 |
| U.S. Government securities | $111,977,000 | 895 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $111,977,000 | 857 |
| Securities issued by states & political subdivisions | $89,661,000 | 351 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,131,000 | 847 |
| Mortgage-backed securities | $111,977,000 | 601 |
| Certificates of participation in pools of residential mortgages | $105,115,000 | 418 |
| Issued or guaranteed by U.S. | $105,115,000 | 417 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,862,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $6,862,000 | 1,508 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $201,638,000 | 642 |
| Total debt securities | $201,638,000 | 737 |
| 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 | $282,202,000 | 541 |
| U.S. Government securities | $183,617,000 | 567 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $183,617,000 | 549 |
| Securities issued by states & political subdivisions | $98,585,000 | 304 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,479,000 | 798 |
| Mortgage-backed securities | $183,617,000 | 416 |
| Certificates of participation in pools of residential mortgages | $176,552,000 | 254 |
| Issued or guaranteed by U.S. | $176,552,000 | 253 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,065,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $7,065,000 | 1,492 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $282,202,000 | 464 |
| Total debt securities | $282,202,000 | 534 |
| 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 | $235,116,000 | 634 |
| U.S. Government securities | $149,683,000 | 698 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $149,683,000 | 667 |
| Securities issued by states & political subdivisions | $85,433,000 | 359 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,429,000 | 750 |
| Mortgage-backed securities | $140,330,000 | 512 |
| Certificates of participation in pools of residential mortgages | $132,992,000 | 329 |
| Issued or guaranteed by U.S. | $132,992,000 | 327 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,338,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $7,338,000 | 1,492 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $235,116,000 | 548 |
| Total debt securities | $235,116,000 | 624 |
| 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 | $202,142,000 | 769 |
| U.S. Government securities | $129,454,000 | 806 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $129,454,000 | 775 |
| Securities issued by states & political subdivisions | $72,688,000 | 451 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,584,000 | 669 |
| Mortgage-backed securities | $99,146,000 | 697 |
| Certificates of participation in pools of residential mortgages | $96,545,000 | 479 |
| Issued or guaranteed by U.S. | $96,545,000 | 479 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,601,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $2,601,000 | 2,225 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $202,142,000 | 667 |
| Total debt securities | $202,142,000 | 755 |
| 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 | $256,089,000 | 607 |
| U.S. Government securities | $161,962,000 | 645 |
| U.S. Treasury securities | $81,000 | 1,111 |
| U.S. Government agency obligations | $161,881,000 | 625 |
| Securities issued by states & political subdivisions | $94,127,000 | 317 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,057,000 | 409 |
| Mortgage-backed securities | $111,671,000 | 611 |
| Certificates of participation in pools of residential mortgages | $95,098,000 | 468 |
| Issued or guaranteed by U.S. | $95,098,000 | 468 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,573,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $16,573,000 | 976 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $256,089,000 | 522 |
| Total debt securities | $256,089,000 | 596 |
| 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 | $282,846,000 | 543 |
| U.S. Government securities | $187,961,000 | 563 |
| U.S. Treasury securities | $82,000 | 1,111 |
| U.S. Government agency obligations | $187,879,000 | 544 |
| Securities issued by states & political subdivisions | $94,885,000 | 307 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,893,000 | 575 |
| Mortgage-backed securities | $135,713,000 | 527 |
| Certificates of participation in pools of residential mortgages | $113,481,000 | 390 |
| Issued or guaranteed by U.S. | $113,481,000 | 389 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $22,232,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $22,232,000 | 820 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $282,846,000 | 467 |
| Total debt securities | $282,846,000 | 533 |
| 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 | $313,047,000 | 489 |
| U.S. Government securities | $206,706,000 | 523 |
| U.S. Treasury securities | $83,000 | 1,133 |
| U.S. Government agency obligations | $206,623,000 | 503 |
| Securities issued by states & political subdivisions | $94,747,000 | 307 |
| Other domestic debt securities | $11,594,000 | 644 |
| Privately issued residential mortgage-backed securities | $2,248,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $177,000 | 425 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,169,000 | 491 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,862,000 | 499 |
| Mortgage-backed securities | $154,328,000 | 485 |
| Certificates of participation in pools of residential mortgages | $144,624,000 | 311 |
| Issued or guaranteed by U.S. | $144,624,000 | 310 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,704,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $7,456,000 | 1,529 |
| Privately issued | $2,248,000 | 366 |
| 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) | $313,047,000 | 430 |
| Total debt securities | $310,877,000 | 480 |
| 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 | $301,160,000 | 523 |
| U.S. Government securities | $142,735,000 | 737 |
| U.S. Treasury securities | $85,000 | 1,142 |
| U.S. Government agency obligations | $142,650,000 | 709 |
| Securities issued by states & political subdivisions | $155,939,000 | 158 |
| Other domestic debt securities | $2,486,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $2,304,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $182,000 | 416 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,388,000 | 756 |
| Mortgage-backed securities | $139,922,000 | 524 |
| Certificates of participation in pools of residential mortgages | $119,395,000 | 379 |
| Issued or guaranteed by U.S. | $119,395,000 | 378 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,527,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $18,223,000 | 998 |
| Privately issued | $2,304,000 | 391 |
| 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) | $301,160,000 | 461 |
| Total debt securities | $298,942,000 | 517 |
| 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 | $84,066,000 | 1,739 |
| U.S. Government securities | $54,998,000 | 1,718 |
| U.S. Treasury securities | $159,000 | 1,083 |
| U.S. Government agency obligations | $54,839,000 | 1,673 |
| Securities issued by states & political subdivisions | $26,586,000 | 1,361 |
| Other domestic debt securities | $2,482,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $2,311,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $171,000 | 397 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,948,000 | 1,104 |
| Mortgage-backed securities | $51,955,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $45,830,000 | 913 |
| Issued or guaranteed by U.S. | $45,830,000 | 912 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,125,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 2,126 |
| Privately issued | $2,311,000 | 407 |
| 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) | $84,066,000 | 1,582 |
| Total debt securities | $81,856,000 | 1,771 |
| 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 | $114,250,000 | 1,332 |
| U.S. Government securities | $70,219,000 | 1,427 |
| U.S. Treasury securities | $160,000 | 1,032 |
| U.S. Government agency obligations | $70,059,000 | 1,389 |
| Securities issued by states & political subdivisions | $41,544,000 | 847 |
| Other domestic debt securities | $2,487,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $2,305,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $182,000 | 390 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,782,000 | 1,047 |
| Mortgage-backed securities | $63,161,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $48,566,000 | 921 |
| Issued or guaranteed by U.S. | $48,566,000 | 920 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,595,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $12,290,000 | 1,315 |
| Privately issued | $2,305,000 | 443 |
| 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) | $114,250,000 | 1,197 |
| Total debt securities | $112,066,000 | 1,338 |
| 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 | $146,134,000 | 1,063 |
| U.S. Government securities | $102,597,000 | 1,017 |
| U.S. Treasury securities | $262,000 | 968 |
| U.S. Government agency obligations | $102,335,000 | 982 |
| Securities issued by states & political subdivisions | $41,115,000 | 834 |
| Other domestic debt securities | $2,422,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $2,274,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $148,000 | 348 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,956,000 | 1,110 |
| Mortgage-backed securities | $95,237,000 | 794 |
| Certificates of participation in pools of residential mortgages | $76,046,000 | 622 |
| Issued or guaranteed by U.S. | $76,046,000 | 622 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,191,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $16,917,000 | 1,104 |
| Privately issued | $2,274,000 | 481 |
| 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) | $146,134,000 | 950 |
| Total debt securities | $144,013,000 | 1,066 |
| 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 | $150,739,000 | 1,029 |
| U.S. Government securities | $115,697,000 | 945 |
| U.S. Treasury securities | $160,000 | 1,100 |
| U.S. Government agency obligations | $115,537,000 | 919 |
| Securities issued by states & political subdivisions | $27,695,000 | 1,216 |
| Other domestic debt securities | $2,530,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $2,370,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $160,000 | 295 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $4,817,000 | 68 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,275,000 | 1,120 |
| Mortgage-backed securities | $108,634,000 | 725 |
| Certificates of participation in pools of residential mortgages | $92,165,000 | 524 |
| Issued or guaranteed by U.S. | $92,165,000 | 524 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,469,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $14,099,000 | 1,268 |
| Privately issued | $2,370,000 | 490 |
| 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) | $150,739,000 | 912 |
| Total debt securities | $148,526,000 | 1,030 |
| 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 | $115,645,000 | 1,284 |
| U.S. Government securities | $88,978,000 | 1,131 |
| U.S. Treasury securities | $162,000 | 1,022 |
| U.S. Government agency obligations | $88,816,000 | 1,098 |
| Securities issued by states & political subdivisions | $24,139,000 | 1,333 |
| Other domestic debt securities | $2,528,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $2,397,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $131,000 | 231 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,078,000 | 1,064 |
| Mortgage-backed securities | $86,022,000 | 848 |
| Certificates of participation in pools of residential mortgages | $72,989,000 | 619 |
| Issued or guaranteed by U.S. | $72,989,000 | 619 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,033,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $10,636,000 | 1,387 |
| Privately issued | $2,397,000 | 540 |
| 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) | $115,645,000 | 1,153 |
| Total debt securities | $113,416,000 | 1,286 |
| 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 | $107,761,000 | 1,327 |
| U.S. Government securities | $80,954,000 | 1,220 |
| U.S. Treasury securities | $164,000 | 1,072 |
| U.S. Government agency obligations | $80,790,000 | 1,176 |
| Securities issued by states & political subdivisions | $24,029,000 | 1,298 |
| Other domestic debt securities | $2,778,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $2,640,000 | 574 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $138,000 | 214 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,717,000 | 1,083 |
| Mortgage-backed securities | $78,159,000 | 892 |
| Certificates of participation in pools of residential mortgages | $64,224,000 | 677 |
| Issued or guaranteed by U.S. | $64,224,000 | 673 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,935,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $11,295,000 | 1,326 |
| Privately issued | $2,640,000 | 542 |
| 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) | $107,761,000 | 1,193 |
| Total debt securities | $105,312,000 | 1,344 |
| 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 | $141,304,000 | 1,023 |
| U.S. Government securities | $114,846,000 | 892 |
| U.S. Treasury securities | $161,000 | 1,170 |
| U.S. Government agency obligations | $114,685,000 | 863 |
| Securities issued by states & political subdivisions | $23,184,000 | 1,288 |
| Other domestic debt securities | $3,274,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $3,115,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $159,000 | 209 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,717,000 | 1,121 |
| Mortgage-backed securities | $108,726,000 | 679 |
| Certificates of participation in pools of residential mortgages | $93,289,000 | 469 |
| Issued or guaranteed by U.S. | $93,289,000 | 465 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,437,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $12,322,000 | 1,222 |
| Privately issued | $3,115,000 | 521 |
| 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) | $141,304,000 | 909 |
| Total debt securities | $138,453,000 | 1,027 |
| 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 | $140,927,000 | 1,018 |
| U.S. Government securities | $114,513,000 | 893 |
| U.S. Treasury securities | $259,000 | 1,170 |
| U.S. Government agency obligations | $114,254,000 | 860 |
| Securities issued by states & political subdivisions | $22,089,000 | 1,323 |
| Other domestic debt securities | $4,325,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $4,008,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $317,000 | 188 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,523,000 | 1,100 |
| Mortgage-backed securities | $109,442,000 | 650 |
| Certificates of participation in pools of residential mortgages | $92,830,000 | 461 |
| Issued or guaranteed by U.S. | $92,830,000 | 457 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,612,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $12,604,000 | 1,167 |
| Privately issued | $4,008,000 | 509 |
| 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) | $140,927,000 | 894 |
| Total debt securities | $137,187,000 | 1,037 |
| 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 | $155,094,000 | 889 |
| U.S. Government securities | $130,741,000 | 775 |
| U.S. Treasury securities | $159,000 | 1,218 |
| U.S. Government agency obligations | $130,582,000 | 739 |
| Securities issued by states & political subdivisions | $19,759,000 | 1,441 |
| Other domestic debt securities | $4,594,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $4,261,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $333,000 | 174 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,206,000 | 1,105 |
| Mortgage-backed securities | $125,383,000 | 553 |
| Certificates of participation in pools of residential mortgages | $109,021,000 | 378 |
| Issued or guaranteed by U.S. | $109,021,000 | 376 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,362,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $12,101,000 | 1,165 |
| Privately issued | $4,261,000 | 525 |
| 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) | $155,094,000 | 783 |
| Total debt securities | $151,313,000 | 902 |
| 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 | $172,181,000 | 793 |
| U.S. Government securities | $147,317,000 | 663 |
| U.S. Treasury securities | $163,000 | 1,124 |
| U.S. Government agency obligations | $147,154,000 | 635 |
| Securities issued by states & political subdivisions | $20,224,000 | 1,368 |
| Other domestic debt securities | $4,640,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $4,338,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $302,000 | 170 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,002,000 | 1,015 |
| Mortgage-backed securities | $141,778,000 | 475 |
| Certificates of participation in pools of residential mortgages | $118,229,000 | 339 |
| Issued or guaranteed by U.S. | $118,229,000 | 335 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $23,549,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $19,211,000 | 873 |
| Privately issued | $4,338,000 | 576 |
| 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) | $172,181,000 | 693 |
| Total debt securities | $168,404,000 | 798 |
| 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 | $163,470,000 | 830 |
| U.S. Government securities | $136,639,000 | 700 |
| U.S. Treasury securities | $160,000 | 1,064 |
| U.S. Government agency obligations | $136,479,000 | 669 |
| Securities issued by states & political subdivisions | $22,035,000 | 1,158 |
| Other domestic debt securities | $4,796,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $4,494,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $302,000 | 160 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,864,000 | 1,021 |
| Mortgage-backed securities | $131,069,000 | 514 |
| Certificates of participation in pools of residential mortgages | $99,558,000 | 398 |
| Issued or guaranteed by U.S. | $99,558,000 | 395 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,511,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $27,017,000 | 667 |
| Privately issued | $4,494,000 | 595 |
| 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) | $163,470,000 | 727 |
| Total debt securities | $159,550,000 | 833 |
| 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 | $120,270,000 | 1,106 |
| U.S. Government securities | $95,925,000 | 979 |
| U.S. Treasury securities | $155,000 | 1,076 |
| U.S. Government agency obligations | $95,770,000 | 942 |
| Securities issued by states & political subdivisions | $19,293,000 | 1,319 |
| Other domestic debt securities | $5,052,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $4,734,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $318,000 | 166 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,187,000 | 1,080 |
| Mortgage-backed securities | $95,729,000 | 688 |
| Certificates of participation in pools of residential mortgages | $73,055,000 | 535 |
| Issued or guaranteed by U.S. | $73,055,000 | 533 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,674,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $17,940,000 | 840 |
| Privately issued | $4,734,000 | 603 |
| 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) | $120,270,000 | 968 |
| Total debt securities | $116,337,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $4,768,000 | 1,045 |
| Fair value | $4,775,000 | 1,045 |
| 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 | $123,407,000 | 1,047 |
| U.S. Government securities | $99,764,000 | 909 |
| U.S. Treasury securities | $154,000 | 1,024 |
| U.S. Government agency obligations | $99,610,000 | 874 |
| Securities issued by states & political subdivisions | $17,965,000 | 1,407 |
| Other domestic debt securities | $5,678,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $5,678,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,422,000 | 1,216 |
| Mortgage-backed securities | $100,170,000 | 659 |
| Certificates of participation in pools of residential mortgages | $51,432,000 | 772 |
| Issued or guaranteed by U.S. | $51,432,000 | 764 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $48,738,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $43,060,000 | 465 |
| Privately issued | $5,678,000 | 592 |
| 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) | $123,407,000 | 906 |
| Total debt securities | $119,347,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $5,045,000 | 770 |
| Fair value | $5,118,000 | 761 |
| 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 | $101,686,000 | 1,259 |
| U.S. Government securities | $84,218,000 | 1,039 |
| U.S. Treasury securities | $157,000 | 988 |
| U.S. Government agency obligations | $84,061,000 | 1,008 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $17,468,000 | 627 |
| Privately issued residential mortgage-backed securities | $17,468,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,390,000 | 1,259 |
| Mortgage-backed securities | $77,438,000 | 816 |
| Certificates of participation in pools of residential mortgages | $13,193,000 | 2,270 |
| Issued or guaranteed by U.S. | $13,193,000 | 2,262 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $64,245,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $46,777,000 | 409 |
| Privately issued | $17,468,000 | 357 |
| 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) | $101,686,000 | 1,102 |
| Total debt securities | $97,586,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $5,346,000 | 521 |
| Fair value | $5,387,000 | 521 |
| 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 | $81,779,000 | 1,531 |
| U.S. Government securities | $47,527,000 | 1,745 |
| U.S. Treasury securities | $155,000 | 975 |
| U.S. Government agency obligations | $47,372,000 | 1,710 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $34,252,000 | 420 |
| Privately issued residential mortgage-backed securities | $34,252,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,313,000 | 1,286 |
| Mortgage-backed securities | $63,648,000 | 986 |
| Certificates of participation in pools of residential mortgages | $15,479,000 | 2,132 |
| Issued or guaranteed by U.S. | $15,479,000 | 2,121 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $48,169,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $13,917,000 | 885 |
| Privately issued | $34,252,000 | 238 |
| 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) | $81,779,000 | 1,337 |
| Total debt securities | $77,716,000 | 1,577 |
| 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 | $66,199,000 | 1,831 |
| U.S. Government securities | $39,269,000 | 2,123 |
| U.S. Treasury securities | $163,000 | 916 |
| U.S. Government agency obligations | $39,106,000 | 2,080 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $26,930,000 | 472 |
| Privately issued residential mortgage-backed securities | $26,930,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,516,000 | 1,547 |
| Mortgage-backed securities | $66,036,000 | 962 |
| Certificates of participation in pools of residential mortgages | $24,863,000 | 1,539 |
| Issued or guaranteed by U.S. | $24,863,000 | 1,529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,173,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $14,243,000 | 875 |
| Privately issued | $26,930,000 | 294 |
| 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) | $66,199,000 | 1,613 |
| Total debt securities | $63,014,000 | 1,897 |
| 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 | $56,607,000 | 2,079 |
| U.S. Government securities | $38,871,000 | 2,137 |
| U.S. Treasury securities | $167,000 | 903 |
| U.S. Government agency obligations | $38,704,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $17,736,000 | 580 |
| Privately issued residential mortgage-backed securities | $17,736,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,721,000 | 2,022 |
| Mortgage-backed securities | $56,440,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $24,594,000 | 1,516 |
| Issued or guaranteed by U.S. | $24,594,000 | 1,507 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $31,846,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $14,110,000 | 854 |
| Privately issued | $17,736,000 | 352 |
| 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) | $56,607,000 | 1,825 |
| Total debt securities | $56,607,000 | 2,053 |
| 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 | $60,084,000 | 1,934 |
| U.S. Government securities | $38,074,000 | 2,115 |
| U.S. Treasury securities | $152,000 | 956 |
| U.S. Government agency obligations | $37,922,000 | 2,078 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $22,010,000 | 490 |
| Privately issued residential mortgage-backed securities | $22,010,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,376,000 | 1,554 |
| Mortgage-backed securities | $59,932,000 | 987 |
| Certificates of participation in pools of residential mortgages | $24,357,000 | 1,455 |
| Issued or guaranteed by U.S. | $24,357,000 | 1,444 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $35,575,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $13,565,000 | 830 |
| Privately issued | $22,010,000 | 314 |
| 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) | $60,084,000 | 1,693 |
| Total debt securities | $60,084,000 | 1,910 |
| 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 | $67,372,000 | 1,769 |
| U.S. Government securities | $41,929,000 | 1,971 |
| U.S. Treasury securities | $149,000 | 957 |
| U.S. Government agency obligations | $41,780,000 | 1,936 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $25,443,000 | 472 |
| Privately issued residential mortgage-backed securities | $25,443,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,722,000 | 3,124 |
| Mortgage-backed securities | $67,223,000 | 874 |
| Certificates of participation in pools of residential mortgages | $31,071,000 | 1,174 |
| Issued or guaranteed by U.S. | $23,035,000 | 1,502 |
| Privately issued | $8,036,000 | 63 |
| Collaterized mortgage obligations | $36,152,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $18,745,000 | 638 |
| Privately issued | $17,407,000 | 360 |
| 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) | $67,372,000 | 1,538 |
| Total debt securities | $67,372,000 | 1,742 |
| 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 | $84,861,000 | 1,419 |
| U.S. Government securities | $36,761,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,761,000 | 2,176 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $22,427,000 | 498 |
| Privately issued residential mortgage-backed securities | $22,427,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $25,673,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,852,000 | 2,390 |
| Mortgage-backed securities | $59,188,000 | 939 |
| Certificates of participation in pools of residential mortgages | $21,146,000 | 1,559 |
| Issued or guaranteed by U.S. | $21,146,000 | 1,547 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,042,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $15,615,000 | 717 |
| Privately issued | $22,427,000 | 303 |
| 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) | $84,861,000 | 1,241 |
| Total debt securities | $59,188,000 | 1,942 |
| 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 | $56,238,000 | 2,061 |
| U.S. Government securities | $27,915,000 | 2,828 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,915,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,839,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $1,839,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $26,484,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 6,300 |
| Mortgage-backed securities | $29,754,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $21,895,000 | 1,322 |
| Issued or guaranteed by U.S. | $21,895,000 | 1,314 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,859,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $6,020,000 | 1,243 |
| Privately issued | $1,839,000 | 827 |
| 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) | $56,238,000 | 1,804 |
| Total debt securities | $29,754,000 | 3,422 |
| 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 | $97,040,000 | 1,245 |
| U.S. Government securities | $68,569,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $68,569,000 | 1,223 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,890,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $1,890,000 | 833 |
| 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 | $26,581,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 6,326 |
| Mortgage-backed securities | $30,479,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $21,969,000 | 1,221 |
| Issued or guaranteed by U.S. | $21,969,000 | 1,214 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,510,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $6,620,000 | 1,148 |
| Privately issued | $1,890,000 | 795 |
| 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) | $39,980,000 | 455 |
| Available-for-sale securities (fair market value) | $57,060,000 | 1,744 |
| Total debt securities | $70,459,000 | 1,644 |
| 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 | $58,023,000 | 1,971 |
| U.S. Government securities | $29,513,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $29,513,000 | 2,654 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,930,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $1,930,000 | 783 |
| 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 | $26,580,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 6,383 |
| Mortgage-backed securities | $31,443,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $22,445,000 | 1,184 |
| Issued or guaranteed by U.S. | $22,445,000 | 1,176 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,998,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $7,068,000 | 1,080 |
| Privately issued | $1,930,000 | 740 |
| 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) | $58,023,000 | 1,700 |
| Total debt securities | $31,443,000 | 3,278 |
| 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 | $60,194,000 | 1,936 |
| U.S. Government securities | $31,359,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,359,000 | 2,520 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,051,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $2,051,000 | 727 |
| 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 | $26,784,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 6,404 |
| Mortgage-backed securities | $33,410,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $23,544,000 | 1,136 |
| Issued or guaranteed by U.S. | $23,544,000 | 1,127 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,866,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $7,815,000 | 1,001 |
| Privately issued | $2,051,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $60,194,000 | 1,660 |
| Total debt securities | $33,410,000 | 3,152 |
| 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 | $61,816,000 | 1,919 |
| U.S. Government securities | $32,940,000 | 2,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,940,000 | 2,476 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,141,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $2,141,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,735,000 | 124 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,081,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $24,428,000 | 1,127 |
| Issued or guaranteed by U.S. | $24,428,000 | 1,117 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,653,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $8,512,000 | 946 |
| Privately issued | $2,141,000 | 667 |
| 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) | $61,816,000 | 1,643 |
| Total debt securities | $35,081,000 | 3,069 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $37,999,000 | 2,949 |
| U.S. Government securities | $9,015,000 | 5,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,015,000 | 5,624 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,214,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $2,214,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,770,000 | 120 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,229,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,229,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $9,015,000 | 900 |
| Privately issued | $2,214,000 | 648 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $37,998,000 | 2,540 |
| Total debt securities | $11,229,000 | 5,911 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $35,508,000 | 3,102 |
| U.S. Government securities | $8,925,000 | 5,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,925,000 | 5,674 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,583,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,925,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,925,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $8,925,000 | 907 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $35,508,000 | 2,676 |
| Total debt securities | $8,925,000 | 6,409 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $35,640,000 | 3,121 |
| U.S. Government securities | $8,980,000 | 5,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,980,000 | 5,709 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,660,000 | 115 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,980,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,980,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $8,980,000 | 908 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,640,000 | 2,694 |
| Total debt securities | $8,980,000 | 6,458 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $35,850,000 | 3,096 |
| U.S. Government securities | $9,059,000 | 5,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,059,000 | 5,662 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,791,000 | 120 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,059,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,059,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $9,059,000 | 894 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $35,850,000 | 2,669 |
| Total debt securities | $9,059,000 | 6,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $35,966,000 | 3,063 |
| U.S. Government securities | $9,098,000 | 5,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,098,000 | 5,633 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,868,000 | 118 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,098,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,098,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $9,098,000 | 910 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $35,966,000 | 2,631 |
| Total debt securities | $9,098,000 | 6,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $36,183,000 | 3,099 |
| U.S. Government securities | $9,128,000 | 5,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,128,000 | 5,665 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,055,000 | 121 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,128,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,128,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $9,128,000 | 951 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $36,183,000 | 2,661 |
| Total debt securities | $9,128,000 | 6,492 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $36,170,000 | 3,131 |
| U.S. Government securities | $9,109,000 | 5,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,109,000 | 5,753 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,061,000 | 127 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,109,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,109,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,109,000 | 982 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $36,170,000 | 2,682 |
| Total debt securities | $9,109,000 | 6,562 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $36,455,000 | 3,138 |
| U.S. Government securities | $9,214,000 | 5,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,214,000 | 5,723 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,241,000 | 134 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,214,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,214,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $9,214,000 | 999 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,241,000 | 765 |
| Available-for-sale securities (fair market value) | $9,214,000 | 5,873 |
| Total debt securities | $9,214,000 | 6,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $36,587,000 | 3,116 |
| U.S. Government securities | $9,286,000 | 5,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,286,000 | 5,708 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,301,000 | 141 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,286,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,286,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $9,286,000 | 997 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,301,000 | 759 |
| Available-for-sale securities (fair market value) | $9,286,000 | 5,896 |
| Total debt securities | $9,286,000 | 6,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $48,316,000 | 2,519 |
| U.S. Government securities | $14,314,000 | 4,837 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,314,000 | 4,670 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,002,000 | 113 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,314,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,314,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $14,314,000 | 766 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $48,316,000 | 2,137 |
| Total debt securities | $14,314,000 | 5,624 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $57,391,000 | 2,154 |
| U.S. Government securities | $9,545,000 | 5,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,545,000 | 5,697 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,846,000 | 94 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,545,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,545,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $9,545,000 | 1,033 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $57,391,000 | 1,844 |
| Total debt securities | $9,545,000 | 6,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $39,845,000 | 2,984 |
| U.S. Government securities | $10,375,000 | 5,684 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,375,000 | 5,527 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,470,000 | 145 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,375,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,375,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $10,375,000 | 1,028 |
| Privately issued | NA | NA |
| 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) | $39,845,000 | 2,572 |
| Total debt securities | $10,375,000 | 6,455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $43,309,000 | 2,740 |
| U.S. Government securities | $11,794,000 | 5,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,794,000 | 5,050 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,515,000 | 141 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,794,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $11,794,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $11,794,000 | 952 |
| Privately issued | NA | NA |
| 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) | $43,309,000 | 2,347 |
| Total debt securities | $11,794,000 | 6,073 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $44,908,000 | 2,613 |
| U.S. Government securities | $13,179,000 | 4,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,179,000 | 4,687 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,729,000 | 151 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,179,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,179,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $13,179,000 | 970 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,711 |
| Available-for-sale securities (fair market value) | $44,907,000 | 2,239 |
| Total debt securities | $13,179,000 | 5,745 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $28,465,000 | 3,664 |
| U.S. Government securities | $14,726,000 | 4,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,726,000 | 4,414 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,739,000 | 329 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,726,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $14,726,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $14,726,000 | 929 |
| Privately issued | NA | NA |
| 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) | $28,465,000 | 3,157 |
| Total debt securities | $14,726,000 | 5,435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $56,303,000 | 2,113 |
| U.S. Government securities | $30,039,000 | 2,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,039,000 | 2,579 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,264,000 | 185 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,039,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $13,727,000 | 1,899 |
| Issued or guaranteed by U.S. | $13,727,000 | 1,888 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,312,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $16,312,000 | 874 |
| Privately issued | NA | NA |
| 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) | $56,303,000 | 1,771 |
| Total debt securities | $30,039,000 | 3,453 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $41,075,000 | 2,600 |
| U.S. Government securities | $13,012,000 | 4,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,012,000 | 4,561 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,063,000 | 155 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,012,000 | 2,458 |
| 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 | $13,012,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $13,012,000 | 1,022 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,528,000 | 1,612 |
| Available-for-sale securities (fair market value) | $31,547,000 | 2,694 |
| Total debt securities | $13,012,000 | 5,691 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $43,884,000 | 2,458 |
| U.S. Government securities | $43,884,000 | 1,816 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,884,000 | 1,691 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,884,000 | 862 |
| Certificates of participation in pools of residential mortgages | $39,455,000 | 647 |
| Issued or guaranteed by U.S. | $39,455,000 | 641 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,429,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $4,429,000 | 1,475 |
| Privately issued | NA | NA |
| 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) | $43,884,000 | 1,962 |
| Total debt securities | $43,884,000 | 2,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $30,112,000 | 3,576 |
| U.S. Government securities | $29,961,000 | 2,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,961,000 | 2,457 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $150,000 | 3,417 |
| 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 | $150,000 | 2,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,250 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 7,825 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,407 |
| Issued or guaranteed by U.S. | $6,000 | 7,385 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $30,112,000 | 872 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $30,111,000 | 3,470 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,009,000 | 9,791 |
| U.S. Government securities | $2,008,000 | 9,442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,008,000 | 8,742 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,224 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,000 | 8,036 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,603 |
| Issued or guaranteed by U.S. | $8,000 | 7,580 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $2,009,000 | 4,744 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,008,000 | 9,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,013,000 | 9,238 |
| U.S. Government securities | $5,012,000 | 8,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,012,000 | 7,265 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,377 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,000 | 8,411 |
| Certificates of participation in pools of residential mortgages | $9,000 | 7,914 |
| Issued or guaranteed by U.S. | $9,000 | 7,890 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $5,013,000 | 4,139 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,012,000 | 9,098 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,724,000 | 6,788 |
| U.S. Government securities | $13,723,000 | 5,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,723,000 | 4,464 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,546 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,710,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $10,000 | 8,447 |
| Issued or guaranteed by U.S. | $10,000 | 8,420 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,700,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $5,700,000 | 1,690 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,724,000 | 2,537 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $13,723,000 | 6,647 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,986,000 | 11,389 |
| U.S. Government securities | $1,985,000 | 11,109 |
| U.S. Treasury securities | $1,974,000 | 7,265 |
| U.S. Government agency obligations | $11,000 | 11,243 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,724 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,000 | 9,461 |
| Certificates of participation in pools of residential mortgages | $11,000 | 8,828 |
| Issued or guaranteed by U.S. | $11,000 | 8,794 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,986,000 | 6,683 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,985,000 | 11,299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,258,000 | 11,967 |
| U.S. Government securities | $2,257,000 | 11,641 |
| U.S. Treasury securities | $995,000 | 9,669 |
| U.S. Government agency obligations | $1,262,000 | 10,603 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 8,928 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,000 | 10,003 |
| Certificates of participation in pools of residential mortgages | $13,000 | 9,307 |
| Issued or guaranteed by U.S. | $13,000 | 9,277 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $2,258,000 | 9,837 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,257,000 | 11,871 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,309,000 | 12,029 |
| U.S. Government securities | $3,308,000 | 11,477 |
| U.S. Treasury securities | $2,044,000 | 8,350 |
| U.S. Government agency obligations | $1,264,000 | 10,932 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,000 | 10,620 |
| Certificates of participation in pools of residential mortgages | $16,000 | 9,852 |
| Issued or guaranteed by U.S. | $16,000 | 9,797 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,308,000 | 11,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,296,000 | 11,968 |
| U.S. Government securities | $4,296,000 | 11,243 |
| U.S. Treasury securities | $3,031,000 | 7,483 |
| U.S. Government agency obligations | $1,265,000 | 11,267 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,000 | 11,054 |
| Certificates of participation in pools of residential mortgages | $18,000 | 10,156 |
| Issued or guaranteed by U.S. | $18,000 | 10,074 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,296,000 | 11,835 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |