Home > Bank of Hope > Securities
Bank of Hope, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,413,333,000 | 129 |
| U.S. Government securities | $1,922,760,000 | 118 |
| U.S. Treasury securities | $103,677,000 | 251 |
| U.S. Government agency obligations | $1,819,083,000 | 106 |
| Securities issued by states & political subdivisions | $308,473,000 | 124 |
| Other domestic debt securities | $177,737,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $158,303,000 | 86 |
| Other domestic debt securities - All other | $19,434,000 | 411 |
| 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 | $1,696,846,000 | 105 |
| Mortgage-backed securities | $1,815,183,000 | 101 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $570,667,000 | 135 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $742,131,000 | 69 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,096,000 | 304 |
| Other commercial mortgage-backed securities | $483,289,000 | 60 |
| Held to maturity securities (book value) | $263,912,000 | 213 |
| Available-for-sale securities (fair market value) | $2,145,058,000 | 113 |
| Total debt securities | $2,408,970,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $2,265,006,000 | 136 |
| U.S. Government securities | $1,833,214,000 | 120 |
| U.S. Treasury securities | $102,287,000 | 270 |
| U.S. Government agency obligations | $1,730,927,000 | 116 |
| Securities issued by states & political subdivisions | $250,156,000 | 155 |
| Other domestic debt securities | $177,467,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $159,170,000 | 89 |
| Other domestic debt securities - All other | $18,297,000 | 424 |
| 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 | $1,961,382,000 | 95 |
| Mortgage-backed securities | $1,727,115,000 | 106 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $554,545,000 | 142 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $705,845,000 | 71 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,175,000 | 316 |
| Other commercial mortgage-backed securities | $449,550,000 | 61 |
| Held to maturity securities (book value) | $266,609,000 | 215 |
| Available-for-sale securities (fair market value) | $1,994,228,000 | 117 |
| Total debt securities | $2,260,838,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $2,190,649,000 | 142 |
| U.S. Government securities | $1,808,694,000 | 122 |
| U.S. Treasury securities | $3,904,000 | 2,067 |
| U.S. Government agency obligations | $1,804,790,000 | 117 |
| Securities issued by states & political subdivisions | $200,792,000 | 206 |
| Other domestic debt securities | $176,860,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $158,288,000 | 85 |
| Other domestic debt securities - All other | $18,572,000 | 419 |
| 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 | $2,012,583,000 | 90 |
| Mortgage-backed securities | $1,800,953,000 | 100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $590,109,000 | 135 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $751,740,000 | 69 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,460,000 | 337 |
| Other commercial mortgage-backed securities | $442,644,000 | 63 |
| Held to maturity securities (book value) | $269,760,000 | 203 |
| Available-for-sale securities (fair market value) | $1,916,586,000 | 122 |
| Total debt securities | $2,186,345,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $2,236,361,000 | 145 |
| U.S. Government securities | $1,869,118,000 | 127 |
| U.S. Treasury securities | $3,911,000 | 2,140 |
| U.S. Government agency obligations | $1,865,207,000 | 110 |
| Securities issued by states & political subdivisions | $187,295,000 | 230 |
| Other domestic debt securities | $175,576,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $157,062,000 | 87 |
| Other domestic debt securities - All other | $18,514,000 | 441 |
| 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 | $1,873,461,000 | 91 |
| Mortgage-backed securities | $1,861,334,000 | 107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $607,254,000 | 138 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $792,228,000 | 70 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,799,000 | 349 |
| Other commercial mortgage-backed securities | $445,053,000 | 64 |
| Held to maturity securities (book value) | $272,274,000 | 213 |
| Available-for-sale securities (fair market value) | $1,959,715,000 | 127 |
| Total debt securities | $2,231,989,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $2,247,498,000 | 152 |
| U.S. Government securities | $1,885,523,000 | 132 |
| U.S. Treasury securities | $3,886,000 | 2,193 |
| U.S. Government agency obligations | $1,881,637,000 | 116 |
| Securities issued by states & political subdivisions | $182,752,000 | 246 |
| Other domestic debt securities | $174,920,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $156,064,000 | 88 |
| Other domestic debt securities - All other | $18,856,000 | 443 |
| 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 | $360,658,000 | 261 |
| Mortgage-backed securities | $1,877,770,000 | 113 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $611,057,000 | 143 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $793,700,000 | 75 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,641,000 | 273 |
| Other commercial mortgage-backed securities | $448,372,000 | 67 |
| Held to maturity securities (book value) | $271,066,000 | 223 |
| Available-for-sale securities (fair market value) | $1,972,129,000 | 136 |
| Total debt securities | $2,243,194,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $2,268,827,000 | 153 |
| U.S. Government securities | $1,931,064,000 | 136 |
| U.S. Treasury securities | $3,889,000 | 2,227 |
| U.S. Government agency obligations | $1,927,175,000 | 118 |
| Securities issued by states & political subdivisions | $162,434,000 | 283 |
| Other domestic debt securities | $171,035,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $152,320,000 | 75 |
| Other domestic debt securities - All other | $18,715,000 | 448 |
| 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 | $369,474,000 | 244 |
| Mortgage-backed securities | $1,923,300,000 | 112 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $616,129,000 | 142 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $824,327,000 | 76 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,716,000 | 274 |
| Other commercial mortgage-backed securities | $458,128,000 | 71 |
| Held to maturity securities (book value) | $271,185,000 | 218 |
| Available-for-sale securities (fair market value) | $1,993,348,000 | 139 |
| Total debt securities | $2,264,532,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $2,377,707,000 | 152 |
| U.S. Government securities | $2,083,591,000 | 134 |
| U.S. Treasury securities | $3,968,000 | 2,169 |
| U.S. Government agency obligations | $2,079,623,000 | 114 |
| Securities issued by states & political subdivisions | $103,391,000 | 513 |
| Other domestic debt securities | $166,014,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $145,780,000 | 51 |
| Other domestic debt securities - All other | $20,234,000 | 438 |
| 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 | $388,338,000 | 234 |
| Mortgage-backed securities | $2,079,623,000 | 109 |
| Certificates of participation in pools of residential mortgages | $648,064,000 | 147 |
| Issued or guaranteed by U.S. | $648,064,000 | 146 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $909,826,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $909,826,000 | 74 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $521,733,000 | 98 |
| Commercial mortgage pass-through securities | $25,995,000 | 263 |
| Other commercial mortgage-backed securities | $495,738,000 | 74 |
| Held to maturity securities (book value) | $252,991,000 | 218 |
| Available-for-sale securities (fair market value) | $2,100,005,000 | 137 |
| Total debt securities | $2,352,997,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $2,518,062,000 | 144 |
| U.S. Government securities | $2,219,829,000 | 128 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,219,829,000 | 109 |
| Securities issued by states & political subdivisions | $98,845,000 | 566 |
| Other domestic debt securities | $173,812,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $152,286,000 | 47 |
| Other domestic debt securities - All other | $21,526,000 | 418 |
| 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 | $323,905,000 | 271 |
| Mortgage-backed securities | $2,219,829,000 | 107 |
| Certificates of participation in pools of residential mortgages | $686,810,000 | 143 |
| Issued or guaranteed by U.S. | $686,810,000 | 141 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $972,477,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $972,477,000 | 73 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $560,542,000 | 97 |
| Commercial mortgage pass-through securities | $22,629,000 | 291 |
| Other commercial mortgage-backed securities | $537,913,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,492,486,000 | 124 |
| Total debt securities | $2,492,482,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $2,693,097,000 | 140 |
| U.S. Government securities | $2,385,055,000 | 120 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,385,055,000 | 108 |
| Securities issued by states & political subdivisions | $105,284,000 | 546 |
| Other domestic debt securities | $175,935,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $153,451,000 | 42 |
| Other domestic debt securities - All other | $22,484,000 | 380 |
| 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 | $362,175,000 | 229 |
| Mortgage-backed securities | $2,385,055,000 | 106 |
| Certificates of participation in pools of residential mortgages | $759,224,000 | 134 |
| Issued or guaranteed by U.S. | $759,224,000 | 133 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,026,430,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $1,026,430,000 | 73 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $599,401,000 | 92 |
| Commercial mortgage pass-through securities | $23,838,000 | 289 |
| Other commercial mortgage-backed securities | $575,563,000 | 70 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,666,274,000 | 123 |
| Total debt securities | $2,666,274,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,696,566,000 | 135 |
| U.S. Government securities | $2,426,244,000 | 118 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,426,244,000 | 108 |
| Securities issued by states & political subdivisions | $102,064,000 | 534 |
| Other domestic debt securities | $141,181,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $118,603,000 | 40 |
| Other domestic debt securities - All other | $22,578,000 | 359 |
| 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 | $393,660,000 | 215 |
| Mortgage-backed securities | $2,426,244,000 | 106 |
| Certificates of participation in pools of residential mortgages | $763,395,000 | 127 |
| Issued or guaranteed by U.S. | $763,395,000 | 126 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,071,188,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $1,071,188,000 | 67 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $591,661,000 | 90 |
| Commercial mortgage pass-through securities | $24,318,000 | 272 |
| Other commercial mortgage-backed securities | $567,343,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,669,489,000 | 123 |
| Total debt securities | $2,669,489,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,301,375,000 | 143 |
| U.S. Government securities | $2,080,391,000 | 125 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,080,391,000 | 117 |
| Securities issued by states & political subdivisions | $108,796,000 | 469 |
| Other domestic debt securities | $84,983,000 | 251 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $62,369,000 | 48 |
| Other domestic debt securities - All other | $22,614,000 | 342 |
| 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 | $354,817,000 | 230 |
| Mortgage-backed securities | $2,080,391,000 | 111 |
| Certificates of participation in pools of residential mortgages | $660,202,000 | 136 |
| Issued or guaranteed by U.S. | $660,202,000 | 133 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $864,576,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $864,576,000 | 75 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $555,613,000 | 91 |
| Commercial mortgage pass-through securities | $24,695,000 | 261 |
| Other commercial mortgage-backed securities | $530,918,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,274,170,000 | 130 |
| Total debt securities | $2,274,171,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,260,873,000 | 136 |
| U.S. Government securities | $2,080,276,000 | 120 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,080,276,000 | 112 |
| Securities issued by states & political subdivisions | $105,416,000 | 450 |
| Other domestic debt securities | $48,053,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $34,848,000 | 51 |
| Other domestic debt securities - All other | $13,205,000 | 469 |
| 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 | $325,010,000 | 234 |
| Mortgage-backed securities | $2,080,276,000 | 108 |
| Certificates of participation in pools of residential mortgages | $637,828,000 | 129 |
| Issued or guaranteed by U.S. | $637,828,000 | 128 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $904,659,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $904,659,000 | 72 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $537,789,000 | 89 |
| Commercial mortgage pass-through securities | $24,477,000 | 254 |
| Other commercial mortgage-backed securities | $513,312,000 | 69 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,233,745,000 | 127 |
| Total debt securities | $2,233,745,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,313,223,000 | 133 |
| U.S. Government securities | $2,190,209,000 | 107 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,190,209,000 | 99 |
| Securities issued by states & political subdivisions | $89,268,000 | 526 |
| Other domestic debt securities | $6,134,000 | 985 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $6,134,000 | 662 |
| 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 | $376,073,000 | 211 |
| Mortgage-backed securities | $2,190,209,000 | 98 |
| Certificates of participation in pools of residential mortgages | $681,013,000 | 114 |
| Issued or guaranteed by U.S. | $681,013,000 | 113 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,001,317,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,001,317,000 | 66 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $507,879,000 | 90 |
| Commercial mortgage pass-through securities | $25,214,000 | 235 |
| Other commercial mortgage-backed securities | $482,665,000 | 68 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,285,611,000 | 119 |
| Total debt securities | $2,285,612,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,083,656,000 | 137 |
| U.S. Government securities | $1,971,059,000 | 109 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,971,059,000 | 102 |
| Securities issued by states & political subdivisions | $86,044,000 | 494 |
| Other domestic debt securities | $3,888,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,888,000 | 817 |
| 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 | $371,593,000 | 211 |
| Mortgage-backed securities | $1,971,059,000 | 101 |
| Certificates of participation in pools of residential mortgages | $676,739,000 | 105 |
| Issued or guaranteed by U.S. | $676,739,000 | 105 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $793,596,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $793,596,000 | 75 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $500,724,000 | 86 |
| Commercial mortgage pass-through securities | $25,347,000 | 219 |
| Other commercial mortgage-backed securities | $475,377,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,060,991,000 | 125 |
| Total debt securities | $2,060,990,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,910,269,000 | 140 |
| U.S. Government securities | $1,802,213,000 | 118 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,802,213,000 | 107 |
| Securities issued by states & political subdivisions | $81,860,000 | 474 |
| Other domestic debt securities | $3,531,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,531,000 | 815 |
| 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 | $346,047,000 | 225 |
| Mortgage-backed securities | $1,802,213,000 | 101 |
| Certificates of participation in pools of residential mortgages | $551,683,000 | 115 |
| Issued or guaranteed by U.S. | $551,683,000 | 114 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $713,870,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $713,870,000 | 79 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $536,660,000 | 82 |
| Commercial mortgage pass-through securities | $32,502,000 | 188 |
| Other commercial mortgage-backed securities | $504,158,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,887,604,000 | 126 |
| Total debt securities | $1,887,604,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,741,180,000 | 139 |
| U.S. Government securities | $1,630,274,000 | 123 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,630,274,000 | 113 |
| Securities issued by states & political subdivisions | $84,084,000 | 402 |
| Other domestic debt securities | $4,344,000 | 999 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $4,344,000 | 668 |
| 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 | $356,786,000 | 213 |
| Mortgage-backed securities | $1,630,274,000 | 109 |
| Certificates of participation in pools of residential mortgages | $385,395,000 | 147 |
| Issued or guaranteed by U.S. | $385,395,000 | 144 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $701,547,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $701,547,000 | 77 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $543,332,000 | 80 |
| Commercial mortgage pass-through securities | $32,386,000 | 182 |
| Other commercial mortgage-backed securities | $510,946,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,718,702,000 | 129 |
| Total debt securities | $1,718,701,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,738,109,000 | 136 |
| U.S. Government securities | $1,641,675,000 | 120 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,641,675,000 | 111 |
| Securities issued by states & political subdivisions | $70,111,000 | 468 |
| Other domestic debt securities | $4,200,000 | 971 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,200,000 | 646 |
| 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 | $340,853,000 | 207 |
| Mortgage-backed securities | $1,641,675,000 | 108 |
| Certificates of participation in pools of residential mortgages | $352,896,000 | 156 |
| Issued or guaranteed by U.S. | $352,896,000 | 155 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $736,655,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $736,655,000 | 77 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $552,124,000 | 71 |
| Commercial mortgage pass-through securities | $30,671,000 | 185 |
| Other commercial mortgage-backed securities | $521,453,000 | 54 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,715,986,000 | 126 |
| Total debt securities | $1,715,986,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,794,550,000 | 136 |
| U.S. Government securities | $1,696,302,000 | 118 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,696,302,000 | 108 |
| Securities issued by states & political subdivisions | $72,122,000 | 439 |
| Other domestic debt securities | $3,898,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,898,000 | 695 |
| 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 | $344,954,000 | 203 |
| Mortgage-backed securities | $1,696,302,000 | 105 |
| Certificates of participation in pools of residential mortgages | $332,123,000 | 154 |
| Issued or guaranteed by U.S. | $332,123,000 | 154 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $801,071,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $801,071,000 | 74 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $563,108,000 | 65 |
| Commercial mortgage pass-through securities | $31,390,000 | 182 |
| Other commercial mortgage-backed securities | $531,718,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,772,322,000 | 123 |
| Total debt securities | $1,772,321,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,848,964,000 | 134 |
| U.S. Government securities | $1,753,005,000 | 112 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,753,005,000 | 102 |
| Securities issued by states & political subdivisions | $70,017,000 | 448 |
| Other domestic debt securities | $3,881,000 | 994 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,881,000 | 696 |
| 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 | $350,364,000 | 206 |
| Mortgage-backed securities | $1,753,005,000 | 101 |
| Certificates of participation in pools of residential mortgages | $367,175,000 | 146 |
| Issued or guaranteed by U.S. | $367,175,000 | 146 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $844,899,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $844,899,000 | 72 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $540,931,000 | 61 |
| Commercial mortgage pass-through securities | $28,114,000 | 199 |
| Other commercial mortgage-backed securities | $512,817,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,826,903,000 | 118 |
| Total debt securities | $1,826,902,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,841,962,000 | 128 |
| U.S. Government securities | $1,738,098,000 | 110 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,738,098,000 | 100 |
| Securities issued by states & political subdivisions | $76,260,000 | 426 |
| Other domestic debt securities | $3,985,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,985,000 | 678 |
| 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 | $358,569,000 | 207 |
| Mortgage-backed securities | $1,738,098,000 | 99 |
| Certificates of participation in pools of residential mortgages | $394,542,000 | 137 |
| Issued or guaranteed by U.S. | $394,542,000 | 137 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $872,297,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $872,297,000 | 68 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $471,259,000 | 65 |
| Commercial mortgage pass-through securities | $21,333,000 | 247 |
| Other commercial mortgage-backed securities | $449,926,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,818,343,000 | 116 |
| Total debt securities | $1,818,343,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,869,149,000 | 133 |
| U.S. Government securities | $1,766,853,000 | 110 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,766,853,000 | 98 |
| Securities issued by states & political subdivisions | $75,590,000 | 444 |
| Other domestic debt securities | $3,826,000 | 967 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,826,000 | 691 |
| 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 | $354,637,000 | 212 |
| Mortgage-backed securities | $1,766,853,000 | 98 |
| Certificates of participation in pools of residential mortgages | $402,605,000 | 134 |
| Issued or guaranteed by U.S. | $402,605,000 | 134 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $895,122,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $895,122,000 | 68 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $469,126,000 | 63 |
| Commercial mortgage pass-through securities | $21,042,000 | 238 |
| Other commercial mortgage-backed securities | $448,084,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,846,269,000 | 118 |
| Total debt securities | $1,846,267,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,877,406,000 | 130 |
| U.S. Government securities | $1,772,913,000 | 108 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,772,913,000 | 96 |
| Securities issued by states & political subdivisions | $76,990,000 | 432 |
| Other domestic debt securities | $4,350,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,350,000 | 645 |
| 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 | $353,760,000 | 208 |
| Mortgage-backed securities | $1,772,913,000 | 92 |
| Certificates of participation in pools of residential mortgages | $412,707,000 | 135 |
| Issued or guaranteed by U.S. | $412,707,000 | 135 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $911,880,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $911,880,000 | 67 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $448,326,000 | 62 |
| Commercial mortgage pass-through securities | $20,597,000 | 240 |
| Other commercial mortgage-backed securities | $427,729,000 | 51 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,854,253,000 | 117 |
| Total debt securities | $1,854,252,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,859,485,000 | 127 |
| U.S. Government securities | $1,751,954,000 | 105 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,751,954,000 | 95 |
| Securities issued by states & political subdivisions | $78,751,000 | 441 |
| Other domestic debt securities | $4,405,000 | 1,003 |
| 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 | $4,405,000 | 648 |
| 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 | $356,782,000 | 207 |
| Mortgage-backed securities | $1,751,954,000 | 90 |
| Certificates of participation in pools of residential mortgages | $434,596,000 | 135 |
| Issued or guaranteed by U.S. | $434,596,000 | 134 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $897,088,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $897,088,000 | 66 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $420,270,000 | 64 |
| Commercial mortgage pass-through securities | $20,796,000 | 228 |
| Other commercial mortgage-backed securities | $399,474,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,835,110,000 | 116 |
| Total debt securities | $1,835,110,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,723,740,000 | 133 |
| U.S. Government securities | $1,614,462,000 | 108 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,614,462,000 | 98 |
| Securities issued by states & political subdivisions | $80,418,000 | 432 |
| Other domestic debt securities | $4,439,000 | 878 |
| 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 | $4,439,000 | 664 |
| 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 | $357,887,000 | 211 |
| Mortgage-backed securities | $1,614,462,000 | 95 |
| Certificates of participation in pools of residential mortgages | $438,670,000 | 134 |
| Issued or guaranteed by U.S. | $438,670,000 | 133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $812,011,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $812,011,000 | 67 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $363,781,000 | 69 |
| Commercial mortgage pass-through securities | $21,175,000 | 182 |
| Other commercial mortgage-backed securities | $342,606,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,699,319,000 | 120 |
| Total debt securities | $1,699,320,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,720,257,000 | 131 |
| U.S. Government securities | $1,611,288,000 | 106 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,611,288,000 | 99 |
| Securities issued by states & political subdivisions | $82,537,000 | 432 |
| Other domestic debt securities | $4,475,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,475,000 | 664 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $21,957,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,171,000 | 212 |
| Mortgage-backed securities | $1,611,288,000 | 92 |
| Certificates of participation in pools of residential mortgages | $449,522,000 | 130 |
| Issued or guaranteed by U.S. | $449,522,000 | 128 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $853,674,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $853,674,000 | 63 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $308,092,000 | 73 |
| Commercial mortgage pass-through securities | $21,691,000 | 172 |
| Other commercial mortgage-backed securities | $286,401,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,720,257,000 | 114 |
| Total debt securities | $1,698,300,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,868,310,000 | 122 |
| U.S. Government securities | $1,744,580,000 | 100 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,744,580,000 | 90 |
| Securities issued by states & political subdivisions | $97,052,000 | 364 |
| Other domestic debt securities | $4,575,000 | 873 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,575,000 | 675 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $22,103,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,247,000 | 219 |
| Mortgage-backed securities | $1,739,581,000 | 89 |
| Certificates of participation in pools of residential mortgages | $574,474,000 | 110 |
| Issued or guaranteed by U.S. | $574,474,000 | 109 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $916,930,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $916,930,000 | 58 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $248,177,000 | 86 |
| Commercial mortgage pass-through securities | $21,797,000 | 180 |
| Other commercial mortgage-backed securities | $226,380,000 | 64 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,868,310,000 | 106 |
| Total debt securities | $1,846,208,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,680,381,000 | 127 |
| U.S. Government securities | $1,565,131,000 | 107 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,565,131,000 | 98 |
| Securities issued by states & political subdivisions | $97,512,000 | 375 |
| Other domestic debt securities | $4,606,000 | 887 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,606,000 | 683 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $13,132,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,070,000 | 211 |
| Mortgage-backed securities | $1,555,136,000 | 92 |
| Certificates of participation in pools of residential mortgages | $558,977,000 | 116 |
| Issued or guaranteed by U.S. | $558,977,000 | 115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $783,594,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $783,594,000 | 64 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $212,565,000 | 89 |
| Commercial mortgage pass-through securities | $21,832,000 | 170 |
| Other commercial mortgage-backed securities | $190,733,000 | 66 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,680,381,000 | 110 |
| Total debt securities | $1,667,250,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,595,446,000 | 130 |
| U.S. Government securities | $1,469,309,000 | 108 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,469,309,000 | 101 |
| Securities issued by states & political subdivisions | $97,254,000 | 382 |
| Other domestic debt securities | $4,313,000 | 929 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,313,000 | 719 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $24,570,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,372,000 | 206 |
| Mortgage-backed securities | $1,459,311,000 | 96 |
| Certificates of participation in pools of residential mortgages | $565,785,000 | 115 |
| Issued or guaranteed by U.S. | $565,785,000 | 114 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $726,619,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $726,619,000 | 70 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $166,907,000 | 99 |
| Commercial mortgage pass-through securities | $21,674,000 | 167 |
| Other commercial mortgage-backed securities | $145,233,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,595,446,000 | 110 |
| Total debt securities | $1,570,876,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,568,240,000 | 128 |
| U.S. Government securities | $1,445,717,000 | 109 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,445,717,000 | 103 |
| Securities issued by states & political subdivisions | $86,839,000 | 420 |
| Other domestic debt securities | $11,126,000 | 559 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $11,126,000 | 402 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $24,558,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,088,000 | 195 |
| Mortgage-backed securities | $1,433,708,000 | 93 |
| Certificates of participation in pools of residential mortgages | $581,380,000 | 105 |
| Issued or guaranteed by U.S. | $581,380,000 | 104 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $705,667,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $705,667,000 | 71 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $146,661,000 | 102 |
| Commercial mortgage pass-through securities | $21,572,000 | 169 |
| Other commercial mortgage-backed securities | $125,089,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,568,240,000 | 109 |
| Total debt securities | $1,543,680,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,570,219,000 | 128 |
| U.S. Government securities | $1,448,833,000 | 108 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,448,833,000 | 102 |
| Securities issued by states & political subdivisions | $77,529,000 | 480 |
| Other domestic debt securities | $18,878,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $18,878,000 | 285 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $24,979,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,207,000 | 176 |
| Mortgage-backed securities | $1,436,807,000 | 95 |
| Certificates of participation in pools of residential mortgages | $598,296,000 | 102 |
| Issued or guaranteed by U.S. | $598,296,000 | 101 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $719,246,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $719,246,000 | 72 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $119,265,000 | 114 |
| Commercial mortgage pass-through securities | $10,882,000 | 236 |
| Other commercial mortgage-backed securities | $108,383,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,570,219,000 | 108 |
| Total debt securities | $1,545,242,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,103,945,000 | 166 |
| U.S. Government securities | $1,036,490,000 | 136 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,036,490,000 | 128 |
| Securities issued by states & political subdivisions | $46,201,000 | 889 |
| Other domestic debt securities | $3,713,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,713,000 | 776 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $17,541,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,624,000 | 196 |
| Mortgage-backed securities | $1,036,490,000 | 121 |
| Certificates of participation in pools of residential mortgages | $505,011,000 | 112 |
| Issued or guaranteed by U.S. | $505,011,000 | 111 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $531,479,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $531,479,000 | 82 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,103,945,000 | 140 |
| Total debt securities | $1,086,404,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,091,897,000 | 172 |
| U.S. Government securities | $1,024,935,000 | 142 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,024,935,000 | 135 |
| Securities issued by states & political subdivisions | $46,113,000 | 874 |
| Other domestic debt securities | $3,394,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,394,000 | 809 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $17,455,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,363,000 | 212 |
| Mortgage-backed securities | $1,024,935,000 | 124 |
| Certificates of participation in pools of residential mortgages | $526,909,000 | 108 |
| Issued or guaranteed by U.S. | $526,909,000 | 107 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $498,026,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $498,026,000 | 89 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,091,897,000 | 143 |
| Total debt securities | $1,074,442,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,014,556,000 | 174 |
| U.S. Government securities | $948,026,000 | 141 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $948,026,000 | 137 |
| Securities issued by states & political subdivisions | $45,511,000 | 892 |
| Other domestic debt securities | $3,750,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,750,000 | 772 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $17,269,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,652,000 | 209 |
| Mortgage-backed securities | $948,026,000 | 126 |
| Certificates of participation in pools of residential mortgages | $498,046,000 | 111 |
| Issued or guaranteed by U.S. | $498,046,000 | 110 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $449,980,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $449,980,000 | 97 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,014,556,000 | 142 |
| Total debt securities | $997,287,000 | 175 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $976,962,000 | 180 |
| U.S. Government securities | $910,472,000 | 144 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $910,472,000 | 137 |
| Securities issued by states & political subdivisions | $45,223,000 | 884 |
| Other domestic debt securities | $3,850,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,850,000 | 768 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $17,417,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,164,000 | 212 |
| Mortgage-backed securities | $910,472,000 | 125 |
| Certificates of participation in pools of residential mortgages | $500,904,000 | 109 |
| Issued or guaranteed by U.S. | $500,904,000 | 108 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $409,568,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $409,568,000 | 103 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $976,962,000 | 148 |
| Total debt securities | $959,544,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $875,405,000 | 194 |
| U.S. Government securities | $814,480,000 | 153 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $814,480,000 | 151 |
| Securities issued by states & political subdivisions | $39,669,000 | 990 |
| Other domestic debt securities | $3,963,000 | 998 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,963,000 | 761 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $17,293,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,062,000 | 216 |
| Mortgage-backed securities | $814,480,000 | 137 |
| Certificates of participation in pools of residential mortgages | $452,327,000 | 119 |
| Issued or guaranteed by U.S. | $452,327,000 | 118 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $362,153,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $362,153,000 | 114 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $875,405,000 | 160 |
| Total debt securities | $858,112,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $812,372,000 | 208 |
| U.S. Government securities | $776,616,000 | 165 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $776,616,000 | 158 |
| Securities issued by states & political subdivisions | $14,333,000 | 2,326 |
| Other domestic debt securities | $3,956,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,956,000 | 757 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $17,467,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,094,000 | 202 |
| Mortgage-backed securities | $776,616,000 | 138 |
| Certificates of participation in pools of residential mortgages | $447,313,000 | 125 |
| Issued or guaranteed by U.S. | $447,313,000 | 124 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $329,303,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $329,303,000 | 120 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $812,372,000 | 172 |
| Total debt securities | $794,906,000 | 209 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $796,523,000 | 211 |
| U.S. Government securities | $768,263,000 | 160 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $768,263,000 | 155 |
| Securities issued by states & political subdivisions | $6,930,000 | 3,292 |
| Other domestic debt securities | $3,987,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,987,000 | 751 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $17,343,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,186,000 | 194 |
| Mortgage-backed securities | $768,263,000 | 140 |
| Certificates of participation in pools of residential mortgages | $465,489,000 | 120 |
| Issued or guaranteed by U.S. | $465,489,000 | 119 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $302,774,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $302,774,000 | 126 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $796,523,000 | 174 |
| Total debt securities | $779,179,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $710,625,000 | 228 |
| U.S. Government securities | $683,226,000 | 174 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $683,226,000 | 171 |
| Securities issued by states & political subdivisions | $6,117,000 | 3,471 |
| Other domestic debt securities | $4,050,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,050,000 | 736 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $17,232,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,697,000 | 191 |
| Mortgage-backed securities | $683,226,000 | 148 |
| Certificates of participation in pools of residential mortgages | $409,809,000 | 126 |
| Issued or guaranteed by U.S. | $409,809,000 | 124 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $273,417,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $273,417,000 | 140 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $710,625,000 | 194 |
| Total debt securities | $693,393,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $746,683,000 | 219 |
| U.S. Government securities | $719,332,000 | 168 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $719,332,000 | 163 |
| Securities issued by states & political subdivisions | $6,094,000 | 3,520 |
| Other domestic debt securities | $3,988,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,988,000 | 775 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $17,269,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,808,000 | 194 |
| Mortgage-backed securities | $719,332,000 | 144 |
| Certificates of participation in pools of residential mortgages | $431,193,000 | 123 |
| Issued or guaranteed by U.S. | $431,193,000 | 122 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $288,139,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $288,139,000 | 134 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $746,683,000 | 187 |
| Total debt securities | $729,413,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $725,229,000 | 219 |
| U.S. Government securities | $698,314,000 | 170 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $698,314,000 | 168 |
| Securities issued by states & political subdivisions | $6,020,000 | 3,554 |
| Other domestic debt securities | $3,800,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,800,000 | 824 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $17,095,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,200,000 | 209 |
| Mortgage-backed securities | $698,314,000 | 150 |
| Certificates of participation in pools of residential mortgages | $418,960,000 | 123 |
| Issued or guaranteed by U.S. | $418,960,000 | 121 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $279,354,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $279,354,000 | 139 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $725,229,000 | 188 |
| Total debt securities | $708,134,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $705,750,000 | 225 |
| U.S. Government securities | $679,096,000 | 171 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $679,096,000 | 167 |
| Securities issued by states & political subdivisions | $5,936,000 | 3,576 |
| Other domestic debt securities | $3,697,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,697,000 | 858 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $17,021,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,616,000 | 196 |
| Mortgage-backed securities | $679,096,000 | 151 |
| Certificates of participation in pools of residential mortgages | $404,995,000 | 128 |
| Issued or guaranteed by U.S. | $404,995,000 | 125 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $274,101,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $274,101,000 | 141 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $705,750,000 | 192 |
| Total debt securities | $688,730,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $708,566,000 | 219 |
| U.S. Government securities | $681,625,000 | 167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $681,625,000 | 164 |
| Securities issued by states & political subdivisions | $6,017,000 | 3,591 |
| Other domestic debt securities | $3,706,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,706,000 | 881 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $17,218,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $361,868,000 | 196 |
| Mortgage-backed securities | $681,625,000 | 142 |
| Certificates of participation in pools of residential mortgages | $396,734,000 | 125 |
| Issued or guaranteed by U.S. | $396,734,000 | 124 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $284,891,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $284,891,000 | 137 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $708,566,000 | 190 |
| Total debt securities | $691,347,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $725,239,000 | 218 |
| U.S. Government securities | $700,849,000 | 168 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $700,849,000 | 165 |
| Securities issued by states & political subdivisions | $6,056,000 | 3,581 |
| Other domestic debt securities | $3,771,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,771,000 | 882 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $14,563,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,182,000 | 190 |
| Mortgage-backed securities | $700,849,000 | 145 |
| Certificates of participation in pools of residential mortgages | $399,107,000 | 127 |
| Issued or guaranteed by U.S. | $399,107,000 | 126 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $301,742,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $301,742,000 | 135 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $725,239,000 | 193 |
| Total debt securities | $710,676,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $717,441,000 | 220 |
| U.S. Government securities | $692,310,000 | 166 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $692,310,000 | 164 |
| Securities issued by states & political subdivisions | $6,281,000 | 3,514 |
| Other domestic debt securities | $3,932,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,932,000 | 851 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,918,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $345,963,000 | 208 |
| Mortgage-backed securities | $692,310,000 | 148 |
| Certificates of participation in pools of residential mortgages | $389,726,000 | 133 |
| Issued or guaranteed by U.S. | $389,726,000 | 132 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $302,584,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $302,584,000 | 131 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $717,441,000 | 197 |
| Total debt securities | $702,523,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $704,403,000 | 218 |
| U.S. Government securities | $680,452,000 | 168 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $680,452,000 | 166 |
| Securities issued by states & political subdivisions | $5,118,000 | 3,727 |
| Other domestic debt securities | $3,837,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,837,000 | 826 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,996,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,550,000 | 214 |
| Mortgage-backed securities | $680,452,000 | 150 |
| Certificates of participation in pools of residential mortgages | $425,540,000 | 123 |
| Issued or guaranteed by U.S. | $425,540,000 | 121 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $254,912,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $254,912,000 | 156 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $704,403,000 | 193 |
| Total debt securities | $689,407,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $687,059,000 | 227 |
| U.S. Government securities | $663,257,000 | 171 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $663,257,000 | 167 |
| Securities issued by states & political subdivisions | $5,140,000 | 3,712 |
| Other domestic debt securities | $3,538,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,538,000 | 902 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,124,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,947,000 | 206 |
| Mortgage-backed securities | $663,257,000 | 153 |
| Certificates of participation in pools of residential mortgages | $427,589,000 | 129 |
| Issued or guaranteed by U.S. | $427,589,000 | 127 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $235,668,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $235,668,000 | 173 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $687,059,000 | 198 |
| Total debt securities | $671,935,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $666,852,000 | 232 |
| U.S. Government securities | $643,376,000 | 180 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $643,376,000 | 175 |
| Securities issued by states & political subdivisions | $5,058,000 | 3,682 |
| Other domestic debt securities | $3,382,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,382,000 | 929 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $15,036,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,920,000 | 188 |
| Mortgage-backed securities | $643,376,000 | 156 |
| Certificates of participation in pools of residential mortgages | $449,845,000 | 127 |
| Issued or guaranteed by U.S. | $449,845,000 | 125 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $193,531,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $193,531,000 | 201 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $666,852,000 | 206 |
| Total debt securities | $651,817,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $697,808,000 | 228 |
| U.S. Government securities | $674,194,000 | 179 |
| U.S. Treasury securities | $300,000 | 1,038 |
| U.S. Government agency obligations | $673,894,000 | 174 |
| Securities issued by states & political subdivisions | $5,018,000 | 3,624 |
| Other domestic debt securities | $3,698,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,698,000 | 875 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $14,898,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,022,000 | 177 |
| Mortgage-backed securities | $673,894,000 | 152 |
| Certificates of participation in pools of residential mortgages | $462,498,000 | 125 |
| Issued or guaranteed by U.S. | $462,498,000 | 123 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $211,396,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $211,396,000 | 196 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $697,808,000 | 201 |
| Total debt securities | $682,911,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $740,920,000 | 210 |
| U.S. Government securities | $715,890,000 | 160 |
| U.S. Treasury securities | $300,000 | 966 |
| U.S. Government agency obligations | $715,590,000 | 157 |
| Securities issued by states & political subdivisions | $5,764,000 | 3,400 |
| Other domestic debt securities | $4,348,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,045,000 | 160 |
| Other domestic debt securities - All other | $3,303,000 | 861 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $14,918,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,411,000 | 255 |
| Mortgage-backed securities | $715,590,000 | 145 |
| Certificates of participation in pools of residential mortgages | $487,753,000 | 118 |
| Issued or guaranteed by U.S. | $487,753,000 | 117 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $227,837,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $227,837,000 | 170 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $740,920,000 | 181 |
| Total debt securities | $726,002,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $310,983,000 | 473 |
| U.S. Government securities | $304,909,000 | 344 |
| U.S. Treasury securities | $300,000 | 1,019 |
| U.S. Government agency obligations | $304,609,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $817,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $817,000 | 181 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $5,257,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,621,000 | 257 |
| Mortgage-backed securities | $266,491,000 | 320 |
| Certificates of participation in pools of residential mortgages | $163,428,000 | 288 |
| Issued or guaranteed by U.S. | $163,428,000 | 285 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $103,063,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $103,063,000 | 296 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $310,983,000 | 417 |
| Total debt securities | $305,725,000 | 474 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 792 |
| Fair value | $7,023,000 | 785 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $305,058,000 | 478 |
| U.S. Government securities | $299,177,000 | 366 |
| U.S. Treasury securities | $300,000 | 1,114 |
| U.S. Government agency obligations | $298,877,000 | 354 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $756,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $756,000 | 201 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,125,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,845,000 | 232 |
| Mortgage-backed securities | $260,819,000 | 317 |
| Certificates of participation in pools of residential mortgages | $167,986,000 | 271 |
| Issued or guaranteed by U.S. | $167,986,000 | 269 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $92,833,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $92,833,000 | 314 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $305,058,000 | 426 |
| Total debt securities | $299,932,000 | 482 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 919 |
| Fair value | $7,035,000 | 896 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $312,336,000 | 459 |
| U.S. Government securities | $306,530,000 | 350 |
| U.S. Treasury securities | $300,000 | 1,157 |
| U.S. Government agency obligations | $306,230,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $752,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $752,000 | 193 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,054,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,303,000 | 226 |
| Mortgage-backed securities | $260,515,000 | 312 |
| Certificates of participation in pools of residential mortgages | $175,664,000 | 265 |
| Issued or guaranteed by U.S. | $175,664,000 | 264 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $84,851,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $84,851,000 | 316 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $312,336,000 | 410 |
| Total debt securities | $307,283,000 | 462 |
| Structured notes | ||
| Amortized cost | $6,994,000 | 983 |
| Fair value | $7,032,000 | 963 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $289,551,000 | 489 |
| U.S. Government securities | $283,719,000 | 365 |
| U.S. Treasury securities | $300,000 | 1,152 |
| U.S. Government agency obligations | $283,419,000 | 350 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $759,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $759,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,073,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,877,000 | 282 |
| Mortgage-backed securities | $224,812,000 | 348 |
| Certificates of participation in pools of residential mortgages | $157,099,000 | 277 |
| Issued or guaranteed by U.S. | $157,099,000 | 275 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $67,713,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $67,713,000 | 369 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $289,551,000 | 442 |
| Total debt securities | $284,477,000 | 490 |
| Structured notes | ||
| Amortized cost | $6,992,000 | 886 |
| Fair value | $7,025,000 | 866 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $290,803,000 | 457 |
| U.S. Government securities | $284,403,000 | 342 |
| U.S. Treasury securities | $300,000 | 1,065 |
| U.S. Government agency obligations | $284,103,000 | 330 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,713,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,713,000 | 142 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,687,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,627,000 | 332 |
| Mortgage-backed securities | $230,863,000 | 316 |
| Certificates of participation in pools of residential mortgages | $157,501,000 | 255 |
| Issued or guaranteed by U.S. | $157,501,000 | 252 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,362,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $73,362,000 | 345 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $290,803,000 | 404 |
| Total debt securities | $286,115,000 | 458 |
| Structured notes | ||
| Amortized cost | $19,002,000 | 314 |
| Fair value | $19,087,000 | 318 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $275,844,000 | 471 |
| U.S. Government securities | $269,401,000 | 356 |
| U.S. Treasury securities | $300,000 | 1,005 |
| U.S. Government agency obligations | $269,101,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,790,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,790,000 | 148 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,653,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,345,000 | 335 |
| Mortgage-backed securities | $213,793,000 | 329 |
| Certificates of participation in pools of residential mortgages | $159,723,000 | 251 |
| Issued or guaranteed by U.S. | $159,723,000 | 248 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $54,070,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $54,070,000 | 411 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $275,844,000 | 418 |
| Total debt securities | $271,192,000 | 473 |
| Structured notes | ||
| Amortized cost | $22,005,000 | 289 |
| Fair value | $22,103,000 | 292 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $288,999,000 | 458 |
| U.S. Government securities | $282,215,000 | 341 |
| U.S. Treasury securities | $300,000 | 1,025 |
| U.S. Government agency obligations | $281,915,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,212,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,212,000 | 136 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,572,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,739,000 | 330 |
| Mortgage-backed securities | $212,727,000 | 346 |
| Certificates of participation in pools of residential mortgages | $161,748,000 | 264 |
| Issued or guaranteed by U.S. | $161,748,000 | 261 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $50,979,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $50,979,000 | 423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $288,999,000 | 405 |
| Total debt securities | $284,427,000 | 458 |
| Structured notes | ||
| Amortized cost | $21,009,000 | 252 |
| Fair value | $21,106,000 | 251 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $370,427,000 | 350 |
| U.S. Government securities | $363,490,000 | 261 |
| U.S. Treasury securities | $300,000 | 970 |
| U.S. Government agency obligations | $363,190,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $2,404,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,404,000 | 140 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,533,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,622,000 | 328 |
| Mortgage-backed securities | $288,920,000 | 267 |
| Certificates of participation in pools of residential mortgages | $212,176,000 | 216 |
| Issued or guaranteed by U.S. | $212,176,000 | 214 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $76,744,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $76,744,000 | 298 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $370,427,000 | 312 |
| Total debt securities | $365,896,000 | 351 |
| Structured notes | ||
| Amortized cost | $21,010,000 | 163 |
| Fair value | $21,074,000 | 163 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $253,575,000 | 506 |
| U.S. Government securities | $245,950,000 | 367 |
| U.S. Treasury securities | $300,000 | 925 |
| U.S. Government agency obligations | $245,650,000 | 355 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,028,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,028,000 | 138 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,597,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,804,000 | 324 |
| Mortgage-backed securities | $213,379,000 | 352 |
| Certificates of participation in pools of residential mortgages | $161,256,000 | 285 |
| Issued or guaranteed by U.S. | $161,256,000 | 282 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $52,123,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $52,123,000 | 377 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $253,575,000 | 433 |
| Total debt securities | $248,979,000 | 507 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 470 |
| Fair value | $6,008,000 | 463 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $219,368,000 | 583 |
| U.S. Government securities | $210,951,000 | 424 |
| U.S. Treasury securities | $300,000 | 912 |
| U.S. Government agency obligations | $210,651,000 | 409 |
| Securities issued by states & political subdivisions | $302,000 | 5,545 |
| Other domestic debt securities | $3,586,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $3,586,000 | 135 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,529,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,548,000 | 426 |
| Mortgage-backed securities | $185,444,000 | 401 |
| Certificates of participation in pools of residential mortgages | $154,658,000 | 305 |
| Issued or guaranteed by U.S. | $154,658,000 | 302 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,786,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $30,786,000 | 515 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $219,368,000 | 504 |
| Total debt securities | $214,837,000 | 575 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 594 |
| Fair value | $2,946,000 | 584 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $197,793,000 | 628 |
| U.S. Government securities | $192,633,000 | 463 |
| U.S. Treasury securities | $300,000 | 847 |
| U.S. Government agency obligations | $192,333,000 | 450 |
| Securities issued by states & political subdivisions | $300,000 | 5,494 |
| Other domestic debt securities | $318,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $318,000 | 2,138 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,542,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,129,000 | 420 |
| Mortgage-backed securities | $169,958,000 | 441 |
| Certificates of participation in pools of residential mortgages | $138,675,000 | 352 |
| Issued or guaranteed by U.S. | $138,675,000 | 345 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,283,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $31,283,000 | 492 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $197,793,000 | 530 |
| Total debt securities | $193,251,000 | 625 |
| 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 | $182,695,000 | 668 |
| U.S. Government securities | $172,080,000 | 512 |
| U.S. Treasury securities | $300,000 | 819 |
| U.S. Government agency obligations | $171,780,000 | 498 |
| Securities issued by states & political subdivisions | $5,009,000 | 3,107 |
| Other domestic debt securities | $1,111,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,111,000 | 1,444 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,495,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,986,000 | 401 |
| Mortgage-backed securities | $147,270,000 | 472 |
| Certificates of participation in pools of residential mortgages | $122,990,000 | 389 |
| Issued or guaranteed by U.S. | $122,990,000 | 384 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,280,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $24,280,000 | 576 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,861,000 | 1,227 |
| Available-for-sale securities (fair market value) | $173,834,000 | 597 |
| Total debt securities | $178,201,000 | 675 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 449 |
| Fair value | $3,009,000 | 460 |
| 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 | $163,926,000 | 720 |
| U.S. Government securities | $150,454,000 | 574 |
| U.S. Treasury securities | $500,000 | 803 |
| U.S. Government agency obligations | $149,954,000 | 564 |
| Securities issued by states & political subdivisions | $5,311,000 | 3,010 |
| Other domestic debt securities | $3,721,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,721,000 | 766 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,440,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,610,000 | 417 |
| Mortgage-backed securities | $125,751,000 | 515 |
| Certificates of participation in pools of residential mortgages | $106,390,000 | 415 |
| Issued or guaranteed by U.S. | $106,390,000 | 411 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,361,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $19,361,000 | 634 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,264,000 | 1,200 |
| Available-for-sale securities (fair market value) | $154,662,000 | 644 |
| Total debt securities | $159,488,000 | 724 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 441 |
| Fair value | $2,973,000 | 453 |
| 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 | $168,586,000 | 709 |
| U.S. Government securities | $149,221,000 | 577 |
| U.S. Treasury securities | $496,000 | 819 |
| U.S. Government agency obligations | $148,725,000 | 568 |
| Securities issued by states & political subdivisions | $5,312,000 | 3,026 |
| Other domestic debt securities | $9,622,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,622,000 | 454 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $4,431,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,978,000 | 401 |
| Mortgage-backed securities | $120,555,000 | 528 |
| Certificates of participation in pools of residential mortgages | $101,020,000 | 439 |
| Issued or guaranteed by U.S. | $101,020,000 | 434 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,535,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $19,535,000 | 620 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,515,000 | 1,182 |
| Available-for-sale securities (fair market value) | $159,071,000 | 643 |
| Total debt securities | $164,156,000 | 710 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 470 |
| Fair value | $2,967,000 | 490 |
| 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 | $153,840,000 | 781 |
| U.S. Government securities | $132,211,000 | 621 |
| U.S. Treasury securities | $504,000 | 817 |
| U.S. Government agency obligations | $131,707,000 | 609 |
| Securities issued by states & political subdivisions | $5,514,000 | 2,982 |
| Other domestic debt securities | $11,586,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,586,000 | 395 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $4,529,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,323,000 | 495 |
| Mortgage-backed securities | $107,092,000 | 557 |
| Certificates of participation in pools of residential mortgages | $86,164,000 | 470 |
| Issued or guaranteed by U.S. | $86,164,000 | 464 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,928,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $20,928,000 | 569 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,209,000 | 1,136 |
| Available-for-sale securities (fair market value) | $143,631,000 | 717 |
| Total debt securities | $149,313,000 | 777 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $3,008,000 | 509 |
| 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 | $139,710,000 | 846 |
| U.S. Government securities | $114,645,000 | 725 |
| U.S. Treasury securities | $504,000 | 893 |
| U.S. Government agency obligations | $114,141,000 | 707 |
| Securities issued by states & political subdivisions | $5,605,000 | 2,948 |
| Other domestic debt securities | $11,424,000 | 737 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,424,000 | 388 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $8,036,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,359,000 | 478 |
| Mortgage-backed securities | $77,826,000 | 680 |
| Certificates of participation in pools of residential mortgages | $60,598,000 | 565 |
| Issued or guaranteed by U.S. | $60,598,000 | 559 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,228,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $17,228,000 | 617 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,932,000 | 1,143 |
| Available-for-sale securities (fair market value) | $128,778,000 | 796 |
| Total debt securities | $131,675,000 | 883 |
| 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 | $142,535,000 | 833 |
| U.S. Government securities | $115,117,000 | 740 |
| U.S. Treasury securities | $502,000 | 952 |
| U.S. Government agency obligations | $114,615,000 | 725 |
| Securities issued by states & political subdivisions | $4,880,000 | 3,119 |
| Other domestic debt securities | $12,320,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,320,000 | 353 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $10,218,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,087,000 | 474 |
| Mortgage-backed securities | $69,684,000 | 709 |
| Certificates of participation in pools of residential mortgages | $59,090,000 | 558 |
| Issued or guaranteed by U.S. | $59,090,000 | 551 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,594,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $10,594,000 | 853 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,373,000 | 1,226 |
| Available-for-sale securities (fair market value) | $132,162,000 | 767 |
| Total debt securities | $132,319,000 | 876 |
| 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 | $141,314,000 | 839 |
| U.S. Government securities | $112,299,000 | 753 |
| U.S. Treasury securities | $499,000 | 1,068 |
| U.S. Government agency obligations | $111,800,000 | 736 |
| Securities issued by states & political subdivisions | $5,371,000 | 2,967 |
| Other domestic debt securities | $13,311,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,311,000 | 310 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $10,333,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,973,000 | 485 |
| Mortgage-backed securities | $63,821,000 | 760 |
| Certificates of participation in pools of residential mortgages | $55,918,000 | 585 |
| Issued or guaranteed by U.S. | $55,918,000 | 575 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,903,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $7,903,000 | 997 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,257,000 | 1,175 |
| Available-for-sale securities (fair market value) | $130,057,000 | 781 |
| Total debt securities | $130,981,000 | 889 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 146 |
| Fair value | $16,896,000 | 143 |
| 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 | $136,605,000 | 865 |
| U.S. Government securities | $107,363,000 | 792 |
| U.S. Treasury securities | $494,000 | 1,195 |
| U.S. Government agency obligations | $106,869,000 | 768 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,978 |
| Other domestic debt securities | $13,307,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,307,000 | 327 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,562,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,008,000 | 493 |
| Mortgage-backed securities | $61,126,000 | 771 |
| Certificates of participation in pools of residential mortgages | $59,043,000 | 561 |
| Issued or guaranteed by U.S. | $59,043,000 | 551 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,083,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,083,000 | 1,825 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,129,000 | 1,266 |
| Available-for-sale securities (fair market value) | $126,476,000 | 814 |
| Total debt securities | $126,043,000 | 937 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 165 |
| Fair value | $17,002,000 | 163 |
| 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 | $159,504,000 | 774 |
| U.S. Government securities | $130,375,000 | 686 |
| U.S. Treasury securities | $488,000 | 1,261 |
| U.S. Government agency obligations | $129,887,000 | 674 |
| Securities issued by states & political subdivisions | $5,630,000 | 2,930 |
| Other domestic debt securities | $13,311,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,311,000 | 329 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,188,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,482,000 | 541 |
| Mortgage-backed securities | $64,342,000 | 762 |
| Certificates of participation in pools of residential mortgages | $62,139,000 | 544 |
| Issued or guaranteed by U.S. | $62,139,000 | 535 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,203,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 1,798 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,591,000 | 1,263 |
| Available-for-sale securities (fair market value) | $148,913,000 | 692 |
| Total debt securities | $149,316,000 | 805 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 178 |
| Fair value | $16,959,000 | 175 |
| 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 | $161,111,000 | 778 |
| U.S. Government securities | $131,729,000 | 704 |
| U.S. Treasury securities | $199,000 | 1,467 |
| U.S. Government agency obligations | $131,530,000 | 684 |
| Securities issued by states & political subdivisions | $6,092,000 | 2,800 |
| Other domestic debt securities | $13,307,000 | 607 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,307,000 | 328 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $9,983,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,384,000 | 600 |
| Mortgage-backed securities | $66,196,000 | 764 |
| Certificates of participation in pools of residential mortgages | $63,872,000 | 550 |
| Issued or guaranteed by U.S. | $63,872,000 | 541 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,324,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 1,745 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,370,000 | 1,403 |
| Available-for-sale securities (fair market value) | $151,741,000 | 687 |
| Total debt securities | $151,128,000 | 808 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 205 |
| Fair value | $16,917,000 | 203 |
| 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 | $181,099,000 | 707 |
| U.S. Government securities | $150,426,000 | 624 |
| U.S. Treasury securities | $995,000 | 1,063 |
| U.S. Government agency obligations | $149,431,000 | 613 |
| Securities issued by states & political subdivisions | $7,439,000 | 2,468 |
| Other domestic debt securities | $13,286,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,286,000 | 335 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $9,948,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,114,000 | 493 |
| Mortgage-backed securities | $70,738,000 | 725 |
| Certificates of participation in pools of residential mortgages | $68,307,000 | 525 |
| Issued or guaranteed by U.S. | $68,307,000 | 519 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,431,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,431,000 | 1,707 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,990,000 | 1,292 |
| Available-for-sale securities (fair market value) | $170,109,000 | 625 |
| Total debt securities | $171,150,000 | 731 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 217 |
| Fair value | $16,724,000 | 215 |
| 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 | $215,339,000 | 607 |
| U.S. Government securities | $183,628,000 | 540 |
| U.S. Treasury securities | $983,000 | 1,218 |
| U.S. Government agency obligations | $182,645,000 | 522 |
| Securities issued by states & political subdivisions | $7,439,000 | 2,450 |
| Other domestic debt securities | $14,239,000 | 586 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,239,000 | 332 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $10,033,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,114,000 | 503 |
| Mortgage-backed securities | $76,892,000 | 682 |
| Certificates of participation in pools of residential mortgages | $74,270,000 | 488 |
| Issued or guaranteed by U.S. | $74,270,000 | 481 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,622,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $2,622,000 | 1,669 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,218,000 | 1,311 |
| Available-for-sale securities (fair market value) | $204,121,000 | 539 |
| Total debt securities | $205,307,000 | 620 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 231 |
| Fair value | $16,862,000 | 228 |
| 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 | $237,075,000 | 568 |
| U.S. Government securities | $207,792,000 | 487 |
| U.S. Treasury securities | $497,000 | 1,399 |
| U.S. Government agency obligations | $207,295,000 | 469 |
| Securities issued by states & political subdivisions | $6,922,000 | 2,550 |
| Other domestic debt securities | $14,227,000 | 603 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,227,000 | 340 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,134,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,946,000 | 485 |
| Mortgage-backed securities | $76,811,000 | 685 |
| Certificates of participation in pools of residential mortgages | $74,012,000 | 503 |
| Issued or guaranteed by U.S. | $74,012,000 | 496 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,799,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 1,633 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,052,000 | 1,345 |
| Available-for-sale securities (fair market value) | $226,023,000 | 497 |
| Total debt securities | $228,941,000 | 565 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 236 |
| Fair value | $16,903,000 | 231 |
| 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 | $201,067,000 | 641 |
| U.S. Government securities | $172,141,000 | 575 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $171,643,000 | 555 |
| Securities issued by states & political subdivisions | $6,601,000 | 2,614 |
| Other domestic debt securities | $14,240,000 | 611 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,240,000 | 358 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,085,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,716,000 | 493 |
| Mortgage-backed securities | $73,223,000 | 715 |
| Certificates of participation in pools of residential mortgages | $73,223,000 | 525 |
| Issued or guaranteed by U.S. | $73,223,000 | 518 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,014,000 | 1,368 |
| Available-for-sale securities (fair market value) | $190,053,000 | 560 |
| Total debt securities | $192,982,000 | 650 |
| Structured notes | ||
| Amortized cost | $18,500,000 | 202 |
| Fair value | $18,430,000 | 199 |
| 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 | $199,395,000 | 652 |
| U.S. Government securities | $175,044,000 | 568 |
| U.S. Treasury securities | $498,000 | 1,481 |
| U.S. Government agency obligations | $174,546,000 | 548 |
| Securities issued by states & political subdivisions | $5,198,000 | 2,976 |
| Other domestic debt securities | $14,230,000 | 623 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,230,000 | 371 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,923,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,990,000 | 516 |
| Mortgage-backed securities | $70,044,000 | 744 |
| Certificates of participation in pools of residential mortgages | $70,044,000 | 556 |
| Issued or guaranteed by U.S. | $70,044,000 | 547 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,246,000 | 1,428 |
| Available-for-sale securities (fair market value) | $189,149,000 | 562 |
| Total debt securities | $194,471,000 | 652 |
| Structured notes | ||
| Amortized cost | $18,500,000 | 202 |
| Fair value | $18,454,000 | 201 |
| 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 | $178,710,000 | 719 |
| U.S. Government securities | $152,748,000 | 635 |
| U.S. Treasury securities | $2,012,000 | 974 |
| U.S. Government agency obligations | $150,736,000 | 617 |
| Securities issued by states & political subdivisions | $5,199,000 | 2,977 |
| Other domestic debt securities | $15,729,000 | 597 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,729,000 | 357 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,034,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,953,000 | 680 |
| Mortgage-backed securities | $68,458,000 | 783 |
| Certificates of participation in pools of residential mortgages | $68,458,000 | 577 |
| Issued or guaranteed by U.S. | $68,458,000 | 572 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,880,000 | 1,417 |
| Available-for-sale securities (fair market value) | $167,830,000 | 642 |
| Total debt securities | $173,676,000 | 721 |
| Structured notes | ||
| Amortized cost | $13,500,000 | 317 |
| Fair value | $13,397,000 | 314 |
| 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 | $168,422,000 | 771 |
| U.S. Government securities | $136,262,000 | 710 |
| U.S. Treasury securities | $2,033,000 | 992 |
| U.S. Government agency obligations | $134,229,000 | 692 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,007 |
| Other domestic debt securities | $16,823,000 | 594 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,823,000 | 357 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $10,138,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,357,000 | 684 |
| Mortgage-backed securities | $68,476,000 | 806 |
| Certificates of participation in pools of residential mortgages | $68,476,000 | 600 |
| Issued or guaranteed by U.S. | $68,476,000 | 597 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,396,000 | 1,385 |
| Available-for-sale securities (fair market value) | $157,026,000 | 699 |
| Total debt securities | $158,285,000 | 797 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 447 |
| Fair value | $9,459,000 | 446 |
| 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 | $136,698,000 | 935 |
| U.S. Government securities | $104,062,000 | 901 |
| U.S. Treasury securities | $2,062,000 | 971 |
| U.S. Government agency obligations | $102,000,000 | 883 |
| Securities issued by states & political subdivisions | $5,280,000 | 2,991 |
| Other domestic debt securities | $16,861,000 | 588 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,861,000 | 364 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $10,495,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,147,000 | 635 |
| Mortgage-backed securities | $59,513,000 | 900 |
| Certificates of participation in pools of residential mortgages | $59,513,000 | 651 |
| Issued or guaranteed by U.S. | $59,513,000 | 649 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,920,000 | 1,357 |
| Available-for-sale securities (fair market value) | $124,778,000 | 870 |
| Total debt securities | $126,201,000 | 977 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $4,000,000 | 998 |
| 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 | $156,270,000 | 837 |
| U.S. Government securities | $83,268,000 | 1,144 |
| U.S. Treasury securities | $2,081,000 | 1,024 |
| U.S. Government agency obligations | $81,187,000 | 1,120 |
| Securities issued by states & political subdivisions | $5,281,000 | 2,975 |
| Other domestic debt securities | $16,732,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,732,000 | 390 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $50,989,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,857,000 | 601 |
| Mortgage-backed securities | $40,081,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $40,081,000 | 907 |
| Issued or guaranteed by U.S. | $40,081,000 | 900 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,856,000 | 1,297 |
| Available-for-sale securities (fair market value) | $143,414,000 | 778 |
| Total debt securities | $105,280,000 | 1,194 |
| 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 | $144,894,000 | 904 |
| U.S. Government securities | $80,308,000 | 1,177 |
| U.S. Treasury securities | $2,128,000 | 983 |
| U.S. Government agency obligations | $78,180,000 | 1,160 |
| Securities issued by states & political subdivisions | $5,931,000 | 2,787 |
| Other domestic debt securities | $16,888,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,888,000 | 415 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $41,767,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,795,000 | 600 |
| Mortgage-backed securities | $38,243,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $38,243,000 | 960 |
| Issued or guaranteed by U.S. | $38,243,000 | 952 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,991,000 | 1,195 |
| Available-for-sale securities (fair market value) | $130,903,000 | 835 |
| Total debt securities | $103,126,000 | 1,235 |
| 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 | $145,515,000 | 920 |
| U.S. Government securities | $90,623,000 | 1,101 |
| U.S. Treasury securities | $2,148,000 | 1,046 |
| U.S. Government agency obligations | $88,475,000 | 1,083 |
| Securities issued by states & political subdivisions | $5,932,000 | 2,809 |
| Other domestic debt securities | $16,835,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,835,000 | 451 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $32,125,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,541,000 | 574 |
| Mortgage-backed securities | $42,422,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $42,422,000 | 902 |
| Issued or guaranteed by U.S. | $42,422,000 | 893 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,390,000 | 1,138 |
| Available-for-sale securities (fair market value) | $130,125,000 | 886 |
| Total debt securities | $113,393,000 | 1,152 |
| 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 | $144,257,000 | 931 |
| U.S. Government securities | $88,872,000 | 1,106 |
| U.S. Treasury securities | $2,172,000 | 1,056 |
| U.S. Government agency obligations | $86,700,000 | 1,087 |
| Securities issued by states & political subdivisions | $5,795,000 | 2,824 |
| Other domestic debt securities | $16,769,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,769,000 | 476 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $32,821,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,842,000 | 591 |
| Mortgage-backed securities | $42,661,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $40,922,000 | 914 |
| Issued or guaranteed by U.S. | $40,922,000 | 909 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,739,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,326 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,211,000 | 1,534 |
| Available-for-sale securities (fair market value) | $135,046,000 | 852 |
| Total debt securities | $111,437,000 | 1,159 |
| 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 | $195,493,000 | 688 |
| U.S. Government securities | $110,508,000 | 866 |
| U.S. Treasury securities | $2,211,000 | 1,061 |
| U.S. Government agency obligations | $108,297,000 | 854 |
| Securities issued by states & political subdivisions | $6,166,000 | 2,695 |
| Other domestic debt securities | $16,856,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,856,000 | 485 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $61,963,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,463,000 | 535 |
| Mortgage-backed securities | $58,405,000 | 938 |
| Certificates of participation in pools of residential mortgages | $53,998,000 | 719 |
| Issued or guaranteed by U.S. | $53,998,000 | 717 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,407,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $4,407,000 | 1,731 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,583,000 | 1,129 |
| Available-for-sale securities (fair market value) | $180,910,000 | 633 |
| Total debt securities | $133,530,000 | 945 |
| 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 | $177,533,000 | 732 |
| U.S. Government securities | $105,329,000 | 911 |
| U.S. Treasury securities | $2,209,000 | 1,084 |
| U.S. Government agency obligations | $103,120,000 | 880 |
| Securities issued by states & political subdivisions | $6,169,000 | 2,616 |
| Other domestic debt securities | $17,724,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,724,000 | 469 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $48,311,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,143,000 | 741 |
| Mortgage-backed securities | $72,348,000 | 796 |
| Certificates of participation in pools of residential mortgages | $66,659,000 | 604 |
| Issued or guaranteed by U.S. | $66,659,000 | 602 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,689,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $5,689,000 | 1,591 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,587,000 | 1,112 |
| Available-for-sale securities (fair market value) | $161,946,000 | 682 |
| Total debt securities | $129,222,000 | 969 |
| 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 | $196,740,000 | 661 |
| U.S. Government securities | $119,276,000 | 776 |
| U.S. Treasury securities | $2,225,000 | 1,143 |
| U.S. Government agency obligations | $117,051,000 | 755 |
| Securities issued by states & political subdivisions | $6,322,000 | 2,556 |
| Other domestic debt securities | $17,618,000 | 652 |
| 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 | $17,618,000 | 474 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $53,524,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,126,000 | 1,047 |
| Mortgage-backed securities | $84,983,000 | 698 |
| Certificates of participation in pools of residential mortgages | $78,835,000 | 506 |
| Issued or guaranteed by U.S. | $78,835,000 | 502 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,148,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $6,148,000 | 1,562 |
| 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) | $15,741,000 | 1,108 |
| Available-for-sale securities (fair market value) | $180,999,000 | 600 |
| Total debt securities | $143,216,000 | 849 |
| 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 | $129,446,000 | 889 |
| U.S. Government securities | $83,865,000 | 961 |
| U.S. Treasury securities | $2,169,000 | 1,299 |
| U.S. Government agency obligations | $81,696,000 | 926 |
| Securities issued by states & political subdivisions | $5,504,000 | 2,690 |
| Other domestic debt securities | $6,629,000 | 1,198 |
| 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 | $6,629,000 | 954 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $33,448,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,186,000 | 1,379 |
| Mortgage-backed securities | $63,433,000 | 798 |
| Certificates of participation in pools of residential mortgages | $58,741,000 | 552 |
| Issued or guaranteed by U.S. | $58,741,000 | 546 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,692,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $4,692,000 | 1,812 |
| 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) | $14,926,000 | 1,173 |
| Available-for-sale securities (fair market value) | $114,520,000 | 846 |
| Total debt securities | $95,997,000 | 1,146 |
| 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 | $80,538,000 | 1,380 |
| U.S. Government securities | $75,170,000 | 1,087 |
| U.S. Treasury securities | $4,998,000 | 1,086 |
| U.S. Government agency obligations | $70,172,000 | 1,083 |
| Securities issued by states & political subdivisions | $2,292,000 | 4,176 |
| Other domestic debt securities | $2,001,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,638 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,075,000 | 2,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,929,000 | 1,250 |
| Mortgage-backed securities | $23,707,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $11,694,000 | 1,565 |
| Issued or guaranteed by U.S. | $11,694,000 | 1,553 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $12,013,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $12,013,000 | 807 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,197,000 | 732 |
| Available-for-sale securities (fair market value) | $46,341,000 | 1,881 |
| Total debt securities | $79,463,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $66,951,000 | 1,709 |
| U.S. Government securities | $61,877,000 | 1,379 |
| U.S. Treasury securities | $5,949,000 | 1,376 |
| U.S. Government agency obligations | $55,928,000 | 1,359 |
| Securities issued by states & political subdivisions | $2,206,000 | 4,462 |
| Other domestic debt securities | $1,978,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,978,000 | 1,538 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $890,000 | 2,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,874,000 | 3,176 |
| Mortgage-backed securities | $9,461,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,874 |
| Issued or guaranteed by U.S. | $427,000 | 5,861 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $9,034,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,034,000 | 1,040 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,114,000 | 780 |
| Available-for-sale securities (fair market value) | $32,837,000 | 2,610 |
| Total debt securities | $66,061,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $80,629,000 | 1,462 |
| U.S. Government securities | $77,122,000 | 1,144 |
| U.S. Treasury securities | $17,002,000 | 783 |
| U.S. Government agency obligations | $60,120,000 | 1,251 |
| Securities issued by states & political subdivisions | $694,000 | 6,240 |
| Other domestic debt securities | $2,032,000 | 1,709 |
| 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 | $2,032,000 | 1,396 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $781,000 | 2,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,993,000 | 2,811 |
| Mortgage-backed securities | $5,991,000 | 3,528 |
| 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 | $5,991,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $5,991,000 | 1,503 |
| 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) | $53,171,000 | 563 |
| Available-for-sale securities (fair market value) | $27,458,000 | 2,989 |
| Total debt securities | $79,848,000 | 1,423 |
| 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 | $62,368,000 | 1,853 |
| U.S. Government securities | $59,943,000 | 1,507 |
| U.S. Treasury securities | $49,941,000 | 391 |
| U.S. Government agency obligations | $10,002,000 | 5,228 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,851 |
| 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 | $0 | 390 |
| Equity securities | $675,000 | 3,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,482,000 | 3,895 |
| 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) | $49,701,000 | 714 |
| Available-for-sale securities (fair market value) | $12,667,000 | 5,001 |
| Total debt securities | $61,693,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $52,161,000 | 2,337 |
| U.S. Government securities | $49,819,000 | 1,957 |
| U.S. Treasury securities | $45,337,000 | 517 |
| U.S. Government agency obligations | $4,482,000 | 7,951 |
| Securities issued by states & political subdivisions | $1,757,000 | 5,063 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $585,000 | 3,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,470,000 | 3,987 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $38,140,000 | 1,063 |
| Available-for-sale securities (fair market value) | $14,021,000 | 4,937 |
| Total debt securities | $51,576,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $34,096,000 | 3,694 |
| U.S. Government securities | $31,542,000 | 3,200 |
| U.S. Treasury securities | $25,537,000 | 1,107 |
| U.S. Government agency obligations | $6,005,000 | 7,169 |
| Securities issued by states & political subdivisions | $2,030,000 | 4,863 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $524,000 | 3,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,968,000 | 3,476 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $25,494,000 | 1,615 |
| Available-for-sale securities (fair market value) | $8,602,000 | 6,595 |
| Total debt securities | $33,572,000 | 3,647 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $1,004,000 | 2,533 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $29,251,000 | 4,355 |
| U.S. Government securities | $26,099,000 | 3,931 |
| U.S. Treasury securities | $18,849,000 | 1,877 |
| U.S. Government agency obligations | $7,250,000 | 6,533 |
| Securities issued by states & political subdivisions | $2,644,000 | 4,506 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $508,000 | 3,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,811,000 | 3,574 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,480,000 | 3,383 |
| Available-for-sale securities (fair market value) | $8,771,000 | 5,172 |
| Total debt securities | $28,743,000 | 4,339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $13,904,000 | 7,746 |
| U.S. Government securities | $10,084,000 | 7,967 |
| U.S. Treasury securities | $3,087,000 | 7,237 |
| U.S. Government agency obligations | $6,997,000 | 6,818 |
| Securities issued by states & political subdivisions | $3,312,000 | 4,015 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $508,000 | 3,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,084,000 | 2,733 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,396,000 | 7,739 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,159,000 | 7,940 |
| U.S. Government securities | $10,856,000 | 7,688 |
| U.S. Treasury securities | $3,158,000 | 7,337 |
| U.S. Government agency obligations | $7,698,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,878,000 | 5,183 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $425,000 | 2,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,805,000 | 2,699 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,734,000 | 7,974 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |