Home > Bank of Stockton > Securities
Bank of Stockton, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,820,163,000 | 161 |
| U.S. Government securities | $1,268,410,000 | 156 |
| U.S. Treasury securities | $176,311,000 | 157 |
| U.S. Government agency obligations | $1,092,099,000 | 159 |
| Securities issued by states & political subdivisions | $23,998,000 | 1,608 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,260,000 | 389 |
| Mortgage-backed securities | $147,876,000 | 565 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,982,000 | 1,320 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $98,517,000 | 251 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,377,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $21,554,000 | 778 |
| Available-for-sale securities (fair market value) | $1,270,854,000 | 168 |
| Total debt securities | $1,292,408,000 | 207 |
| Structured notes | ||
| Amortized cost | $55,000,000 | 32 |
| Fair value | $51,664,000 | 32 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,828,808,000 | 158 |
| U.S. Government securities | $1,322,945,000 | 153 |
| U.S. Treasury securities | $173,061,000 | 171 |
| U.S. Government agency obligations | $1,149,884,000 | 149 |
| Securities issued by states & political subdivisions | $21,674,000 | 1,688 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,292,000 | 375 |
| Mortgage-backed securities | $148,622,000 | 558 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,310,000 | 1,295 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,948,000 | 244 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,364,000 | 267 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $19,444,000 | 815 |
| Available-for-sale securities (fair market value) | $1,325,175,000 | 164 |
| Total debt securities | $1,344,618,000 | 200 |
| Structured notes | ||
| Amortized cost | $95,000,000 | 22 |
| Fair value | $85,897,000 | 21 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,910,416,000 | 156 |
| U.S. Government securities | $1,375,944,000 | 152 |
| U.S. Treasury securities | $173,063,000 | 172 |
| U.S. Government agency obligations | $1,202,881,000 | 148 |
| Securities issued by states & political subdivisions | $18,569,000 | 1,907 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,324,000 | 370 |
| Mortgage-backed securities | $156,520,000 | 543 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,843,000 | 1,290 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $105,712,000 | 234 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,965,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $16,229,000 | 864 |
| Available-for-sale securities (fair market value) | $1,378,284,000 | 159 |
| Total debt securities | $1,394,514,000 | 194 |
| Structured notes | ||
| Amortized cost | $155,000,000 | 15 |
| Fair value | $141,006,000 | 15 |
| 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 | $2,039,884,000 | 155 |
| U.S. Government securities | $1,488,803,000 | 151 |
| U.S. Treasury securities | $218,871,000 | 152 |
| U.S. Government agency obligations | $1,269,932,000 | 140 |
| Securities issued by states & political subdivisions | $15,225,000 | 2,153 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,356,000 | 351 |
| Mortgage-backed securities | $164,085,000 | 548 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,000,000 | 1,294 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,230,000 | 237 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,855,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $12,886,000 | 968 |
| Available-for-sale securities (fair market value) | $1,491,142,000 | 164 |
| Total debt securities | $1,504,028,000 | 198 |
| Structured notes | ||
| Amortized cost | $205,000,000 | 12 |
| Fair value | $189,832,000 | 12 |
| 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 | $2,125,316,000 | 158 |
| U.S. Government securities | $1,566,635,000 | 148 |
| U.S. Treasury securities | $305,835,000 | 119 |
| U.S. Government agency obligations | $1,260,800,000 | 145 |
| Securities issued by states & political subdivisions | $15,653,000 | 2,173 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,634,000 | 558 |
| Mortgage-backed securities | $168,280,000 | 550 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,470,000 | 1,272 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $114,335,000 | 239 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,475,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $13,349,000 | 960 |
| Available-for-sale securities (fair market value) | $1,568,939,000 | 160 |
| Total debt securities | $1,582,288,000 | 194 |
| Structured notes | ||
| Amortized cost | $205,000,000 | 16 |
| Fair value | $186,874,000 | 16 |
| 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 | $2,148,824,000 | 160 |
| U.S. Government securities | $1,568,701,000 | 153 |
| U.S. Treasury securities | $304,209,000 | 120 |
| U.S. Government agency obligations | $1,264,492,000 | 148 |
| Securities issued by states & political subdivisions | $14,557,000 | 2,250 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,663,000 | 614 |
| Mortgage-backed securities | $174,885,000 | 540 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,491,000 | 1,259 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $120,183,000 | 232 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,211,000 | 277 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $12,388,000 | 978 |
| Available-for-sale securities (fair market value) | $1,570,870,000 | 162 |
| Total debt securities | $1,583,258,000 | 194 |
| Structured notes | ||
| Amortized cost | $245,000,000 | 12 |
| Fair value | $221,846,000 | 12 |
| 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 | $2,219,607,000 | 161 |
| U.S. Government securities | $1,577,924,000 | 158 |
| U.S. Treasury securities | $306,638,000 | 120 |
| U.S. Government agency obligations | $1,271,286,000 | 157 |
| Securities issued by states & political subdivisions | $11,257,000 | 2,548 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,878,000 | 613 |
| Mortgage-backed securities | $186,519,000 | 536 |
| Certificates of participation in pools of residential mortgages | $32,939,000 | 1,263 |
| Issued or guaranteed by U.S. | $32,939,000 | 1,238 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $128,843,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $128,843,000 | 225 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,737,000 | 532 |
| Commercial mortgage pass-through securities | $24,737,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $8,992,000 | 1,002 |
| Available-for-sale securities (fair market value) | $1,580,189,000 | 169 |
| Total debt securities | $1,589,181,000 | 199 |
| Structured notes | ||
| Amortized cost | $245,000,000 | 11 |
| Fair value | $225,790,000 | 12 |
| 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 | $2,296,822,000 | 156 |
| U.S. Government securities | $1,607,814,000 | 154 |
| U.S. Treasury securities | $310,997,000 | 113 |
| U.S. Government agency obligations | $1,296,817,000 | 153 |
| Securities issued by states & political subdivisions | $11,234,000 | 2,560 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,885,000 | 578 |
| Mortgage-backed securities | $209,754,000 | 507 |
| Certificates of participation in pools of residential mortgages | $36,457,000 | 1,204 |
| Issued or guaranteed by U.S. | $36,457,000 | 1,185 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $146,170,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $146,170,000 | 214 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $27,127,000 | 505 |
| Commercial mortgage pass-through securities | $27,127,000 | 260 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $8,652,000 | 928 |
| Available-for-sale securities (fair market value) | $1,610,396,000 | 169 |
| Total debt securities | $1,619,049,000 | 196 |
| Structured notes | ||
| Amortized cost | $225,000,000 | 11 |
| Fair value | $210,658,000 | 12 |
| 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 | $2,224,214,000 | 164 |
| U.S. Government securities | $1,544,503,000 | 158 |
| U.S. Treasury securities | $185,354,000 | 118 |
| U.S. Government agency obligations | $1,359,149,000 | 156 |
| Securities issued by states & political subdivisions | $13,988,000 | 2,396 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,890,000 | 577 |
| Mortgage-backed securities | $233,311,000 | 461 |
| Certificates of participation in pools of residential mortgages | $40,942,000 | 1,092 |
| Issued or guaranteed by U.S. | $40,942,000 | 1,073 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $163,131,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $163,131,000 | 197 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $29,238,000 | 489 |
| Commercial mortgage pass-through securities | $29,238,000 | 253 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $11,107,000 | 738 |
| Available-for-sale securities (fair market value) | $1,547,384,000 | 182 |
| Total debt securities | $1,558,491,000 | 203 |
| Structured notes | ||
| Amortized cost | $225,000,000 | 9 |
| Fair value | $221,957,000 | 10 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,956,840,000 | 172 |
| U.S. Government securities | $1,352,967,000 | 167 |
| U.S. Treasury securities | $109,556,000 | 129 |
| U.S. Government agency obligations | $1,243,411,000 | 159 |
| Securities issued by states & political subdivisions | $11,450,000 | 2,559 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,002,000 | 572 |
| Mortgage-backed securities | $200,893,000 | 496 |
| Certificates of participation in pools of residential mortgages | $45,767,000 | 989 |
| Issued or guaranteed by U.S. | $45,767,000 | 968 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $125,398,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $125,398,000 | 246 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $29,728,000 | 478 |
| Commercial mortgage pass-through securities | $29,728,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $8,573,000 | 792 |
| Available-for-sale securities (fair market value) | $1,355,844,000 | 187 |
| Total debt securities | $1,364,418,000 | 209 |
| Structured notes | ||
| Amortized cost | $165,000,000 | 9 |
| Fair value | $164,764,000 | 9 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,723,367,000 | 174 |
| U.S. Government securities | $1,112,657,000 | 181 |
| U.S. Treasury securities | $49,100,000 | 238 |
| U.S. Government agency obligations | $1,063,557,000 | 171 |
| Securities issued by states & political subdivisions | $12,011,000 | 2,495 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,016,000 | 563 |
| Mortgage-backed securities | $173,908,000 | 528 |
| Certificates of participation in pools of residential mortgages | $51,224,000 | 876 |
| Issued or guaranteed by U.S. | $51,224,000 | 857 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $92,876,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $92,876,000 | 282 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $29,808,000 | 461 |
| Commercial mortgage pass-through securities | $29,808,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $9,131,000 | 749 |
| Available-for-sale securities (fair market value) | $1,115,537,000 | 199 |
| Total debt securities | $1,124,668,000 | 223 |
| Structured notes | ||
| Amortized cost | $85,000,000 | 15 |
| Fair value | $85,110,000 | 15 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,598,635,000 | 172 |
| U.S. Government securities | $1,010,922,000 | 183 |
| U.S. Treasury securities | $79,737,000 | 118 |
| U.S. Government agency obligations | $931,185,000 | 177 |
| Securities issued by states & political subdivisions | $12,648,000 | 2,404 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,077,000 | 544 |
| Mortgage-backed securities | $124,124,000 | 638 |
| Certificates of participation in pools of residential mortgages | $57,005,000 | 771 |
| Issued or guaranteed by U.S. | $57,005,000 | 752 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $37,906,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $37,906,000 | 458 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $29,213,000 | 436 |
| Commercial mortgage pass-through securities | $29,213,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $9,803,000 | 696 |
| Available-for-sale securities (fair market value) | $1,013,767,000 | 206 |
| Total debt securities | $1,023,570,000 | 229 |
| 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 | $1,549,930,000 | 166 |
| U.S. Government securities | $1,022,899,000 | 175 |
| U.S. Treasury securities | $120,681,000 | 83 |
| U.S. Government agency obligations | $902,218,000 | 176 |
| Securities issued by states & political subdivisions | $11,854,000 | 2,425 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,080,000 | 545 |
| Mortgage-backed securities | $100,343,000 | 702 |
| Certificates of participation in pools of residential mortgages | $65,267,000 | 635 |
| Issued or guaranteed by U.S. | $65,267,000 | 625 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,619,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,619,000 | 1,539 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $30,457,000 | 396 |
| Commercial mortgage pass-through securities | $30,457,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $10,661,000 | 635 |
| Available-for-sale securities (fair market value) | $1,024,092,000 | 203 |
| Total debt securities | $1,034,754,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,255,987,000 | 177 |
| U.S. Government securities | $700,982,000 | 213 |
| U.S. Treasury securities | $121,240,000 | 83 |
| U.S. Government agency obligations | $579,742,000 | 223 |
| Securities issued by states & political subdivisions | $10,921,000 | 2,398 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,842,000 | 561 |
| Mortgage-backed securities | $77,387,000 | 825 |
| Certificates of participation in pools of residential mortgages | $72,516,000 | 540 |
| Issued or guaranteed by U.S. | $72,516,000 | 529 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,871,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $4,871,000 | 1,538 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $9,736,000 | 672 |
| Available-for-sale securities (fair market value) | $702,167,000 | 248 |
| Total debt securities | $711,903,000 | 268 |
| 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 | $1,080,133,000 | 196 |
| U.S. Government securities | $533,241,000 | 239 |
| U.S. Treasury securities | $121,752,000 | 86 |
| U.S. Government agency obligations | $411,489,000 | 261 |
| Securities issued by states & political subdivisions | $11,065,000 | 2,311 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,830,000 | 573 |
| Mortgage-backed securities | $83,697,000 | 770 |
| Certificates of participation in pools of residential mortgages | $78,450,000 | 514 |
| Issued or guaranteed by U.S. | $78,450,000 | 504 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,247,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $5,247,000 | 1,529 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $9,888,000 | 671 |
| Available-for-sale securities (fair market value) | $534,418,000 | 286 |
| Total debt securities | $544,306,000 | 309 |
| 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 | $989,442,000 | 200 |
| U.S. Government securities | $470,413,000 | 260 |
| U.S. Treasury securities | $122,070,000 | 81 |
| U.S. Government agency obligations | $348,343,000 | 296 |
| Securities issued by states & political subdivisions | $11,316,000 | 2,178 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,839,000 | 532 |
| Mortgage-backed securities | $109,339,000 | 637 |
| Certificates of participation in pools of residential mortgages | $109,339,000 | 394 |
| Issued or guaranteed by U.S. | $109,339,000 | 382 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $10,293,000 | 666 |
| Available-for-sale securities (fair market value) | $471,436,000 | 301 |
| Total debt securities | $481,729,000 | 333 |
| 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 | $1,070,947,000 | 188 |
| U.S. Government securities | $454,213,000 | 264 |
| U.S. Treasury securities | $120,539,000 | 91 |
| U.S. Government agency obligations | $333,674,000 | 300 |
| Securities issued by states & political subdivisions | $14,830,000 | 1,872 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,836,000 | 518 |
| Mortgage-backed securities | $112,160,000 | 604 |
| Certificates of participation in pools of residential mortgages | $112,160,000 | 384 |
| Issued or guaranteed by U.S. | $112,160,000 | 375 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $14,830,000 | 595 |
| Available-for-sale securities (fair market value) | $454,213,000 | 308 |
| Total debt securities | $469,043,000 | 337 |
| 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 | $1,049,415,000 | 188 |
| U.S. Government securities | $448,740,000 | 270 |
| U.S. Treasury securities | $130,355,000 | 86 |
| U.S. Government agency obligations | $318,385,000 | 309 |
| Securities issued by states & political subdivisions | $12,611,000 | 2,062 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,831,000 | 519 |
| Mortgage-backed securities | $87,013,000 | 713 |
| Certificates of participation in pools of residential mortgages | $87,013,000 | 446 |
| Issued or guaranteed by U.S. | $87,013,000 | 433 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $12,611,000 | 678 |
| Available-for-sale securities (fair market value) | $448,740,000 | 306 |
| Total debt securities | $461,351,000 | 332 |
| 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 | $1,013,169,000 | 195 |
| U.S. Government securities | $446,193,000 | 269 |
| U.S. Treasury securities | $130,392,000 | 82 |
| U.S. Government agency obligations | $315,801,000 | 314 |
| Securities issued by states & political subdivisions | $13,663,000 | 2,015 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,719,000 | 524 |
| Mortgage-backed securities | $34,639,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $34,639,000 | 867 |
| Issued or guaranteed by U.S. | $34,639,000 | 860 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $13,663,000 | 689 |
| Available-for-sale securities (fair market value) | $446,193,000 | 302 |
| Total debt securities | $459,856,000 | 332 |
| 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 | $1,047,524,000 | 188 |
| U.S. Government securities | $483,817,000 | 262 |
| U.S. Treasury securities | $138,931,000 | 87 |
| U.S. Government agency obligations | $344,886,000 | 298 |
| Securities issued by states & political subdivisions | $12,211,000 | 2,204 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,094,000 | 536 |
| Mortgage-backed securities | $36,094,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $36,094,000 | 849 |
| Issued or guaranteed by U.S. | $36,094,000 | 841 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $12,211,000 | 735 |
| Available-for-sale securities (fair market value) | $483,817,000 | 289 |
| Total debt securities | $496,028,000 | 319 |
| 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 | $969,961,000 | 200 |
| U.S. Government securities | $462,275,000 | 269 |
| U.S. Treasury securities | $138,113,000 | 88 |
| U.S. Government agency obligations | $324,162,000 | 314 |
| Securities issued by states & political subdivisions | $13,331,000 | 2,151 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,135,000 | 553 |
| Mortgage-backed securities | $37,414,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $37,414,000 | 834 |
| Issued or guaranteed by U.S. | $37,414,000 | 829 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $13,331,000 | 747 |
| Available-for-sale securities (fair market value) | $462,275,000 | 297 |
| Total debt securities | $475,606,000 | 327 |
| 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 | $934,455,000 | 200 |
| U.S. Government securities | $422,602,000 | 282 |
| U.S. Treasury securities | $117,991,000 | 96 |
| U.S. Government agency obligations | $304,611,000 | 326 |
| Securities issued by states & political subdivisions | $13,766,000 | 2,131 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,173,000 | 557 |
| Mortgage-backed securities | $38,855,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $38,855,000 | 819 |
| Issued or guaranteed by U.S. | $38,855,000 | 815 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $13,766,000 | 743 |
| Available-for-sale securities (fair market value) | $422,602,000 | 319 |
| Total debt securities | $436,368,000 | 351 |
| 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 | $918,485,000 | 205 |
| U.S. Government securities | $425,652,000 | 279 |
| U.S. Treasury securities | $118,419,000 | 96 |
| U.S. Government agency obligations | $307,233,000 | 325 |
| Securities issued by states & political subdivisions | $12,881,000 | 2,264 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,205,000 | 576 |
| Mortgage-backed securities | $41,569,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $41,569,000 | 805 |
| Issued or guaranteed by U.S. | $41,569,000 | 791 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $12,881,000 | 775 |
| Available-for-sale securities (fair market value) | $425,652,000 | 320 |
| Total debt securities | $438,536,000 | 356 |
| 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 | $893,629,000 | 206 |
| U.S. Government securities | $428,921,000 | 280 |
| U.S. Treasury securities | $118,853,000 | 92 |
| U.S. Government agency obligations | $310,068,000 | 323 |
| Securities issued by states & political subdivisions | $11,126,000 | 2,482 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,258,000 | 582 |
| Mortgage-backed securities | $44,212,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $44,212,000 | 786 |
| Issued or guaranteed by U.S. | $44,212,000 | 785 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $11,126,000 | 850 |
| Available-for-sale securities (fair market value) | $428,921,000 | 322 |
| Total debt securities | $440,047,000 | 357 |
| 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 | $910,798,000 | 200 |
| U.S. Government securities | $434,820,000 | 269 |
| U.S. Treasury securities | $120,151,000 | 89 |
| U.S. Government agency obligations | $314,669,000 | 323 |
| Securities issued by states & political subdivisions | $12,151,000 | 2,444 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $463,827,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,765,000 | 591 |
| Mortgage-backed securities | $47,313,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $47,313,000 | 767 |
| Issued or guaranteed by U.S. | $47,313,000 | 767 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,151,000 | 833 |
| Available-for-sale securities (fair market value) | $898,647,000 | 175 |
| Total debt securities | $446,971,000 | 355 |
| 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 | $887,608,000 | 205 |
| U.S. Government securities | $430,453,000 | 277 |
| U.S. Treasury securities | $19,952,000 | 256 |
| U.S. Government agency obligations | $410,501,000 | 275 |
| Securities issued by states & political subdivisions | $11,060,000 | 2,594 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $446,095,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,288,000 | 586 |
| Mortgage-backed securities | $50,593,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $50,593,000 | 745 |
| Issued or guaranteed by U.S. | $50,593,000 | 745 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $11,060,000 | 897 |
| Available-for-sale securities (fair market value) | $876,548,000 | 179 |
| Total debt securities | $441,513,000 | 358 |
| 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 | $874,870,000 | 207 |
| U.S. Government securities | $433,499,000 | 278 |
| U.S. Treasury securities | $19,973,000 | 258 |
| U.S. Government agency obligations | $413,526,000 | 271 |
| Securities issued by states & political subdivisions | $11,155,000 | 2,601 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $430,216,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,508,000 | 587 |
| Mortgage-backed securities | $53,180,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $53,180,000 | 731 |
| Issued or guaranteed by U.S. | $53,180,000 | 731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,155,000 | 903 |
| Available-for-sale securities (fair market value) | $863,715,000 | 182 |
| Total debt securities | $444,654,000 | 356 |
| 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 | $863,021,000 | 208 |
| U.S. Government securities | $435,579,000 | 274 |
| U.S. Treasury securities | $19,969,000 | 266 |
| U.S. Government agency obligations | $415,610,000 | 265 |
| Securities issued by states & political subdivisions | $10,138,000 | 2,753 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $417,304,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,631,000 | 597 |
| Mortgage-backed securities | $55,312,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $55,312,000 | 722 |
| Issued or guaranteed by U.S. | $55,312,000 | 722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $10,138,000 | 964 |
| Available-for-sale securities (fair market value) | $852,883,000 | 180 |
| Total debt securities | $445,717,000 | 356 |
| 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 | $929,997,000 | 195 |
| U.S. Government securities | $522,335,000 | 231 |
| U.S. Treasury securities | $55,084,000 | 138 |
| U.S. Government agency obligations | $467,251,000 | 238 |
| Securities issued by states & political subdivisions | $10,312,000 | 2,745 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $397,350,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,808,000 | 578 |
| Mortgage-backed securities | $57,385,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $57,385,000 | 691 |
| Issued or guaranteed by U.S. | $57,385,000 | 691 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $10,312,000 | 962 |
| Available-for-sale securities (fair market value) | $919,685,000 | 165 |
| Total debt securities | $532,647,000 | 291 |
| 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 | $855,586,000 | 207 |
| U.S. Government securities | $472,155,000 | 240 |
| U.S. Treasury securities | $55,272,000 | 121 |
| U.S. Government agency obligations | $416,883,000 | 255 |
| Securities issued by states & political subdivisions | $9,184,000 | 2,913 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $374,247,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,294,000 | 569 |
| Mortgage-backed securities | $62,478,000 | 945 |
| Certificates of participation in pools of residential mortgages | $62,478,000 | 648 |
| Issued or guaranteed by U.S. | $62,478,000 | 648 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $9,184,000 | 1,008 |
| Available-for-sale securities (fair market value) | $846,402,000 | 177 |
| Total debt securities | $481,339,000 | 315 |
| 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 | $904,445,000 | 198 |
| U.S. Government securities | $477,523,000 | 234 |
| U.S. Treasury securities | $75,714,000 | 98 |
| U.S. Government agency obligations | $401,809,000 | 267 |
| Securities issued by states & political subdivisions | $8,599,000 | 2,987 |
| Other domestic debt securities | $5,004,000 | 878 |
| 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 | $5,004,000 | 652 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $413,319,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,579,000 | 582 |
| Mortgage-backed securities | $65,772,000 | 916 |
| Certificates of participation in pools of residential mortgages | $65,772,000 | 621 |
| Issued or guaranteed by U.S. | $65,772,000 | 619 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $8,599,000 | 1,053 |
| Available-for-sale securities (fair market value) | $895,846,000 | 167 |
| Total debt securities | $491,126,000 | 308 |
| 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 | $888,892,000 | 202 |
| U.S. Government securities | $478,843,000 | 240 |
| U.S. Treasury securities | $75,538,000 | 97 |
| U.S. Government agency obligations | $403,305,000 | 272 |
| Securities issued by states & political subdivisions | $8,827,000 | 2,949 |
| Other domestic debt securities | $13,052,000 | 522 |
| 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 | $13,052,000 | 370 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $388,170,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,575,000 | 621 |
| Mortgage-backed securities | $67,955,000 | 884 |
| Certificates of participation in pools of residential mortgages | $67,955,000 | 607 |
| Issued or guaranteed by U.S. | $67,955,000 | 607 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $8,827,000 | 1,080 |
| Available-for-sale securities (fair market value) | $880,065,000 | 171 |
| Total debt securities | $500,722,000 | 308 |
| 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 | $850,988,000 | 203 |
| U.S. Government securities | $478,014,000 | 246 |
| U.S. Treasury securities | $75,180,000 | 103 |
| U.S. Government agency obligations | $402,834,000 | 271 |
| Securities issued by states & political subdivisions | $8,045,000 | 3,077 |
| Other domestic debt securities | $13,068,000 | 506 |
| 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 | $13,068,000 | 359 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $351,861,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,372,000 | 611 |
| Mortgage-backed securities | $69,622,000 | 864 |
| Certificates of participation in pools of residential mortgages | $69,622,000 | 595 |
| Issued or guaranteed by U.S. | $69,622,000 | 595 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $8,045,000 | 1,128 |
| Available-for-sale securities (fair market value) | $842,943,000 | 170 |
| Total debt securities | $499,127,000 | 311 |
| 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 | $796,866,000 | 215 |
| U.S. Government securities | $442,073,000 | 259 |
| U.S. Treasury securities | $75,630,000 | 97 |
| U.S. Government agency obligations | $366,443,000 | 291 |
| Securities issued by states & political subdivisions | $5,124,000 | 3,579 |
| Other domestic debt securities | $13,127,000 | 511 |
| 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 | $13,127,000 | 358 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $336,542,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,133,000 | 585 |
| Mortgage-backed securities | $32,026,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $32,026,000 | 1,105 |
| Issued or guaranteed by U.S. | $32,026,000 | 1,104 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $5,124,000 | 1,335 |
| Available-for-sale securities (fair market value) | $791,742,000 | 178 |
| Total debt securities | $460,324,000 | 331 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 127 |
| Fair value | $20,000,000 | 128 |
| 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 | $738,797,000 | 226 |
| U.S. Government securities | $393,765,000 | 289 |
| U.S. Treasury securities | $45,198,000 | 142 |
| U.S. Government agency obligations | $348,567,000 | 300 |
| Securities issued by states & political subdivisions | $5,417,000 | 3,529 |
| Other domestic debt securities | $13,173,000 | 506 |
| 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 | $13,173,000 | 351 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $326,442,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,519,000 | 595 |
| Mortgage-backed securities | $33,662,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $33,662,000 | 1,108 |
| Issued or guaranteed by U.S. | $33,662,000 | 1,107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $5,417,000 | 1,335 |
| Available-for-sale securities (fair market value) | $733,380,000 | 193 |
| Total debt securities | $412,355,000 | 379 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 156 |
| Fair value | $20,007,000 | 156 |
| 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 | $755,437,000 | 226 |
| U.S. Government securities | $386,591,000 | 294 |
| U.S. Treasury securities | $65,284,000 | 96 |
| U.S. Government agency obligations | $321,307,000 | 328 |
| Securities issued by states & political subdivisions | $6,412,000 | 3,355 |
| Other domestic debt securities | $13,197,000 | 509 |
| 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 | $13,197,000 | 354 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $349,237,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,023,000 | 602 |
| Mortgage-backed securities | $35,744,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $35,744,000 | 1,059 |
| Issued or guaranteed by U.S. | $35,744,000 | 1,058 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $6,412,000 | 1,274 |
| Available-for-sale securities (fair market value) | $749,025,000 | 191 |
| Total debt securities | $406,200,000 | 380 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 168 |
| Fair value | $20,000,000 | 170 |
| 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 | $798,567,000 | 210 |
| U.S. Government securities | $398,315,000 | 286 |
| U.S. Treasury securities | $85,285,000 | 86 |
| U.S. Government agency obligations | $313,030,000 | 336 |
| Securities issued by states & political subdivisions | $6,742,000 | 3,328 |
| Other domestic debt securities | $22,220,000 | 363 |
| 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 | $22,220,000 | 236 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $371,290,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,029,000 | 605 |
| Mortgage-backed securities | $37,497,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $37,497,000 | 1,045 |
| Issued or guaranteed by U.S. | $37,497,000 | 1,042 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $6,742,000 | 1,270 |
| Available-for-sale securities (fair market value) | $791,825,000 | 175 |
| Total debt securities | $427,277,000 | 359 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 346 |
| Fair value | $10,016,000 | 345 |
| 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 | $775,197,000 | 212 |
| U.S. Government securities | $399,875,000 | 282 |
| U.S. Treasury securities | $85,447,000 | 82 |
| U.S. Government agency obligations | $314,428,000 | 341 |
| Securities issued by states & political subdivisions | $5,862,000 | 3,532 |
| Other domestic debt securities | $22,300,000 | 371 |
| 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 | $22,300,000 | 241 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $347,160,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,304,000 | 599 |
| Mortgage-backed securities | $38,619,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $38,619,000 | 1,044 |
| Issued or guaranteed by U.S. | $38,619,000 | 1,043 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $5,862,000 | 1,350 |
| Available-for-sale securities (fair market value) | $769,335,000 | 182 |
| Total debt securities | $428,037,000 | 363 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 389 |
| Fair value | $9,937,000 | 390 |
| 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 | $784,274,000 | 211 |
| U.S. Government securities | $393,576,000 | 291 |
| U.S. Treasury securities | $85,672,000 | 71 |
| U.S. Government agency obligations | $307,904,000 | 353 |
| Securities issued by states & political subdivisions | $4,588,000 | 3,821 |
| Other domestic debt securities | $28,683,000 | 323 |
| 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 | $28,683,000 | 208 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $357,427,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,740,000 | 665 |
| Mortgage-backed securities | $40,536,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $40,536,000 | 1,041 |
| Issued or guaranteed by U.S. | $40,536,000 | 1,040 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $4,588,000 | 1,472 |
| Available-for-sale securities (fair market value) | $779,686,000 | 181 |
| Total debt securities | $426,847,000 | 370 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 411 |
| Fair value | $9,920,000 | 410 |
| 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 | $787,057,000 | 208 |
| U.S. Government securities | $419,287,000 | 271 |
| U.S. Treasury securities | $85,745,000 | 69 |
| U.S. Government agency obligations | $333,542,000 | 327 |
| Securities issued by states & political subdivisions | $6,040,000 | 3,549 |
| Other domestic debt securities | $31,730,000 | 313 |
| 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 | $31,730,000 | 207 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $330,000,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,805,000 | 664 |
| Mortgage-backed securities | $41,766,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $41,766,000 | 1,010 |
| Issued or guaranteed by U.S. | $41,766,000 | 1,009 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $6,040,000 | 1,355 |
| Available-for-sale securities (fair market value) | $781,017,000 | 174 |
| Total debt securities | $457,057,000 | 327 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 420 |
| Fair value | $10,016,000 | 409 |
| 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 | $750,317,000 | 213 |
| U.S. Government securities | $401,267,000 | 278 |
| U.S. Treasury securities | $126,953,000 | 47 |
| U.S. Government agency obligations | $274,314,000 | 387 |
| Securities issued by states & political subdivisions | $4,732,000 | 3,827 |
| Other domestic debt securities | $35,317,000 | 308 |
| 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 | $35,317,000 | 194 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $309,001,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,142,000 | 713 |
| Mortgage-backed securities | $42,907,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $42,907,000 | 975 |
| Issued or guaranteed by U.S. | $42,907,000 | 974 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $4,732,000 | 1,447 |
| Available-for-sale securities (fair market value) | $745,585,000 | 183 |
| Total debt securities | $441,316,000 | 342 |
| 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 | $769,936,000 | 205 |
| U.S. Government securities | $402,816,000 | 270 |
| U.S. Treasury securities | $127,338,000 | 46 |
| U.S. Government agency obligations | $275,478,000 | 385 |
| Securities issued by states & political subdivisions | $33,684,000 | 1,143 |
| Other domestic debt securities | $38,365,000 | 296 |
| 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 | $38,365,000 | 180 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $295,071,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,515,000 | 734 |
| Mortgage-backed securities | $43,532,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $43,532,000 | 963 |
| Issued or guaranteed by U.S. | $43,532,000 | 960 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $4,685,000 | 1,430 |
| Available-for-sale securities (fair market value) | $765,251,000 | 176 |
| Total debt securities | $474,865,000 | 318 |
| 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 | $645,582,000 | 240 |
| U.S. Government securities | $295,895,000 | 363 |
| U.S. Treasury securities | $122,916,000 | 47 |
| U.S. Government agency obligations | $172,979,000 | 599 |
| Securities issued by states & political subdivisions | $34,364,000 | 1,115 |
| Other domestic debt securities | $38,567,000 | 293 |
| 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 | $38,567,000 | 180 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $276,756,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,805,000 | 727 |
| Mortgage-backed securities | $122,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,167 |
| Issued or guaranteed by U.S. | $122,000 | 5,161 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $5,383,000 | 1,291 |
| Available-for-sale securities (fair market value) | $640,199,000 | 216 |
| Total debt securities | $368,826,000 | 403 |
| 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 | $742,260,000 | 212 |
| U.S. Government securities | $388,498,000 | 285 |
| U.S. Treasury securities | $173,564,000 | 41 |
| U.S. Government agency obligations | $214,934,000 | 500 |
| Securities issued by states & political subdivisions | $33,176,000 | 1,136 |
| Other domestic debt securities | $38,869,000 | 301 |
| 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 | $38,869,000 | 181 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $281,717,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,650,000 | 645 |
| Mortgage-backed securities | $133,000 | 5,439 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,200 |
| Issued or guaranteed by U.S. | $133,000 | 5,196 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $4,245,000 | 1,388 |
| Available-for-sale securities (fair market value) | $738,015,000 | 191 |
| Total debt securities | $460,543,000 | 328 |
| 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 | $726,264,000 | 210 |
| U.S. Government securities | $451,124,000 | 250 |
| U.S. Treasury securities | $194,126,000 | 41 |
| U.S. Government agency obligations | $256,998,000 | 423 |
| Securities issued by states & political subdivisions | $5,743,000 | 3,588 |
| Other domestic debt securities | $25,492,000 | 377 |
| 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 | $25,492,000 | 235 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $243,905,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,022,000 | 640 |
| Mortgage-backed securities | $153,000 | 5,468 |
| Certificates of participation in pools of residential mortgages | $153,000 | 5,217 |
| Issued or guaranteed by U.S. | $153,000 | 5,214 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $5,743,000 | 1,230 |
| Available-for-sale securities (fair market value) | $720,521,000 | 188 |
| Total debt securities | $482,359,000 | 313 |
| 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 | $633,857,000 | 241 |
| U.S. Government securities | $342,905,000 | 324 |
| U.S. Treasury securities | $194,723,000 | 38 |
| U.S. Government agency obligations | $148,182,000 | 691 |
| Securities issued by states & political subdivisions | $4,453,000 | 3,865 |
| Other domestic debt securities | $25,333,000 | 389 |
| 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 | $25,333,000 | 246 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $261,166,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,393,000 | 640 |
| Mortgage-backed securities | $196,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,279 |
| Issued or guaranteed by U.S. | $196,000 | 5,271 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $4,253,000 | 1,404 |
| Available-for-sale securities (fair market value) | $629,604,000 | 215 |
| Total debt securities | $372,691,000 | 406 |
| 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 | $647,610,000 | 240 |
| U.S. Government securities | $354,037,000 | 324 |
| U.S. Treasury securities | $195,123,000 | 38 |
| U.S. Government agency obligations | $158,914,000 | 655 |
| Securities issued by states & political subdivisions | $5,720,000 | 3,525 |
| Other domestic debt securities | $25,348,000 | 390 |
| 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 | $25,348,000 | 239 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $262,505,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,628,000 | 645 |
| Mortgage-backed securities | $252,000 | 5,524 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,251 |
| Issued or guaranteed by U.S. | $252,000 | 5,243 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $4,722,000 | 1,357 |
| Available-for-sale securities (fair market value) | $642,888,000 | 215 |
| Total debt securities | $385,105,000 | 392 |
| 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 | $704,847,000 | 226 |
| U.S. Government securities | $424,653,000 | 282 |
| U.S. Treasury securities | $215,140,000 | 38 |
| U.S. Government agency obligations | $209,513,000 | 518 |
| Securities issued by states & political subdivisions | $6,983,000 | 3,178 |
| Other domestic debt securities | $25,449,000 | 380 |
| 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 | $25,449,000 | 235 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $247,762,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,314,000 | 663 |
| Mortgage-backed securities | $255,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,276 |
| Issued or guaranteed by U.S. | $255,000 | 5,270 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $5,978,000 | 1,250 |
| Available-for-sale securities (fair market value) | $698,869,000 | 200 |
| Total debt securities | $457,085,000 | 338 |
| 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 | $746,910,000 | 208 |
| U.S. Government securities | $480,616,000 | 235 |
| U.S. Treasury securities | $241,422,000 | 33 |
| U.S. Government agency obligations | $239,194,000 | 441 |
| Securities issued by states & political subdivisions | $7,563,000 | 3,031 |
| Other domestic debt securities | $12,534,000 | 638 |
| 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 | $0 | 321 |
| Other domestic debt securities - All other | $12,534,000 | 377 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $246,197,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,211,000 | 617 |
| Mortgage-backed securities | $575,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,031 |
| Issued or guaranteed by U.S. | $575,000 | 5,020 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $6,550,000 | 1,220 |
| Available-for-sale securities (fair market value) | $740,360,000 | 182 |
| Total debt securities | $500,713,000 | 303 |
| 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 | $599,719,000 | 248 |
| U.S. Government securities | $363,986,000 | 304 |
| U.S. Treasury securities | $157,239,000 | 45 |
| U.S. Government agency obligations | $206,747,000 | 500 |
| Securities issued by states & political subdivisions | $6,669,000 | 3,142 |
| Other domestic debt securities | $9,290,000 | 758 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $9,290,000 | 450 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $219,774,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,537,000 | 604 |
| Mortgage-backed securities | $643,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $643,000 | 4,998 |
| Issued or guaranteed by U.S. | $643,000 | 4,986 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $5,649,000 | 1,314 |
| Available-for-sale securities (fair market value) | $594,070,000 | 222 |
| Total debt securities | $379,945,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $563,682,000 | 265 |
| U.S. Government securities | $332,542,000 | 330 |
| U.S. Treasury securities | $157,137,000 | 51 |
| U.S. Government agency obligations | $175,405,000 | 589 |
| Securities issued by states & political subdivisions | $6,930,000 | 3,034 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $224,210,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,184,000 | 769 |
| Mortgage-backed securities | $641,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,003 |
| Issued or guaranteed by U.S. | $641,000 | 4,992 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $5,904,000 | 1,335 |
| Available-for-sale securities (fair market value) | $557,778,000 | 236 |
| Total debt securities | $339,472,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $567,882,000 | 268 |
| U.S. Government securities | $356,695,000 | 301 |
| U.S. Treasury securities | $156,492,000 | 53 |
| U.S. Government agency obligations | $200,203,000 | 504 |
| Securities issued by states & political subdivisions | $6,299,000 | 3,136 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $204,888,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,626,000 | 604 |
| Mortgage-backed securities | $765,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $765,000 | 4,905 |
| Issued or guaranteed by U.S. | $765,000 | 4,898 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $5,272,000 | 1,398 |
| Available-for-sale securities (fair market value) | $562,610,000 | 237 |
| Total debt securities | $362,994,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $546,952,000 | 269 |
| U.S. Government securities | $351,961,000 | 290 |
| U.S. Treasury securities | $131,426,000 | 58 |
| U.S. Government agency obligations | $220,535,000 | 448 |
| Securities issued by states & political subdivisions | $8,110,000 | 2,775 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $186,881,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,240,000 | 587 |
| Mortgage-backed securities | $772,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,839 |
| Issued or guaranteed by U.S. | $772,000 | 4,831 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $6,944,000 | 1,229 |
| Available-for-sale securities (fair market value) | $540,008,000 | 239 |
| Total debt securities | $360,071,000 | 386 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 316 |
| Fair value | $20,021,000 | 315 |
| 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 | $518,082,000 | 265 |
| U.S. Government securities | $329,716,000 | 288 |
| U.S. Treasury securities | $126,926,000 | 58 |
| U.S. Government agency obligations | $202,790,000 | 446 |
| Securities issued by states & political subdivisions | $5,871,000 | 3,138 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $182,495,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,766,000 | 584 |
| Mortgage-backed securities | $778,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $778,000 | 4,843 |
| Issued or guaranteed by U.S. | $778,000 | 4,835 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $4,691,000 | 1,494 |
| Available-for-sale securities (fair market value) | $513,391,000 | 235 |
| Total debt securities | $335,587,000 | 392 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 281 |
| Fair value | $20,030,000 | 292 |
| 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 | $506,524,000 | 268 |
| U.S. Government securities | $334,166,000 | 282 |
| U.S. Treasury securities | $126,353,000 | 57 |
| U.S. Government agency obligations | $207,813,000 | 441 |
| Securities issued by states & political subdivisions | $6,340,000 | 2,917 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $166,018,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,175,000 | 766 |
| Mortgage-backed securities | $788,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $788,000 | 4,887 |
| Issued or guaranteed by U.S. | $788,000 | 4,880 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $4,820,000 | 1,525 |
| Available-for-sale securities (fair market value) | $501,704,000 | 231 |
| Total debt securities | $340,506,000 | 372 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 328 |
| Fair value | $20,045,000 | 333 |
| 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 | $501,633,000 | 271 |
| U.S. Government securities | $337,141,000 | 286 |
| U.S. Treasury securities | $95,462,000 | 64 |
| U.S. Government agency obligations | $241,679,000 | 386 |
| Securities issued by states & political subdivisions | $7,677,000 | 2,626 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $156,815,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,093,000 | 804 |
| Mortgage-backed securities | $804,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $804,000 | 5,009 |
| Issued or guaranteed by U.S. | $804,000 | 4,999 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $6,152,000 | 1,391 |
| Available-for-sale securities (fair market value) | $495,481,000 | 241 |
| Total debt securities | $344,818,000 | 375 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 266 |
| Fair value | $19,857,000 | 271 |
| 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 | $498,481,000 | 262 |
| U.S. Government securities | $337,773,000 | 277 |
| U.S. Treasury securities | $150,949,000 | 48 |
| U.S. Government agency obligations | $186,824,000 | 490 |
| Securities issued by states & political subdivisions | $8,357,000 | 2,503 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $152,351,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,149,000 | 761 |
| Mortgage-backed securities | $813,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $813,000 | 5,078 |
| Issued or guaranteed by U.S. | $813,000 | 5,070 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $6,835,000 | 1,324 |
| Available-for-sale securities (fair market value) | $491,646,000 | 225 |
| Total debt securities | $346,130,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $325,560,000 | 409 |
| U.S. Government securities | $172,264,000 | 531 |
| U.S. Treasury securities | $151,377,000 | 42 |
| U.S. Government agency obligations | $20,887,000 | 3,332 |
| Securities issued by states & political subdivisions | $8,219,000 | 2,559 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $145,077,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,473,000 | 760 |
| Mortgage-backed securities | $814,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $814,000 | 5,166 |
| Issued or guaranteed by U.S. | $814,000 | 5,152 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $6,230,000 | 1,444 |
| Available-for-sale securities (fair market value) | $319,330,000 | 360 |
| Total debt securities | $180,483,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $225,997,000 | 563 |
| U.S. Government securities | $117,452,000 | 746 |
| U.S. Treasury securities | $116,640,000 | 46 |
| U.S. Government agency obligations | $812,000 | 7,322 |
| Securities issued by states & political subdivisions | $12,088,000 | 1,950 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $96,457,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,703,000 | 757 |
| Mortgage-backed securities | $812,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $812,000 | 5,229 |
| Issued or guaranteed by U.S. | $812,000 | 5,210 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $10,113,000 | 1,140 |
| Available-for-sale securities (fair market value) | $215,884,000 | 510 |
| Total debt securities | $129,540,000 | 959 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $180,393,000 | 692 |
| U.S. Government securities | $81,554,000 | 1,064 |
| U.S. Treasury securities | $80,730,000 | 50 |
| U.S. Government agency obligations | $824,000 | 7,411 |
| Securities issued by states & political subdivisions | $12,108,000 | 1,849 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $86,731,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,552,000 | 736 |
| Mortgage-backed securities | $824,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $824,000 | 5,298 |
| Issued or guaranteed by U.S. | $824,000 | 5,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $10,123,000 | 1,142 |
| Available-for-sale securities (fair market value) | $170,270,000 | 626 |
| Total debt securities | $93,662,000 | 1,302 |
| 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 | $235,141,000 | 522 |
| U.S. Government securities | $125,437,000 | 699 |
| U.S. Treasury securities | $45,331,000 | 66 |
| U.S. Government agency obligations | $80,106,000 | 1,039 |
| Securities issued by states & political subdivisions | $12,302,000 | 1,775 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $97,402,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,585,000 | 563 |
| Mortgage-backed securities | $829,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $829,000 | 5,300 |
| Issued or guaranteed by U.S. | $829,000 | 5,284 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $10,312,000 | 1,138 |
| Available-for-sale securities (fair market value) | $224,829,000 | 469 |
| Total debt securities | $137,739,000 | 868 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $291,721,000 | 430 |
| U.S. Government securities | $125,386,000 | 674 |
| U.S. Treasury securities | $45,418,000 | 61 |
| U.S. Government agency obligations | $79,968,000 | 1,010 |
| Securities issued by states & political subdivisions | $10,130,000 | 2,029 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $156,205,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,455,000 | 555 |
| Mortgage-backed securities | $837,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $837,000 | 5,285 |
| Issued or guaranteed by U.S. | $837,000 | 5,268 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $8,159,000 | 1,305 |
| Available-for-sale securities (fair market value) | $283,562,000 | 373 |
| Total debt securities | $135,516,000 | 869 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $355,606,000 | 356 |
| U.S. Government securities | $125,604,000 | 668 |
| U.S. Treasury securities | $45,425,000 | 56 |
| U.S. Government agency obligations | $80,179,000 | 1,017 |
| Securities issued by states & political subdivisions | $9,403,000 | 2,181 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $220,599,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,553,000 | 544 |
| Mortgage-backed securities | $843,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $843,000 | 5,287 |
| Issued or guaranteed by U.S. | $843,000 | 5,264 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $7,441,000 | 1,366 |
| Available-for-sale securities (fair market value) | $348,165,000 | 312 |
| Total debt securities | $135,007,000 | 871 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $335,912,000 | 393 |
| U.S. Government securities | $105,082,000 | 800 |
| U.S. Treasury securities | $25,099,000 | 91 |
| U.S. Government agency obligations | $79,983,000 | 1,017 |
| Securities issued by states & political subdivisions | $9,388,000 | 2,166 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $221,442,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,227,000 | 530 |
| Mortgage-backed securities | $887,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $887,000 | 5,204 |
| Issued or guaranteed by U.S. | $887,000 | 5,177 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $7,391,000 | 1,380 |
| Available-for-sale securities (fair market value) | $328,521,000 | 348 |
| Total debt securities | $114,470,000 | 1,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $380,867,000 | 346 |
| U.S. Government securities | $126,186,000 | 659 |
| U.S. Treasury securities | $125,265,000 | 32 |
| U.S. Government agency obligations | $921,000 | 7,733 |
| Securities issued by states & political subdivisions | $9,138,000 | 2,209 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $245,543,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,303,000 | 432 |
| Mortgage-backed securities | $921,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,993 |
| Issued or guaranteed by U.S. | $921,000 | 4,971 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $7,053,000 | 1,464 |
| Available-for-sale securities (fair market value) | $373,814,000 | 300 |
| Total debt securities | $135,324,000 | 854 |
| 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 | $387,286,000 | 343 |
| U.S. Government securities | $126,022,000 | 659 |
| U.S. Treasury securities | $125,037,000 | 32 |
| U.S. Government agency obligations | $985,000 | 7,775 |
| Securities issued by states & political subdivisions | $6,595,000 | 2,669 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $254,669,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,076,000 | 428 |
| Mortgage-backed securities | $985,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,823 |
| Issued or guaranteed by U.S. | $985,000 | 4,807 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $4,517,000 | 1,823 |
| Available-for-sale securities (fair market value) | $382,769,000 | 292 |
| Total debt securities | $132,617,000 | 872 |
| 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 | $397,205,000 | 342 |
| U.S. Government securities | $150,388,000 | 579 |
| U.S. Treasury securities | $149,264,000 | 28 |
| U.S. Government agency obligations | $1,124,000 | 7,748 |
| Securities issued by states & political subdivisions | $5,763,000 | 2,871 |
| Other domestic debt securities | $0 | 2,951 |
| 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 | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $241,054,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,343,000 | 445 |
| Mortgage-backed securities | $1,124,000 | 5,181 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,681 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $3,703,000 | 1,984 |
| Available-for-sale securities (fair market value) | $393,502,000 | 293 |
| Total debt securities | $156,151,000 | 743 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $409,584,000 | 335 |
| U.S. Government securities | $170,198,000 | 520 |
| U.S. Treasury securities | $168,976,000 | 27 |
| U.S. Government agency obligations | $1,222,000 | 7,771 |
| Securities issued by states & political subdivisions | $5,306,000 | 3,000 |
| Other domestic debt securities | $0 | 2,981 |
| 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 | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $234,080,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,123,000 | 432 |
| Mortgage-backed securities | $1,222,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,624 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $3,220,000 | 2,112 |
| Available-for-sale securities (fair market value) | $406,364,000 | 278 |
| Total debt securities | $175,504,000 | 687 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $379,770,000 | 356 |
| U.S. Government securities | $130,722,000 | 685 |
| U.S. Treasury securities | $129,359,000 | 38 |
| U.S. Government agency obligations | $1,363,000 | 7,793 |
| Securities issued by states & political subdivisions | $5,931,000 | 2,852 |
| Other domestic debt securities | $0 | 3,032 |
| 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 | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $243,117,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,409,000 | 430 |
| Mortgage-backed securities | $1,363,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,539 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $3,477,000 | 2,089 |
| Available-for-sale securities (fair market value) | $376,293,000 | 299 |
| Total debt securities | $136,653,000 | 877 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $365,441,000 | 369 |
| U.S. Government securities | $130,326,000 | 707 |
| U.S. Treasury securities | $128,893,000 | 37 |
| U.S. Government agency obligations | $1,433,000 | 7,846 |
| Securities issued by states & political subdivisions | $5,213,000 | 3,020 |
| Other domestic debt securities | $0 | 3,090 |
| 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 | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $229,902,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,939,000 | 426 |
| Mortgage-backed securities | $1,433,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $1,433,000 | 4,516 |
| Issued or guaranteed by U.S. | $1,433,000 | 4,493 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $2,748,000 | 2,310 |
| Available-for-sale securities (fair market value) | $362,693,000 | 311 |
| Total debt securities | $135,539,000 | 892 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $356,777,000 | 382 |
| U.S. Government securities | $130,646,000 | 710 |
| U.S. Treasury securities | $128,064,000 | 42 |
| U.S. Government agency obligations | $2,582,000 | 7,513 |
| Securities issued by states & political subdivisions | $4,237,000 | 3,323 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $221,894,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,119,000 | 429 |
| Mortgage-backed securities | $1,585,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,412 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,805,000 | 2,633 |
| Available-for-sale securities (fair market value) | $354,972,000 | 322 |
| Total debt securities | $134,883,000 | 897 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $363,960,000 | 385 |
| U.S. Government securities | $131,658,000 | 711 |
| U.S. Treasury securities | $128,962,000 | 50 |
| U.S. Government agency obligations | $2,696,000 | 7,538 |
| Securities issued by states & political subdivisions | $5,250,000 | 2,993 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $227,052,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,303,000 | 499 |
| Mortgage-backed securities | $1,706,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,706,000 | 4,372 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $2,792,000 | 2,359 |
| Available-for-sale securities (fair market value) | $361,168,000 | 325 |
| Total debt securities | $136,908,000 | 894 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $361,969,000 | 392 |
| U.S. Government securities | $133,075,000 | 704 |
| U.S. Treasury securities | $129,212,000 | 51 |
| U.S. Government agency obligations | $3,863,000 | 7,150 |
| Securities issued by states & political subdivisions | $4,995,000 | 3,077 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $223,899,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,451,000 | 523 |
| Mortgage-backed securities | $1,881,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $1,881,000 | 4,312 |
| Issued or guaranteed by U.S. | $1,881,000 | 4,294 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $2,468,000 | 2,484 |
| Available-for-sale securities (fair market value) | $359,501,000 | 334 |
| Total debt securities | $138,070,000 | 898 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $363,106,000 | 394 |
| U.S. Government securities | $137,719,000 | 677 |
| U.S. Treasury securities | $128,829,000 | 47 |
| U.S. Government agency obligations | $8,890,000 | 5,699 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $225,387,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,358,000 | 645 |
| Mortgage-backed securities | $2,124,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,210 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,197 |
| 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) | $2,233,000 | 2,582 |
| Available-for-sale securities (fair market value) | $360,873,000 | 332 |
| Total debt securities | $137,719,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $357,829,000 | 391 |
| U.S. Government securities | $136,094,000 | 679 |
| U.S. Treasury securities | $128,692,000 | 47 |
| U.S. Government agency obligations | $7,402,000 | 6,157 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,282 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $217,435,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,281,000 | 631 |
| Mortgage-backed securities | $2,435,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,435,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,435,000 | 4,126 |
| 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) | $1,727,000 | 2,824 |
| Available-for-sale securities (fair market value) | $356,102,000 | 333 |
| Total debt securities | $140,394,000 | 864 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $317,765,000 | 434 |
| U.S. Government securities | $104,351,000 | 899 |
| U.S. Treasury securities | $94,803,000 | 68 |
| U.S. Government agency obligations | $9,548,000 | 5,642 |
| Securities issued by states & political subdivisions | $6,906,000 | 2,516 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $206,508,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,918,000 | 610 |
| Mortgage-backed securities | $2,603,000 | 4,715 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,124 |
| 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) | $4,355,000 | 2,134 |
| Available-for-sale securities (fair market value) | $313,410,000 | 380 |
| Total debt securities | $111,257,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $397,680,000 | 371 |
| U.S. Government securities | $180,318,000 | 582 |
| U.S. Treasury securities | $169,560,000 | 46 |
| U.S. Government agency obligations | $10,758,000 | 5,373 |
| Securities issued by states & political subdivisions | $7,092,000 | 2,488 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $210,270,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,687,000 | 523 |
| Mortgage-backed securities | $2,809,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,809,000 | 4,078 |
| 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) | $4,474,000 | 2,125 |
| Available-for-sale securities (fair market value) | $393,206,000 | 320 |
| Total debt securities | $187,410,000 | 686 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $353,836,000 | 403 |
| U.S. Government securities | $181,644,000 | 574 |
| U.S. Treasury securities | $169,534,000 | 45 |
| U.S. Government agency obligations | $12,110,000 | 5,078 |
| Securities issued by states & political subdivisions | $7,285,000 | 2,461 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $164,907,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,827,000 | 513 |
| Mortgage-backed securities | $3,140,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,140,000 | 3,967 |
| 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) | $4,644,000 | 2,112 |
| Available-for-sale securities (fair market value) | $349,192,000 | 354 |
| Total debt securities | $187,323,000 | 685 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $352,227,000 | 406 |
| U.S. Government securities | $181,696,000 | 588 |
| U.S. Treasury securities | $169,282,000 | 47 |
| U.S. Government agency obligations | $12,414,000 | 5,054 |
| Securities issued by states & political subdivisions | $6,973,000 | 2,526 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $163,558,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,845,000 | 664 |
| Mortgage-backed securities | $3,490,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $3,490,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,490,000 | 3,895 |
| 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) | $4,412,000 | 2,159 |
| Available-for-sale securities (fair market value) | $347,815,000 | 357 |
| Total debt securities | $188,669,000 | 695 |
| 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 | $364,403,000 | 395 |
| U.S. Government securities | $158,797,000 | 658 |
| U.S. Treasury securities | $145,548,000 | 47 |
| U.S. Government agency obligations | $13,249,000 | 4,834 |
| Securities issued by states & political subdivisions | $6,901,000 | 2,555 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $198,705,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,948,000 | 449 |
| Mortgage-backed securities | $4,245,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $4,245,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,245,000 | 3,674 |
| 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) | $4,214,000 | 2,179 |
| Available-for-sale securities (fair market value) | $360,189,000 | 343 |
| Total debt securities | $165,698,000 | 777 |
| 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 | $384,571,000 | 394 |
| U.S. Government securities | $182,984,000 | 605 |
| U.S. Treasury securities | $166,417,000 | 43 |
| U.S. Government agency obligations | $16,567,000 | 4,259 |
| Securities issued by states & political subdivisions | $6,690,000 | 2,625 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $194,897,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,587,000 | 405 |
| Mortgage-backed securities | $4,556,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,548 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,537 |
| 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) | $4,200,000 | 2,217 |
| Available-for-sale securities (fair market value) | $380,371,000 | 344 |
| Total debt securities | $189,674,000 | 701 |
| 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 | $348,314,000 | 424 |
| U.S. Government securities | $167,915,000 | 637 |
| U.S. Treasury securities | $166,543,000 | 48 |
| U.S. Government agency obligations | $1,372,000 | 8,278 |
| Securities issued by states & political subdivisions | $3,079,000 | 3,828 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $177,320,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,497,000 | 401 |
| Mortgage-backed securities | $1,367,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 4,989 |
| Issued or guaranteed by U.S. | $1,367,000 | 4,969 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $3,084,000 | 2,502 |
| Available-for-sale securities (fair market value) | $345,230,000 | 379 |
| Total debt securities | $169,388,000 | 772 |
| 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 | $320,226,000 | 458 |
| U.S. Government securities | $169,272,000 | 606 |
| U.S. Treasury securities | $167,658,000 | 42 |
| U.S. Government agency obligations | $1,614,000 | 8,184 |
| Securities issued by states & political subdivisions | $3,149,000 | 3,758 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $147,805,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,341,000 | 398 |
| Mortgage-backed securities | $1,607,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $1,607,000 | 4,906 |
| Issued or guaranteed by U.S. | $1,607,000 | 4,887 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $3,156,000 | 2,515 |
| Available-for-sale securities (fair market value) | $317,070,000 | 402 |
| Total debt securities | $170,815,000 | 755 |
| 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 | $345,162,000 | 427 |
| U.S. Government securities | $209,839,000 | 514 |
| U.S. Treasury securities | $207,966,000 | 39 |
| U.S. Government agency obligations | $1,873,000 | 8,166 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,682 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $132,131,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,831,000 | 401 |
| Mortgage-backed securities | $1,863,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,863,000 | 4,719 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $3,202,000 | 2,539 |
| Available-for-sale securities (fair market value) | $341,960,000 | 367 |
| Total debt securities | $211,425,000 | 617 |
| 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 | $335,119,000 | 406 |
| U.S. Government securities | $205,777,000 | 496 |
| U.S. Treasury securities | $203,673,000 | 39 |
| U.S. Government agency obligations | $2,104,000 | 8,084 |
| Securities issued by states & political subdivisions | $4,017,000 | 3,289 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $125,325,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,186,000 | 380 |
| Mortgage-backed securities | $2,092,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,591 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,574 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $4,029,000 | 2,373 |
| Available-for-sale securities (fair market value) | $331,090,000 | 354 |
| Total debt securities | $208,188,000 | 607 |
| 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 | $372,328,000 | 347 |
| U.S. Government securities | $209,848,000 | 431 |
| U.S. Treasury securities | $203,976,000 | 38 |
| U.S. Government agency obligations | $5,872,000 | 6,657 |
| Securities issued by states & political subdivisions | $5,907,000 | 2,565 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $156,573,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,809,000 | 320 |
| Mortgage-backed securities | $5,834,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $2,992,000 | 3,885 |
| Issued or guaranteed by U.S. | $2,992,000 | 3,870 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,842,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 2,263 |
| 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) | $5,945,000 | 2,097 |
| Available-for-sale securities (fair market value) | $366,383,000 | 308 |
| Total debt securities | $215,755,000 | 543 |
| 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 | $296,848,000 | 412 |
| U.S. Government securities | $127,326,000 | 670 |
| U.S. Treasury securities | $115,222,000 | 80 |
| U.S. Government agency obligations | $12,104,000 | 4,914 |
| Securities issued by states & political subdivisions | $5,099,000 | 2,769 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $164,423,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,069,000 | 594 |
| Mortgage-backed securities | $12,033,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $3,870,000 | 3,022 |
| Issued or guaranteed by U.S. | $3,870,000 | 3,007 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,163,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $8,163,000 | 1,032 |
| 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) | $5,170,000 | 2,732 |
| Available-for-sale securities (fair market value) | $291,678,000 | 348 |
| Total debt securities | $132,425,000 | 822 |
| 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 | $319,127,000 | 418 |
| U.S. Government securities | $171,506,000 | 541 |
| U.S. Treasury securities | $155,208,000 | 67 |
| U.S. Government agency obligations | $16,298,000 | 4,064 |
| Securities issued by states & political subdivisions | $5,943,000 | 2,601 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $141,678,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,225,000 | 794 |
| Mortgage-backed securities | $16,187,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 2,918 |
| Issued or guaranteed by U.S. | $4,637,000 | 2,908 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,550,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $11,550,000 | 890 |
| 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) | $6,054,000 | 2,802 |
| Available-for-sale securities (fair market value) | $313,073,000 | 338 |
| Total debt securities | $177,449,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $433,089,000 | 324 |
| U.S. Government securities | $285,391,000 | 380 |
| U.S. Treasury securities | $265,517,000 | 57 |
| U.S. Government agency obligations | $19,874,000 | 3,358 |
| Securities issued by states & political subdivisions | $10,144,000 | 1,666 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $137,554,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,062,000 | 1,089 |
| Mortgage-backed securities | $19,630,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 2,618 |
| Issued or guaranteed by U.S. | $6,276,000 | 2,605 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $13,354,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,354,000 | 892 |
| 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) | $10,388,000 | 2,258 |
| Available-for-sale securities (fair market value) | $422,701,000 | 266 |
| Total debt securities | $295,535,000 | 435 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $346,111,000 | 403 |
| U.S. Government securities | $227,472,000 | 473 |
| U.S. Treasury securities | $227,123,000 | 97 |
| U.S. Government agency obligations | $349,000 | 10,081 |
| Securities issued by states & political subdivisions | $10,054,000 | 1,463 |
| 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 | $108,585,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,949,000 | 948 |
| 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) | $10,403,000 | 2,716 |
| Available-for-sale securities (fair market value) | $335,708,000 | 307 |
| Total debt securities | $237,526,000 | 518 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $310,929,000 | 449 |
| U.S. Government securities | $214,702,000 | 521 |
| U.S. Treasury securities | $209,172,000 | 116 |
| U.S. Government agency obligations | $5,530,000 | 7,353 |
| Securities issued by states & political subdivisions | $10,099,000 | 1,447 |
| 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 | $86,128,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,330,000 | 955 |
| 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) | $10,581,000 | 3,054 |
| Available-for-sale securities (fair market value) | $300,348,000 | 335 |
| Total debt securities | $224,732,000 | 566 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 377 |
| Fair value | $5,048,000 | 371 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $234,302,000 | 592 |
| U.S. Government securities | $147,863,000 | 725 |
| U.S. Treasury securities | $147,239,000 | 199 |
| U.S. Government agency obligations | $624,000 | 10,751 |
| Securities issued by states & political subdivisions | $16,393,000 | 819 |
| 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 | $70,046,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,166,000 | 818 |
| 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) | $17,017,000 | 2,298 |
| Available-for-sale securities (fair market value) | $217,285,000 | 451 |
| Total debt securities | $164,256,000 | 777 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $204,546,000 | 678 |
| U.S. Government securities | $132,195,000 | 827 |
| U.S. Treasury securities | $131,372,000 | 268 |
| U.S. Government agency obligations | $823,000 | 11,053 |
| Securities issued by states & political subdivisions | $20,675,000 | 584 |
| 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 | $51,676,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,864,000 | 808 |
| 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) | $142,257,000 | 563 |
| Available-for-sale securities (fair market value) | $62,289,000 | 918 |
| Total debt securities | $152,870,000 | 850 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $184,607,000 | 767 |
| U.S. Government securities | $101,204,000 | 1,100 |
| U.S. Treasury securities | $97,969,000 | 391 |
| U.S. Government agency obligations | $3,235,000 | 9,194 |
| Securities issued by states & political subdivisions | $32,114,000 | 338 |
| 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 | $51,289,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,786,000 | 653 |
| Mortgage-backed securities | $1,290,000 | 8,044 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 6,634 |
| Issued or guaranteed by U.S. | $1,290,000 | 6,586 |
| 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 | $133,318,000 | 1,000 |
| 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 | $142,149,000 | 949 |
| U.S. Government securities | $78,941,000 | 1,377 |
| U.S. Treasury securities | $76,627,000 | 485 |
| U.S. Government agency obligations | $2,314,000 | 10,204 |
| Securities issued by states & political subdivisions | $34,263,000 | 289 |
| 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 | $28,945,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,471,000 | 578 |
| Mortgage-backed securities | $2,314,000 | 7,327 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 5,788 |
| Issued or guaranteed by U.S. | $2,314,000 | 5,722 |
| 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 | $113,204,000 | 1,173 |
| 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 |