Home > Texas Capital Bank > Securities
Texas Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $4,124,351,000 | 89 |
| U.S. Government securities | $4,069,054,000 | 73 |
| U.S. Treasury securities | $636,473,000 | 63 |
| U.S. Government agency obligations | $3,432,581,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $22,315,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $22,315,000 | 177 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,000 | 3,691 |
| Mortgage-backed securities | $3,325,989,000 | 70 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,690,993,000 | 46 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $631,291,000 | 76 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,705,000 | 787 |
| Held to maturity securities (book value) | $865,477,000 | 101 |
| Available-for-sale securities (fair market value) | $3,225,892,000 | 85 |
| Total debt securities | $4,091,369,000 | 87 |
| Structured notes | ||
| Amortized cost | $13,636,000 | 116 |
| Fair value | $11,995,000 | 118 |
| Trading account assets | $32,944,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,917,000 | 46 |
| 2023-09-30 | Rank | |
| Total securities | $4,060,167,000 | 92 |
| U.S. Government securities | $4,007,295,000 | 75 |
| U.S. Treasury securities | $623,448,000 | 65 |
| U.S. Government agency obligations | $3,383,847,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $21,922,000 | 674 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $21,922,000 | 174 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,522,000 | 3,700 |
| Mortgage-backed securities | $3,282,873,000 | 72 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,662,372,000 | 46 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $616,829,000 | 77 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,672,000 | 777 |
| Held to maturity securities (book value) | $881,352,000 | 102 |
| Available-for-sale securities (fair market value) | $3,147,865,000 | 87 |
| Total debt securities | $4,029,217,000 | 90 |
| Structured notes | ||
| Amortized cost | $13,885,000 | 115 |
| Fair value | $12,091,000 | 115 |
| Trading account assets | $12,347,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,481,000 | 47 |
| 2023-06-30 | Rank | |
| Total securities | $4,226,653,000 | 89 |
| U.S. Government securities | $4,171,056,000 | 71 |
| U.S. Treasury securities | $620,328,000 | 64 |
| U.S. Government agency obligations | $3,550,728,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $21,737,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $21,737,000 | 160 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,627,000 | 3,679 |
| Mortgage-backed securities | $3,447,042,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,793,299,000 | 47 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $649,943,000 | 74 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,800,000 | 776 |
| Held to maturity securities (book value) | $900,315,000 | 100 |
| Available-for-sale securities (fair market value) | $3,292,478,000 | 83 |
| Total debt securities | $4,192,793,000 | 87 |
| Structured notes | ||
| Amortized cost | $14,226,000 | 123 |
| Fair value | $11,756,000 | 131 |
| Trading account assets | $10,768,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $97,909,000 | 43 |
| 2023-03-31 | Rank | |
| Total securities | $4,345,969,000 | 93 |
| U.S. Government securities | $4,291,163,000 | 72 |
| U.S. Treasury securities | $623,312,000 | 66 |
| U.S. Government agency obligations | $3,667,851,000 | 71 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $22,092,000 | 701 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $22,092,000 | 167 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,667,160,000 | 102 |
| Mortgage-backed securities | $3,563,734,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,888,656,000 | 50 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $671,182,000 | 76 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,896,000 | 791 |
| Held to maturity securities (book value) | $918,962,000 | 100 |
| Available-for-sale securities (fair market value) | $3,394,293,000 | 84 |
| Total debt securities | $4,313,255,000 | 91 |
| Structured notes | ||
| Amortized cost | $14,507,000 | 135 |
| Fair value | $11,928,000 | 149 |
| Trading account assets | $19,401,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,220,000 | 49 |
| 2022-12-31 | Rank | |
| Total securities | $3,585,114,000 | 110 |
| U.S. Government securities | $3,529,353,000 | 87 |
| U.S. Treasury securities | $670,582,000 | 72 |
| U.S. Government agency obligations | $2,858,771,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $21,805,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $21,805,000 | 176 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,312,000 | 2,179 |
| Mortgage-backed securities | $2,756,617,000 | 88 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,441,859,000 | 61 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $310,900,000 | 130 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,858,000 | 792 |
| Held to maturity securities (book value) | $935,514,000 | 104 |
| Available-for-sale securities (fair market value) | $2,615,644,000 | 114 |
| Total debt securities | $3,551,158,000 | 108 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 147 |
| Fair value | $11,861,000 | 161 |
| Trading account assets | $13,504,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $91,758,000 | 48 |
| 2022-09-30 | Rank | |
| Total securities | $3,369,622,000 | 118 |
| U.S. Government securities | $3,315,068,000 | 94 |
| U.S. Treasury securities | $637,281,000 | 77 |
| U.S. Government agency obligations | $2,677,787,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $21,581,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $21,581,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,995,000 | 2,085 |
| Mortgage-backed securities | $2,576,097,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,253,335,000 | 66 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $318,891,000 | 133 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,871,000 | 822 |
| Held to maturity securities (book value) | $955,875,000 | 102 |
| Available-for-sale securities (fair market value) | $2,380,774,000 | 124 |
| Total debt securities | $3,336,649,000 | 116 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 144 |
| Fair value | $11,702,000 | 154 |
| Trading account assets | $24,093,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $108,608,000 | 49 |
| 2022-06-30 | Rank | |
| Total securities | $3,552,699,000 | 114 |
| U.S. Government securities | $3,504,911,000 | 91 |
| U.S. Treasury securities | $625,803,000 | 74 |
| U.S. Government agency obligations | $2,879,108,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $11,670,000 | 918 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $11,670,000 | 87 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,540,000 | 2,088 |
| Mortgage-backed securities | $2,770,490,000 | 89 |
| Certificates of participation in pools of residential mortgages | $2,403,917,000 | 65 |
| Issued or guaranteed by U.S. | $2,403,917,000 | 65 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $352,078,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $352,078,000 | 128 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $14,495,000 | 733 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $14,495,000 | 500 |
| Held to maturity securities (book value) | $980,935,000 | 96 |
| Available-for-sale securities (fair market value) | $2,535,646,000 | 121 |
| Total debt securities | $3,516,581,000 | 113 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 131 |
| Fair value | $11,670,000 | 148 |
| Trading account assets | $11,049,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,215,000 | 55 |
| 2022-03-31 | Rank | |
| Total securities | $3,642,015,000 | 116 |
| U.S. Government securities | $3,423,444,000 | 91 |
| U.S. Treasury securities | $367,854,000 | 95 |
| U.S. Government agency obligations | $3,055,590,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $177,746,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $165,845,000 | 52 |
| Structured financial products - Total | $11,901,000 | 88 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,381,000 | 1,954 |
| Mortgage-backed securities | $2,942,074,000 | 91 |
| Certificates of participation in pools of residential mortgages | $2,549,920,000 | 66 |
| Issued or guaranteed by U.S. | $2,549,920,000 | 65 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $377,109,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $377,109,000 | 129 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $15,045,000 | 722 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $15,045,000 | 487 |
| Held to maturity securities (book value) | $1,009,972,000 | 81 |
| Available-for-sale securities (fair market value) | $2,591,218,000 | 121 |
| Total debt securities | $3,601,190,000 | 115 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 111 |
| Fair value | $11,901,000 | 129 |
| Trading account assets | $30,238,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,238,000 | 59 |
| 2021-12-31 | Rank | |
| Total securities | $3,583,808,000 | 120 |
| U.S. Government securities | $3,346,322,000 | 95 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,346,322,000 | 86 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $191,879,000 | 152 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,033,000 | 53 |
| Structured financial products - Total | $11,846,000 | 85 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,032,000 | 1,842 |
| Mortgage-backed securities | $3,225,378,000 | 89 |
| Certificates of participation in pools of residential mortgages | $2,796,094,000 | 61 |
| Issued or guaranteed by U.S. | $2,796,094,000 | 61 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $412,738,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $412,738,000 | 123 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,546,000 | 689 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $16,546,000 | 451 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,538,201,000 | 104 |
| Total debt securities | $3,538,201,000 | 120 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 96 |
| Fair value | $11,846,000 | 109 |
| Trading account assets | $37,788,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,788,000 | 44 |
| 2021-09-30 | Rank | |
| Total securities | $3,663,874,000 | 118 |
| U.S. Government securities | $3,426,642,000 | 92 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,426,642,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $196,624,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $184,820,000 | 50 |
| Structured financial products - Total | $11,804,000 | 81 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,287,000 | 1,753 |
| Mortgage-backed securities | $3,304,722,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,859,780,000 | 57 |
| Issued or guaranteed by U.S. | $2,859,780,000 | 57 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $428,290,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $428,290,000 | 115 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $16,652,000 | 672 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $16,652,000 | 443 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,623,266,000 | 99 |
| Total debt securities | $3,623,266,000 | 117 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 82 |
| Fair value | $11,804,000 | 95 |
| Trading account assets | $56,940,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,940,000 | 40 |
| 2021-06-30 | Rank | |
| Total securities | $3,798,275,000 | 108 |
| U.S. Government securities | $3,559,561,000 | 85 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,559,561,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $197,667,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $185,954,000 | 51 |
| Structured financial products - Total | $11,713,000 | 76 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,631,000 | 1,643 |
| Mortgage-backed securities | $3,437,146,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,979,436,000 | 54 |
| Issued or guaranteed by U.S. | $2,979,436,000 | 54 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $440,923,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $440,923,000 | 113 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,787,000 | 657 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $16,787,000 | 436 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,757,228,000 | 95 |
| Total debt securities | $3,757,228,000 | 108 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 68 |
| Fair value | $11,713,000 | 78 |
| Trading account assets | $64,310,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $64,295,000 | 40 |
| 2021-03-31 | Rank | |
| Total securities | $3,443,058,000 | 114 |
| U.S. Government securities | $3,215,627,000 | 93 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,215,627,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $193,031,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,566,000 | 47 |
| Structured financial products - Total | $11,465,000 | 68 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,637,000 | 1,536 |
| Mortgage-backed securities | $3,095,787,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,637,176,000 | 57 |
| Issued or guaranteed by U.S. | $2,637,176,000 | 57 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $442,169,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $442,169,000 | 106 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $16,442,000 | 626 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $16,442,000 | 419 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,408,658,000 | 97 |
| Total debt securities | $3,408,658,000 | 115 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 52 |
| Fair value | $11,465,000 | 58 |
| Trading account assets | $66,565,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,519,000 | 42 |
| 2020-12-31 | Rank | |
| Total securities | $3,196,970,000 | 109 |
| U.S. Government securities | $2,952,545,000 | 89 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,952,545,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $210,593,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,176,000 | 42 |
| Structured financial products - Total | $11,417,000 | 66 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,537,000 | 1,400 |
| Mortgage-backed securities | $2,828,956,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,505,367,000 | 51 |
| Issued or guaranteed by U.S. | $2,505,367,000 | 51 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $306,099,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $306,099,000 | 130 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $17,490,000 | 571 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $17,490,000 | 382 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,163,138,000 | 99 |
| Total debt securities | $3,163,138,000 | 110 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 33 |
| Fair value | $11,417,000 | 36 |
| Trading account assets | $97,046,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $96,572,000 | 39 |
| 2020-09-30 | Rank | |
| Total securities | $1,367,313,000 | 167 |
| U.S. Government securities | $1,125,730,000 | 155 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,125,730,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $211,879,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $200,821,000 | 42 |
| Structured financial products - Total | $11,058,000 | 62 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,976,000 | 1,332 |
| Mortgage-backed securities | $1,001,782,000 | 145 |
| Certificates of participation in pools of residential mortgages | $883,041,000 | 89 |
| Issued or guaranteed by U.S. | $883,041,000 | 89 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $101,219,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $101,219,000 | 248 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,522,000 | 554 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $17,522,000 | 361 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,337,609,000 | 154 |
| Total debt securities | $1,337,609,000 | 169 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 27 |
| Fair value | $11,058,000 | 32 |
| Trading account assets | $109,186,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $109,316,000 | 39 |
| 2020-06-30 | Rank | |
| Total securities | $234,969,000 | 632 |
| U.S. Government securities | $4,462,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,462,000 | 3,745 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $202,370,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $191,417,000 | 39 |
| Structured financial products - Total | $10,953,000 | 65 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,357,000 | 3,272 |
| Mortgage-backed securities | $4,462,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $4,462,000 | 2,746 |
| Issued or guaranteed by U.S. | $4,462,000 | 2,669 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $206,832,000 | 639 |
| Total debt securities | $206,832,000 | 689 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 27 |
| Fair value | $10,953,000 | 33 |
| Trading account assets | $121,403,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $118,946,000 | 40 |
| 2020-03-31 | Rank | |
| Total securities | $228,784,000 | 625 |
| U.S. Government securities | $4,688,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,688,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $199,489,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $191,474,000 | 38 |
| Structured financial products - Total | $8,015,000 | 68 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,582,000 | 3,233 |
| Mortgage-backed securities | $4,688,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $4,688,000 | 2,725 |
| Issued or guaranteed by U.S. | $4,688,000 | 2,636 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $204,177,000 | 621 |
| Total debt securities | $204,177,000 | 675 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 34 |
| Fair value | $8,015,000 | 65 |
| Trading account assets | $114,223,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $114,223,000 | 44 |
| 2019-12-31 | Rank | |
| Total securities | $239,871,000 | 583 |
| U.S. Government securities | $5,266,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,266,000 | 3,763 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $208,991,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $197,027,000 | 37 |
| Structured financial products - Total | $11,964,000 | 66 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,732,000 | 3,267 |
| Mortgage-backed securities | $5,266,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $5,266,000 | 2,580 |
| Issued or guaranteed by U.S. | $5,266,000 | 2,506 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $214,257,000 | 578 |
| Total debt securities | $214,257,000 | 634 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 57 |
| Fair value | $11,964,000 | 66 |
| Trading account assets | $46,719,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,719,000 | 36 |
| 2019-09-30 | Rank | |
| Total securities | $238,023,000 | 585 |
| U.S. Government securities | $5,918,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,918,000 | 3,757 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $209,068,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $197,613,000 | 40 |
| Structured financial products - Total | $11,455,000 | 66 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,301,000 | 3,226 |
| Mortgage-backed securities | $5,918,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $5,918,000 | 2,463 |
| Issued or guaranteed by U.S. | $5,918,000 | 2,387 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $214,986,000 | 565 |
| Total debt securities | $214,986,000 | 627 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 78 |
| Fair value | $11,455,000 | 91 |
| Trading account assets | $58,433,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $58,433,000 | 39 |
| 2019-06-30 | Rank | |
| Total securities | $240,851,000 | 585 |
| U.S. Government securities | $6,186,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,186,000 | 3,802 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $212,292,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $201,339,000 | 38 |
| Structured financial products - Total | $10,953,000 | 62 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,539,000 | 3,240 |
| Mortgage-backed securities | $6,186,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $6,186,000 | 2,411 |
| Issued or guaranteed by U.S. | $6,186,000 | 2,357 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $218,478,000 | 561 |
| Total debt securities | $218,478,000 | 630 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 86 |
| Fair value | $10,953,000 | 116 |
| Trading account assets | $50,790,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $50,790,000 | 35 |
| 2019-03-31 | Rank | |
| Total securities | $230,749,000 | 613 |
| U.S. Government securities | $6,928,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,928,000 | 3,749 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $202,480,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $191,844,000 | 35 |
| Structured financial products - Total | $10,636,000 | 58 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,231,000 | 3,188 |
| Mortgage-backed securities | $6,928,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $6,928,000 | 2,320 |
| Issued or guaranteed by U.S. | $6,928,000 | 2,268 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $209,408,000 | 582 |
| Total debt securities | $209,408,000 | 647 |
| Structured notes | ||
| Amortized cost | $14,713,000 | 92 |
| Fair value | $10,636,000 | 126 |
| Trading account assets | $29,752,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,752,000 | 46 |
| 2018-12-31 | Rank | |
| Total securities | $120,216,000 | 1,102 |
| U.S. Government securities | $7,242,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,242,000 | 3,733 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $95,804,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $95,804,000 | 49 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,514,000 | 3,183 |
| Mortgage-backed securities | $7,242,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $7,242,000 | 2,277 |
| Issued or guaranteed by U.S. | $7,242,000 | 2,245 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $103,046,000 | 1,139 |
| Total debt securities | $103,046,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $20,364,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,364,000 | 54 |
| 2018-09-30 | Rank | |
| Total securities | $117,389,000 | 1,115 |
| U.S. Government securities | $7,709,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,709,000 | 3,736 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $93,369,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $93,369,000 | 50 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,941,000 | 3,145 |
| Mortgage-backed securities | $7,709,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $7,709,000 | 2,250 |
| Issued or guaranteed by U.S. | $7,709,000 | 2,239 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $101,078,000 | 1,150 |
| Total debt securities | $101,078,000 | 1,251 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $27,235,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,235,000 | 54 |
| 2018-06-30 | Rank | |
| Total securities | $24,408,000 | 3,345 |
| U.S. Government securities | $8,785,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,785,000 | 3,619 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,789,000 | 3,073 |
| Mortgage-backed securities | $8,785,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $8,785,000 | 2,179 |
| Issued or guaranteed by U.S. | $8,785,000 | 2,079 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,785,000 | 4,229 |
| Total debt securities | $8,785,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $20,651,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,651,000 | 58 |
| 2018-03-31 | Rank | |
| Total securities | $24,929,000 | 3,354 |
| U.S. Government securities | $10,119,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,119,000 | 3,549 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,247,000 | 3,045 |
| Mortgage-backed securities | $10,119,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $10,119,000 | 2,092 |
| Issued or guaranteed by U.S. | $10,119,000 | 2,089 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,119,000 | 4,161 |
| Total debt securities | $10,119,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $15,496,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $15,496,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $15,496,000 | 59 |
| 2017-12-31 | Rank | |
| Total securities | $23,511,000 | 3,499 |
| U.S. Government securities | $10,943,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,943,000 | 3,472 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $2,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,566,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,844,000 | 2,997 |
| Mortgage-backed securities | $10,945,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $10,943,000 | 2,041 |
| Issued or guaranteed by U.S. | $10,943,000 | 2,040 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $2,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,511,000 | 3,228 |
| Total debt securities | $10,945,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $16,084,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $16,084,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $16,084,000 | 51 |
| 2017-09-30 | Rank | |
| Total securities | $24,224,000 | 3,485 |
| U.S. Government securities | $12,143,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $12,143,000 | 3,380 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $15,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $15,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $12,066,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,701,000 | 2,815 |
| Mortgage-backed securities | $12,158,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $12,143,000 | 1,973 |
| Issued or guaranteed by U.S. | $12,143,000 | 1,972 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $15,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $24,224,000 | 3,207 |
| Total debt securities | $12,158,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $23,685,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $23,685,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $23,685,000 | 42 |
| 2017-06-30 | Rank | |
| Total securities | $119,043,000 | 1,169 |
| U.S. Government securities | $107,441,000 | 852 |
| U.S. Treasury securities | $94,355,000 | 96 |
| U.S. Government agency obligations | $13,086,000 | 3,339 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $30,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $30,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $11,572,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,027,000 | 606 |
| Mortgage-backed securities | $13,116,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $13,086,000 | 1,928 |
| Issued or guaranteed by U.S. | $13,086,000 | 1,927 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $30,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $119,043,000 | 1,025 |
| Total debt securities | $107,471,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $25,858,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $25,858,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,858,000 | 41 |
| 2017-03-31 | Rank | |
| Total securities | $42,203,000 | 2,671 |
| U.S. Government securities | $31,013,000 | 2,256 |
| U.S. Treasury securities | $16,683,000 | 299 |
| U.S. Government agency obligations | $14,330,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $46,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $46,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $11,144,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,112,000 | 1,638 |
| Mortgage-backed securities | $14,376,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $14,330,000 | 1,864 |
| Issued or guaranteed by U.S. | $14,330,000 | 1,863 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $46,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $42,203,000 | 2,440 |
| Total debt securities | $31,059,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $23,127,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $23,127,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $23,127,000 | 44 |
| 2016-12-31 | Rank | |
| Total securities | $24,874,000 | 3,536 |
| U.S. Government securities | $15,590,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,590,000 | 3,130 |
| Securities issued by states & political subdivisions | $275,000 | 4,773 |
| Other domestic debt securities | $62,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $62,000 | 574 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $8,947,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,159,000 | 2,537 |
| Mortgage-backed securities | $15,652,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $15,590,000 | 1,802 |
| Issued or guaranteed by U.S. | $15,590,000 | 1,800 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $62,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $62,000 | 540 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $24,874,000 | 3,244 |
| Total debt securities | $15,927,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $26,240,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $26,240,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $26,240,000 | 44 |
| 2016-09-30 | Rank | |
| Total securities | $26,356,000 | 3,447 |
| U.S. Government securities | $17,068,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,068,000 | 3,014 |
| Securities issued by states & political subdivisions | $566,000 | 4,658 |
| Other domestic debt securities | $78,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $78,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $8,644,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,847,000 | 2,399 |
| Mortgage-backed securities | $17,146,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $17,068,000 | 1,706 |
| Issued or guaranteed by U.S. | $17,068,000 | 1,706 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $78,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $78,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $26,356,000 | 3,171 |
| Total debt securities | $17,712,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $56,734,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $56,734,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $56,734,000 | 41 |
| 2016-06-30 | Rank | |
| Total securities | $27,372,000 | 3,437 |
| U.S. Government securities | $18,540,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,540,000 | 2,961 |
| Securities issued by states & political subdivisions | $566,000 | 4,701 |
| Other domestic debt securities | $93,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $93,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $8,173,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,508,000 | 2,387 |
| Mortgage-backed securities | $18,633,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $18,540,000 | 1,628 |
| Issued or guaranteed by U.S. | $18,540,000 | 1,624 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $93,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $93,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $27,372,000 | 3,148 |
| Total debt securities | $19,199,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $63,862,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $63,862,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $63,862,000 | 42 |
| 2016-03-31 | Rank | |
| Total securities | $28,461,000 | 3,418 |
| U.S. Government securities | $20,053,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,053,000 | 2,928 |
| Securities issued by states & political subdivisions | $566,000 | 4,744 |
| Other domestic debt securities | $110,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $110,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,732,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,568,000 | 2,191 |
| Mortgage-backed securities | $20,163,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $20,053,000 | 1,560 |
| Issued or guaranteed by U.S. | $20,053,000 | 1,559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $110,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $110,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $28,461,000 | 3,136 |
| Total debt securities | $20,729,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $54,537,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $54,537,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $54,537,000 | 41 |
| 2015-12-31 | Rank | |
| Total securities | $29,992,000 | 3,360 |
| U.S. Government securities | $21,775,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,775,000 | 2,824 |
| Securities issued by states & political subdivisions | $831,000 | 4,663 |
| Other domestic debt securities | $127,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $127,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,259,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,518,000 | 2,063 |
| Mortgage-backed securities | $21,902,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $21,775,000 | 1,484 |
| Issued or guaranteed by U.S. | $21,775,000 | 1,483 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $127,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $127,000 | 544 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $29,992,000 | 3,075 |
| Total debt securities | $22,733,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $35,293,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $35,293,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $35,293,000 | 43 |
| 2015-09-30 | Rank | |
| Total securities | $31,996,000 | 3,297 |
| U.S. Government securities | $23,689,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,689,000 | 2,757 |
| Securities issued by states & political subdivisions | $831,000 | 4,708 |
| Other domestic debt securities | $145,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $145,000 | 574 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $7,331,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,292,000 | 1,971 |
| Mortgage-backed securities | $23,834,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $23,689,000 | 1,401 |
| Issued or guaranteed by U.S. | $23,689,000 | 1,401 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $145,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $145,000 | 545 |
| 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) | $31,996,000 | 3,014 |
| Total debt securities | $24,665,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $46,927,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $46,927,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $46,935,000 | 42 |
| 2015-06-30 | Rank | |
| Total securities | $35,361,000 | 3,173 |
| U.S. Government securities | $26,561,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,561,000 | 2,668 |
| Securities issued by states & political subdivisions | $1,313,000 | 4,555 |
| Other domestic debt securities | $165,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $165,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,322,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,484,000 | 1,844 |
| Mortgage-backed securities | $26,726,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $26,561,000 | 1,318 |
| Issued or guaranteed by U.S. | $26,561,000 | 1,318 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $165,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $165,000 | 547 |
| 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) | $35,361,000 | 2,898 |
| Total debt securities | $28,039,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $33,576,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $33,576,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $33,576,000 | 39 |
| 2015-03-31 | Rank | |
| Total securities | $37,648,000 | 3,091 |
| U.S. Government securities | $28,722,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,722,000 | 2,578 |
| Securities issued by states & political subdivisions | $1,313,000 | 4,561 |
| Other domestic debt securities | $196,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $196,000 | 604 |
| 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 | $7,417,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,786,000 | 1,695 |
| Mortgage-backed securities | $28,918,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $28,722,000 | 1,238 |
| Issued or guaranteed by U.S. | $28,722,000 | 1,238 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $196,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $196,000 | 572 |
| 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) | $37,648,000 | 2,824 |
| Total debt securities | $30,231,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $43,746,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $43,746,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $43,746,000 | 43 |
| 2014-12-31 | Rank | |
| Total securities | $41,719,000 | 2,908 |
| U.S. Government securities | $30,825,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $30,825,000 | 2,492 |
| Securities issued by states & political subdivisions | $3,267,000 | 4,044 |
| Other domestic debt securities | $240,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $240,000 | 576 |
| 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 | $7,387,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,819,000 | 1,548 |
| Mortgage-backed securities | $31,065,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $30,825,000 | 1,205 |
| Issued or guaranteed by U.S. | $30,825,000 | 1,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $240,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $240,000 | 546 |
| 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) | $41,719,000 | 2,654 |
| Total debt securities | $34,332,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $31,176,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $31,176,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $31,176,000 | 42 |
| 2014-09-30 | Rank | |
| Total securities | $43,938,000 | 2,874 |
| U.S. Government securities | $33,067,000 | 2,532 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $33,067,000 | 2,450 |
| Securities issued by states & political subdivisions | $3,268,000 | 4,085 |
| Other domestic debt securities | $265,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $265,000 | 602 |
| 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 | $7,338,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,769,000 | 1,486 |
| Mortgage-backed securities | $33,332,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $33,067,000 | 1,183 |
| Issued or guaranteed by U.S. | $33,067,000 | 1,183 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $265,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $265,000 | 575 |
| 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) | $43,938,000 | 2,618 |
| Total debt securities | $36,600,000 | 3,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $20,502,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $20,502,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $20,502,000 | 45 |
| 2014-06-30 | Rank | |
| Total securities | $49,330,000 | 2,692 |
| U.S. Government securities | $35,695,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,695,000 | 2,371 |
| Securities issued by states & political subdivisions | $5,952,000 | 3,546 |
| Other domestic debt securities | $308,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $308,000 | 593 |
| 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 | $7,375,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,359,000 | 1,426 |
| Mortgage-backed securities | $36,003,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $35,695,000 | 1,142 |
| Issued or guaranteed by U.S. | $35,695,000 | 1,142 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $308,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $308,000 | 567 |
| 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) | $49,330,000 | 2,448 |
| Total debt securities | $41,955,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $24,453,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $24,453,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $24,453,000 | 43 |
| 2014-03-31 | Rank | |
| Total securities | $52,959,000 | 2,571 |
| U.S. Government securities | $38,341,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,341,000 | 2,285 |
| Securities issued by states & political subdivisions | $7,006,000 | 3,379 |
| Other domestic debt securities | $333,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $333,000 | 605 |
| 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 | $7,279,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,788,000 | 1,344 |
| Mortgage-backed securities | $38,674,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $38,341,000 | 1,078 |
| Issued or guaranteed by U.S. | $38,341,000 | 1,077 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $333,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $333,000 | 579 |
| 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) | $52,959,000 | 2,341 |
| Total debt securities | $45,680,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,393,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $15,393,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $15,393,000 | 46 |
| 2013-12-31 | Rank | |
| Total securities | $63,213,000 | 2,231 |
| U.S. Government securities | $41,069,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,069,000 | 2,145 |
| Securities issued by states & political subdivisions | $14,505,000 | 2,348 |
| Other domestic debt securities | $393,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $393,000 | 616 |
| 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 | $7,246,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,149,000 | 1,226 |
| Mortgage-backed securities | $41,462,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $41,045,000 | 1,014 |
| Issued or guaranteed by U.S. | $41,045,000 | 1,013 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $417,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,392 |
| Privately issued | $393,000 | 588 |
| 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) | $63,213,000 | 2,020 |
| Total debt securities | $55,967,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $9,317,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $9,317,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $9,317,000 | 55 |
| 2013-09-30 | Rank | |
| Total securities | $67,816,000 | 2,117 |
| U.S. Government securities | $44,580,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,580,000 | 2,034 |
| Securities issued by states & political subdivisions | $15,409,000 | 2,242 |
| Other domestic debt securities | $499,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $499,000 | 610 |
| 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 | $7,328,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,710,000 | 1,138 |
| Mortgage-backed securities | $45,079,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $44,413,000 | 943 |
| Issued or guaranteed by U.S. | $44,413,000 | 941 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $666,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,275 |
| Privately issued | $499,000 | 583 |
| 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) | $67,816,000 | 1,911 |
| Total debt securities | $60,488,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $13,885,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $13,885,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $13,885,000 | 53 |
| 2013-06-30 | Rank | |
| Total securities | $75,861,000 | 1,921 |
| U.S. Government securities | $49,527,000 | 1,884 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $49,527,000 | 1,831 |
| Securities issued by states & political subdivisions | $18,371,000 | 1,988 |
| Other domestic debt securities | $610,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $610,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,353,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,256,000 | 1,019 |
| Mortgage-backed securities | $50,137,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $49,184,000 | 873 |
| Issued or guaranteed by U.S. | $49,184,000 | 872 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $953,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,179 |
| Privately issued | $610,000 | 572 |
| 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) | $75,861,000 | 1,737 |
| Total debt securities | $68,508,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $11,124,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $11,124,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $11,124,000 | 54 |
| 2013-03-31 | Rank | |
| Total securities | $87,526,000 | 1,720 |
| U.S. Government securities | $54,692,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $54,692,000 | 1,706 |
| Securities issued by states & political subdivisions | $19,572,000 | 1,859 |
| Other domestic debt securities | $5,670,000 | 981 |
| Privately issued residential mortgage-backed securities | $670,000 | 614 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 734 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,592,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,233,000 | 825 |
| Mortgage-backed securities | $55,362,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $54,160,000 | 814 |
| Issued or guaranteed by U.S. | $54,160,000 | 814 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,202,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 3,083 |
| Privately issued | $670,000 | 592 |
| 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) | $87,526,000 | 1,564 |
| Total debt securities | $79,934,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $27,491,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $27,491,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $27,491,000 | 45 |
| 2012-12-31 | Rank | |
| Total securities | $100,195,000 | 1,475 |
| U.S. Government securities | $60,824,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $60,824,000 | 1,547 |
| Securities issued by states & political subdivisions | $25,893,000 | 1,396 |
| Other domestic debt securities | $5,838,000 | 938 |
| Privately issued residential mortgage-backed securities | $758,000 | 624 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,080,000 | 706 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,640,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,390,000 | 982 |
| Mortgage-backed securities | $61,582,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $60,096,000 | 729 |
| Issued or guaranteed by U.S. | $60,096,000 | 728 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,486,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 3,027 |
| Privately issued | $758,000 | 604 |
| 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) | $100,195,000 | 1,338 |
| Total debt securities | $92,555,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $28,465,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $28,465,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $28,465,000 | 47 |
| 2012-09-30 | Rank | |
| Total securities | $107,288,000 | 1,400 |
| U.S. Government securities | $67,474,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $67,474,000 | 1,448 |
| Securities issued by states & political subdivisions | $26,063,000 | 1,359 |
| Other domestic debt securities | $6,030,000 | 952 |
| Privately issued residential mortgage-backed securities | $880,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,150,000 | 730 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,721,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,081,000 | 919 |
| Mortgage-backed securities | $68,354,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $66,536,000 | 688 |
| Issued or guaranteed by U.S. | $66,536,000 | 687 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,818,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $938,000 | 3,004 |
| Privately issued | $880,000 | 612 |
| 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) | $107,288,000 | 1,268 |
| Total debt securities | $99,567,000 | 1,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $29,031,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $29,031,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $29,031,000 | 47 |
| 2012-06-30 | Rank | |
| Total securities | $114,964,000 | 1,334 |
| U.S. Government securities | $74,064,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $74,064,000 | 1,345 |
| Securities issued by states & political subdivisions | $27,045,000 | 1,288 |
| Other domestic debt securities | $6,183,000 | 952 |
| Privately issued residential mortgage-backed securities | $983,000 | 670 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,200,000 | 732 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,672,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,947,000 | 902 |
| Mortgage-backed securities | $75,047,000 | 973 |
| Certificates of participation in pools of residential mortgages | $72,919,000 | 649 |
| Issued or guaranteed by U.S. | $72,919,000 | 649 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,128,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,923 |
| Privately issued | $983,000 | 645 |
| 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) | $114,964,000 | 1,209 |
| Total debt securities | $107,292,000 | 1,388 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $25,400,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $25,400,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,400,000 | 47 |
| 2012-03-31 | Rank | |
| Total securities | $123,828,000 | 1,245 |
| U.S. Government securities | $81,653,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $81,653,000 | 1,261 |
| Securities issued by states & political subdivisions | $28,206,000 | 1,189 |
| Other domestic debt securities | $6,311,000 | 937 |
| Privately issued residential mortgage-backed securities | $1,092,000 | 675 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,219,000 | 723 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,658,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,753,000 | 932 |
| Mortgage-backed securities | $82,745,000 | 907 |
| Certificates of participation in pools of residential mortgages | $80,272,000 | 604 |
| Issued or guaranteed by U.S. | $80,272,000 | 603 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,473,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,875 |
| Privately issued | $1,092,000 | 651 |
| 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) | $123,828,000 | 1,127 |
| Total debt securities | $116,170,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $19,116,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $19,116,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $19,116,000 | 47 |
| 2011-12-31 | Rank | |
| Total securities | $143,710,000 | 1,043 |
| U.S. Government securities | $88,829,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $88,829,000 | 1,097 |
| Securities issued by states & political subdivisions | $30,741,000 | 1,050 |
| Other domestic debt securities | $6,479,000 | 926 |
| Privately issued residential mortgage-backed securities | $1,254,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,225,000 | 675 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $17,661,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,607,000 | 551 |
| Mortgage-backed securities | $90,083,000 | 813 |
| Certificates of participation in pools of residential mortgages | $87,207,000 | 525 |
| Issued or guaranteed by U.S. | $87,207,000 | 523 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,876,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,678 |
| Privately issued | $1,254,000 | 683 |
| 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) | $143,710,000 | 921 |
| Total debt securities | $126,049,000 | 1,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $20,071,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $20,071,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $20,071,000 | 48 |
| 2011-09-30 | Rank | |
| Total securities | $142,895,000 | 1,030 |
| U.S. Government securities | $97,171,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $97,171,000 | 982 |
| Securities issued by states & political subdivisions | $31,621,000 | 972 |
| Other domestic debt securities | $6,416,000 | 912 |
| Privately issued residential mortgage-backed securities | $1,416,000 | 728 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 665 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,687,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,986,000 | 688 |
| Mortgage-backed securities | $98,587,000 | 740 |
| Certificates of participation in pools of residential mortgages | $95,295,000 | 477 |
| Issued or guaranteed by U.S. | $95,295,000 | 474 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,292,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,876,000 | 2,593 |
| Privately issued | $1,416,000 | 689 |
| 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) | $142,895,000 | 911 |
| Total debt securities | $135,208,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $19,193,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $19,193,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $19,193,000 | 50 |
| 2011-06-30 | Rank | |
| Total securities | $157,822,000 | 913 |
| U.S. Government securities | $107,165,000 | 949 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $107,165,000 | 918 |
| Securities issued by states & political subdivisions | $36,448,000 | 770 |
| Other domestic debt securities | $6,576,000 | 880 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 714 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,000,000 | 621 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,633,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,595,000 | 1,177 |
| Mortgage-backed securities | $108,741,000 | 678 |
| Certificates of participation in pools of residential mortgages | $105,027,000 | 424 |
| Issued or guaranteed by U.S. | $105,027,000 | 420 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,714,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 2,449 |
| Privately issued | $1,576,000 | 678 |
| 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) | $157,822,000 | 812 |
| Total debt securities | $150,189,000 | 952 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $8,940,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $8,940,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $8,940,000 | 56 |
| 2011-03-31 | Rank | |
| Total securities | $171,989,000 | 853 |
| U.S. Government securities | $120,193,000 | 859 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $120,193,000 | 828 |
| Securities issued by states & political subdivisions | $37,526,000 | 725 |
| Other domestic debt securities | $6,719,000 | 897 |
| Privately issued residential mortgage-backed securities | $1,719,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,000,000 | 612 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,551,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,039,000 | 1,140 |
| Mortgage-backed securities | $121,912,000 | 592 |
| Certificates of participation in pools of residential mortgages | $117,786,000 | 367 |
| Issued or guaranteed by U.S. | $117,786,000 | 363 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,126,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 2,317 |
| Privately issued | $1,719,000 | 693 |
| 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) | $171,989,000 | 755 |
| Total debt securities | $164,438,000 | 866 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $5,122,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $5,122,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $5,122,000 | 56 |
| 2010-12-31 | Rank | |
| Total securities | $185,424,000 | 756 |
| U.S. Government securities | $131,854,000 | 771 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $131,854,000 | 732 |
| Securities issued by states & political subdivisions | $39,085,000 | 671 |
| Other domestic debt securities | $6,870,000 | 951 |
| Privately issued residential mortgage-backed securities | $1,870,000 | 745 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,000,000 | 609 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,615,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,140,000 | 1,020 |
| Mortgage-backed securities | $133,724,000 | 520 |
| Certificates of participation in pools of residential mortgages | $129,081,000 | 332 |
| Issued or guaranteed by U.S. | $129,081,000 | 329 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,643,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,773,000 | 2,168 |
| Privately issued | $1,870,000 | 710 |
| 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) | $185,424,000 | 668 |
| Total debt securities | $177,809,000 | 785 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $6,874,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $6,874,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $6,874,000 | 55 |
| 2010-09-30 | Rank | |
| Total securities | $202,177,000 | 670 |
| U.S. Government securities | $147,579,000 | 660 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $147,579,000 | 631 |
| Securities issued by states & political subdivisions | $39,734,000 | 638 |
| Other domestic debt securities | $7,150,000 | 947 |
| Privately issued residential mortgage-backed securities | $2,150,000 | 775 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,000,000 | 604 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,714,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,122,000 | 366 |
| Mortgage-backed securities | $149,729,000 | 447 |
| Certificates of participation in pools of residential mortgages | $144,413,000 | 280 |
| Issued or guaranteed by U.S. | $144,413,000 | 276 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,316,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $3,166,000 | 2,037 |
| Privately issued | $2,150,000 | 735 |
| 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) | $202,177,000 | 591 |
| Total debt securities | $194,463,000 | 687 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $11,315,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $11,315,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $11,315,000 | 53 |
| 2010-06-30 | Rank | |
| Total securities | $227,028,000 | 581 |
| U.S. Government securities | $171,800,000 | 568 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $171,800,000 | 539 |
| Securities issued by states & political subdivisions | $40,221,000 | 577 |
| Other domestic debt securities | $7,246,000 | 940 |
| Privately issued residential mortgage-backed securities | $2,246,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,000,000 | 572 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,761,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,134,000 | 375 |
| Mortgage-backed securities | $174,046,000 | 389 |
| Certificates of participation in pools of residential mortgages | $168,252,000 | 238 |
| Issued or guaranteed by U.S. | $168,252,000 | 235 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,794,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,891 |
| Privately issued | $2,246,000 | 768 |
| 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) | $227,028,000 | 506 |
| Total debt securities | $219,267,000 | 593 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $8,400,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $8,400,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $8,400,000 | 55 |
| 2010-03-31 | Rank | |
| Total securities | $246,209,000 | 537 |
| U.S. Government securities | $188,664,000 | 517 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $188,664,000 | 494 |
| Securities issued by states & political subdivisions | $42,685,000 | 525 |
| Other domestic debt securities | $7,205,000 | 974 |
| Privately issued residential mortgage-backed securities | $2,496,000 | 803 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,709,000 | 614 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,655,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,251,000 | 379 |
| Mortgage-backed securities | $191,160,000 | 379 |
| Certificates of participation in pools of residential mortgages | $184,758,000 | 239 |
| Issued or guaranteed by U.S. | $184,758,000 | 237 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,402,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $3,906,000 | 1,773 |
| Privately issued | $2,496,000 | 770 |
| 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) | $246,209,000 | 479 |
| Total debt securities | $238,554,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $3,452,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $3,452,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $3,452,000 | 67 |
| 2009-12-31 | Rank | |
| Total securities | $266,128,000 | 491 |
| U.S. Government securities | $206,982,000 | 449 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $206,982,000 | 434 |
| Securities issued by states & political subdivisions | $43,826,000 | 507 |
| Other domestic debt securities | $7,688,000 | 989 |
| Privately issued residential mortgage-backed securities | $3,005,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,683,000 | 634 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,632,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,912,000 | 361 |
| Mortgage-backed securities | $209,987,000 | 345 |
| Certificates of participation in pools of residential mortgages | $202,639,000 | 225 |
| Issued or guaranteed by U.S. | $202,639,000 | 223 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,348,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $4,343,000 | 1,672 |
| Privately issued | $3,005,000 | 742 |
| 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) | $266,128,000 | 430 |
| Total debt securities | $258,496,000 | 498 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,837,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,837,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $1,837,000 | 70 |
| 2009-09-30 | Rank | |
| Total securities | $285,868,000 | 459 |
| U.S. Government securities | $224,448,000 | 402 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $224,448,000 | 389 |
| Securities issued by states & political subdivisions | $45,497,000 | 475 |
| Other domestic debt securities | $8,236,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $3,561,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,675,000 | 672 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $7,687,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,848,000 | 294 |
| Mortgage-backed securities | $228,009,000 | 326 |
| Certificates of participation in pools of residential mortgages | $219,751,000 | 215 |
| Issued or guaranteed by U.S. | $219,751,000 | 213 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,258,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $4,697,000 | 1,583 |
| Privately issued | $3,561,000 | 759 |
| 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) | $285,868,000 | 396 |
| Total debt securities | $278,181,000 | 458 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $3,505,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $3,505,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $3,505,000 | 65 |
| 2009-06-30 | Rank | |
| Total securities | $308,187,000 | 421 |
| U.S. Government securities | $244,707,000 | 369 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $244,707,000 | 357 |
| Securities issued by states & political subdivisions | $46,818,000 | 442 |
| Other domestic debt securities | $9,099,000 | 968 |
| Privately issued residential mortgage-backed securities | $4,490,000 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,609,000 | 711 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $7,563,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,678,000 | 248 |
| Mortgage-backed securities | $249,197,000 | 306 |
| Certificates of participation in pools of residential mortgages | $239,525,000 | 196 |
| Issued or guaranteed by U.S. | $239,525,000 | 194 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,672,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $5,182,000 | 1,489 |
| Privately issued | $4,490,000 | 715 |
| 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) | $308,187,000 | 368 |
| Total debt securities | $300,624,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,922,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $1,922,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $1,922,000 | 62 |
| 2009-03-31 | Rank | |
| Total securities | $361,898,000 | 370 |
| U.S. Government securities | $296,919,000 | 316 |
| U.S. Treasury securities | $24,999,000 | 112 |
| U.S. Government agency obligations | $271,920,000 | 337 |
| Securities issued by states & political subdivisions | $47,404,000 | 409 |
| Other domestic debt securities | $10,036,000 | 872 |
| Privately issued residential mortgage-backed securities | $5,290,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,746,000 | 683 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,539,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,544,000 | 225 |
| Mortgage-backed securities | $277,210,000 | 291 |
| Certificates of participation in pools of residential mortgages | $266,181,000 | 187 |
| Issued or guaranteed by U.S. | $266,181,000 | 184 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,029,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $5,739,000 | 1,419 |
| Privately issued | $5,290,000 | 661 |
| 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) | $361,898,000 | 316 |
| Total debt securities | $354,359,000 | 370 |
| 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 | $378,752,000 | 348 |
| U.S. Government securities | $314,265,000 | 287 |
| U.S. Treasury securities | $28,296,000 | 89 |
| U.S. Government agency obligations | $285,969,000 | 305 |
| Securities issued by states & political subdivisions | $46,531,000 | 397 |
| Other domestic debt securities | $10,557,000 | 799 |
| Privately issued residential mortgage-backed securities | $5,747,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,810,000 | 666 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,399,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,374,000 | 220 |
| Mortgage-backed securities | $291,716,000 | 272 |
| Certificates of participation in pools of residential mortgages | $279,921,000 | 183 |
| Issued or guaranteed by U.S. | $279,921,000 | 177 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,795,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $6,048,000 | 1,355 |
| Privately issued | $5,747,000 | 612 |
| 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) | $378,752,000 | 298 |
| Total debt securities | $371,353,000 | 342 |
| 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 | $365,145,000 | 350 |
| U.S. Government securities | $300,199,000 | 296 |
| U.S. Treasury securities | $1,799,000 | 519 |
| U.S. Government agency obligations | $298,400,000 | 291 |
| Securities issued by states & political subdivisions | $46,000,000 | 385 |
| Other domestic debt securities | $11,552,000 | 758 |
| Privately issued residential mortgage-backed securities | $6,404,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,148,000 | 628 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,394,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,111,000 | 251 |
| Mortgage-backed securities | $304,804,000 | 257 |
| Certificates of participation in pools of residential mortgages | $292,080,000 | 165 |
| Issued or guaranteed by U.S. | $292,080,000 | 158 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,724,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $6,320,000 | 1,256 |
| Privately issued | $6,404,000 | 591 |
| 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) | $365,145,000 | 296 |
| Total debt securities | $357,751,000 | 348 |
| 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 | $390,223,000 | 332 |
| U.S. Government securities | $312,601,000 | 281 |
| U.S. Treasury securities | $1,798,000 | 514 |
| U.S. Government agency obligations | $310,803,000 | 278 |
| Securities issued by states & political subdivisions | $48,316,000 | 366 |
| Other domestic debt securities | $21,921,000 | 515 |
| Privately issued residential mortgage-backed securities | $6,818,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,103,000 | 314 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $7,385,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,304,000 | 254 |
| Mortgage-backed securities | $317,621,000 | 249 |
| Certificates of participation in pools of residential mortgages | $304,158,000 | 162 |
| Issued or guaranteed by U.S. | $304,158,000 | 154 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,463,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $6,645,000 | 1,230 |
| Privately issued | $6,818,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $390,223,000 | 278 |
| Total debt securities | $382,838,000 | 332 |
| 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 | $425,513,000 | 312 |
| U.S. Government securities | $341,287,000 | 265 |
| U.S. Treasury securities | $2,600,000 | 440 |
| U.S. Government agency obligations | $338,687,000 | 258 |
| Securities issued by states & political subdivisions | $49,055,000 | 363 |
| Other domestic debt securities | $27,635,000 | 450 |
| Privately issued residential mortgage-backed securities | $7,317,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,318,000 | 246 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $7,536,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,865,000 | 272 |
| Mortgage-backed securities | $346,004,000 | 237 |
| Certificates of participation in pools of residential mortgages | $331,325,000 | 155 |
| Issued or guaranteed by U.S. | $331,325,000 | 145 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,679,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $7,362,000 | 1,161 |
| Privately issued | $7,317,000 | 539 |
| 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) | $425,513,000 | 265 |
| Total debt securities | $417,977,000 | 305 |
| 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 | $440,118,000 | 293 |
| U.S. Government securities | $351,139,000 | 257 |
| U.S. Treasury securities | $2,595,000 | 491 |
| U.S. Government agency obligations | $348,544,000 | 252 |
| Securities issued by states & political subdivisions | $48,498,000 | 361 |
| Other domestic debt securities | $32,945,000 | 393 |
| Privately issued residential mortgage-backed securities | $7,868,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,077,000 | 207 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $7,536,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,910,000 | 268 |
| Mortgage-backed securities | $356,412,000 | 217 |
| Certificates of participation in pools of residential mortgages | $340,949,000 | 142 |
| Issued or guaranteed by U.S. | $340,949,000 | 133 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,463,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $7,595,000 | 1,094 |
| Privately issued | $7,868,000 | 482 |
| 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) | $440,118,000 | 251 |
| Total debt securities | $432,582,000 | 289 |
| 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 | $461,064,000 | 286 |
| U.S. Government securities | $362,365,000 | 256 |
| U.S. Treasury securities | $2,594,000 | 521 |
| U.S. Government agency obligations | $359,771,000 | 247 |
| Securities issued by states & political subdivisions | $47,791,000 | 370 |
| Other domestic debt securities | $43,541,000 | 326 |
| Privately issued residential mortgage-backed securities | $8,314,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,227,000 | 166 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $7,367,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,670,000 | 268 |
| Mortgage-backed securities | $368,085,000 | 203 |
| Certificates of participation in pools of residential mortgages | $351,848,000 | 135 |
| Issued or guaranteed by U.S. | $351,848,000 | 126 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,237,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $7,923,000 | 1,026 |
| Privately issued | $8,314,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $461,064,000 | 243 |
| Total debt securities | $453,697,000 | 277 |
| 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 | $470,946,000 | 286 |
| U.S. Government securities | $376,428,000 | 253 |
| U.S. Treasury securities | $2,590,000 | 581 |
| U.S. Government agency obligations | $373,838,000 | 244 |
| Securities issued by states & political subdivisions | $47,138,000 | 374 |
| Other domestic debt securities | $44,047,000 | 314 |
| Privately issued residential mortgage-backed securities | $8,946,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,101,000 | 158 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,333,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,017,000 | 254 |
| Mortgage-backed securities | $382,784,000 | 196 |
| Certificates of participation in pools of residential mortgages | $365,351,000 | 133 |
| Issued or guaranteed by U.S. | $365,351,000 | 126 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,433,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $8,487,000 | 944 |
| Privately issued | $8,946,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $470,946,000 | 245 |
| Total debt securities | $467,613,000 | 279 |
| 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 | $498,507,000 | 275 |
| U.S. Government securities | $401,751,000 | 245 |
| U.S. Treasury securities | $2,588,000 | 621 |
| U.S. Government agency obligations | $399,163,000 | 238 |
| Securities issued by states & political subdivisions | $48,225,000 | 366 |
| Other domestic debt securities | $44,999,000 | 308 |
| Privately issued residential mortgage-backed securities | $9,767,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,232,000 | 160 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,532,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,875,000 | 245 |
| Mortgage-backed securities | $408,930,000 | 192 |
| Certificates of participation in pools of residential mortgages | $389,769,000 | 130 |
| Issued or guaranteed by U.S. | $389,769,000 | 122 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $19,161,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $9,394,000 | 884 |
| Privately issued | $9,767,000 | 380 |
| 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) | $498,507,000 | 234 |
| Total debt securities | $494,975,000 | 267 |
| 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 | $520,226,000 | 262 |
| U.S. Government securities | $422,581,000 | 239 |
| U.S. Treasury securities | $4,565,000 | 476 |
| U.S. Government agency obligations | $418,016,000 | 233 |
| Securities issued by states & political subdivisions | $48,484,000 | 361 |
| Other domestic debt securities | $45,640,000 | 296 |
| Privately issued residential mortgage-backed securities | $10,485,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,155,000 | 166 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,521,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,141,000 | 241 |
| Mortgage-backed securities | $428,501,000 | 185 |
| Certificates of participation in pools of residential mortgages | $407,899,000 | 126 |
| Issued or guaranteed by U.S. | $407,899,000 | 121 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,602,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $10,117,000 | 852 |
| Privately issued | $10,485,000 | 357 |
| 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) | $520,226,000 | 221 |
| Total debt securities | $516,705,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $541,647,000 | 255 |
| U.S. Government securities | $438,929,000 | 235 |
| U.S. Treasury securities | $2,584,000 | 685 |
| U.S. Government agency obligations | $436,345,000 | 228 |
| Securities issued by states & political subdivisions | $48,205,000 | 356 |
| Other domestic debt securities | $51,133,000 | 286 |
| Privately issued residential mortgage-backed securities | $11,106,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,027,000 | 160 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,380,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,976,000 | 243 |
| Mortgage-backed securities | $447,451,000 | 181 |
| Certificates of participation in pools of residential mortgages | $425,451,000 | 126 |
| Issued or guaranteed by U.S. | $425,451,000 | 123 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $22,000,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $10,894,000 | 803 |
| Privately issued | $11,106,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $541,647,000 | 218 |
| Total debt securities | $538,267,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $561,250,000 | 257 |
| U.S. Government securities | $454,713,000 | 235 |
| U.S. Treasury securities | $2,584,000 | 734 |
| U.S. Government agency obligations | $452,129,000 | 230 |
| Securities issued by states & political subdivisions | $47,246,000 | 357 |
| Other domestic debt securities | $55,995,000 | 266 |
| Privately issued residential mortgage-backed securities | $11,386,000 | 360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,609,000 | 143 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,296,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,295,000 | 239 |
| Mortgage-backed securities | $463,515,000 | 187 |
| Certificates of participation in pools of residential mortgages | $440,440,000 | 128 |
| Issued or guaranteed by U.S. | $440,440,000 | 123 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $23,075,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $11,689,000 | 769 |
| Privately issued | $11,386,000 | 341 |
| 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) | $561,250,000 | 216 |
| Total debt securities | $557,954,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $593,568,000 | 257 |
| U.S. Government securities | $485,132,000 | 231 |
| U.S. Treasury securities | $2,585,000 | 777 |
| U.S. Government agency obligations | $482,547,000 | 222 |
| Securities issued by states & political subdivisions | $47,942,000 | 354 |
| Other domestic debt securities | $57,151,000 | 269 |
| Privately issued residential mortgage-backed securities | $12,193,000 | 352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,958,000 | 143 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,343,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,382,000 | 204 |
| Mortgage-backed securities | $494,740,000 | 181 |
| Certificates of participation in pools of residential mortgages | $469,567,000 | 129 |
| Issued or guaranteed by U.S. | $469,567,000 | 123 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,173,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $12,980,000 | 724 |
| Privately issued | $12,193,000 | 333 |
| 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) | $593,568,000 | 218 |
| Total debt securities | $590,225,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $620,539,000 | 255 |
| U.S. Government securities | $511,969,000 | 229 |
| U.S. Treasury securities | $2,587,000 | 795 |
| U.S. Government agency obligations | $509,382,000 | 220 |
| Securities issued by states & political subdivisions | $47,846,000 | 351 |
| Other domestic debt securities | $58,324,000 | 271 |
| Privately issued residential mortgage-backed securities | $13,117,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,207,000 | 148 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,400,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,555,000 | 205 |
| Mortgage-backed securities | $522,499,000 | 183 |
| Certificates of participation in pools of residential mortgages | $495,173,000 | 131 |
| Issued or guaranteed by U.S. | $495,173,000 | 127 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $27,326,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $14,209,000 | 687 |
| Privately issued | $13,117,000 | 327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $620,539,000 | 216 |
| Total debt securities | $618,139,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $662,746,000 | 243 |
| U.S. Government securities | $552,020,000 | 219 |
| U.S. Treasury securities | $2,390,000 | 831 |
| U.S. Government agency obligations | $549,630,000 | 212 |
| Securities issued by states & political subdivisions | $48,738,000 | 339 |
| Other domestic debt securities | $60,074,000 | 263 |
| Privately issued residential mortgage-backed securities | $14,376,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,698,000 | 145 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,914,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,451,000 | 152 |
| Mortgage-backed securities | $564,006,000 | 179 |
| Certificates of participation in pools of residential mortgages | $533,538,000 | 125 |
| Issued or guaranteed by U.S. | $533,538,000 | 120 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,468,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $16,092,000 | 641 |
| Privately issued | $14,376,000 | 311 |
| 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) | $662,746,000 | 203 |
| Total debt securities | $660,832,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $711,983,000 | 227 |
| U.S. Government securities | $599,982,000 | 205 |
| U.S. Treasury securities | $2,191,000 | 869 |
| U.S. Government agency obligations | $597,791,000 | 199 |
| Securities issued by states & political subdivisions | $48,726,000 | 344 |
| Other domestic debt securities | $61,325,000 | 258 |
| Privately issued residential mortgage-backed securities | $15,423,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,902,000 | 146 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,950,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $564,998,000 | 137 |
| Mortgage-backed securities | $613,214,000 | 173 |
| Certificates of participation in pools of residential mortgages | $579,326,000 | 115 |
| Issued or guaranteed by U.S. | $579,326,000 | 111 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $33,888,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $18,465,000 | 607 |
| Privately issued | $15,423,000 | 304 |
| 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) | $711,983,000 | 193 |
| Total debt securities | $710,033,000 | 226 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $745,621,000 | 224 |
| U.S. Government securities | $633,378,000 | 207 |
| U.S. Treasury securities | $1,893,000 | 1,068 |
| U.S. Government agency obligations | $631,485,000 | 200 |
| Securities issued by states & political subdivisions | $48,143,000 | 333 |
| Other domestic debt securities | $62,180,000 | 254 |
| Privately issued residential mortgage-backed securities | $16,588,000 | 305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,592,000 | 150 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,920,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,004,000 | 143 |
| Mortgage-backed securities | $648,073,000 | 168 |
| Certificates of participation in pools of residential mortgages | $610,622,000 | 112 |
| Issued or guaranteed by U.S. | $610,622,000 | 110 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,451,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $20,863,000 | 574 |
| Privately issued | $16,588,000 | 284 |
| 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) | $745,621,000 | 190 |
| Total debt securities | $743,701,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $793,659,000 | 222 |
| U.S. Government securities | $678,373,000 | 195 |
| U.S. Treasury securities | $1,895,000 | 1,086 |
| U.S. Government agency obligations | $676,478,000 | 188 |
| Securities issued by states & political subdivisions | $48,645,000 | 335 |
| Other domestic debt securities | $64,694,000 | 256 |
| Privately issued residential mortgage-backed securities | $18,064,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,630,000 | 145 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,947,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $683,407,000 | 127 |
| Mortgage-backed securities | $694,542,000 | 167 |
| Certificates of participation in pools of residential mortgages | $652,746,000 | 110 |
| Issued or guaranteed by U.S. | $652,746,000 | 107 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $41,796,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $23,732,000 | 546 |
| Privately issued | $18,064,000 | 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 | 4,483 |
| Available-for-sale securities (fair market value) | $793,659,000 | 190 |
| Total debt securities | $791,712,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $809,816,000 | 219 |
| U.S. Government securities | $704,053,000 | 194 |
| U.S. Treasury securities | $1,896,000 | 1,077 |
| U.S. Government agency obligations | $702,157,000 | 185 |
| Securities issued by states & political subdivisions | $37,116,000 | 470 |
| Other domestic debt securities | $66,697,000 | 254 |
| Privately issued residential mortgage-backed securities | $19,517,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,180,000 | 147 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,950,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,904,000 | 127 |
| Mortgage-backed securities | $721,674,000 | 161 |
| Certificates of participation in pools of residential mortgages | $675,063,000 | 104 |
| Issued or guaranteed by U.S. | $675,063,000 | 102 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $46,611,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $27,094,000 | 495 |
| Privately issued | $19,517,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $809,816,000 | 188 |
| Total debt securities | $807,866,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $771,091,000 | 225 |
| U.S. Government securities | $683,219,000 | 193 |
| U.S. Treasury securities | $1,896,000 | 1,139 |
| U.S. Government agency obligations | $681,323,000 | 185 |
| Securities issued by states & political subdivisions | $19,354,000 | 977 |
| Other domestic debt securities | $66,600,000 | 243 |
| Privately issued residential mortgage-backed securities | $20,407,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,193,000 | 151 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,918,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,519,000 | 131 |
| Mortgage-backed securities | $701,730,000 | 164 |
| Certificates of participation in pools of residential mortgages | $650,127,000 | 112 |
| Issued or guaranteed by U.S. | $650,127,000 | 108 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,603,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $31,196,000 | 462 |
| Privately issued | $20,407,000 | 229 |
| 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) | $771,091,000 | 195 |
| Total debt securities | $769,173,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $738,105,000 | 235 |
| U.S. Government securities | $645,310,000 | 207 |
| U.S. Treasury securities | $1,797,000 | 1,111 |
| U.S. Government agency obligations | $643,513,000 | 200 |
| Securities issued by states & political subdivisions | $17,085,000 | 1,135 |
| Other domestic debt securities | $73,735,000 | 244 |
| Privately issued residential mortgage-backed securities | $25,463,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,272,000 | 162 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,975,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,159,000 | 130 |
| Mortgage-backed securities | $668,976,000 | 174 |
| Certificates of participation in pools of residential mortgages | $603,608,000 | 120 |
| Issued or guaranteed by U.S. | $603,608,000 | 115 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $65,368,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $39,905,000 | 402 |
| Privately issued | $25,463,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $738,105,000 | 205 |
| Total debt securities | $736,130,000 | 233 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $765,008,000 | 228 |
| U.S. Government securities | $677,192,000 | 201 |
| U.S. Treasury securities | $1,797,000 | 1,189 |
| U.S. Government agency obligations | $675,395,000 | 194 |
| Securities issued by states & political subdivisions | $11,372,000 | 1,750 |
| Other domestic debt securities | $74,489,000 | 223 |
| Privately issued residential mortgage-backed securities | $27,136,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,353,000 | 182 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,955,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,194,000 | 121 |
| Mortgage-backed securities | $702,531,000 | 170 |
| Certificates of participation in pools of residential mortgages | $629,979,000 | 120 |
| Issued or guaranteed by U.S. | $629,979,000 | 115 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $72,552,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $45,416,000 | 409 |
| Privately issued | $27,136,000 | 153 |
| 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) | $765,008,000 | 205 |
| Total debt securities | $763,053,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $801,300,000 | 220 |
| U.S. Government securities | $698,644,000 | 193 |
| U.S. Treasury securities | $3,994,000 | 779 |
| U.S. Government agency obligations | $694,650,000 | 189 |
| Securities issued by states & political subdivisions | $3,446,000 | 3,657 |
| Other domestic debt securities | $77,234,000 | 218 |
| Privately issued residential mortgage-backed securities | $29,857,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,377,000 | 196 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $21,976,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,679,000 | 124 |
| Mortgage-backed securities | $724,507,000 | 157 |
| Certificates of participation in pools of residential mortgages | $639,012,000 | 114 |
| Issued or guaranteed by U.S. | $639,012,000 | 112 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $85,495,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $55,638,000 | 376 |
| Privately issued | $29,857,000 | 138 |
| 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) | $801,300,000 | 198 |
| Total debt securities | $779,324,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $639,337,000 | 260 |
| U.S. Government securities | $587,669,000 | 221 |
| U.S. Treasury securities | $3,793,000 | 794 |
| U.S. Government agency obligations | $583,876,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $49,638,000 | 305 |
| Privately issued residential mortgage-backed securities | $44,644,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,994,000 | 1,141 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,030,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,924,000 | 133 |
| Mortgage-backed securities | $628,520,000 | 175 |
| Certificates of participation in pools of residential mortgages | $504,282,000 | 130 |
| Issued or guaranteed by U.S. | $504,282,000 | 126 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $124,238,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $79,594,000 | 319 |
| Privately issued | $44,644,000 | 120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $639,337,000 | 233 |
| Total debt securities | $637,307,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $612,263,000 | 267 |
| U.S. Government securities | $585,046,000 | 228 |
| U.S. Treasury securities | $4,291,000 | 760 |
| U.S. Government agency obligations | $580,755,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $25,193,000 | 504 |
| Privately issued residential mortgage-backed securities | $25,193,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,024,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,570,000 | 129 |
| Mortgage-backed securities | $605,948,000 | 184 |
| Certificates of participation in pools of residential mortgages | $484,924,000 | 124 |
| Issued or guaranteed by U.S. | $484,924,000 | 122 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $121,024,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $95,831,000 | 276 |
| Privately issued | $25,193,000 | 158 |
| 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) | $612,263,000 | 234 |
| Total debt securities | $610,239,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $545,581,000 | 282 |
| U.S. Government securities | $543,570,000 | 228 |
| U.S. Treasury securities | $3,290,000 | 916 |
| U.S. Government agency obligations | $540,280,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,011,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,034,000 | 133 |
| Mortgage-backed securities | $540,280,000 | 182 |
| Certificates of participation in pools of residential mortgages | $462,630,000 | 129 |
| Issued or guaranteed by U.S. | $462,630,000 | 126 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $77,650,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $77,650,000 | 309 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $545,581,000 | 244 |
| Total debt securities | $543,570,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $200,350,000 | 601 |
| U.S. Government securities | $199,867,000 | 459 |
| U.S. Treasury securities | $1,297,000 | 1,707 |
| U.S. Government agency obligations | $198,570,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $483,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,421,000 | 279 |
| Mortgage-backed securities | $198,570,000 | 343 |
| Certificates of participation in pools of residential mortgages | $185,842,000 | 231 |
| Issued or guaranteed by U.S. | $185,842,000 | 225 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,728,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $12,728,000 | 1,028 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $200,350,000 | 507 |
| Total debt securities | $199,867,000 | 579 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $213,318,000 | 560 |
| U.S. Government securities | $105,319,000 | 797 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $105,319,000 | 744 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $102,737,000 | 166 |
| Privately issued residential mortgage-backed securities | $42,616,000 | 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 | $60,121,000 | 172 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $5,262,000 | 827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,765,000 | 1,189 |
| Mortgage-backed securities | $77,088,000 | 572 |
| Certificates of participation in pools of residential mortgages | $3,412,000 | 3,197 |
| Issued or guaranteed by U.S. | $3,412,000 | 3,181 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $73,676,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $31,060,000 | 454 |
| Privately issued | $42,616,000 | 113 |
| 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) | $28,367,000 | 845 |
| Available-for-sale securities (fair market value) | $184,951,000 | 503 |
| Total debt securities | $208,056,000 | 549 |
| Structured notes | ||
| Amortized cost | $6,488,000 | 56 |
| Fair value | $6,388,000 | 56 |
| 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 | $164,409,000 | 729 |
| U.S. Government securities | $80,077,000 | 1,078 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $80,077,000 | 977 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $79,857,000 | 214 |
| Privately issued residential mortgage-backed securities | $48,225,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,632,000 | 301 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,475,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,011,000 | 688 |
| Mortgage-backed securities | $57,716,000 | 772 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,191 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,178 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $53,862,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $5,637,000 | 1,385 |
| Privately issued | $48,225,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $164,409,000 | 564 |
| Total debt securities | $159,934,000 | 711 |
| Structured notes | ||
| Amortized cost | $7,846,000 | 68 |
| Fair value | $7,611,000 | 66 |
| 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 | $3,170,000 | 9,426 |
| U.S. Government securities | $2,995,000 | 9,012 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,995,000 | 8,239 |
| 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 | $175,000 | 5,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,170,000 | 8,035 |
| Total debt securities | $2,995,000 | 9,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,165,000 | 10,265 |
| U.S. Government securities | $2,000,000 | 10,027 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,000,000 | 9,033 |
| 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 | $165,000 | 5,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,165,000 | 8,656 |
| Total debt securities | $2,000,000 | 10,226 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |