Home > Blackhawk Bank & Trust > Securities
Blackhawk Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $872,338,000 | 274 |
| U.S. Government securities | $627,998,000 | 250 |
| U.S. Treasury securities | $100,422,000 | 257 |
| U.S. Government agency obligations | $527,576,000 | 268 |
| Securities issued by states & political subdivisions | $134,984,000 | 313 |
| Other domestic debt securities | $109,361,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,018,000 | 298 |
| Structured financial products - Total | $9,662,000 | 268 |
| Other domestic debt securities - All other | $93,681,000 | 104 |
| 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 | $678,110,000 | 196 |
| Mortgage-backed securities | $95,398,000 | 827 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,236,000 | 2,649 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,417,000 | 582 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $552,000 | 1,359 |
| Other commercial mortgage-backed securities | $62,193,000 | 163 |
| Held to maturity securities (book value) | $18,715,000 | 817 |
| Available-for-sale securities (fair market value) | $853,628,000 | 225 |
| Total debt securities | $859,175,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $868,111,000 | 274 |
| U.S. Government securities | $627,761,000 | 255 |
| U.S. Treasury securities | $96,991,000 | 280 |
| U.S. Government agency obligations | $530,770,000 | 269 |
| Securities issued by states & political subdivisions | $133,184,000 | 300 |
| Other domestic debt securities | $107,171,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,766,000 | 304 |
| Structured financial products - Total | $9,617,000 | 262 |
| Other domestic debt securities - All other | $91,788,000 | 104 |
| 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 | $663,483,000 | 198 |
| Mortgage-backed securities | $93,593,000 | 811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,248,000 | 2,644 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,385,000 | 567 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $577,000 | 1,327 |
| Other commercial mortgage-backed securities | $60,383,000 | 169 |
| Held to maturity securities (book value) | $19,062,000 | 821 |
| Available-for-sale securities (fair market value) | $849,054,000 | 223 |
| Total debt securities | $855,269,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $873,296,000 | 273 |
| U.S. Government securities | $627,986,000 | 256 |
| U.S. Treasury securities | $100,890,000 | 268 |
| U.S. Government agency obligations | $527,096,000 | 268 |
| Securities issued by states & political subdivisions | $137,579,000 | 307 |
| Other domestic debt securities | $107,736,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,715,000 | 300 |
| Structured financial products - Total | $9,596,000 | 240 |
| Other domestic debt securities - All other | $92,425,000 | 104 |
| 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 | $694,780,000 | 196 |
| Mortgage-backed securities | $99,353,000 | 797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,566,000 | 2,636 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,305,000 | 553 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $585,000 | 1,321 |
| Other commercial mortgage-backed securities | $63,897,000 | 163 |
| Held to maturity securities (book value) | $19,386,000 | 818 |
| Available-for-sale securities (fair market value) | $853,915,000 | 227 |
| Total debt securities | $860,527,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $914,159,000 | 276 |
| U.S. Government securities | $663,618,000 | 260 |
| U.S. Treasury securities | $101,781,000 | 281 |
| U.S. Government agency obligations | $561,837,000 | 252 |
| Securities issued by states & political subdivisions | $140,276,000 | 320 |
| Other domestic debt securities | $110,270,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,674,000 | 308 |
| Structured financial products - Total | $10,879,000 | 228 |
| Other domestic debt securities - All other | $93,717,000 | 106 |
| 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 | $707,316,000 | 187 |
| Mortgage-backed securities | $105,364,000 | 800 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,901,000 | 2,639 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,279,000 | 560 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $673,000 | 1,323 |
| Other commercial mortgage-backed securities | $67,511,000 | 163 |
| Held to maturity securities (book value) | $19,080,000 | 859 |
| Available-for-sale securities (fair market value) | $895,084,000 | 229 |
| Total debt securities | $900,148,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $907,409,000 | 285 |
| U.S. Government securities | $658,674,000 | 268 |
| U.S. Treasury securities | $99,668,000 | 302 |
| U.S. Government agency obligations | $559,006,000 | 256 |
| Securities issued by states & political subdivisions | $141,153,000 | 336 |
| Other domestic debt securities | $107,582,000 | 266 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,263,000 | 368 |
| Structured financial products - Total | $11,107,000 | 244 |
| Other domestic debt securities - All other | $93,212,000 | 111 |
| 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 | $690,388,000 | 166 |
| Mortgage-backed securities | $107,151,000 | 794 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,068,000 | 2,639 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,111,000 | 557 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $664,000 | 1,316 |
| Other commercial mortgage-backed securities | $68,308,000 | 169 |
| Held to maturity securities (book value) | $19,428,000 | 863 |
| Available-for-sale securities (fair market value) | $887,981,000 | 237 |
| Total debt securities | $895,512,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $925,580,000 | 281 |
| U.S. Government securities | $683,143,000 | 265 |
| U.S. Treasury securities | $98,814,000 | 313 |
| U.S. Government agency obligations | $584,329,000 | 253 |
| Securities issued by states & political subdivisions | $140,719,000 | 337 |
| Other domestic debt securities | $101,718,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,196,000 | 362 |
| Structured financial products - Total | $11,081,000 | 189 |
| Other domestic debt securities - All other | $87,441,000 | 119 |
| 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 | $663,108,000 | 162 |
| Mortgage-backed securities | $110,685,000 | 776 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,316,000 | 2,638 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,279,000 | 549 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $752,000 | 1,312 |
| Other commercial mortgage-backed securities | $70,338,000 | 176 |
| Held to maturity securities (book value) | $20,495,000 | 838 |
| Available-for-sale securities (fair market value) | $905,085,000 | 235 |
| Total debt securities | $913,778,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $934,400,000 | 285 |
| U.S. Government securities | $686,226,000 | 270 |
| U.S. Treasury securities | $80,357,000 | 368 |
| U.S. Government agency obligations | $605,869,000 | 255 |
| Securities issued by states & political subdivisions | $141,459,000 | 355 |
| Other domestic debt securities | $106,715,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,183,000 | 369 |
| Structured financial products - Total | $10,930,000 | 90 |
| Other domestic debt securities - All other | $92,602,000 | 121 |
| 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 | $685,918,000 | 151 |
| Mortgage-backed securities | $117,652,000 | 774 |
| Certificates of participation in pools of residential mortgages | $5,818,000 | 2,698 |
| Issued or guaranteed by U.S. | $5,818,000 | 2,620 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $36,927,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $36,927,000 | 527 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $74,907,000 | 275 |
| Commercial mortgage pass-through securities | $777,000 | 1,306 |
| Other commercial mortgage-backed securities | $74,130,000 | 193 |
| Held to maturity securities (book value) | $20,704,000 | 762 |
| Available-for-sale securities (fair market value) | $913,696,000 | 238 |
| Total debt securities | $922,561,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $920,565,000 | 291 |
| U.S. Government securities | $667,629,000 | 279 |
| U.S. Treasury securities | $56,746,000 | 439 |
| U.S. Government agency obligations | $610,883,000 | 255 |
| Securities issued by states & political subdivisions | $142,441,000 | 364 |
| Other domestic debt securities | $110,495,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,132,000 | 382 |
| Structured financial products - Total | $11,101,000 | 89 |
| Other domestic debt securities - All other | $96,262,000 | 115 |
| 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 | $667,059,000 | 156 |
| Mortgage-backed securities | $113,326,000 | 798 |
| Certificates of participation in pools of residential mortgages | $6,306,000 | 2,656 |
| Issued or guaranteed by U.S. | $6,306,000 | 2,582 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $26,653,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $26,653,000 | 659 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $80,367,000 | 266 |
| Commercial mortgage pass-through securities | $912,000 | 1,238 |
| Other commercial mortgage-backed securities | $79,455,000 | 189 |
| Held to maturity securities (book value) | $21,240,000 | 675 |
| Available-for-sale securities (fair market value) | $899,325,000 | 253 |
| Total debt securities | $903,420,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $949,440,000 | 278 |
| U.S. Government securities | $693,731,000 | 264 |
| U.S. Treasury securities | $58,717,000 | 307 |
| U.S. Government agency obligations | $635,014,000 | 256 |
| Securities issued by states & political subdivisions | $146,610,000 | 362 |
| Other domestic debt securities | $109,099,000 | 230 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,737,000 | 409 |
| Structured financial products - Total | $11,099,000 | 86 |
| Other domestic debt securities - All other | $95,263,000 | 115 |
| 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 | $693,721,000 | 153 |
| Mortgage-backed securities | $101,522,000 | 851 |
| Certificates of participation in pools of residential mortgages | $7,121,000 | 2,558 |
| Issued or guaranteed by U.S. | $7,121,000 | 2,480 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $30,265,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $30,265,000 | 598 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $64,136,000 | 316 |
| Commercial mortgage pass-through securities | $958,000 | 1,228 |
| Other commercial mortgage-backed securities | $63,178,000 | 221 |
| Held to maturity securities (book value) | $20,858,000 | 579 |
| Available-for-sale securities (fair market value) | $928,582,000 | 248 |
| Total debt securities | $933,241,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $954,744,000 | 268 |
| U.S. Government securities | $690,237,000 | 257 |
| U.S. Treasury securities | $59,323,000 | 240 |
| U.S. Government agency obligations | $630,914,000 | 251 |
| Securities issued by states & political subdivisions | $152,029,000 | 338 |
| Other domestic debt securities | $112,478,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,719,000 | 418 |
| Structured financial products - Total | $12,994,000 | 80 |
| Other domestic debt securities - All other | $96,765,000 | 106 |
| 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 | $661,170,000 | 151 |
| Mortgage-backed securities | $117,754,000 | 736 |
| Certificates of participation in pools of residential mortgages | $7,865,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,865,000 | 2,418 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $33,742,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $33,742,000 | 548 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $76,147,000 | 275 |
| Commercial mortgage pass-through securities | $10,331,000 | 481 |
| Other commercial mortgage-backed securities | $65,816,000 | 212 |
| Held to maturity securities (book value) | $20,326,000 | 562 |
| Available-for-sale securities (fair market value) | $934,418,000 | 240 |
| Total debt securities | $939,277,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $913,208,000 | 267 |
| U.S. Government securities | $652,889,000 | 252 |
| U.S. Treasury securities | $59,292,000 | 196 |
| U.S. Government agency obligations | $593,597,000 | 256 |
| Securities issued by states & political subdivisions | $150,640,000 | 323 |
| Other domestic debt securities | $109,679,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,642,000 | 426 |
| Structured financial products - Total | $12,955,000 | 75 |
| Other domestic debt securities - All other | $94,082,000 | 109 |
| 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 | $675,653,000 | 141 |
| Mortgage-backed securities | $74,558,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $8,499,000 | 2,406 |
| Issued or guaranteed by U.S. | $8,499,000 | 2,336 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $37,583,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $37,583,000 | 484 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $28,476,000 | 472 |
| Commercial mortgage pass-through securities | $10,431,000 | 466 |
| Other commercial mortgage-backed securities | $18,045,000 | 412 |
| Held to maturity securities (book value) | $17,608,000 | 574 |
| Available-for-sale securities (fair market value) | $895,600,000 | 240 |
| Total debt securities | $899,257,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $806,278,000 | 279 |
| U.S. Government securities | $557,886,000 | 266 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $557,886,000 | 254 |
| Securities issued by states & political subdivisions | $153,936,000 | 294 |
| Other domestic debt securities | $86,422,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,551,000 | 421 |
| Structured financial products - Total | $12,335,000 | 66 |
| Other domestic debt securities - All other | $71,536,000 | 121 |
| Foreign debt securities | $8,034,000 | 74 |
| 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 | $595,322,000 | 154 |
| Mortgage-backed securities | $57,628,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 2,244 |
| Issued or guaranteed by U.S. | $9,530,000 | 2,177 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,732,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $27,732,000 | 567 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $20,366,000 | 548 |
| Commercial mortgage pass-through securities | $10,706,000 | 431 |
| Other commercial mortgage-backed securities | $9,660,000 | 550 |
| Held to maturity securities (book value) | $16,762,000 | 548 |
| Available-for-sale securities (fair market value) | $789,516,000 | 253 |
| Total debt securities | $793,993,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $789,655,000 | 268 |
| U.S. Government securities | $545,355,000 | 247 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $545,355,000 | 237 |
| Securities issued by states & political subdivisions | $160,274,000 | 264 |
| Other domestic debt securities | $75,937,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,520,000 | 399 |
| Structured financial products - Total | $12,463,000 | 64 |
| Other domestic debt securities - All other | $60,954,000 | 129 |
| Foreign debt securities | $8,089,000 | 70 |
| 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 | $590,375,000 | 150 |
| Mortgage-backed securities | $72,371,000 | 906 |
| Certificates of participation in pools of residential mortgages | $10,493,000 | 2,047 |
| Issued or guaranteed by U.S. | $10,493,000 | 1,993 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $39,687,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $39,687,000 | 443 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $22,191,000 | 486 |
| Commercial mortgage pass-through securities | $10,827,000 | 401 |
| Other commercial mortgage-backed securities | $11,364,000 | 468 |
| Held to maturity securities (book value) | $18,653,000 | 496 |
| Available-for-sale securities (fair market value) | $771,002,000 | 246 |
| Total debt securities | $777,863,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $782,584,000 | 256 |
| U.S. Government securities | $536,701,000 | 241 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $536,701,000 | 230 |
| Securities issued by states & political subdivisions | $167,523,000 | 233 |
| Other domestic debt securities | $70,226,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,417,000 | 383 |
| Structured financial products - Total | $12,743,000 | 59 |
| Other domestic debt securities - All other | $55,066,000 | 140 |
| Foreign debt securities | $8,134,000 | 75 |
| 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 | $584,524,000 | 157 |
| Mortgage-backed securities | $91,611,000 | 707 |
| Certificates of participation in pools of residential mortgages | $11,766,000 | 1,925 |
| Issued or guaranteed by U.S. | $11,766,000 | 1,871 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $51,214,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $51,214,000 | 384 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $28,631,000 | 407 |
| Commercial mortgage pass-through securities | $11,019,000 | 393 |
| Other commercial mortgage-backed securities | $17,612,000 | 358 |
| Held to maturity securities (book value) | $18,160,000 | 489 |
| Available-for-sale securities (fair market value) | $764,424,000 | 236 |
| Total debt securities | $771,349,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $675,546,000 | 275 |
| U.S. Government securities | $439,872,000 | 268 |
| U.S. Treasury securities | $15,011,000 | 341 |
| U.S. Government agency obligations | $424,861,000 | 255 |
| Securities issued by states & political subdivisions | $161,217,000 | 227 |
| Other domestic debt securities | $66,284,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,316,000 | 354 |
| Structured financial products - Total | $12,815,000 | 61 |
| Other domestic debt securities - All other | $51,153,000 | 145 |
| Foreign debt securities | $8,173,000 | 71 |
| 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 | $507,379,000 | 172 |
| Mortgage-backed securities | $104,145,000 | 643 |
| Certificates of participation in pools of residential mortgages | $12,843,000 | 1,817 |
| Issued or guaranteed by U.S. | $12,843,000 | 1,767 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $61,203,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $61,203,000 | 342 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $30,099,000 | 386 |
| Commercial mortgage pass-through securities | $11,048,000 | 394 |
| Other commercial mortgage-backed securities | $19,051,000 | 343 |
| Held to maturity securities (book value) | $14,993,000 | 552 |
| Available-for-sale securities (fair market value) | $660,553,000 | 253 |
| Total debt securities | $664,814,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $628,997,000 | 279 |
| U.S. Government securities | $430,977,000 | 271 |
| U.S. Treasury securities | $40,065,000 | 169 |
| U.S. Government agency obligations | $390,912,000 | 268 |
| Securities issued by states & political subdivisions | $153,713,000 | 205 |
| Other domestic debt securities | $36,516,000 | 338 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,296,000 | 333 |
| Structured financial products - Total | $12,908,000 | 64 |
| Other domestic debt securities - All other | $21,312,000 | 280 |
| Foreign debt securities | $7,791,000 | 70 |
| 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 | $484,233,000 | 175 |
| Mortgage-backed securities | $111,331,000 | 625 |
| Certificates of participation in pools of residential mortgages | $13,437,000 | 1,753 |
| Issued or guaranteed by U.S. | $13,437,000 | 1,703 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $66,660,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $66,660,000 | 327 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $31,234,000 | 374 |
| Commercial mortgage pass-through securities | $10,996,000 | 383 |
| Other commercial mortgage-backed securities | $20,238,000 | 330 |
| Held to maturity securities (book value) | $15,191,000 | 563 |
| Available-for-sale securities (fair market value) | $613,806,000 | 258 |
| Total debt securities | $618,078,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $639,671,000 | 271 |
| U.S. Government securities | $435,720,000 | 269 |
| U.S. Treasury securities | $24,808,000 | 248 |
| U.S. Government agency obligations | $410,912,000 | 264 |
| Securities issued by states & political subdivisions | $164,508,000 | 177 |
| Other domestic debt securities | $31,343,000 | 359 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $2,253,000 | 310 |
| Structured financial products - Total | $13,941,000 | 63 |
| Other domestic debt securities - All other | $15,149,000 | 327 |
| Foreign debt securities | $8,100,000 | 63 |
| 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 | $494,869,000 | 156 |
| Mortgage-backed securities | $118,423,000 | 581 |
| Certificates of participation in pools of residential mortgages | $13,989,000 | 1,655 |
| Issued or guaranteed by U.S. | $13,989,000 | 1,611 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $71,851,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $71,851,000 | 317 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $32,583,000 | 354 |
| Commercial mortgage pass-through securities | $10,953,000 | 374 |
| Other commercial mortgage-backed securities | $21,630,000 | 311 |
| Held to maturity securities (book value) | $15,371,000 | 588 |
| Available-for-sale securities (fair market value) | $624,300,000 | 251 |
| Total debt securities | $628,822,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $612,871,000 | 277 |
| U.S. Government securities | $400,214,000 | 283 |
| U.S. Treasury securities | $19,902,000 | 289 |
| U.S. Government agency obligations | $380,312,000 | 274 |
| Securities issued by states & political subdivisions | $173,505,000 | 167 |
| Other domestic debt securities | $31,072,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $2,207,000 | 295 |
| Structured financial products - Total | $13,732,000 | 61 |
| Other domestic debt securities - All other | $15,133,000 | 319 |
| Foreign debt securities | $8,080,000 | 64 |
| 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 | $509,686,000 | 146 |
| Mortgage-backed securities | $86,728,000 | 715 |
| Certificates of participation in pools of residential mortgages | $15,008,000 | 1,570 |
| Issued or guaranteed by U.S. | $15,008,000 | 1,522 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $36,933,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $36,933,000 | 490 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $34,787,000 | 336 |
| Commercial mortgage pass-through securities | $11,220,000 | 386 |
| Other commercial mortgage-backed securities | $23,567,000 | 289 |
| Held to maturity securities (book value) | $14,749,000 | 636 |
| Available-for-sale securities (fair market value) | $598,122,000 | 254 |
| Total debt securities | $602,158,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $657,120,000 | 267 |
| U.S. Government securities | $431,794,000 | 276 |
| U.S. Treasury securities | $19,798,000 | 292 |
| U.S. Government agency obligations | $411,996,000 | 268 |
| Securities issued by states & political subdivisions | $175,553,000 | 159 |
| Other domestic debt securities | $31,716,000 | 328 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $2,180,000 | 282 |
| Structured financial products - Total | $14,530,000 | 58 |
| Other domestic debt securities - All other | $15,006,000 | 319 |
| Foreign debt securities | $18,057,000 | 49 |
| 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 | $522,509,000 | 147 |
| Mortgage-backed securities | $88,868,000 | 701 |
| Certificates of participation in pools of residential mortgages | $15,757,000 | 1,512 |
| Issued or guaranteed by U.S. | $15,757,000 | 1,488 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $37,952,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $37,952,000 | 468 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $35,159,000 | 329 |
| Commercial mortgage pass-through securities | $11,185,000 | 384 |
| Other commercial mortgage-backed securities | $23,974,000 | 274 |
| Held to maturity securities (book value) | $15,211,000 | 656 |
| Available-for-sale securities (fair market value) | $641,909,000 | 244 |
| Total debt securities | $646,776,000 | 266 |
| 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 | $646,941,000 | 268 |
| U.S. Government securities | $408,823,000 | 285 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $408,823,000 | 268 |
| Securities issued by states & political subdivisions | $176,656,000 | 165 |
| Other domestic debt securities | $43,506,000 | 254 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,152,000 | 273 |
| Structured financial products - Total | $14,398,000 | 56 |
| Other domestic debt securities - All other | $26,956,000 | 199 |
| Foreign debt securities | $17,956,000 | 48 |
| 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 | $516,671,000 | 154 |
| Mortgage-backed securities | $89,770,000 | 687 |
| Certificates of participation in pools of residential mortgages | $16,304,000 | 1,484 |
| Issued or guaranteed by U.S. | $16,304,000 | 1,460 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,578,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $38,578,000 | 448 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $34,888,000 | 309 |
| Commercial mortgage pass-through securities | $11,096,000 | 380 |
| Other commercial mortgage-backed securities | $23,792,000 | 265 |
| Held to maturity securities (book value) | $15,444,000 | 662 |
| Available-for-sale securities (fair market value) | $631,497,000 | 243 |
| Total debt securities | $636,552,000 | 267 |
| 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 | $657,361,000 | 267 |
| U.S. Government securities | $416,950,000 | 281 |
| U.S. Treasury securities | $10,259,000 | 438 |
| U.S. Government agency obligations | $406,691,000 | 268 |
| Securities issued by states & political subdivisions | $177,965,000 | 168 |
| Other domestic debt securities | $44,685,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,123,000 | 269 |
| Structured financial products - Total | $15,697,000 | 49 |
| Other domestic debt securities - All other | $26,865,000 | 192 |
| Foreign debt securities | $17,761,000 | 49 |
| 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 | $507,989,000 | 157 |
| Mortgage-backed securities | $91,361,000 | 677 |
| Certificates of participation in pools of residential mortgages | $16,793,000 | 1,464 |
| Issued or guaranteed by U.S. | $16,793,000 | 1,449 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,024,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $39,024,000 | 441 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $35,544,000 | 298 |
| Commercial mortgage pass-through securities | $10,926,000 | 373 |
| Other commercial mortgage-backed securities | $24,618,000 | 248 |
| Held to maturity securities (book value) | $15,632,000 | 693 |
| Available-for-sale securities (fair market value) | $641,729,000 | 240 |
| Total debt securities | $647,861,000 | 263 |
| 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 | $653,103,000 | 266 |
| U.S. Government securities | $417,607,000 | 283 |
| U.S. Treasury securities | $10,569,000 | 411 |
| U.S. Government agency obligations | $407,038,000 | 267 |
| Securities issued by states & political subdivisions | $172,699,000 | 173 |
| Other domestic debt securities | $52,902,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,096,000 | 264 |
| Structured financial products - Total | $15,914,000 | 50 |
| Other domestic debt securities - All other | $34,892,000 | 165 |
| Foreign debt securities | $9,895,000 | 64 |
| 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 | $499,574,000 | 160 |
| Mortgage-backed securities | $94,072,000 | 660 |
| Certificates of participation in pools of residential mortgages | $17,709,000 | 1,428 |
| Issued or guaranteed by U.S. | $17,709,000 | 1,421 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $39,682,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $39,682,000 | 432 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $36,681,000 | 293 |
| Commercial mortgage pass-through securities | $10,957,000 | 367 |
| Other commercial mortgage-backed securities | $25,724,000 | 230 |
| Held to maturity securities (book value) | $14,911,000 | 715 |
| Available-for-sale securities (fair market value) | $638,192,000 | 237 |
| Total debt securities | $643,609,000 | 262 |
| 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 | $652,881,000 | 262 |
| U.S. Government securities | $408,924,000 | 286 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $408,924,000 | 268 |
| Securities issued by states & political subdivisions | $171,170,000 | 178 |
| Other domestic debt securities | $62,922,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,071,000 | 259 |
| Structured financial products - Total | $15,909,000 | 51 |
| Other domestic debt securities - All other | $44,942,000 | 139 |
| Foreign debt securities | $9,865,000 | 62 |
| 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 | $500,741,000 | 158 |
| Mortgage-backed securities | $100,305,000 | 635 |
| Certificates of participation in pools of residential mortgages | $19,348,000 | 1,393 |
| Issued or guaranteed by U.S. | $19,348,000 | 1,341 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $40,595,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $40,595,000 | 421 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $40,362,000 | 267 |
| Commercial mortgage pass-through securities | $12,128,000 | 331 |
| Other commercial mortgage-backed securities | $28,234,000 | 208 |
| Held to maturity securities (book value) | $15,354,000 | 727 |
| Available-for-sale securities (fair market value) | $637,527,000 | 236 |
| Total debt securities | $643,653,000 | 257 |
| 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 | $652,477,000 | 265 |
| U.S. Government securities | $412,860,000 | 285 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $412,860,000 | 270 |
| Securities issued by states & political subdivisions | $172,685,000 | 181 |
| Other domestic debt securities | $57,088,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $12,341,000 | 55 |
| Other domestic debt securities - All other | $44,747,000 | 137 |
| Foreign debt securities | $9,844,000 | 64 |
| 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 | $495,476,000 | 166 |
| Mortgage-backed securities | $101,070,000 | 634 |
| Certificates of participation in pools of residential mortgages | $20,639,000 | 1,364 |
| Issued or guaranteed by U.S. | $20,639,000 | 1,361 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $41,607,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $41,607,000 | 422 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $38,824,000 | 256 |
| Commercial mortgage pass-through securities | $10,233,000 | 291 |
| Other commercial mortgage-backed securities | $28,591,000 | 202 |
| Held to maturity securities (book value) | $15,582,000 | 739 |
| Available-for-sale securities (fair market value) | $636,895,000 | 235 |
| Total debt securities | $641,492,000 | 260 |
| 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 | $661,379,000 | 260 |
| U.S. Government securities | $419,142,000 | 279 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $419,142,000 | 264 |
| Securities issued by states & political subdivisions | $175,362,000 | 180 |
| Other domestic debt securities | $56,992,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $11,644,000 | 56 |
| Other domestic debt securities - All other | $45,348,000 | 132 |
| Foreign debt securities | $9,883,000 | 64 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,183,000 | 162 |
| Mortgage-backed securities | $104,130,000 | 624 |
| Certificates of participation in pools of residential mortgages | $21,912,000 | 1,332 |
| Issued or guaranteed by U.S. | $21,912,000 | 1,331 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $42,570,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $42,570,000 | 425 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $39,648,000 | 246 |
| Commercial mortgage pass-through securities | $10,484,000 | 288 |
| Other commercial mortgage-backed securities | $29,164,000 | 195 |
| Held to maturity securities (book value) | $15,014,000 | 765 |
| Available-for-sale securities (fair market value) | $646,365,000 | 232 |
| Total debt securities | $651,126,000 | 254 |
| 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 | $638,195,000 | 258 |
| U.S. Government securities | $392,491,000 | 297 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $392,491,000 | 284 |
| Securities issued by states & political subdivisions | $178,360,000 | 176 |
| Other domestic debt securities | $57,400,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $11,653,000 | 60 |
| Other domestic debt securities - All other | $45,747,000 | 135 |
| Foreign debt securities | $9,944,000 | 66 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,646,000 | 171 |
| Mortgage-backed securities | $84,346,000 | 730 |
| Certificates of participation in pools of residential mortgages | $23,693,000 | 1,291 |
| Issued or guaranteed by U.S. | $23,693,000 | 1,289 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $30,313,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,313,000 | 543 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $30,340,000 | 278 |
| Commercial mortgage pass-through securities | $10,690,000 | 284 |
| Other commercial mortgage-backed securities | $19,650,000 | 232 |
| Held to maturity securities (book value) | $15,145,000 | 789 |
| Available-for-sale securities (fair market value) | $623,050,000 | 229 |
| Total debt securities | $627,837,000 | 254 |
| 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 | $642,443,000 | 262 |
| U.S. Government securities | $396,429,000 | 293 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $396,429,000 | 280 |
| Securities issued by states & political subdivisions | $178,684,000 | 178 |
| Other domestic debt securities | $57,416,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $11,553,000 | 66 |
| Other domestic debt securities - All other | $45,863,000 | 138 |
| Foreign debt securities | $9,914,000 | 72 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,172,000 | 168 |
| Mortgage-backed securities | $87,686,000 | 721 |
| Certificates of participation in pools of residential mortgages | $25,795,000 | 1,240 |
| Issued or guaranteed by U.S. | $25,795,000 | 1,239 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,289,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $31,289,000 | 529 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $30,602,000 | 270 |
| Commercial mortgage pass-through securities | $10,801,000 | 277 |
| Other commercial mortgage-backed securities | $19,801,000 | 223 |
| Held to maturity securities (book value) | $15,281,000 | 798 |
| Available-for-sale securities (fair market value) | $627,162,000 | 233 |
| Total debt securities | $632,187,000 | 256 |
| 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 | $642,962,000 | 265 |
| U.S. Government securities | $397,097,000 | 291 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $397,097,000 | 279 |
| Securities issued by states & political subdivisions | $178,836,000 | 176 |
| Other domestic debt securities | $57,118,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $11,474,000 | 67 |
| Other domestic debt securities - All other | $45,644,000 | 144 |
| Foreign debt securities | $9,911,000 | 72 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $484,044,000 | 170 |
| Mortgage-backed securities | $90,080,000 | 721 |
| Certificates of participation in pools of residential mortgages | $27,425,000 | 1,215 |
| Issued or guaranteed by U.S. | $27,425,000 | 1,214 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $32,244,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $32,244,000 | 525 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $30,411,000 | 271 |
| Commercial mortgage pass-through securities | $10,740,000 | 267 |
| Other commercial mortgage-backed securities | $19,671,000 | 220 |
| Held to maturity securities (book value) | $15,517,000 | 810 |
| Available-for-sale securities (fair market value) | $627,445,000 | 232 |
| Total debt securities | $632,789,000 | 259 |
| 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 | $645,603,000 | 256 |
| U.S. Government securities | $377,406,000 | 294 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $377,406,000 | 283 |
| Securities issued by states & political subdivisions | $176,407,000 | 172 |
| Other domestic debt securities | $81,927,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $19,835,000 | 49 |
| Asset backed securities | $5,000,000 | 154 |
| Structured financial products - Total | $11,512,000 | 71 |
| Other domestic debt securities - All other | $45,580,000 | 149 |
| Foreign debt securities | $9,863,000 | 73 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,696,000 | 172 |
| Mortgage-backed securities | $92,352,000 | 691 |
| Certificates of participation in pools of residential mortgages | $28,890,000 | 1,172 |
| Issued or guaranteed by U.S. | $28,890,000 | 1,171 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $32,911,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $32,911,000 | 516 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $30,551,000 | 263 |
| Commercial mortgage pass-through securities | $10,716,000 | 261 |
| Other commercial mortgage-backed securities | $19,835,000 | 212 |
| Held to maturity securities (book value) | $15,665,000 | 805 |
| Available-for-sale securities (fair market value) | $629,938,000 | 226 |
| Total debt securities | $636,165,000 | 252 |
| 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 | $658,376,000 | 248 |
| U.S. Government securities | $412,833,000 | 268 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $412,833,000 | 258 |
| Securities issued by states & political subdivisions | $174,532,000 | 176 |
| Other domestic debt securities | $61,029,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $5,000,000 | 154 |
| Structured financial products - Total | $11,588,000 | 68 |
| Other domestic debt securities - All other | $44,441,000 | 152 |
| Foreign debt securities | $9,982,000 | 73 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,983,000 | 164 |
| Mortgage-backed securities | $98,476,000 | 658 |
| Certificates of participation in pools of residential mortgages | $32,134,000 | 1,076 |
| Issued or guaranteed by U.S. | $32,134,000 | 1,075 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,066,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $34,066,000 | 511 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $32,276,000 | 242 |
| Commercial mortgage pass-through securities | $11,279,000 | 231 |
| Other commercial mortgage-backed securities | $20,997,000 | 196 |
| Held to maturity securities (book value) | $14,752,000 | 832 |
| Available-for-sale securities (fair market value) | $643,624,000 | 221 |
| Total debt securities | $648,826,000 | 245 |
| 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 | $638,592,000 | 256 |
| U.S. Government securities | $390,037,000 | 290 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $390,037,000 | 279 |
| Securities issued by states & political subdivisions | $178,659,000 | 170 |
| Other domestic debt securities | $69,896,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $5,000,000 | 156 |
| Structured financial products - Total | $11,484,000 | 71 |
| Other domestic debt securities - All other | $53,412,000 | 129 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,202,000 | 167 |
| Mortgage-backed securities | $80,715,000 | 775 |
| Certificates of participation in pools of residential mortgages | $34,671,000 | 1,039 |
| Issued or guaranteed by U.S. | $34,671,000 | 1,035 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $34,819,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $34,819,000 | 509 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,225,000 | 401 |
| Commercial mortgage pass-through securities | $1,236,000 | 595 |
| Other commercial mortgage-backed securities | $9,989,000 | 269 |
| Held to maturity securities (book value) | $14,665,000 | 856 |
| Available-for-sale securities (fair market value) | $623,927,000 | 228 |
| Total debt securities | $629,011,000 | 252 |
| 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 | $610,896,000 | 266 |
| U.S. Government securities | $381,566,000 | 298 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $381,566,000 | 288 |
| Securities issued by states & political subdivisions | $173,825,000 | 169 |
| Other domestic debt securities | $55,505,000 | 198 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $5,000,000 | 157 |
| Structured financial products - Total | $11,772,000 | 69 |
| Other domestic debt securities - All other | $38,733,000 | 172 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,047,000 | 184 |
| Mortgage-backed securities | $75,615,000 | 819 |
| Certificates of participation in pools of residential mortgages | $29,071,000 | 1,185 |
| Issued or guaranteed by U.S. | $29,071,000 | 1,184 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $35,294,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $35,294,000 | 519 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,250,000 | 393 |
| Commercial mortgage pass-through securities | $1,245,000 | 578 |
| Other commercial mortgage-backed securities | $10,005,000 | 261 |
| Held to maturity securities (book value) | $15,623,000 | 862 |
| Available-for-sale securities (fair market value) | $595,273,000 | 233 |
| Total debt securities | $601,570,000 | 262 |
| 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 | $645,962,000 | 253 |
| U.S. Government securities | $418,330,000 | 276 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $418,330,000 | 263 |
| Securities issued by states & political subdivisions | $180,601,000 | 158 |
| Other domestic debt securities | $47,031,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $5,000,000 | 165 |
| Structured financial products - Total | $11,705,000 | 65 |
| Other domestic debt securities - All other | $30,326,000 | 204 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,184,000 | 169 |
| Mortgage-backed securities | $78,643,000 | 784 |
| Certificates of participation in pools of residential mortgages | $31,276,000 | 1,135 |
| Issued or guaranteed by U.S. | $31,276,000 | 1,133 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $36,187,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $36,187,000 | 520 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $11,180,000 | 374 |
| Commercial mortgage pass-through securities | $1,242,000 | 552 |
| Other commercial mortgage-backed securities | $9,938,000 | 236 |
| Held to maturity securities (book value) | $22,743,000 | 720 |
| Available-for-sale securities (fair market value) | $623,219,000 | 226 |
| Total debt securities | $636,703,000 | 252 |
| 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 | $625,225,000 | 263 |
| U.S. Government securities | $436,881,000 | 265 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $436,881,000 | 255 |
| Securities issued by states & political subdivisions | $169,131,000 | 169 |
| Other domestic debt securities | $19,213,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $5,000,000 | 170 |
| Structured financial products - Total | $11,757,000 | 64 |
| Other domestic debt securities - All other | $2,456,000 | 944 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,644,000 | 156 |
| Mortgage-backed securities | $62,030,000 | 946 |
| Certificates of participation in pools of residential mortgages | $33,009,000 | 1,080 |
| Issued or guaranteed by U.S. | $33,009,000 | 1,079 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $27,752,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $27,752,000 | 605 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,269,000 | 837 |
| Commercial mortgage pass-through securities | $1,269,000 | 525 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,006,000 | 928 |
| Available-for-sale securities (fair market value) | $611,219,000 | 228 |
| Total debt securities | $615,966,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $622,125,000 | 264 |
| U.S. Government securities | $436,457,000 | 263 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $436,457,000 | 255 |
| Securities issued by states & political subdivisions | $166,615,000 | 164 |
| Other domestic debt securities | $19,053,000 | 411 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $5,001,000 | 174 |
| Structured financial products - Total | $11,560,000 | 63 |
| Other domestic debt securities - All other | $2,492,000 | 942 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,426,000 | 163 |
| Mortgage-backed securities | $66,111,000 | 922 |
| Certificates of participation in pools of residential mortgages | $36,445,000 | 1,038 |
| Issued or guaranteed by U.S. | $36,445,000 | 1,038 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,405,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $28,405,000 | 612 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,261,000 | 795 |
| Commercial mortgage pass-through securities | $1,261,000 | 496 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $13,742,000 | 948 |
| Available-for-sale securities (fair market value) | $608,383,000 | 233 |
| Total debt securities | $613,058,000 | 263 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $634,551,000 | 253 |
| U.S. Government securities | $444,593,000 | 262 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $444,593,000 | 252 |
| Securities issued by states & political subdivisions | $170,896,000 | 155 |
| Other domestic debt securities | $19,062,000 | 412 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $5,000,000 | 183 |
| Structured financial products - Total | $11,569,000 | 54 |
| Other domestic debt securities - All other | $2,493,000 | 945 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,768,000 | 160 |
| Mortgage-backed securities | $70,395,000 | 874 |
| Certificates of participation in pools of residential mortgages | $39,025,000 | 999 |
| Issued or guaranteed by U.S. | $39,025,000 | 999 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,077,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $30,077,000 | 608 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,293,000 | 773 |
| Commercial mortgage pass-through securities | $1,293,000 | 478 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $13,063,000 | 969 |
| Available-for-sale securities (fair market value) | $621,488,000 | 224 |
| Total debt securities | $625,484,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $630,488,000 | 254 |
| U.S. Government securities | $441,794,000 | 262 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $441,794,000 | 254 |
| Securities issued by states & political subdivisions | $169,418,000 | 154 |
| Other domestic debt securities | $19,276,000 | 401 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $5,000,000 | 176 |
| Structured financial products - Total | $11,783,000 | 55 |
| Other domestic debt securities - All other | $2,493,000 | 951 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,737,000 | 160 |
| Mortgage-backed securities | $73,590,000 | 856 |
| Certificates of participation in pools of residential mortgages | $40,920,000 | 985 |
| Issued or guaranteed by U.S. | $40,920,000 | 982 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,384,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $31,384,000 | 601 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,286,000 | 758 |
| Commercial mortgage pass-through securities | $1,286,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $13,195,000 | 972 |
| Available-for-sale securities (fair market value) | $617,293,000 | 223 |
| Total debt securities | $621,206,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $624,448,000 | 251 |
| U.S. Government securities | $440,944,000 | 257 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $440,944,000 | 251 |
| Securities issued by states & political subdivisions | $163,958,000 | 160 |
| Other domestic debt securities | $19,546,000 | 401 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $12,000,000 | 56 |
| Other domestic debt securities - All other | $2,546,000 | 960 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,810,000 | 161 |
| Mortgage-backed securities | $81,011,000 | 809 |
| Certificates of participation in pools of residential mortgages | $42,501,000 | 978 |
| Issued or guaranteed by U.S. | $42,501,000 | 977 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $37,226,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $32,226,000 | 610 |
| Privately issued | $5,000,000 | 199 |
| Commercial mortgage-backed securities | $1,284,000 | 728 |
| Commercial mortgage pass-through securities | $1,284,000 | 473 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $11,939,000 | 1,018 |
| Available-for-sale securities (fair market value) | $612,509,000 | 220 |
| Total debt securities | $614,949,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $625,911,000 | 249 |
| U.S. Government securities | $447,018,000 | 259 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $447,018,000 | 252 |
| Securities issued by states & political subdivisions | $162,699,000 | 159 |
| Other domestic debt securities | $16,194,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $13,578,000 | 56 |
| Other domestic debt securities - All other | $2,616,000 | 970 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,872,000 | 157 |
| Mortgage-backed securities | $82,586,000 | 813 |
| Certificates of participation in pools of residential mortgages | $47,828,000 | 889 |
| Issued or guaranteed by U.S. | $47,828,000 | 888 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,462,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $33,462,000 | 601 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,296,000 | 712 |
| Commercial mortgage pass-through securities | $1,296,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $11,648,000 | 1,039 |
| Available-for-sale securities (fair market value) | $614,263,000 | 219 |
| Total debt securities | $616,329,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $623,722,000 | 250 |
| U.S. Government securities | $444,043,000 | 255 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $444,043,000 | 247 |
| Securities issued by states & political subdivisions | $163,526,000 | 156 |
| Other domestic debt securities | $16,153,000 | 484 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $13,537,000 | 50 |
| Other domestic debt securities - All other | $2,616,000 | 996 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,605,000 | 162 |
| Mortgage-backed securities | $84,498,000 | 808 |
| Certificates of participation in pools of residential mortgages | $49,531,000 | 861 |
| Issued or guaranteed by U.S. | $49,531,000 | 860 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $33,660,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $33,660,000 | 606 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,307,000 | 700 |
| Commercial mortgage pass-through securities | $1,307,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $14,694,000 | 930 |
| Available-for-sale securities (fair market value) | $609,028,000 | 221 |
| Total debt securities | $614,180,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $607,131,000 | 253 |
| U.S. Government securities | $430,403,000 | 258 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $430,403,000 | 251 |
| Securities issued by states & political subdivisions | $161,256,000 | 155 |
| Other domestic debt securities | $15,472,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $12,856,000 | 57 |
| Other domestic debt securities - All other | $2,616,000 | 1,007 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,397,000 | 167 |
| Mortgage-backed securities | $74,671,000 | 881 |
| Certificates of participation in pools of residential mortgages | $52,077,000 | 823 |
| Issued or guaranteed by U.S. | $52,077,000 | 822 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,273,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $21,273,000 | 819 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,321,000 | 658 |
| Commercial mortgage pass-through securities | $1,321,000 | 420 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $13,994,000 | 935 |
| Available-for-sale securities (fair market value) | $593,137,000 | 223 |
| Total debt securities | $598,130,000 | 248 |
| 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 | $619,033,000 | 249 |
| U.S. Government securities | $439,503,000 | 256 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $439,503,000 | 251 |
| Securities issued by states & political subdivisions | $163,543,000 | 148 |
| Other domestic debt securities | $15,987,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $12,471,000 | 64 |
| Other domestic debt securities - All other | $3,516,000 | 910 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,646,000 | 169 |
| Mortgage-backed securities | $79,663,000 | 836 |
| Certificates of participation in pools of residential mortgages | $56,439,000 | 769 |
| Issued or guaranteed by U.S. | $56,439,000 | 769 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,895,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $21,895,000 | 827 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,329,000 | 646 |
| Commercial mortgage pass-through securities | $1,329,000 | 401 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $11,454,000 | 1,002 |
| Available-for-sale securities (fair market value) | $607,579,000 | 219 |
| Total debt securities | $610,431,000 | 243 |
| 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 | $627,947,000 | 246 |
| U.S. Government securities | $450,180,000 | 250 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $450,180,000 | 245 |
| Securities issued by states & political subdivisions | $162,934,000 | 148 |
| Other domestic debt securities | $14,833,000 | 556 |
| 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 | $11,255,000 | 62 |
| Other domestic debt securities - All other | $3,578,000 | 908 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,568,000 | 155 |
| Mortgage-backed securities | $86,266,000 | 783 |
| Certificates of participation in pools of residential mortgages | $61,917,000 | 714 |
| Issued or guaranteed by U.S. | $61,917,000 | 713 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,006,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $23,006,000 | 817 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,343,000 | 615 |
| Commercial mortgage pass-through securities | $1,343,000 | 394 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $11,445,000 | 946 |
| Available-for-sale securities (fair market value) | $616,502,000 | 221 |
| Total debt securities | $620,817,000 | 242 |
| 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 | $633,358,000 | 244 |
| U.S. Government securities | $455,071,000 | 253 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $455,071,000 | 248 |
| Securities issued by states & political subdivisions | $163,556,000 | 149 |
| Other domestic debt securities | $14,731,000 | 553 |
| 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 | $11,271,000 | 59 |
| Other domestic debt securities - All other | $3,460,000 | 905 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,165,000 | 167 |
| Mortgage-backed securities | $85,759,000 | 805 |
| Certificates of participation in pools of residential mortgages | $68,805,000 | 659 |
| Issued or guaranteed by U.S. | $68,805,000 | 658 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,565,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $15,565,000 | 1,088 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,389,000 | 534 |
| Commercial mortgage pass-through securities | $1,389,000 | 357 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $11,118,000 | 926 |
| Available-for-sale securities (fair market value) | $622,240,000 | 221 |
| Total debt securities | $626,249,000 | 241 |
| 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 | $638,846,000 | 241 |
| U.S. Government securities | $457,148,000 | 248 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $457,148,000 | 243 |
| Securities issued by states & political subdivisions | $165,538,000 | 143 |
| Other domestic debt securities | $16,160,000 | 515 |
| 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 | $10,329,000 | 56 |
| Other domestic debt securities - All other | $5,831,000 | 646 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,110,000 | 175 |
| Mortgage-backed securities | $97,541,000 | 710 |
| Certificates of participation in pools of residential mortgages | $77,769,000 | 581 |
| Issued or guaranteed by U.S. | $77,769,000 | 579 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,363,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $18,363,000 | 992 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,409,000 | 434 |
| Commercial mortgage pass-through securities | $1,409,000 | 306 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $10,951,000 | 926 |
| Available-for-sale securities (fair market value) | $627,895,000 | 220 |
| Total debt securities | $632,630,000 | 239 |
| 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 | $604,024,000 | 252 |
| U.S. Government securities | $429,584,000 | 267 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $429,584,000 | 260 |
| Securities issued by states & political subdivisions | $158,813,000 | 145 |
| Other domestic debt securities | $15,627,000 | 548 |
| 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 | $9,846,000 | 53 |
| Other domestic debt securities - All other | $5,781,000 | 677 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,129,000 | 172 |
| Mortgage-backed securities | $109,462,000 | 686 |
| Certificates of participation in pools of residential mortgages | $86,861,000 | 542 |
| Issued or guaranteed by U.S. | $86,861,000 | 541 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,187,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $21,187,000 | 953 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,414,000 | 418 |
| Commercial mortgage pass-through securities | $1,414,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,353,000 | 1,210 |
| Available-for-sale securities (fair market value) | $597,671,000 | 229 |
| Total debt securities | $598,163,000 | 249 |
| 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 | $557,234,000 | 282 |
| U.S. Government securities | $386,571,000 | 302 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $386,571,000 | 293 |
| Securities issued by states & political subdivisions | $155,341,000 | 140 |
| Other domestic debt securities | $15,322,000 | 557 |
| 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 | $9,528,000 | 50 |
| Other domestic debt securities - All other | $5,794,000 | 684 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,936,000 | 182 |
| Mortgage-backed securities | $111,715,000 | 692 |
| Certificates of participation in pools of residential mortgages | $94,539,000 | 517 |
| Issued or guaranteed by U.S. | $94,539,000 | 516 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,772,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $15,772,000 | 1,167 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,404,000 | 395 |
| Commercial mortgage pass-through securities | $1,404,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,373,000 | 1,193 |
| Available-for-sale securities (fair market value) | $550,861,000 | 252 |
| Total debt securities | $551,692,000 | 278 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,967 |
| Fair value | $1,001,000 | 2,081 |
| 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 | $547,328,000 | 292 |
| U.S. Government securities | $391,035,000 | 307 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $391,035,000 | 298 |
| Securities issued by states & political subdivisions | $141,117,000 | 153 |
| Other domestic debt securities | $15,176,000 | 554 |
| 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 | $9,538,000 | 54 |
| Other domestic debt securities - All other | $5,638,000 | 695 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,559,000 | 218 |
| Mortgage-backed securities | $101,450,000 | 773 |
| Certificates of participation in pools of residential mortgages | $82,617,000 | 583 |
| Issued or guaranteed by U.S. | $82,617,000 | 582 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,449,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $17,449,000 | 1,112 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,384,000 | 359 |
| Commercial mortgage pass-through securities | $1,384,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,828,000 | 1,180 |
| Available-for-sale securities (fair market value) | $540,500,000 | 260 |
| Total debt securities | $541,737,000 | 289 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,184 |
| Fair value | $1,003,000 | 2,235 |
| 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 | $494,023,000 | 314 |
| U.S. Government securities | $338,901,000 | 330 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $338,901,000 | 322 |
| Securities issued by states & political subdivisions | $140,705,000 | 147 |
| Other domestic debt securities | $14,417,000 | 597 |
| 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 | $8,782,000 | 54 |
| Other domestic debt securities - All other | $5,635,000 | 636 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,846,000 | 200 |
| Mortgage-backed securities | $109,758,000 | 691 |
| Certificates of participation in pools of residential mortgages | $89,279,000 | 511 |
| Issued or guaranteed by U.S. | $89,279,000 | 510 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $19,083,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $19,083,000 | 978 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,396,000 | 295 |
| Commercial mortgage pass-through securities | $1,396,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,868,000 | 1,199 |
| Available-for-sale securities (fair market value) | $487,155,000 | 282 |
| Total debt securities | $489,130,000 | 311 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 2,141 |
| Fair value | $1,004,000 | 2,190 |
| 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 | $392,350,000 | 369 |
| U.S. Government securities | $245,069,000 | 441 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $245,069,000 | 427 |
| Securities issued by states & political subdivisions | $132,452,000 | 145 |
| Other domestic debt securities | $14,829,000 | 573 |
| 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 | $9,043,000 | 51 |
| Other domestic debt securities - All other | $5,786,000 | 595 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,127,000 | 197 |
| Mortgage-backed securities | $94,167,000 | 774 |
| Certificates of participation in pools of residential mortgages | $81,181,000 | 535 |
| Issued or guaranteed by U.S. | $81,181,000 | 533 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,569,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $11,569,000 | 1,308 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $1,417,000 | 264 |
| Commercial mortgage pass-through securities | $1,417,000 | 172 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $6,879,000 | 1,209 |
| Available-for-sale securities (fair market value) | $385,471,000 | 331 |
| Total debt securities | $387,442,000 | 368 |
| 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 | $366,373,000 | 394 |
| U.S. Government securities | $221,152,000 | 481 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $221,152,000 | 466 |
| Securities issued by states & political subdivisions | $131,391,000 | 139 |
| Other domestic debt securities | $13,830,000 | 582 |
| 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 | $7,725,000 | 64 |
| Other domestic debt securities - All other | $6,105,000 | 537 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,007,000 | 209 |
| Mortgage-backed securities | $99,570,000 | 715 |
| Certificates of participation in pools of residential mortgages | $85,621,000 | 505 |
| Issued or guaranteed by U.S. | $85,621,000 | 502 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,576,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $12,576,000 | 1,208 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $1,373,000 | 252 |
| Commercial mortgage pass-through securities | $1,373,000 | 172 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,973,000 | 1,212 |
| Available-for-sale securities (fair market value) | $359,400,000 | 356 |
| Total debt securities | $360,310,000 | 394 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 694 |
| Fair value | $10,017,000 | 697 |
| 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 | $367,528,000 | 391 |
| U.S. Government securities | $220,011,000 | 480 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $220,011,000 | 464 |
| Securities issued by states & political subdivisions | $132,991,000 | 135 |
| Other domestic debt securities | $14,526,000 | 571 |
| 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 | $8,327,000 | 63 |
| Other domestic debt securities - All other | $6,199,000 | 536 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,658,000 | 225 |
| Mortgage-backed securities | $102,143,000 | 689 |
| Certificates of participation in pools of residential mortgages | $88,616,000 | 481 |
| Issued or guaranteed by U.S. | $88,616,000 | 477 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,190,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $12,190,000 | 1,188 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,337,000 | 247 |
| Commercial mortgage pass-through securities | $1,337,000 | 167 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $7,161,000 | 1,212 |
| Available-for-sale securities (fair market value) | $360,367,000 | 357 |
| Total debt securities | $360,968,000 | 393 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 715 |
| Fair value | $10,016,000 | 714 |
| 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 | $400,561,000 | 351 |
| U.S. Government securities | $252,653,000 | 404 |
| U.S. Treasury securities | $26,773,000 | 180 |
| U.S. Government agency obligations | $225,880,000 | 440 |
| Securities issued by states & political subdivisions | $132,991,000 | 132 |
| Other domestic debt securities | $14,917,000 | 593 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,344,000 | 217 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $7,393,000 | 68 |
| Other domestic debt securities - All other | $6,180,000 | 531 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,335,000 | 228 |
| Mortgage-backed securities | $108,501,000 | 630 |
| Certificates of participation in pools of residential mortgages | $94,089,000 | 438 |
| Issued or guaranteed by U.S. | $94,089,000 | 435 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,068,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $13,068,000 | 1,107 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,344,000 | 217 |
| Commercial mortgage pass-through securities | $1,344,000 | 156 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $7,196,000 | 1,212 |
| Available-for-sale securities (fair market value) | $393,365,000 | 318 |
| Total debt securities | $400,560,000 | 346 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 652 |
| Fair value | $9,982,000 | 653 |
| 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 | $390,097,000 | 344 |
| U.S. Government securities | $241,367,000 | 400 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $241,367,000 | 382 |
| Securities issued by states & political subdivisions | $135,247,000 | 119 |
| Other domestic debt securities | $13,483,000 | 626 |
| 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 | $8,761,000 | 55 |
| Other domestic debt securities - All other | $4,722,000 | 631 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,467,000 | 213 |
| Mortgage-backed securities | $118,412,000 | 571 |
| Certificates of participation in pools of residential mortgages | $105,006,000 | 392 |
| Issued or guaranteed by U.S. | $105,006,000 | 390 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,406,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $13,406,000 | 1,081 |
| 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) | $7,200,000 | 1,240 |
| Available-for-sale securities (fair market value) | $382,897,000 | 312 |
| Total debt securities | $390,097,000 | 339 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 614 |
| Fair value | $10,056,000 | 622 |
| 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 | $327,269,000 | 396 |
| U.S. Government securities | $187,215,000 | 517 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $187,215,000 | 491 |
| Securities issued by states & political subdivisions | $125,485,000 | 126 |
| Other domestic debt securities | $14,569,000 | 606 |
| 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 | $9,967,000 | 56 |
| Other domestic debt securities - All other | $4,602,000 | 603 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,900,000 | 231 |
| Mortgage-backed securities | $110,404,000 | 593 |
| Certificates of participation in pools of residential mortgages | $97,129,000 | 409 |
| Issued or guaranteed by U.S. | $97,129,000 | 406 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,275,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $13,275,000 | 1,025 |
| 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) | $7,185,000 | 1,276 |
| Available-for-sale securities (fair market value) | $320,084,000 | 357 |
| Total debt securities | $327,269,000 | 390 |
| Structured notes | ||
| Amortized cost | $46,463,000 | 102 |
| Fair value | $46,689,000 | 102 |
| 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 | $377,406,000 | 350 |
| U.S. Government securities | $241,636,000 | 403 |
| U.S. Treasury securities | $70,951,000 | 84 |
| U.S. Government agency obligations | $170,685,000 | 534 |
| Securities issued by states & political subdivisions | $120,893,000 | 127 |
| Other domestic debt securities | $14,877,000 | 616 |
| 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 | $10,213,000 | 57 |
| Other domestic debt securities - All other | $4,664,000 | 619 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,312,000 | 185 |
| Mortgage-backed securities | $121,504,000 | 563 |
| Certificates of participation in pools of residential mortgages | $107,402,000 | 399 |
| Issued or guaranteed by U.S. | $107,402,000 | 396 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,102,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $14,102,000 | 969 |
| 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) | $7,643,000 | 1,248 |
| Available-for-sale securities (fair market value) | $369,763,000 | 313 |
| Total debt securities | $377,407,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $384,275,000 | 340 |
| U.S. Government securities | $247,867,000 | 378 |
| U.S. Treasury securities | $43,922,000 | 94 |
| U.S. Government agency obligations | $203,945,000 | 441 |
| Securities issued by states & political subdivisions | $118,666,000 | 132 |
| Other domestic debt securities | $17,742,000 | 574 |
| 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 | $12,618,000 | 54 |
| Other domestic debt securities - All other | $5,124,000 | 599 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,664,000 | 253 |
| Mortgage-backed securities | $131,573,000 | 530 |
| Certificates of participation in pools of residential mortgages | $116,666,000 | 373 |
| Issued or guaranteed by U.S. | $116,666,000 | 370 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,907,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $14,907,000 | 916 |
| 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) | $7,679,000 | 1,241 |
| Available-for-sale securities (fair market value) | $376,596,000 | 308 |
| Total debt securities | $384,275,000 | 332 |
| 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 | $361,036,000 | 364 |
| U.S. Government securities | $214,885,000 | 422 |
| U.S. Treasury securities | $33,528,000 | 109 |
| U.S. Government agency obligations | $181,357,000 | 487 |
| Securities issued by states & political subdivisions | $122,420,000 | 128 |
| Other domestic debt securities | $23,731,000 | 513 |
| 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 | $18,759,000 | 48 |
| Other domestic debt securities - All other | $4,972,000 | 647 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,291,000 | 253 |
| Mortgage-backed securities | $146,777,000 | 490 |
| Certificates of participation in pools of residential mortgages | $122,693,000 | 371 |
| Issued or guaranteed by U.S. | $122,693,000 | 367 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $24,084,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $24,084,000 | 646 |
| 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) | $7,675,000 | 1,308 |
| Available-for-sale securities (fair market value) | $353,361,000 | 327 |
| Total debt securities | $361,036,000 | 351 |
| 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 | $345,734,000 | 392 |
| U.S. Government securities | $206,054,000 | 436 |
| U.S. Treasury securities | $10,896,000 | 217 |
| U.S. Government agency obligations | $195,158,000 | 440 |
| Securities issued by states & political subdivisions | $114,113,000 | 136 |
| Other domestic debt securities | $25,567,000 | 507 |
| 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 | $19,552,000 | 47 |
| Other domestic debt securities - All other | $6,015,000 | 567 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,371,000 | 259 |
| Mortgage-backed securities | $142,570,000 | 501 |
| Certificates of participation in pools of residential mortgages | $116,983,000 | 397 |
| Issued or guaranteed by U.S. | $116,983,000 | 391 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $25,587,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $25,587,000 | 591 |
| 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) | $7,675,000 | 1,322 |
| Available-for-sale securities (fair market value) | $338,059,000 | 344 |
| Total debt securities | $345,733,000 | 382 |
| 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 | $361,779,000 | 371 |
| U.S. Government securities | $219,856,000 | 416 |
| U.S. Treasury securities | $34,491,000 | 94 |
| U.S. Government agency obligations | $185,365,000 | 465 |
| Securities issued by states & political subdivisions | $115,203,000 | 131 |
| Other domestic debt securities | $26,720,000 | 475 |
| 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 | $26,720,000 | 181 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,622,000 | 231 |
| Mortgage-backed securities | $152,117,000 | 479 |
| Certificates of participation in pools of residential mortgages | $124,164,000 | 396 |
| Issued or guaranteed by U.S. | $124,164,000 | 391 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,953,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $27,953,000 | 536 |
| 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) | $7,586,000 | 1,337 |
| Available-for-sale securities (fair market value) | $354,193,000 | 327 |
| Total debt securities | $361,779,000 | 362 |
| 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 | $379,733,000 | 345 |
| U.S. Government securities | $242,780,000 | 372 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $242,780,000 | 362 |
| Securities issued by states & political subdivisions | $108,132,000 | 141 |
| Other domestic debt securities | $28,821,000 | 432 |
| 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 | $28,821,000 | 161 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,028,000 | 254 |
| Mortgage-backed securities | $155,592,000 | 449 |
| Certificates of participation in pools of residential mortgages | $127,322,000 | 373 |
| Issued or guaranteed by U.S. | $127,322,000 | 368 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $28,270,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $28,270,000 | 510 |
| 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) | $7,582,000 | 1,341 |
| Available-for-sale securities (fair market value) | $372,151,000 | 302 |
| Total debt securities | $379,733,000 | 335 |
| 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 | $405,261,000 | 314 |
| U.S. Government securities | $256,520,000 | 336 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $256,520,000 | 326 |
| Securities issued by states & political subdivisions | $114,378,000 | 133 |
| Other domestic debt securities | $34,363,000 | 386 |
| 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 | $34,363,000 | 142 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,454,000 | 231 |
| Mortgage-backed securities | $155,143,000 | 435 |
| Certificates of participation in pools of residential mortgages | $126,768,000 | 361 |
| Issued or guaranteed by U.S. | $126,768,000 | 355 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,375,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $28,375,000 | 481 |
| 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) | $13,338,000 | 972 |
| Available-for-sale securities (fair market value) | $391,923,000 | 275 |
| Total debt securities | $405,260,000 | 309 |
| Structured notes | ||
| Amortized cost | $4,842,000 | 271 |
| Fair value | $4,967,000 | 255 |
| 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 | $430,555,000 | 299 |
| U.S. Government securities | $263,650,000 | 325 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $263,650,000 | 318 |
| Securities issued by states & political subdivisions | $117,409,000 | 128 |
| Other domestic debt securities | $49,496,000 | 326 |
| 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 | $49,496,000 | 124 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,560,000 | 238 |
| Mortgage-backed securities | $158,330,000 | 429 |
| Certificates of participation in pools of residential mortgages | $130,157,000 | 355 |
| Issued or guaranteed by U.S. | $130,157,000 | 349 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $28,173,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $28,173,000 | 477 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,035,000 | 1,212 |
| Available-for-sale securities (fair market value) | $421,520,000 | 257 |
| Total debt securities | $430,555,000 | 292 |
| Structured notes | ||
| Amortized cost | $6,830,000 | 202 |
| Fair value | $6,986,000 | 197 |
| 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 | $413,076,000 | 321 |
| U.S. Government securities | $253,744,000 | 337 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $253,744,000 | 328 |
| Securities issued by states & political subdivisions | $113,050,000 | 134 |
| Other domestic debt securities | $46,282,000 | 330 |
| 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 | $46,282,000 | 134 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,315,000 | 310 |
| Mortgage-backed securities | $149,488,000 | 436 |
| Certificates of participation in pools of residential mortgages | $124,053,000 | 352 |
| Issued or guaranteed by U.S. | $124,053,000 | 346 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,435,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $25,435,000 | 498 |
| 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) | $7,804,000 | 1,332 |
| Available-for-sale securities (fair market value) | $405,272,000 | 281 |
| Total debt securities | $413,076,000 | 308 |
| Structured notes | ||
| Amortized cost | $6,824,000 | 212 |
| Fair value | $7,014,000 | 204 |
| 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 | $422,088,000 | 310 |
| U.S. Government securities | $276,054,000 | 320 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $276,054,000 | 312 |
| Securities issued by states & political subdivisions | $108,735,000 | 137 |
| Other domestic debt securities | $37,299,000 | 367 |
| 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 | $37,299,000 | 161 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,567,000 | 281 |
| Mortgage-backed securities | $81,763,000 | 655 |
| Certificates of participation in pools of residential mortgages | $76,467,000 | 475 |
| Issued or guaranteed by U.S. | $76,467,000 | 470 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,296,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $5,296,000 | 1,314 |
| 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) | $5,346,000 | 1,656 |
| Available-for-sale securities (fair market value) | $416,742,000 | 271 |
| Total debt securities | $422,088,000 | 300 |
| Structured notes | ||
| Amortized cost | $11,816,000 | 169 |
| Fair value | $11,856,000 | 167 |
| 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 | $381,836,000 | 351 |
| U.S. Government securities | $251,327,000 | 362 |
| U.S. Treasury securities | $11,045,000 | 200 |
| U.S. Government agency obligations | $240,282,000 | 362 |
| Securities issued by states & political subdivisions | $100,827,000 | 151 |
| Other domestic debt securities | $29,682,000 | 394 |
| 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 | $29,682,000 | 187 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,853,000 | 252 |
| Mortgage-backed securities | $62,901,000 | 778 |
| Certificates of participation in pools of residential mortgages | $57,576,000 | 577 |
| Issued or guaranteed by U.S. | $57,576,000 | 569 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,325,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $5,325,000 | 1,277 |
| 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) | $1,914,000 | 2,387 |
| Available-for-sale securities (fair market value) | $379,922,000 | 297 |
| Total debt securities | $381,836,000 | 337 |
| Structured notes | ||
| Amortized cost | $16,823,000 | 134 |
| Fair value | $16,830,000 | 135 |
| 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 | $373,717,000 | 363 |
| U.S. Government securities | $253,406,000 | 366 |
| U.S. Treasury securities | $16,815,000 | 166 |
| U.S. Government agency obligations | $236,591,000 | 381 |
| Securities issued by states & political subdivisions | $97,826,000 | 150 |
| Other domestic debt securities | $22,485,000 | 438 |
| 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 | $22,485,000 | 208 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,630,000 | 257 |
| Mortgage-backed securities | $65,758,000 | 740 |
| Certificates of participation in pools of residential mortgages | $60,428,000 | 556 |
| Issued or guaranteed by U.S. | $60,428,000 | 545 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,330,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $5,330,000 | 1,255 |
| 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) | $1,911,000 | 2,410 |
| Available-for-sale securities (fair market value) | $371,806,000 | 308 |
| Total debt securities | $373,717,000 | 352 |
| Structured notes | ||
| Amortized cost | $16,817,000 | 152 |
| Fair value | $16,522,000 | 152 |
| 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 | $351,698,000 | 377 |
| U.S. Government securities | $230,350,000 | 403 |
| U.S. Treasury securities | $10,878,000 | 254 |
| U.S. Government agency obligations | $219,472,000 | 407 |
| Securities issued by states & political subdivisions | $99,976,000 | 146 |
| Other domestic debt securities | $21,372,000 | 465 |
| 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 | $21,372,000 | 225 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,949,000 | 326 |
| Mortgage-backed securities | $64,923,000 | 748 |
| Certificates of participation in pools of residential mortgages | $59,462,000 | 556 |
| Issued or guaranteed by U.S. | $59,462,000 | 546 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,461,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $5,461,000 | 1,216 |
| 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) | $1,996,000 | 2,417 |
| Available-for-sale securities (fair market value) | $349,702,000 | 321 |
| Total debt securities | $351,698,000 | 363 |
| Structured notes | ||
| Amortized cost | $16,810,000 | 171 |
| Fair value | $16,717,000 | 170 |
| 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 | $324,681,000 | 404 |
| U.S. Government securities | $202,892,000 | 458 |
| U.S. Treasury securities | $10,713,000 | 273 |
| U.S. Government agency obligations | $192,179,000 | 463 |
| Securities issued by states & political subdivisions | $99,680,000 | 143 |
| Other domestic debt securities | $22,109,000 | 452 |
| 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 | $22,109,000 | 229 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,422,000 | 319 |
| Mortgage-backed securities | $38,698,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $37,845,000 | 824 |
| Issued or guaranteed by U.S. | $37,845,000 | 814 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $853,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,353 |
| 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) | $1,029,000 | 2,826 |
| Available-for-sale securities (fair market value) | $323,652,000 | 343 |
| Total debt securities | $324,681,000 | 391 |
| Structured notes | ||
| Amortized cost | $16,804,000 | 183 |
| Fair value | $16,544,000 | 184 |
| 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 | $325,542,000 | 408 |
| U.S. Government securities | $206,434,000 | 456 |
| U.S. Treasury securities | $10,972,000 | 279 |
| U.S. Government agency obligations | $195,462,000 | 463 |
| Securities issued by states & political subdivisions | $98,023,000 | 149 |
| Other domestic debt securities | $21,085,000 | 473 |
| 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 | $21,085,000 | 243 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,887,000 | 334 |
| Mortgage-backed securities | $40,620,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $39,705,000 | 804 |
| Issued or guaranteed by U.S. | $39,705,000 | 793 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $915,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,281 |
| 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) | $1,026,000 | 2,896 |
| Available-for-sale securities (fair market value) | $324,516,000 | 349 |
| Total debt securities | $325,542,000 | 396 |
| Structured notes | ||
| Amortized cost | $16,798,000 | 212 |
| Fair value | $16,480,000 | 210 |
| 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 | $310,167,000 | 439 |
| U.S. Government securities | $196,692,000 | 488 |
| U.S. Treasury securities | $10,246,000 | 306 |
| U.S. Government agency obligations | $186,446,000 | 494 |
| Securities issued by states & political subdivisions | $93,590,000 | 154 |
| Other domestic debt securities | $19,885,000 | 487 |
| 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 | $19,885,000 | 259 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,437,000 | 345 |
| Mortgage-backed securities | $42,610,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $41,596,000 | 781 |
| Issued or guaranteed by U.S. | $41,596,000 | 773 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,014,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,183 |
| 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) | $844,000 | 3,041 |
| Available-for-sale securities (fair market value) | $309,323,000 | 369 |
| Total debt securities | $310,167,000 | 427 |
| Structured notes | ||
| Amortized cost | $16,791,000 | 223 |
| Fair value | $16,010,000 | 228 |
| 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 | $301,808,000 | 454 |
| U.S. Government securities | $193,948,000 | 513 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $193,948,000 | 490 |
| Securities issued by states & political subdivisions | $88,093,000 | 158 |
| Other domestic debt securities | $19,767,000 | 505 |
| 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 | $19,767,000 | 272 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,291,000 | 371 |
| Mortgage-backed securities | $46,409,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $45,293,000 | 738 |
| Issued or guaranteed by U.S. | $45,293,000 | 729 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,116,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,138 |
| 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) | $907,000 | 3,061 |
| Available-for-sale securities (fair market value) | $300,901,000 | 376 |
| Total debt securities | $301,808,000 | 440 |
| Structured notes | ||
| Amortized cost | $16,785,000 | 240 |
| Fair value | $16,296,000 | 240 |
| 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 | $296,426,000 | 468 |
| U.S. Government securities | $192,320,000 | 528 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $192,320,000 | 505 |
| Securities issued by states & political subdivisions | $86,476,000 | 164 |
| Other domestic debt securities | $17,630,000 | 548 |
| 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 | $17,630,000 | 297 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,927,000 | 365 |
| Mortgage-backed securities | $49,328,000 | 965 |
| Certificates of participation in pools of residential mortgages | $48,075,000 | 724 |
| Issued or guaranteed by U.S. | $48,075,000 | 716 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,253,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,088 |
| 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) | $1,032,000 | 3,046 |
| Available-for-sale securities (fair market value) | $295,394,000 | 396 |
| Total debt securities | $296,426,000 | 455 |
| Structured notes | ||
| Amortized cost | $16,779,000 | 246 |
| Fair value | $16,393,000 | 245 |
| 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 | $278,274,000 | 492 |
| U.S. Government securities | $179,976,000 | 564 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $179,976,000 | 537 |
| Securities issued by states & political subdivisions | $81,303,000 | 174 |
| Other domestic debt securities | $16,995,000 | 557 |
| 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 | $16,995,000 | 314 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,083,000 | 344 |
| Mortgage-backed securities | $53,733,000 | 893 |
| Certificates of participation in pools of residential mortgages | $52,171,000 | 675 |
| Issued or guaranteed by U.S. | $52,171,000 | 668 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,562,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,562,000 | 1,982 |
| 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) | $1,196,000 | 3,007 |
| Available-for-sale securities (fair market value) | $277,078,000 | 420 |
| Total debt securities | $278,274,000 | 480 |
| Structured notes | ||
| Amortized cost | $16,773,000 | 239 |
| Fair value | $16,556,000 | 239 |
| 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 | $283,486,000 | 484 |
| U.S. Government securities | $185,494,000 | 547 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $185,494,000 | 525 |
| Securities issued by states & political subdivisions | $80,897,000 | 176 |
| Other domestic debt securities | $17,095,000 | 572 |
| 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 | $17,095,000 | 326 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,191,000 | 345 |
| Mortgage-backed securities | $58,354,000 | 850 |
| Certificates of participation in pools of residential mortgages | $55,589,000 | 648 |
| Issued or guaranteed by U.S. | $55,589,000 | 639 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,765,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 1,691 |
| 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) | $1,196,000 | 3,057 |
| Available-for-sale securities (fair market value) | $282,290,000 | 413 |
| Total debt securities | $283,486,000 | 473 |
| Structured notes | ||
| Amortized cost | $16,766,000 | 240 |
| Fair value | $16,695,000 | 238 |
| 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 | $281,325,000 | 488 |
| U.S. Government securities | $184,220,000 | 551 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $184,220,000 | 527 |
| Securities issued by states & political subdivisions | $80,016,000 | 171 |
| Other domestic debt securities | $17,089,000 | 577 |
| 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 | $17,089,000 | 340 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,221,000 | 423 |
| Mortgage-backed securities | $61,585,000 | 850 |
| Certificates of participation in pools of residential mortgages | $57,949,000 | 650 |
| Issued or guaranteed by U.S. | $57,949,000 | 644 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,636,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $3,636,000 | 1,549 |
| 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) | $1,211,000 | 3,086 |
| Available-for-sale securities (fair market value) | $280,114,000 | 416 |
| Total debt securities | $281,325,000 | 478 |
| Structured notes | ||
| Amortized cost | $16,760,000 | 239 |
| Fair value | $16,325,000 | 244 |
| 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 | $278,530,000 | 507 |
| U.S. Government securities | $182,671,000 | 576 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $182,671,000 | 550 |
| Securities issued by states & political subdivisions | $81,763,000 | 167 |
| Other domestic debt securities | $14,096,000 | 670 |
| 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 | $14,096,000 | 420 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,260,000 | 422 |
| Mortgage-backed securities | $60,545,000 | 889 |
| Certificates of participation in pools of residential mortgages | $55,277,000 | 692 |
| Issued or guaranteed by U.S. | $55,277,000 | 689 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,268,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,268,000 | 1,333 |
| 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) | $1,265,000 | 3,097 |
| Available-for-sale securities (fair market value) | $277,265,000 | 428 |
| Total debt securities | $278,530,000 | 487 |
| Structured notes | ||
| Amortized cost | $16,754,000 | 237 |
| Fair value | $16,456,000 | 241 |
| 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 | $298,752,000 | 473 |
| U.S. Government securities | $202,788,000 | 531 |
| U.S. Treasury securities | $8,455,000 | 426 |
| U.S. Government agency obligations | $194,333,000 | 526 |
| Securities issued by states & political subdivisions | $81,873,000 | 163 |
| Other domestic debt securities | $14,091,000 | 669 |
| 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 | $14,091,000 | 434 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,698,000 | 293 |
| Mortgage-backed securities | $60,208,000 | 889 |
| Certificates of participation in pools of residential mortgages | $53,537,000 | 707 |
| Issued or guaranteed by U.S. | $53,537,000 | 701 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,671,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $6,671,000 | 1,187 |
| 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) | $1,323,000 | 3,106 |
| Available-for-sale securities (fair market value) | $297,429,000 | 408 |
| Total debt securities | $298,749,000 | 458 |
| Structured notes | ||
| Amortized cost | $19,742,000 | 200 |
| Fair value | $19,615,000 | 201 |
| 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 | $309,980,000 | 469 |
| U.S. Government securities | $217,192,000 | 504 |
| U.S. Treasury securities | $7,950,000 | 468 |
| U.S. Government agency obligations | $209,242,000 | 497 |
| Securities issued by states & political subdivisions | $78,676,000 | 171 |
| Other domestic debt securities | $14,112,000 | 680 |
| 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 | $14,112,000 | 450 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,214,000 | 395 |
| Mortgage-backed securities | $63,668,000 | 862 |
| Certificates of participation in pools of residential mortgages | $55,991,000 | 690 |
| Issued or guaranteed by U.S. | $55,991,000 | 686 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,677,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $7,677,000 | 1,120 |
| 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) | $1,320,000 | 3,128 |
| Available-for-sale securities (fair market value) | $308,660,000 | 395 |
| Total debt securities | $309,980,000 | 457 |
| Structured notes | ||
| Amortized cost | $19,736,000 | 191 |
| Fair value | $18,919,000 | 194 |
| 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 | $285,342,000 | 519 |
| U.S. Government securities | $192,646,000 | 560 |
| U.S. Treasury securities | $8,483,000 | 433 |
| U.S. Government agency obligations | $184,163,000 | 564 |
| Securities issued by states & political subdivisions | $78,554,000 | 176 |
| Other domestic debt securities | $14,142,000 | 721 |
| 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 | $14,142,000 | 482 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,950,000 | 460 |
| Mortgage-backed securities | $64,318,000 | 873 |
| Certificates of participation in pools of residential mortgages | $49,986,000 | 763 |
| Issued or guaranteed by U.S. | $49,986,000 | 756 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $14,332,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $14,332,000 | 802 |
| 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) | $1,190,000 | 3,202 |
| Available-for-sale securities (fair market value) | $284,152,000 | 445 |
| Total debt securities | $285,342,000 | 498 |
| Structured notes | ||
| Amortized cost | $19,729,000 | 163 |
| Fair value | $19,835,000 | 162 |
| 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 | $306,938,000 | 488 |
| U.S. Government securities | $215,010,000 | 524 |
| U.S. Treasury securities | $55,205,000 | 109 |
| U.S. Government agency obligations | $159,805,000 | 644 |
| Securities issued by states & political subdivisions | $81,506,000 | 158 |
| Other domestic debt securities | $10,422,000 | 825 |
| Privately issued residential mortgage-backed securities | $422,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 640 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,871,000 | 422 |
| Mortgage-backed securities | $69,058,000 | 847 |
| Certificates of participation in pools of residential mortgages | $52,664,000 | 744 |
| Issued or guaranteed by U.S. | $52,664,000 | 736 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,394,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $15,972,000 | 807 |
| Privately issued | $422,000 | 664 |
| 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) | $1,244,000 | 3,213 |
| Available-for-sale securities (fair market value) | $305,694,000 | 422 |
| Total debt securities | $306,938,000 | 469 |
| Structured notes | ||
| Amortized cost | $9,725,000 | 316 |
| Fair value | $9,506,000 | 322 |
| 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 | $278,925,000 | 526 |
| U.S. Government securities | $192,042,000 | 579 |
| U.S. Treasury securities | $45,052,000 | 124 |
| U.S. Government agency obligations | $146,990,000 | 671 |
| Securities issued by states & political subdivisions | $77,482,000 | 174 |
| Other domestic debt securities | $9,401,000 | 913 |
| Privately issued residential mortgage-backed securities | $1,401,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000,000 | 814 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,180,000 | 398 |
| Mortgage-backed securities | $70,261,000 | 833 |
| Certificates of participation in pools of residential mortgages | $51,484,000 | 765 |
| Issued or guaranteed by U.S. | $51,484,000 | 761 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,777,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $17,376,000 | 778 |
| Privately issued | $1,401,000 | 514 |
| 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) | $1,295,000 | 3,238 |
| Available-for-sale securities (fair market value) | $277,630,000 | 458 |
| Total debt securities | $278,925,000 | 507 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 528 |
| Fair value | $4,806,000 | 539 |
| 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 | $295,268,000 | 497 |
| U.S. Government securities | $211,501,000 | 515 |
| U.S. Treasury securities | $47,337,000 | 120 |
| U.S. Government agency obligations | $164,164,000 | 602 |
| Securities issued by states & political subdivisions | $71,767,000 | 188 |
| Other domestic debt securities | $12,000,000 | 823 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,000,000 | 892 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,234,000 | 383 |
| Mortgage-backed securities | $75,362,000 | 786 |
| Certificates of participation in pools of residential mortgages | $60,189,000 | 652 |
| Issued or guaranteed by U.S. | $60,189,000 | 648 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $15,173,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $10,173,000 | 1,127 |
| Privately issued | $5,000,000 | 354 |
| 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) | $1,295,000 | 3,261 |
| Available-for-sale securities (fair market value) | $293,973,000 | 420 |
| Total debt securities | $295,268,000 | 479 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 408 |
| Fair value | $4,995,000 | 416 |
| 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 | $270,187,000 | 525 |
| U.S. Government securities | $200,439,000 | 535 |
| U.S. Treasury securities | $46,198,000 | 127 |
| U.S. Government agency obligations | $154,241,000 | 624 |
| Securities issued by states & political subdivisions | $67,748,000 | 189 |
| Other domestic debt securities | $2,000,000 | 2,218 |
| 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 | $2,000,000 | 1,918 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,958,000 | 373 |
| Mortgage-backed securities | $54,515,000 | 985 |
| Certificates of participation in pools of residential mortgages | $46,109,000 | 786 |
| Issued or guaranteed by U.S. | $46,109,000 | 780 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,406,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $8,406,000 | 1,297 |
| 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) | $1,305,000 | 3,315 |
| Available-for-sale securities (fair market value) | $268,882,000 | 449 |
| Total debt securities | $270,187,000 | 507 |
| 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 | $250,956,000 | 534 |
| U.S. Government securities | $185,177,000 | 545 |
| U.S. Treasury securities | $48,425,000 | 129 |
| U.S. Government agency obligations | $136,752,000 | 653 |
| Securities issued by states & political subdivisions | $63,779,000 | 205 |
| Other domestic debt securities | $2,000,000 | 2,213 |
| 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 | $2,000,000 | 1,926 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,168,000 | 389 |
| Mortgage-backed securities | $63,229,000 | 854 |
| Certificates of participation in pools of residential mortgages | $45,375,000 | 775 |
| Issued or guaranteed by U.S. | $45,375,000 | 768 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $17,854,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $17,854,000 | 832 |
| 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) | $577,000 | 3,942 |
| Available-for-sale securities (fair market value) | $250,379,000 | 451 |
| Total debt securities | $250,956,000 | 514 |
| 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 | $238,168,000 | 511 |
| U.S. Government securities | $188,135,000 | 488 |
| U.S. Treasury securities | $33,482,000 | 188 |
| U.S. Government agency obligations | $154,653,000 | 537 |
| Securities issued by states & political subdivisions | $49,033,000 | 263 |
| Other domestic debt securities | $1,000,000 | 2,920 |
| 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 | $1,000,000 | 2,520 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,442,000 | 469 |
| Mortgage-backed securities | $68,861,000 | 738 |
| Certificates of participation in pools of residential mortgages | $29,892,000 | 965 |
| Issued or guaranteed by U.S. | $29,892,000 | 956 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $38,969,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $38,969,000 | 476 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $238,168,000 | 440 |
| Total debt securities | $238,168,000 | 487 |
| Structured notes | ||
| Amortized cost | $952,000 | 430 |
| Fair value | $1,009,000 | 342 |
| 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 | $174,136,000 | 649 |
| U.S. Government securities | $126,423,000 | 676 |
| U.S. Treasury securities | $10,074,000 | 630 |
| U.S. Government agency obligations | $116,349,000 | 680 |
| Securities issued by states & political subdivisions | $43,301,000 | 297 |
| Other domestic debt securities | $3,236,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $2,236,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,146 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,176,000 | 2,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,715,000 | 574 |
| Mortgage-backed securities | $43,504,000 | 868 |
| Certificates of participation in pools of residential mortgages | $29,406,000 | 818 |
| Issued or guaranteed by U.S. | $29,406,000 | 812 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $14,098,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $11,862,000 | 814 |
| Privately issued | $2,236,000 | 482 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $174,136,000 | 521 |
| Total debt securities | $172,960,000 | 622 |
| Structured notes | ||
| Amortized cost | $926,000 | 435 |
| Fair value | $930,000 | 413 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $171,017,000 | 688 |
| U.S. Government securities | $129,045,000 | 690 |
| U.S. Treasury securities | $13,367,000 | 694 |
| U.S. Government agency obligations | $115,678,000 | 693 |
| Securities issued by states & political subdivisions | $37,576,000 | 364 |
| Other domestic debt securities | $3,497,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $3,497,000 | 473 |
| 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 | $899,000 | 2,612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,054,000 | 853 |
| Mortgage-backed securities | $47,712,000 | 904 |
| Certificates of participation in pools of residential mortgages | $31,794,000 | 842 |
| Issued or guaranteed by U.S. | $31,794,000 | 833 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $15,918,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $12,421,000 | 855 |
| Privately issued | $3,497,000 | 416 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $171,017,000 | 552 |
| Total debt securities | $170,118,000 | 666 |
| Structured notes | ||
| Amortized cost | $898,000 | 642 |
| Fair value | $895,000 | 624 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $142,217,000 | 826 |
| U.S. Government securities | $109,176,000 | 833 |
| U.S. Treasury securities | $14,861,000 | 903 |
| U.S. Government agency obligations | $94,315,000 | 826 |
| Securities issued by states & political subdivisions | $28,610,000 | 510 |
| Other domestic debt securities | $3,554,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $3,554,000 | 437 |
| 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 | $877,000 | 2,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,227,000 | 982 |
| Mortgage-backed securities | $40,688,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $24,948,000 | 1,046 |
| Issued or guaranteed by U.S. | $24,948,000 | 1,033 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $15,740,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $12,186,000 | 950 |
| Privately issued | $3,554,000 | 371 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $142,217,000 | 635 |
| Total debt securities | $141,340,000 | 805 |
| Structured notes | ||
| Amortized cost | $865,000 | 799 |
| Fair value | $936,000 | 777 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $124,292,000 | 932 |
| U.S. Government securities | $93,087,000 | 998 |
| U.S. Treasury securities | $16,506,000 | 1,132 |
| U.S. Government agency obligations | $76,581,000 | 965 |
| Securities issued by states & political subdivisions | $27,035,000 | 449 |
| Other domestic debt securities | $3,480,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $1,479,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,073 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $690,000 | 2,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,515,000 | 1,294 |
| Mortgage-backed securities | $31,693,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $21,075,000 | 1,189 |
| Issued or guaranteed by U.S. | $21,075,000 | 1,173 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $10,618,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $9,139,000 | 1,131 |
| Privately issued | $1,479,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $124,292,000 | 672 |
| Total debt securities | $123,602,000 | 907 |
| Structured notes | ||
| Amortized cost | $1,842,000 | 827 |
| Fair value | $1,833,000 | 821 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $107,202,000 | 1,106 |
| U.S. Government securities | $81,718,000 | 1,192 |
| U.S. Treasury securities | $18,945,000 | 1,230 |
| U.S. Government agency obligations | $62,773,000 | 1,174 |
| Securities issued by states & political subdivisions | $22,793,000 | 529 |
| Other domestic debt securities | $2,001,000 | 1,511 |
| 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 | $2,001,000 | 1,110 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $690,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,844,000 | 1,418 |
| Mortgage-backed securities | $31,794,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $22,504,000 | 1,218 |
| Issued or guaranteed by U.S. | $22,504,000 | 1,199 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,290,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $9,290,000 | 1,258 |
| 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) | $6,000 | 8,040 |
| Available-for-sale securities (fair market value) | $107,196,000 | 787 |
| Total debt securities | $106,512,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $822,000 | 2,127 |
| Fair value | $871,000 | 2,081 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $92,357,000 | 1,353 |
| U.S. Government securities | $70,384,000 | 1,445 |
| U.S. Treasury securities | $14,632,000 | 1,919 |
| U.S. Government agency obligations | $55,752,000 | 1,301 |
| Securities issued by states & political subdivisions | $18,001,000 | 699 |
| Other domestic debt securities | $3,282,000 | 1,360 |
| 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 | $3,282,000 | 1,025 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $690,000 | 2,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 3,204 |
| Mortgage-backed securities | $38,502,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $27,158,000 | 1,080 |
| Issued or guaranteed by U.S. | $27,158,000 | 1,057 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,344,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $11,344,000 | 1,209 |
| 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) | $286,000 | 8,041 |
| Available-for-sale securities (fair market value) | $92,071,000 | 919 |
| Total debt securities | $91,667,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $1,322,000 | 2,254 |
| Fair value | $1,377,000 | 2,211 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $80,803,000 | 1,605 |
| U.S. Government securities | $62,382,000 | 1,709 |
| U.S. Treasury securities | $13,729,000 | 2,561 |
| U.S. Government agency obligations | $48,653,000 | 1,427 |
| Securities issued by states & political subdivisions | $14,673,000 | 926 |
| Other domestic debt securities | $3,068,000 | 1,580 |
| 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 | $3,068,000 | 1,230 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $680,000 | 2,577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,740,000 | 3,269 |
| Mortgage-backed securities | $37,954,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $27,871,000 | 1,077 |
| Issued or guaranteed by U.S. | $27,871,000 | 1,058 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,083,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $10,083,000 | 1,389 |
| 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) | $566,000 | 11,029 |
| Available-for-sale securities (fair market value) | $80,237,000 | 707 |
| Total debt securities | $80,123,000 | 1,572 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $89,864,000 | 1,527 |
| U.S. Government securities | $73,180,000 | 1,519 |
| U.S. Treasury securities | $16,627,000 | 2,202 |
| U.S. Government agency obligations | $56,553,000 | 1,287 |
| Securities issued by states & political subdivisions | $12,773,000 | 1,143 |
| Other domestic debt securities | $3,231,000 | 1,805 |
| 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 | $3,231,000 | 1,367 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $680,000 | 2,594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,337,000 | 2,154 |
| Mortgage-backed securities | $46,023,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $34,439,000 | 976 |
| Issued or guaranteed by U.S. | $34,439,000 | 944 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,584,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $11,584,000 | 1,446 |
| 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 | $89,184,000 | 1,487 |
| 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 | $77,698,000 | 1,735 |
| U.S. Government securities | $60,955,000 | 1,771 |
| U.S. Treasury securities | $11,150,000 | 3,195 |
| U.S. Government agency obligations | $49,805,000 | 1,394 |
| Securities issued by states & political subdivisions | $14,345,000 | 867 |
| Other domestic debt securities | $2,398,000 | 2,665 |
| 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 | $2,398,000 | 1,872 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,210,000 | 3,137 |
| Mortgage-backed securities | $42,554,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $25,928,000 | 1,232 |
| Issued or guaranteed by U.S. | $25,928,000 | 1,199 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $16,626,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $16,626,000 | 1,041 |
| 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 | $77,698,000 | 1,690 |
| 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 |