Home > First Citizens Bank > Securities
First Citizens Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $362,472,000 | 574 |
| U.S. Government securities | $212,619,000 | 630 |
| U.S. Treasury securities | $5,759,000 | 1,751 |
| U.S. Government agency obligations | $206,860,000 | 565 |
| Securities issued by states & political subdivisions | $109,326,000 | 406 |
| Other domestic debt securities | $38,589,000 | 488 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $38,589,000 | 232 |
| Foreign debt securities | $1,938,000 | 158 |
| 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 | $182,328,000 | 549 |
| Mortgage-backed securities | $163,336,000 | 522 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,660,000 | 621 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,257,000 | 290 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,892,000 | 1,014 |
| Other commercial mortgage-backed securities | $6,527,000 | 637 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $362,472,000 | 477 |
| Total debt securities | $362,472,000 | 565 |
| 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 | $354,493,000 | 585 |
| U.S. Government securities | $210,273,000 | 645 |
| U.S. Treasury securities | $5,652,000 | 1,787 |
| U.S. Government agency obligations | $204,621,000 | 574 |
| Securities issued by states & political subdivisions | $104,450,000 | 408 |
| Other domestic debt securities | $37,870,000 | 471 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $37,870,000 | 235 |
| Foreign debt securities | $1,900,000 | 158 |
| 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 | $173,905,000 | 550 |
| Mortgage-backed securities | $161,237,000 | 517 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,261,000 | 625 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,431,000 | 284 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,836,000 | 1,005 |
| Other commercial mortgage-backed securities | $6,709,000 | 611 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $354,493,000 | 480 |
| Total debt securities | $354,493,000 | 574 |
| 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 | $372,632,000 | 573 |
| U.S. Government securities | $222,593,000 | 614 |
| U.S. Treasury securities | $5,648,000 | 1,825 |
| U.S. Government agency obligations | $216,945,000 | 550 |
| Securities issued by states & political subdivisions | $108,156,000 | 415 |
| Other domestic debt securities | $40,004,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $40,004,000 | 223 |
| Foreign debt securities | $1,879,000 | 166 |
| 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 | $173,276,000 | 559 |
| Mortgage-backed securities | $171,032,000 | 510 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,065,000 | 616 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,345,000 | 279 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,867,000 | 994 |
| Other commercial mortgage-backed securities | $6,755,000 | 613 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $372,632,000 | 473 |
| Total debt securities | $372,632,000 | 560 |
| 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 | $388,153,000 | 582 |
| U.S. Government securities | $232,290,000 | 626 |
| U.S. Treasury securities | $5,720,000 | 1,898 |
| U.S. Government agency obligations | $226,570,000 | 529 |
| Securities issued by states & political subdivisions | $108,754,000 | 431 |
| Other domestic debt securities | $45,279,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $45,279,000 | 208 |
| Foreign debt securities | $1,830,000 | 149 |
| 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 | $182,486,000 | 506 |
| Mortgage-backed securities | $178,284,000 | 523 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,920,000 | 625 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,931,000 | 290 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,913,000 | 1,016 |
| Other commercial mortgage-backed securities | $7,520,000 | 600 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $388,153,000 | 483 |
| Total debt securities | $388,153,000 | 572 |
| 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 | $380,840,000 | 601 |
| U.S. Government securities | $225,682,000 | 643 |
| U.S. Treasury securities | $5,625,000 | 1,945 |
| U.S. Government agency obligations | $220,057,000 | 548 |
| Securities issued by states & political subdivisions | $108,307,000 | 449 |
| Other domestic debt securities | $45,051,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $45,051,000 | 216 |
| Foreign debt securities | $1,800,000 | 158 |
| 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 | $154,576,000 | 526 |
| Mortgage-backed securities | $174,097,000 | 541 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,098,000 | 628 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,394,000 | 307 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,890,000 | 1,014 |
| Other commercial mortgage-backed securities | $7,715,000 | 592 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $380,840,000 | 495 |
| Total debt securities | $380,840,000 | 587 |
| 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 | $383,995,000 | 598 |
| U.S. Government securities | $211,611,000 | 674 |
| U.S. Treasury securities | $5,617,000 | 1,977 |
| U.S. Government agency obligations | $205,994,000 | 566 |
| Securities issued by states & political subdivisions | $125,122,000 | 388 |
| Other domestic debt securities | $45,401,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $45,401,000 | 214 |
| Foreign debt securities | $1,861,000 | 154 |
| 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 | $163,489,000 | 484 |
| Mortgage-backed securities | $158,222,000 | 587 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,787,000 | 631 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,273,000 | 342 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,891,000 | 1,038 |
| Other commercial mortgage-backed securities | $3,271,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $383,995,000 | 494 |
| Total debt securities | $383,995,000 | 587 |
| 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 | $386,200,000 | 608 |
| U.S. Government securities | $208,470,000 | 701 |
| U.S. Treasury securities | $5,746,000 | 1,937 |
| U.S. Government agency obligations | $202,724,000 | 592 |
| Securities issued by states & political subdivisions | $129,662,000 | 398 |
| Other domestic debt securities | $46,153,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $46,153,000 | 214 |
| Foreign debt securities | $1,915,000 | 157 |
| 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 | $170,327,000 | 462 |
| Mortgage-backed securities | $150,199,000 | 621 |
| Certificates of participation in pools of residential mortgages | $83,856,000 | 655 |
| Issued or guaranteed by U.S. | $83,856,000 | 647 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $62,920,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $62,920,000 | 370 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,423,000 | 1,323 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $3,423,000 | 910 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $386,200,000 | 518 |
| Total debt securities | $386,200,000 | 598 |
| 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 | $382,590,000 | 619 |
| U.S. Government securities | $197,167,000 | 718 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $197,167,000 | 614 |
| Securities issued by states & political subdivisions | $135,180,000 | 391 |
| Other domestic debt securities | $48,271,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $48,271,000 | 205 |
| Foreign debt securities | $1,972,000 | 151 |
| 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 | $156,008,000 | 477 |
| Mortgage-backed securities | $148,616,000 | 648 |
| Certificates of participation in pools of residential mortgages | $91,867,000 | 622 |
| Issued or guaranteed by U.S. | $91,867,000 | 616 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $52,673,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $52,673,000 | 412 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,076,000 | 1,252 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,076,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $382,590,000 | 535 |
| Total debt securities | $382,590,000 | 608 |
| 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 | $353,658,000 | 634 |
| U.S. Government securities | $167,998,000 | 783 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $167,998,000 | 695 |
| Securities issued by states & political subdivisions | $141,430,000 | 382 |
| Other domestic debt securities | $42,141,000 | 422 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $42,141,000 | 230 |
| Foreign debt securities | $2,089,000 | 133 |
| 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 | $170,840,000 | 445 |
| Mortgage-backed securities | $121,964,000 | 757 |
| Certificates of participation in pools of residential mortgages | $77,678,000 | 700 |
| Issued or guaranteed by U.S. | $77,678,000 | 688 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $39,652,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $39,652,000 | 491 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,634,000 | 1,184 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,634,000 | 800 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $353,658,000 | 566 |
| Total debt securities | $353,658,000 | 624 |
| 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 | $320,552,000 | 658 |
| U.S. Government securities | $142,387,000 | 835 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $142,387,000 | 764 |
| Securities issued by states & political subdivisions | $133,461,000 | 389 |
| Other domestic debt securities | $42,699,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $42,699,000 | 215 |
| Foreign debt securities | $2,005,000 | 132 |
| 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 | $148,863,000 | 480 |
| Mortgage-backed securities | $93,804,000 | 882 |
| Certificates of participation in pools of residential mortgages | $46,806,000 | 966 |
| Issued or guaranteed by U.S. | $46,806,000 | 947 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,470,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $41,470,000 | 475 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,528,000 | 1,119 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $5,528,000 | 753 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $320,552,000 | 585 |
| Total debt securities | $320,552,000 | 646 |
| 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 | $320,312,000 | 628 |
| U.S. Government securities | $145,624,000 | 782 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $145,624,000 | 716 |
| Securities issued by states & political subdivisions | $134,273,000 | 372 |
| Other domestic debt securities | $38,396,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $38,396,000 | 220 |
| Foreign debt securities | $2,019,000 | 122 |
| 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 | $258,913,000 | 299 |
| Mortgage-backed securities | $93,319,000 | 849 |
| Certificates of participation in pools of residential mortgages | $36,263,000 | 1,118 |
| Issued or guaranteed by U.S. | $36,263,000 | 1,093 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $50,985,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $50,985,000 | 402 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,071,000 | 1,052 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,071,000 | 709 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $320,312,000 | 568 |
| Total debt securities | $320,312,000 | 617 |
| 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 | $322,274,000 | 570 |
| U.S. Government securities | $147,546,000 | 717 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $147,546,000 | 668 |
| Securities issued by states & political subdivisions | $133,110,000 | 352 |
| Other domestic debt securities | $39,588,000 | 376 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $39,588,000 | 203 |
| Foreign debt securities | $2,030,000 | 123 |
| 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 | $253,643,000 | 290 |
| Mortgage-backed securities | $94,237,000 | 799 |
| Certificates of participation in pools of residential mortgages | $36,316,000 | 1,049 |
| Issued or guaranteed by U.S. | $36,316,000 | 1,024 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $50,729,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $50,729,000 | 375 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,192,000 | 966 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $7,192,000 | 633 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $322,274,000 | 517 |
| Total debt securities | $322,274,000 | 560 |
| 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 | $314,652,000 | 536 |
| U.S. Government securities | $158,064,000 | 597 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $158,064,000 | 570 |
| Securities issued by states & political subdivisions | $114,510,000 | 397 |
| Other domestic debt securities | $40,034,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $40,034,000 | 198 |
| Foreign debt securities | $2,044,000 | 122 |
| 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 | $243,470,000 | 297 |
| Mortgage-backed securities | $100,864,000 | 701 |
| Certificates of participation in pools of residential mortgages | $41,287,000 | 892 |
| Issued or guaranteed by U.S. | $41,287,000 | 874 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $51,140,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $51,140,000 | 375 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,437,000 | 859 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $8,437,000 | 565 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $314,652,000 | 482 |
| Total debt securities | $314,651,000 | 524 |
| 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 | $301,957,000 | 520 |
| U.S. Government securities | $171,952,000 | 530 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $171,952,000 | 499 |
| Securities issued by states & political subdivisions | $84,885,000 | 498 |
| Other domestic debt securities | $42,060,000 | 330 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $42,060,000 | 182 |
| Foreign debt securities | $3,060,000 | 107 |
| 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 | $211,922,000 | 327 |
| Mortgage-backed securities | $113,069,000 | 613 |
| Certificates of participation in pools of residential mortgages | $46,721,000 | 765 |
| Issued or guaranteed by U.S. | $46,721,000 | 748 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $56,238,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $56,238,000 | 356 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $10,110,000 | 761 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $10,110,000 | 488 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $301,957,000 | 475 |
| Total debt securities | $301,960,000 | 510 |
| 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 | $298,054,000 | 505 |
| U.S. Government securities | $187,896,000 | 490 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $187,896,000 | 461 |
| Securities issued by states & political subdivisions | $65,306,000 | 612 |
| Other domestic debt securities | $41,776,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $41,776,000 | 177 |
| Foreign debt securities | $3,076,000 | 111 |
| 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 | $208,933,000 | 320 |
| Mortgage-backed securities | $125,895,000 | 556 |
| Certificates of participation in pools of residential mortgages | $52,225,000 | 681 |
| Issued or guaranteed by U.S. | $52,225,000 | 666 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $61,599,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $61,599,000 | 339 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,071,000 | 668 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $12,071,000 | 428 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $298,054,000 | 458 |
| Total debt securities | $298,054,000 | 496 |
| 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 | $313,913,000 | 470 |
| U.S. Government securities | $198,994,000 | 481 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $198,994,000 | 453 |
| Securities issued by states & political subdivisions | $70,926,000 | 501 |
| Other domestic debt securities | $39,076,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $39,076,000 | 178 |
| Foreign debt securities | $4,917,000 | 88 |
| 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 | $172,874,000 | 363 |
| Mortgage-backed securities | $136,324,000 | 535 |
| Certificates of participation in pools of residential mortgages | $56,568,000 | 639 |
| Issued or guaranteed by U.S. | $56,568,000 | 623 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $67,213,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $67,213,000 | 326 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $12,543,000 | 652 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $12,543,000 | 415 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $313,913,000 | 425 |
| Total debt securities | $313,912,000 | 461 |
| 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 | $309,605,000 | 468 |
| U.S. Government securities | $205,604,000 | 466 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $205,604,000 | 436 |
| Securities issued by states & political subdivisions | $60,124,000 | 551 |
| Other domestic debt securities | $38,831,000 | 308 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $38,831,000 | 159 |
| Foreign debt securities | $5,046,000 | 77 |
| 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 | $179,272,000 | 337 |
| Mortgage-backed securities | $139,536,000 | 509 |
| Certificates of participation in pools of residential mortgages | $58,299,000 | 610 |
| Issued or guaranteed by U.S. | $58,299,000 | 596 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $68,459,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $68,459,000 | 330 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,778,000 | 627 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $12,778,000 | 398 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $309,605,000 | 417 |
| Total debt securities | $309,606,000 | 457 |
| 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 | $304,767,000 | 467 |
| U.S. Government securities | $155,802,000 | 578 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $155,802,000 | 540 |
| Securities issued by states & political subdivisions | $58,199,000 | 573 |
| Other domestic debt securities | $85,725,000 | 184 |
| Privately issued residential mortgage-backed securities | $51,114,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $34,611,000 | 175 |
| Foreign debt securities | $5,041,000 | 76 |
| 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 | $156,678,000 | 380 |
| Mortgage-backed securities | $141,030,000 | 481 |
| Certificates of participation in pools of residential mortgages | $56,192,000 | 615 |
| Issued or guaranteed by U.S. | $5,078,000 | 2,511 |
| Privately issued | $51,114,000 | 20 |
| Collaterized mortgage obligations | $71,908,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $71,908,000 | 317 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,930,000 | 606 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $12,930,000 | 389 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $304,767,000 | 415 |
| Total debt securities | $304,766,000 | 458 |
| 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 | $312,963,000 | 458 |
| U.S. Government securities | $216,385,000 | 451 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $216,385,000 | 429 |
| Securities issued by states & political subdivisions | $66,903,000 | 480 |
| Other domestic debt securities | $24,638,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,638,000 | 217 |
| Foreign debt securities | $5,037,000 | 80 |
| 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 | $171,556,000 | 356 |
| Mortgage-backed securities | $147,312,000 | 470 |
| Certificates of participation in pools of residential mortgages | $62,224,000 | 572 |
| Issued or guaranteed by U.S. | $62,224,000 | 568 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $72,157,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $72,157,000 | 317 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $12,931,000 | 590 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $12,931,000 | 373 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $312,963,000 | 407 |
| Total debt securities | $312,965,000 | 450 |
| 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 | $307,386,000 | 463 |
| U.S. Government securities | $207,441,000 | 472 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $207,441,000 | 447 |
| Securities issued by states & political subdivisions | $69,624,000 | 471 |
| Other domestic debt securities | $25,320,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,320,000 | 211 |
| Foreign debt securities | $5,001,000 | 84 |
| 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 | $169,818,000 | 354 |
| Mortgage-backed securities | $141,718,000 | 487 |
| Certificates of participation in pools of residential mortgages | $59,159,000 | 600 |
| Issued or guaranteed by U.S. | $59,159,000 | 598 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $73,803,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $73,803,000 | 302 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $8,756,000 | 692 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $8,756,000 | 401 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $307,386,000 | 407 |
| Total debt securities | $307,385,000 | 455 |
| 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 | $309,089,000 | 470 |
| U.S. Government securities | $199,976,000 | 481 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $199,976,000 | 460 |
| Securities issued by states & political subdivisions | $91,236,000 | 357 |
| Other domestic debt securities | $12,956,000 | 521 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,956,000 | 347 |
| Foreign debt securities | $4,921,000 | 87 |
| 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 | $171,659,000 | 356 |
| Mortgage-backed securities | $125,868,000 | 530 |
| Certificates of participation in pools of residential mortgages | $51,353,000 | 658 |
| Issued or guaranteed by U.S. | $51,353,000 | 655 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $74,515,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $74,515,000 | 302 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $309,089,000 | 413 |
| Total debt securities | $309,090,000 | 462 |
| 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 | $309,616,000 | 462 |
| U.S. Government securities | $197,821,000 | 488 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $197,821,000 | 457 |
| Securities issued by states & political subdivisions | $93,208,000 | 354 |
| Other domestic debt securities | $13,678,000 | 486 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $13,678,000 | 331 |
| Foreign debt securities | $4,909,000 | 86 |
| 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 | $172,076,000 | 365 |
| Mortgage-backed securities | $125,769,000 | 529 |
| Certificates of participation in pools of residential mortgages | $49,762,000 | 683 |
| Issued or guaranteed by U.S. | $49,762,000 | 680 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $76,007,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $76,007,000 | 293 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $309,616,000 | 405 |
| Total debt securities | $309,616,000 | 454 |
| 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 | $334,182,000 | 443 |
| U.S. Government securities | $189,627,000 | 500 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $189,627,000 | 466 |
| Securities issued by states & political subdivisions | $126,948,000 | 258 |
| Other domestic debt securities | $13,677,000 | 545 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $13,677,000 | 327 |
| Foreign debt securities | $3,930,000 | 96 |
| 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 | $193,939,000 | 341 |
| Mortgage-backed securities | $127,164,000 | 522 |
| Certificates of participation in pools of residential mortgages | $53,610,000 | 671 |
| Issued or guaranteed by U.S. | $53,610,000 | 661 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $73,554,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $73,554,000 | 293 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $334,182,000 | 390 |
| Total debt securities | $334,183,000 | 436 |
| 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 | $342,684,000 | 437 |
| U.S. Government securities | $193,814,000 | 497 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $193,814,000 | 468 |
| Securities issued by states & political subdivisions | $130,285,000 | 250 |
| Other domestic debt securities | $13,654,000 | 477 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $13,654,000 | 334 |
| Foreign debt securities | $4,931,000 | 89 |
| 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 | $200,547,000 | 332 |
| Mortgage-backed securities | $133,715,000 | 508 |
| Certificates of participation in pools of residential mortgages | $56,980,000 | 656 |
| Issued or guaranteed by U.S. | $56,980,000 | 656 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $76,735,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $76,735,000 | 285 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $342,684,000 | 382 |
| Total debt securities | $342,684,000 | 429 |
| 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 | $347,494,000 | 431 |
| U.S. Government securities | $190,531,000 | 508 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $190,531,000 | 480 |
| Securities issued by states & political subdivisions | $132,759,000 | 257 |
| Other domestic debt securities | $19,257,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $19,257,000 | 264 |
| Foreign debt securities | $4,947,000 | 88 |
| 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 | $189,452,000 | 344 |
| Mortgage-backed securities | $133,228,000 | 503 |
| Certificates of participation in pools of residential mortgages | $58,001,000 | 663 |
| Issued or guaranteed by U.S. | $58,001,000 | 663 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $75,227,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $75,227,000 | 291 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $347,494,000 | 382 |
| Total debt securities | $347,494,000 | 422 |
| Structured notes | ||
| Amortized cost | $74,000 | 946 |
| Fair value | $74,000 | 947 |
| 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 | $360,681,000 | 421 |
| U.S. Government securities | $189,278,000 | 510 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $189,278,000 | 483 |
| Securities issued by states & political subdivisions | $136,743,000 | 240 |
| Other domestic debt securities | $29,587,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $29,587,000 | 191 |
| Foreign debt securities | $5,073,000 | 86 |
| 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 | $192,440,000 | 346 |
| Mortgage-backed securities | $134,763,000 | 497 |
| Certificates of participation in pools of residential mortgages | $61,280,000 | 631 |
| Issued or guaranteed by U.S. | $61,280,000 | 631 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $73,483,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $73,483,000 | 301 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $360,681,000 | 376 |
| Total debt securities | $360,681,000 | 413 |
| Structured notes | ||
| Amortized cost | $79,000 | 977 |
| Fair value | $80,000 | 978 |
| 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 | $357,014,000 | 432 |
| U.S. Government securities | $177,367,000 | 544 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $177,367,000 | 515 |
| Securities issued by states & political subdivisions | $137,426,000 | 249 |
| Other domestic debt securities | $33,138,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $33,138,000 | 186 |
| Foreign debt securities | $9,083,000 | 75 |
| 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 | $199,455,000 | 338 |
| Mortgage-backed securities | $125,358,000 | 537 |
| Certificates of participation in pools of residential mortgages | $58,268,000 | 676 |
| Issued or guaranteed by U.S. | $58,268,000 | 676 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $67,090,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $67,090,000 | 318 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $357,014,000 | 377 |
| Total debt securities | $357,014,000 | 423 |
| Structured notes | ||
| Amortized cost | $85,000 | 1,049 |
| Fair value | $86,000 | 1,050 |
| 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 | $386,469,000 | 405 |
| U.S. Government securities | $198,616,000 | 491 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $198,616,000 | 468 |
| Securities issued by states & political subdivisions | $139,116,000 | 241 |
| Other domestic debt securities | $37,165,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $37,165,000 | 173 |
| Foreign debt securities | $11,572,000 | 64 |
| 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 | $195,594,000 | 357 |
| Mortgage-backed securities | $138,548,000 | 493 |
| Certificates of participation in pools of residential mortgages | $70,528,000 | 582 |
| Issued or guaranteed by U.S. | $70,528,000 | 582 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $68,020,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $68,020,000 | 317 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $386,469,000 | 353 |
| Total debt securities | $386,469,000 | 397 |
| Structured notes | ||
| Amortized cost | $2,363,000 | 448 |
| Fair value | $2,339,000 | 447 |
| 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 | $366,254,000 | 412 |
| U.S. Government securities | $175,594,000 | 544 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $175,594,000 | 511 |
| Securities issued by states & political subdivisions | $141,924,000 | 229 |
| Other domestic debt securities | $37,143,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $37,143,000 | 173 |
| Foreign debt securities | $11,593,000 | 63 |
| 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 | $197,351,000 | 345 |
| Mortgage-backed securities | $130,253,000 | 515 |
| Certificates of participation in pools of residential mortgages | $75,015,000 | 544 |
| Issued or guaranteed by U.S. | $75,015,000 | 544 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $55,238,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $55,238,000 | 355 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $366,254,000 | 359 |
| Total debt securities | $366,254,000 | 405 |
| Structured notes | ||
| Amortized cost | $2,386,000 | 433 |
| Fair value | $2,350,000 | 434 |
| 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 | $364,592,000 | 419 |
| U.S. Government securities | $174,271,000 | 552 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $174,271,000 | 526 |
| Securities issued by states & political subdivisions | $143,294,000 | 221 |
| Other domestic debt securities | $35,367,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $35,367,000 | 181 |
| Foreign debt securities | $11,660,000 | 66 |
| 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 | $202,961,000 | 337 |
| Mortgage-backed securities | $125,542,000 | 543 |
| Certificates of participation in pools of residential mortgages | $76,976,000 | 528 |
| Issued or guaranteed by U.S. | $76,976,000 | 527 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,566,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $48,566,000 | 399 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $364,592,000 | 357 |
| Total debt securities | $364,592,000 | 409 |
| Structured notes | ||
| Amortized cost | $2,418,000 | 424 |
| Fair value | $2,380,000 | 430 |
| 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 | $371,189,000 | 425 |
| U.S. Government securities | $190,046,000 | 515 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $190,046,000 | 488 |
| Securities issued by states & political subdivisions | $145,123,000 | 218 |
| Other domestic debt securities | $32,947,000 | 295 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $32,947,000 | 192 |
| Foreign debt securities | $3,073,000 | 118 |
| 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 | $236,194,000 | 293 |
| Mortgage-backed securities | $147,390,000 | 479 |
| Certificates of participation in pools of residential mortgages | $99,294,000 | 432 |
| Issued or guaranteed by U.S. | $99,294,000 | 431 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $48,096,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $48,096,000 | 422 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $371,189,000 | 354 |
| Total debt securities | $371,189,000 | 415 |
| Structured notes | ||
| Amortized cost | $3,450,000 | 372 |
| Fair value | $3,414,000 | 375 |
| 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 | $386,271,000 | 412 |
| U.S. Government securities | $200,399,000 | 504 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $200,399,000 | 478 |
| Securities issued by states & political subdivisions | $149,527,000 | 201 |
| Other domestic debt securities | $33,287,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,287,000 | 193 |
| Foreign debt securities | $3,058,000 | 115 |
| 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 | $238,419,000 | 307 |
| Mortgage-backed securities | $155,291,000 | 460 |
| Certificates of participation in pools of residential mortgages | $105,309,000 | 404 |
| Issued or guaranteed by U.S. | $105,309,000 | 403 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $49,982,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $49,982,000 | 416 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $386,271,000 | 341 |
| Total debt securities | $386,271,000 | 404 |
| Structured notes | ||
| Amortized cost | $3,480,000 | 466 |
| Fair value | $3,426,000 | 468 |
| 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 | $390,260,000 | 407 |
| U.S. Government securities | $203,027,000 | 502 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $203,027,000 | 475 |
| Securities issued by states & political subdivisions | $150,875,000 | 198 |
| Other domestic debt securities | $33,293,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,293,000 | 193 |
| Foreign debt securities | $3,065,000 | 111 |
| 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 | $267,874,000 | 273 |
| Mortgage-backed securities | $162,135,000 | 440 |
| Certificates of participation in pools of residential mortgages | $110,639,000 | 392 |
| Issued or guaranteed by U.S. | $110,639,000 | 391 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $51,496,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $51,496,000 | 405 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $390,260,000 | 333 |
| Total debt securities | $390,260,000 | 401 |
| Structured notes | ||
| Amortized cost | $3,512,000 | 516 |
| Fair value | $3,469,000 | 524 |
| 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 | $409,707,000 | 383 |
| U.S. Government securities | $220,742,000 | 472 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $220,742,000 | 450 |
| Securities issued by states & political subdivisions | $152,195,000 | 195 |
| Other domestic debt securities | $33,701,000 | 280 |
| Privately issued residential mortgage-backed securities | $191,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,510,000 | 182 |
| Foreign debt securities | $3,069,000 | 113 |
| 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 | $269,484,000 | 266 |
| Mortgage-backed securities | $173,439,000 | 423 |
| Certificates of participation in pools of residential mortgages | $121,575,000 | 350 |
| Issued or guaranteed by U.S. | $121,575,000 | 349 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $51,864,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $51,673,000 | 412 |
| Privately issued | $191,000 | 510 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $409,707,000 | 312 |
| Total debt securities | $409,707,000 | 378 |
| Structured notes | ||
| Amortized cost | $5,662,000 | 413 |
| Fair value | $5,641,000 | 414 |
| 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 | $425,399,000 | 366 |
| U.S. Government securities | $233,852,000 | 456 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $233,852,000 | 437 |
| Securities issued by states & political subdivisions | $151,102,000 | 187 |
| Other domestic debt securities | $37,363,000 | 266 |
| Privately issued residential mortgage-backed securities | $216,000 | 541 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $37,147,000 | 166 |
| Foreign debt securities | $3,082,000 | 115 |
| 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 | $252,678,000 | 284 |
| Mortgage-backed securities | $185,295,000 | 412 |
| Certificates of participation in pools of residential mortgages | $130,847,000 | 338 |
| Issued or guaranteed by U.S. | $130,847,000 | 337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,448,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $54,232,000 | 402 |
| Privately issued | $216,000 | 514 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $425,399,000 | 302 |
| Total debt securities | $425,399,000 | 355 |
| Structured notes | ||
| Amortized cost | $6,454,000 | 429 |
| Fair value | $6,429,000 | 425 |
| 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 | $460,973,000 | 335 |
| U.S. Government securities | $261,710,000 | 421 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $261,710,000 | 403 |
| Securities issued by states & political subdivisions | $156,030,000 | 179 |
| Other domestic debt securities | $39,122,000 | 255 |
| Privately issued residential mortgage-backed securities | $234,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $38,888,000 | 163 |
| Foreign debt securities | $4,111,000 | 102 |
| 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 | $219,395,000 | 330 |
| Mortgage-backed securities | $194,623,000 | 396 |
| Certificates of participation in pools of residential mortgages | $139,298,000 | 318 |
| Issued or guaranteed by U.S. | $139,298,000 | 316 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $55,325,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $55,091,000 | 401 |
| Privately issued | $234,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $460,973,000 | 281 |
| Total debt securities | $460,973,000 | 327 |
| Structured notes | ||
| Amortized cost | $13,561,000 | 242 |
| Fair value | $13,592,000 | 240 |
| 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 | $469,215,000 | 330 |
| U.S. Government securities | $267,188,000 | 417 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $267,188,000 | 400 |
| Securities issued by states & political subdivisions | $157,814,000 | 167 |
| Other domestic debt securities | $39,078,000 | 252 |
| Privately issued residential mortgage-backed securities | $253,000 | 568 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $38,825,000 | 162 |
| Foreign debt securities | $5,135,000 | 82 |
| 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 | $277,374,000 | 265 |
| Mortgage-backed securities | $197,144,000 | 388 |
| Certificates of participation in pools of residential mortgages | $144,061,000 | 309 |
| Issued or guaranteed by U.S. | $144,061,000 | 307 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $53,083,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $52,830,000 | 428 |
| Privately issued | $253,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $469,215,000 | 280 |
| Total debt securities | $469,215,000 | 321 |
| Structured notes | ||
| Amortized cost | $18,820,000 | 177 |
| Fair value | $18,749,000 | 176 |
| 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 | $477,244,000 | 320 |
| U.S. Government securities | $277,614,000 | 401 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $277,614,000 | 388 |
| Securities issued by states & political subdivisions | $155,266,000 | 169 |
| Other domestic debt securities | $39,198,000 | 251 |
| Privately issued residential mortgage-backed securities | $278,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $38,920,000 | 166 |
| Foreign debt securities | $5,166,000 | 82 |
| 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 | $288,182,000 | 254 |
| Mortgage-backed securities | $199,233,000 | 394 |
| Certificates of participation in pools of residential mortgages | $140,623,000 | 317 |
| Issued or guaranteed by U.S. | $140,623,000 | 315 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $58,610,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $58,332,000 | 402 |
| Privately issued | $278,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $477,244,000 | 268 |
| Total debt securities | $477,244,000 | 312 |
| Structured notes | ||
| Amortized cost | $26,670,000 | 140 |
| Fair value | $26,293,000 | 141 |
| 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 | $419,647,000 | 380 |
| U.S. Government securities | $225,032,000 | 484 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $225,032,000 | 467 |
| Securities issued by states & political subdivisions | $148,786,000 | 178 |
| Other domestic debt securities | $40,641,000 | 257 |
| Privately issued residential mortgage-backed securities | $324,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $40,317,000 | 166 |
| Foreign debt securities | $5,188,000 | 79 |
| 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 | $252,400,000 | 287 |
| Mortgage-backed securities | $145,982,000 | 495 |
| Certificates of participation in pools of residential mortgages | $95,379,000 | 475 |
| Issued or guaranteed by U.S. | $95,379,000 | 474 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $50,603,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $50,279,000 | 454 |
| Privately issued | $324,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $419,647,000 | 314 |
| Total debt securities | $419,647,000 | 373 |
| Structured notes | ||
| Amortized cost | $27,177,000 | 146 |
| Fair value | $26,679,000 | 145 |
| 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 | $425,268,000 | 376 |
| U.S. Government securities | $232,095,000 | 476 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $232,095,000 | 460 |
| Securities issued by states & political subdivisions | $146,345,000 | 181 |
| Other domestic debt securities | $41,628,000 | 259 |
| Privately issued residential mortgage-backed securities | $366,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $41,262,000 | 167 |
| Foreign debt securities | $5,200,000 | 83 |
| 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 | $248,364,000 | 295 |
| Mortgage-backed securities | $142,866,000 | 512 |
| Certificates of participation in pools of residential mortgages | $93,401,000 | 503 |
| Issued or guaranteed by U.S. | $93,401,000 | 502 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $49,465,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $49,099,000 | 458 |
| Privately issued | $366,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $425,268,000 | 313 |
| Total debt securities | $425,268,000 | 370 |
| Structured notes | ||
| Amortized cost | $27,343,000 | 155 |
| Fair value | $26,581,000 | 154 |
| 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 | $406,576,000 | 387 |
| U.S. Government securities | $222,846,000 | 493 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $222,846,000 | 477 |
| Securities issued by states & political subdivisions | $135,461,000 | 193 |
| Other domestic debt securities | $43,060,000 | 257 |
| Privately issued residential mortgage-backed securities | $403,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $42,657,000 | 167 |
| Foreign debt securities | $5,209,000 | 83 |
| 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 | $240,164,000 | 300 |
| Mortgage-backed securities | $126,681,000 | 556 |
| Certificates of participation in pools of residential mortgages | $75,458,000 | 600 |
| Issued or guaranteed by U.S. | $75,458,000 | 599 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $51,223,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $50,820,000 | 449 |
| Privately issued | $403,000 | 582 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $406,576,000 | 329 |
| Total debt securities | $406,576,000 | 380 |
| Structured notes | ||
| Amortized cost | $27,536,000 | 141 |
| Fair value | $26,366,000 | 141 |
| 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 | $405,362,000 | 380 |
| U.S. Government securities | $219,263,000 | 501 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $219,263,000 | 488 |
| Securities issued by states & political subdivisions | $134,652,000 | 196 |
| Other domestic debt securities | $46,235,000 | 254 |
| Privately issued residential mortgage-backed securities | $452,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $45,783,000 | 160 |
| Foreign debt securities | $5,212,000 | 88 |
| 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 | $241,813,000 | 289 |
| Mortgage-backed securities | $116,347,000 | 590 |
| Certificates of participation in pools of residential mortgages | $68,227,000 | 660 |
| Issued or guaranteed by U.S. | $68,227,000 | 659 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $48,120,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $47,668,000 | 470 |
| Privately issued | $452,000 | 598 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $405,362,000 | 332 |
| Total debt securities | $405,362,000 | 372 |
| Structured notes | ||
| Amortized cost | $30,797,000 | 129 |
| Fair value | $29,883,000 | 126 |
| 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 | $414,541,000 | 370 |
| U.S. Government securities | $227,408,000 | 485 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $227,408,000 | 471 |
| Securities issued by states & political subdivisions | $133,490,000 | 195 |
| Other domestic debt securities | $48,404,000 | 245 |
| Privately issued residential mortgage-backed securities | $491,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $47,913,000 | 156 |
| Foreign debt securities | $5,239,000 | 92 |
| 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 | $236,496,000 | 276 |
| Mortgage-backed securities | $123,806,000 | 566 |
| Certificates of participation in pools of residential mortgages | $67,229,000 | 666 |
| Issued or guaranteed by U.S. | $67,229,000 | 665 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $56,577,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $56,086,000 | 428 |
| Privately issued | $491,000 | 604 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $414,541,000 | 323 |
| Total debt securities | $414,541,000 | 363 |
| Structured notes | ||
| Amortized cost | $31,550,000 | 121 |
| Fair value | $31,094,000 | 120 |
| 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 | $426,007,000 | 356 |
| U.S. Government securities | $238,077,000 | 473 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $238,077,000 | 459 |
| Securities issued by states & political subdivisions | $136,518,000 | 185 |
| Other domestic debt securities | $48,114,000 | 254 |
| Privately issued residential mortgage-backed securities | $580,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $47,534,000 | 160 |
| Foreign debt securities | $3,298,000 | 108 |
| 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 | $202,200,000 | 332 |
| Mortgage-backed securities | $128,398,000 | 567 |
| Certificates of participation in pools of residential mortgages | $82,642,000 | 558 |
| Issued or guaranteed by U.S. | $82,642,000 | 556 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,756,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $45,176,000 | 510 |
| Privately issued | $580,000 | 613 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $426,007,000 | 314 |
| Total debt securities | $426,007,000 | 348 |
| Structured notes | ||
| Amortized cost | $31,071,000 | 127 |
| Fair value | $31,117,000 | 126 |
| 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 | $398,124,000 | 377 |
| U.S. Government securities | $228,555,000 | 475 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $228,555,000 | 459 |
| Securities issued by states & political subdivisions | $130,786,000 | 188 |
| Other domestic debt securities | $34,479,000 | 313 |
| Privately issued residential mortgage-backed securities | $616,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $33,863,000 | 189 |
| Foreign debt securities | $4,304,000 | 100 |
| 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 | $224,163,000 | 301 |
| Mortgage-backed securities | $120,290,000 | 596 |
| Certificates of participation in pools of residential mortgages | $84,798,000 | 536 |
| Issued or guaranteed by U.S. | $84,798,000 | 534 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $35,492,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $34,876,000 | 635 |
| Privately issued | $616,000 | 633 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $398,124,000 | 332 |
| Total debt securities | $398,124,000 | 370 |
| Structured notes | ||
| Amortized cost | $32,511,000 | 124 |
| Fair value | $32,605,000 | 124 |
| 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 | $408,970,000 | 374 |
| U.S. Government securities | $235,795,000 | 483 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $235,795,000 | 466 |
| Securities issued by states & political subdivisions | $134,896,000 | 168 |
| Other domestic debt securities | $33,574,000 | 330 |
| Privately issued residential mortgage-backed securities | $695,000 | 675 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $32,879,000 | 208 |
| Foreign debt securities | $4,321,000 | 98 |
| Equity securities | $384,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,330,000 | 304 |
| Mortgage-backed securities | $127,190,000 | 597 |
| Certificates of participation in pools of residential mortgages | $88,180,000 | 534 |
| Issued or guaranteed by U.S. | $88,180,000 | 533 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $39,010,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $38,315,000 | 622 |
| Privately issued | $695,000 | 652 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $408,970,000 | 332 |
| Total debt securities | $408,586,000 | 368 |
| Structured notes | ||
| Amortized cost | $30,428,000 | 143 |
| Fair value | $30,587,000 | 142 |
| 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 | $394,635,000 | 387 |
| U.S. Government securities | $239,321,000 | 471 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $239,321,000 | 453 |
| Securities issued by states & political subdivisions | $124,505,000 | 178 |
| Other domestic debt securities | $26,200,000 | 380 |
| Privately issued residential mortgage-backed securities | $828,000 | 694 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $25,372,000 | 238 |
| Foreign debt securities | $4,231,000 | 89 |
| Equity securities | $378,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,882,000 | 287 |
| Mortgage-backed securities | $124,812,000 | 625 |
| Certificates of participation in pools of residential mortgages | $88,343,000 | 552 |
| Issued or guaranteed by U.S. | $88,343,000 | 551 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $36,469,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $35,641,000 | 661 |
| Privately issued | $828,000 | 668 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $394,635,000 | 346 |
| Total debt securities | $394,257,000 | 381 |
| Structured notes | ||
| Amortized cost | $36,078,000 | 116 |
| Fair value | $36,308,000 | 116 |
| 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 | $423,781,000 | 367 |
| U.S. Government securities | $268,081,000 | 429 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $268,081,000 | 412 |
| Securities issued by states & political subdivisions | $123,348,000 | 177 |
| Other domestic debt securities | $32,093,000 | 329 |
| Privately issued residential mortgage-backed securities | $953,000 | 706 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $31,140,000 | 206 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $259,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,755,000 | 260 |
| Mortgage-backed securities | $128,590,000 | 629 |
| Certificates of participation in pools of residential mortgages | $90,876,000 | 532 |
| Issued or guaranteed by U.S. | $90,876,000 | 531 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,714,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $36,761,000 | 675 |
| Privately issued | $953,000 | 683 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $423,781,000 | 329 |
| Total debt securities | $423,520,000 | 360 |
| Structured notes | ||
| Amortized cost | $53,015,000 | 89 |
| Fair value | $53,258,000 | 87 |
| 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 | $383,381,000 | 393 |
| U.S. Government securities | $244,857,000 | 453 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $244,857,000 | 436 |
| Securities issued by states & political subdivisions | $111,541,000 | 198 |
| Other domestic debt securities | $26,971,000 | 384 |
| Privately issued residential mortgage-backed securities | $1,047,000 | 756 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $25,924,000 | 217 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $12,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,751,000 | 238 |
| Mortgage-backed securities | $112,737,000 | 683 |
| Certificates of participation in pools of residential mortgages | $78,494,000 | 573 |
| Issued or guaranteed by U.S. | $78,494,000 | 571 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $34,243,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $33,196,000 | 693 |
| Privately issued | $1,047,000 | 719 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $383,381,000 | 349 |
| Total debt securities | $383,369,000 | 390 |
| Structured notes | ||
| Amortized cost | $55,020,000 | 82 |
| Fair value | $55,367,000 | 80 |
| 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 | $374,242,000 | 386 |
| U.S. Government securities | $243,730,000 | 444 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $243,730,000 | 430 |
| Securities issued by states & political subdivisions | $111,465,000 | 182 |
| Other domestic debt securities | $18,919,000 | 492 |
| Privately issued residential mortgage-backed securities | $1,188,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $17,731,000 | 284 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $128,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,028,000 | 266 |
| Mortgage-backed securities | $111,331,000 | 664 |
| Certificates of participation in pools of residential mortgages | $76,559,000 | 569 |
| Issued or guaranteed by U.S. | $76,559,000 | 567 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $34,772,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $33,584,000 | 667 |
| Privately issued | $1,188,000 | 718 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $374,242,000 | 341 |
| Total debt securities | $374,114,000 | 381 |
| Structured notes | ||
| Amortized cost | $54,633,000 | 79 |
| Fair value | $55,574,000 | 78 |
| 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 | $382,408,000 | 381 |
| U.S. Government securities | $251,039,000 | 425 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $251,039,000 | 408 |
| Securities issued by states & political subdivisions | $110,741,000 | 174 |
| Other domestic debt securities | $20,557,000 | 449 |
| Privately issued residential mortgage-backed securities | $1,406,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $19,151,000 | 255 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $71,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,966,000 | 275 |
| Mortgage-backed securities | $114,312,000 | 648 |
| Certificates of participation in pools of residential mortgages | $77,086,000 | 553 |
| Issued or guaranteed by U.S. | $77,086,000 | 551 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $37,226,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $35,820,000 | 631 |
| Privately issued | $1,406,000 | 704 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $382,408,000 | 337 |
| Total debt securities | $382,337,000 | 376 |
| Structured notes | ||
| Amortized cost | $56,179,000 | 91 |
| Fair value | $57,186,000 | 87 |
| 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 | $366,374,000 | 393 |
| U.S. Government securities | $243,146,000 | 437 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $243,146,000 | 418 |
| Securities issued by states & political subdivisions | $104,209,000 | 188 |
| Other domestic debt securities | $18,857,000 | 492 |
| Privately issued residential mortgage-backed securities | $1,526,000 | 757 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $17,331,000 | 277 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $162,000 | 943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,284,000 | 310 |
| Mortgage-backed securities | $116,180,000 | 623 |
| Certificates of participation in pools of residential mortgages | $77,559,000 | 533 |
| Issued or guaranteed by U.S. | $77,559,000 | 530 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $38,621,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $37,095,000 | 606 |
| Privately issued | $1,526,000 | 722 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $366,374,000 | 350 |
| Total debt securities | $366,212,000 | 386 |
| Structured notes | ||
| Amortized cost | $51,872,000 | 108 |
| Fair value | $52,329,000 | 105 |
| 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 | $360,968,000 | 390 |
| U.S. Government securities | $241,494,000 | 426 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $241,494,000 | 406 |
| Securities issued by states & political subdivisions | $101,072,000 | 187 |
| Other domestic debt securities | $18,013,000 | 539 |
| Privately issued residential mortgage-backed securities | $1,714,000 | 766 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $16,299,000 | 278 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $389,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,281,000 | 306 |
| Mortgage-backed securities | $121,887,000 | 565 |
| Certificates of participation in pools of residential mortgages | $84,300,000 | 477 |
| Issued or guaranteed by U.S. | $84,300,000 | 473 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,587,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $35,873,000 | 587 |
| Privately issued | $1,714,000 | 730 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $360,968,000 | 347 |
| Total debt securities | $360,579,000 | 385 |
| Structured notes | ||
| Amortized cost | $48,250,000 | 107 |
| Fair value | $48,737,000 | 103 |
| 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 | $351,085,000 | 379 |
| U.S. Government securities | $241,929,000 | 398 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $241,929,000 | 380 |
| Securities issued by states & political subdivisions | $92,008,000 | 205 |
| Other domestic debt securities | $16,451,000 | 557 |
| Privately issued residential mortgage-backed securities | $1,879,000 | 807 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $14,572,000 | 282 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $697,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,082,000 | 284 |
| Mortgage-backed securities | $127,831,000 | 538 |
| Certificates of participation in pools of residential mortgages | $92,276,000 | 424 |
| Issued or guaranteed by U.S. | $92,276,000 | 421 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $35,555,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $33,676,000 | 604 |
| Privately issued | $1,879,000 | 766 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $351,085,000 | 338 |
| Total debt securities | $350,388,000 | 375 |
| Structured notes | ||
| Amortized cost | $40,137,000 | 120 |
| Fair value | $41,553,000 | 119 |
| 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 | $331,435,000 | 390 |
| U.S. Government securities | $237,461,000 | 399 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $237,461,000 | 386 |
| Securities issued by states & political subdivisions | $90,183,000 | 189 |
| Other domestic debt securities | $3,712,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $1,923,000 | 831 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,789,000 | 1,062 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $79,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,895,000 | 271 |
| Mortgage-backed securities | $131,816,000 | 511 |
| Certificates of participation in pools of residential mortgages | $99,941,000 | 394 |
| Issued or guaranteed by U.S. | $99,941,000 | 391 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,875,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $29,952,000 | 626 |
| Privately issued | $1,923,000 | 797 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $331,435,000 | 343 |
| Total debt securities | $331,356,000 | 387 |
| Structured notes | ||
| Amortized cost | $44,935,000 | 107 |
| Fair value | $46,280,000 | 104 |
| 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 | $341,698,000 | 384 |
| U.S. Government securities | $239,737,000 | 406 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $239,737,000 | 390 |
| Securities issued by states & political subdivisions | $94,121,000 | 181 |
| Other domestic debt securities | $7,304,000 | 966 |
| Privately issued residential mortgage-backed securities | $1,965,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,339,000 | 567 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $536,000 | 829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,284,000 | 309 |
| Mortgage-backed securities | $137,513,000 | 508 |
| Certificates of participation in pools of residential mortgages | $107,256,000 | 401 |
| Issued or guaranteed by U.S. | $107,256,000 | 398 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,257,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $28,292,000 | 636 |
| Privately issued | $1,965,000 | 830 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $341,698,000 | 340 |
| Total debt securities | $341,162,000 | 381 |
| Structured notes | ||
| Amortized cost | $47,052,000 | 75 |
| Fair value | $47,936,000 | 73 |
| 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 | $344,250,000 | 377 |
| U.S. Government securities | $236,518,000 | 393 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $236,518,000 | 378 |
| Securities issued by states & political subdivisions | $92,068,000 | 185 |
| Other domestic debt securities | $15,037,000 | 637 |
| Privately issued residential mortgage-backed securities | $2,169,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $12,868,000 | 287 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $627,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,395,000 | 306 |
| Mortgage-backed securities | $140,683,000 | 499 |
| Certificates of participation in pools of residential mortgages | $110,833,000 | 387 |
| Issued or guaranteed by U.S. | $110,833,000 | 384 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $29,850,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $27,681,000 | 616 |
| Privately issued | $2,169,000 | 828 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $344,250,000 | 335 |
| Total debt securities | $343,623,000 | 373 |
| Structured notes | ||
| Amortized cost | $42,872,000 | 56 |
| Fair value | $43,537,000 | 53 |
| 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 | $352,260,000 | 378 |
| U.S. Government securities | $239,987,000 | 374 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $239,987,000 | 362 |
| Securities issued by states & political subdivisions | $95,977,000 | 178 |
| Other domestic debt securities | $14,978,000 | 698 |
| Privately issued residential mortgage-backed securities | $2,265,000 | 921 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $12,713,000 | 315 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,318,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,594,000 | 310 |
| Mortgage-backed securities | $133,799,000 | 527 |
| Certificates of participation in pools of residential mortgages | $103,739,000 | 431 |
| Issued or guaranteed by U.S. | $103,739,000 | 428 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,060,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $27,795,000 | 594 |
| Privately issued | $2,265,000 | 882 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $352,260,000 | 330 |
| Total debt securities | $350,942,000 | 369 |
| Structured notes | ||
| Amortized cost | $40,780,000 | 42 |
| Fair value | $41,641,000 | 40 |
| 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 | $323,886,000 | 408 |
| U.S. Government securities | $214,354,000 | 413 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $214,354,000 | 399 |
| Securities issued by states & political subdivisions | $96,839,000 | 175 |
| Other domestic debt securities | $11,186,000 | 855 |
| Privately issued residential mortgage-backed securities | $2,352,000 | 931 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $8,834,000 | 442 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,507,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,861,000 | 305 |
| Mortgage-backed securities | $148,325,000 | 486 |
| Certificates of participation in pools of residential mortgages | $120,249,000 | 388 |
| Issued or guaranteed by U.S. | $120,249,000 | 382 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $28,076,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $25,724,000 | 588 |
| Privately issued | $2,352,000 | 892 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $323,886,000 | 354 |
| Total debt securities | $322,379,000 | 401 |
| Structured notes | ||
| Amortized cost | $22,684,000 | 53 |
| Fair value | $23,086,000 | 52 |
| 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 | $331,839,000 | 403 |
| U.S. Government securities | $219,964,000 | 415 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $219,964,000 | 401 |
| Securities issued by states & political subdivisions | $100,069,000 | 164 |
| Other domestic debt securities | $11,222,000 | 805 |
| Privately issued residential mortgage-backed securities | $2,403,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,819,000 | 437 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $584,000 | 904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,812,000 | 324 |
| Mortgage-backed securities | $160,352,000 | 461 |
| Certificates of participation in pools of residential mortgages | $132,084,000 | 366 |
| Issued or guaranteed by U.S. | $132,084,000 | 361 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,268,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $25,865,000 | 568 |
| Privately issued | $2,403,000 | 908 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $331,839,000 | 342 |
| Total debt securities | $331,255,000 | 395 |
| Structured notes | ||
| Amortized cost | $21,345,000 | 50 |
| Fair value | $21,889,000 | 44 |
| 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 | $301,062,000 | 422 |
| U.S. Government securities | $191,339,000 | 458 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $191,339,000 | 448 |
| Securities issued by states & political subdivisions | $101,512,000 | 158 |
| Other domestic debt securities | $6,966,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,692,000 | 530 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,245,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,125,000 | 362 |
| Mortgage-backed securities | $125,909,000 | 539 |
| Certificates of participation in pools of residential mortgages | $114,917,000 | 408 |
| Issued or guaranteed by U.S. | $114,917,000 | 405 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,992,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $10,718,000 | 999 |
| Privately issued | $274,000 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $301,062,000 | 359 |
| Total debt securities | $299,817,000 | 413 |
| Structured notes | ||
| Amortized cost | $22,332,000 | 53 |
| Fair value | $22,671,000 | 52 |
| 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 | $284,360,000 | 441 |
| U.S. Government securities | $176,392,000 | 486 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $176,392,000 | 471 |
| Securities issued by states & political subdivisions | $104,395,000 | 148 |
| Other domestic debt securities | $1,333,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $306,000 | 1,367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 1,449 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,240,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,375,000 | 379 |
| Mortgage-backed securities | $110,746,000 | 570 |
| Certificates of participation in pools of residential mortgages | $100,982,000 | 440 |
| Issued or guaranteed by U.S. | $100,982,000 | 434 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,764,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $9,458,000 | 1,015 |
| Privately issued | $306,000 | 1,306 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $284,360,000 | 372 |
| Total debt securities | $282,120,000 | 433 |
| Structured notes | ||
| Amortized cost | $22,894,000 | 47 |
| Fair value | $22,989,000 | 46 |
| 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 | $275,201,000 | 456 |
| U.S. Government securities | $165,014,000 | 517 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $165,014,000 | 504 |
| Securities issued by states & political subdivisions | $104,028,000 | 149 |
| Other domestic debt securities | $1,404,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,079,000 | 1,483 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $4,755,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,755,000 | 369 |
| Mortgage-backed securities | $104,745,000 | 588 |
| Certificates of participation in pools of residential mortgages | $94,813,000 | 456 |
| Issued or guaranteed by U.S. | $94,813,000 | 451 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,932,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $9,607,000 | 1,006 |
| Privately issued | $325,000 | 1,273 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $275,201,000 | 388 |
| Total debt securities | $270,446,000 | 447 |
| Structured notes | ||
| Amortized cost | $22,406,000 | 46 |
| Fair value | $22,422,000 | 46 |
| 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 | $331,264,000 | 397 |
| U.S. Government securities | $216,422,000 | 404 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $216,422,000 | 394 |
| Securities issued by states & political subdivisions | $109,067,000 | 142 |
| Other domestic debt securities | $1,459,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,113,000 | 1,428 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $4,316,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,026,000 | 332 |
| Mortgage-backed securities | $87,704,000 | 671 |
| Certificates of participation in pools of residential mortgages | $77,039,000 | 506 |
| Issued or guaranteed by U.S. | $77,039,000 | 500 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,665,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $10,319,000 | 960 |
| Privately issued | $346,000 | 1,248 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $331,264,000 | 344 |
| Total debt securities | $326,948,000 | 389 |
| Structured notes | ||
| Amortized cost | $23,140,000 | 51 |
| Fair value | $23,467,000 | 49 |
| 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 | $307,512,000 | 413 |
| U.S. Government securities | $194,620,000 | 452 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $194,620,000 | 440 |
| Securities issued by states & political subdivisions | $110,813,000 | 135 |
| Other domestic debt securities | $381,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $381,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,698,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,206,000 | 316 |
| Mortgage-backed securities | $69,400,000 | 741 |
| Certificates of participation in pools of residential mortgages | $58,349,000 | 593 |
| Issued or guaranteed by U.S. | $58,349,000 | 585 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,051,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $10,670,000 | 882 |
| Privately issued | $381,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $307,512,000 | 355 |
| Total debt securities | $305,814,000 | 399 |
| Structured notes | ||
| Amortized cost | $23,735,000 | 76 |
| Fair value | $23,678,000 | 77 |
| 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 | $318,316,000 | 403 |
| U.S. Government securities | $203,180,000 | 441 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $203,180,000 | 428 |
| Securities issued by states & political subdivisions | $109,983,000 | 128 |
| Other domestic debt securities | $2,496,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $495,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,035 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,657,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,611,000 | 309 |
| Mortgage-backed securities | $68,139,000 | 725 |
| Certificates of participation in pools of residential mortgages | $56,671,000 | 587 |
| Issued or guaranteed by U.S. | $56,671,000 | 580 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,468,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $10,973,000 | 829 |
| Privately issued | $495,000 | 1,069 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $318,316,000 | 346 |
| Total debt securities | $315,659,000 | 391 |
| Structured notes | ||
| Amortized cost | $24,407,000 | 94 |
| Fair value | $24,094,000 | 94 |
| 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 | $264,955,000 | 472 |
| U.S. Government securities | $147,219,000 | 586 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $147,219,000 | 576 |
| Securities issued by states & political subdivisions | $112,305,000 | 121 |
| Other domestic debt securities | $2,651,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $643,000 | 1,035 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,008,000 | 989 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,780,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,846,000 | 317 |
| Mortgage-backed securities | $67,666,000 | 716 |
| Certificates of participation in pools of residential mortgages | $55,595,000 | 589 |
| Issued or guaranteed by U.S. | $55,595,000 | 579 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,071,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $11,428,000 | 778 |
| Privately issued | $643,000 | 978 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $264,955,000 | 400 |
| Total debt securities | $262,175,000 | 468 |
| Structured notes | ||
| Amortized cost | $23,129,000 | 103 |
| Fair value | $22,600,000 | 104 |
| 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 | $279,668,000 | 454 |
| U.S. Government securities | $145,664,000 | 606 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $145,564,000 | 593 |
| Securities issued by states & political subdivisions | $117,070,000 | 119 |
| Other domestic debt securities | $11,997,000 | 653 |
| Privately issued residential mortgage-backed securities | $734,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,263,000 | 367 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,937,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,543,000 | 330 |
| Mortgage-backed securities | $71,458,000 | 691 |
| Certificates of participation in pools of residential mortgages | $59,538,000 | 555 |
| Issued or guaranteed by U.S. | $59,538,000 | 545 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,920,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $11,186,000 | 783 |
| Privately issued | $734,000 | 916 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $279,668,000 | 382 |
| Total debt securities | $274,731,000 | 447 |
| Structured notes | ||
| Amortized cost | $21,895,000 | 122 |
| Fair value | $21,839,000 | 121 |
| 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 | $278,693,000 | 457 |
| U.S. Government securities | $143,570,000 | 634 |
| U.S. Treasury securities | $100,000 | 1,441 |
| U.S. Government agency obligations | $143,470,000 | 622 |
| Securities issued by states & political subdivisions | $112,181,000 | 122 |
| Other domestic debt securities | $13,186,000 | 606 |
| Privately issued residential mortgage-backed securities | $870,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,316,000 | 347 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $9,756,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,633,000 | 336 |
| Mortgage-backed securities | $67,953,000 | 735 |
| Certificates of participation in pools of residential mortgages | $56,708,000 | 593 |
| Issued or guaranteed by U.S. | $56,708,000 | 585 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,245,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $10,375,000 | 842 |
| Privately issued | $870,000 | 872 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $278,693,000 | 390 |
| Total debt securities | $268,937,000 | 457 |
| Structured notes | ||
| Amortized cost | $22,563,000 | 126 |
| Fair value | $22,419,000 | 124 |
| 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 | $281,896,000 | 465 |
| U.S. Government securities | $145,108,000 | 645 |
| U.S. Treasury securities | $100,000 | 1,519 |
| U.S. Government agency obligations | $145,008,000 | 628 |
| Securities issued by states & political subdivisions | $113,812,000 | 119 |
| Other domestic debt securities | $13,331,000 | 606 |
| Privately issued residential mortgage-backed securities | $1,015,000 | 856 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,316,000 | 350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $9,645,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,326,000 | 346 |
| Mortgage-backed securities | $69,075,000 | 740 |
| Certificates of participation in pools of residential mortgages | $57,515,000 | 600 |
| Issued or guaranteed by U.S. | $57,515,000 | 591 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,560,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $10,545,000 | 817 |
| Privately issued | $1,015,000 | 797 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $281,896,000 | 395 |
| Total debt securities | $272,251,000 | 465 |
| Structured notes | ||
| Amortized cost | $24,322,000 | 123 |
| Fair value | $24,143,000 | 122 |
| 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 | $258,255,000 | 507 |
| U.S. Government securities | $130,634,000 | 711 |
| U.S. Treasury securities | $99,000 | 1,580 |
| U.S. Government agency obligations | $130,535,000 | 691 |
| Securities issued by states & political subdivisions | $104,635,000 | 131 |
| Other domestic debt securities | $13,393,000 | 602 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 823 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,290,000 | 355 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $9,593,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,482,000 | 363 |
| Mortgage-backed securities | $62,537,000 | 785 |
| Certificates of participation in pools of residential mortgages | $54,439,000 | 636 |
| Issued or guaranteed by U.S. | $54,439,000 | 630 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,098,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $6,995,000 | 1,039 |
| Privately issued | $1,103,000 | 767 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $258,255,000 | 430 |
| Total debt securities | $248,660,000 | 510 |
| Structured notes | ||
| Amortized cost | $22,804,000 | 148 |
| Fair value | $22,257,000 | 148 |
| 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 | $271,725,000 | 488 |
| U.S. Government securities | $136,280,000 | 679 |
| U.S. Treasury securities | $100,000 | 1,650 |
| U.S. Government agency obligations | $136,180,000 | 663 |
| Securities issued by states & political subdivisions | $108,926,000 | 126 |
| Other domestic debt securities | $13,511,000 | 602 |
| Privately issued residential mortgage-backed securities | $1,182,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,329,000 | 371 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $13,008,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,524,000 | 341 |
| Mortgage-backed securities | $67,560,000 | 744 |
| Certificates of participation in pools of residential mortgages | $58,735,000 | 600 |
| Issued or guaranteed by U.S. | $58,735,000 | 592 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,825,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $7,643,000 | 994 |
| Privately issued | $1,182,000 | 755 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $271,725,000 | 414 |
| Total debt securities | $258,715,000 | 497 |
| Structured notes | ||
| Amortized cost | $23,564,000 | 149 |
| Fair value | $23,283,000 | 147 |
| 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 | $279,988,000 | 487 |
| U.S. Government securities | $133,025,000 | 705 |
| U.S. Treasury securities | $100,000 | 1,669 |
| U.S. Government agency obligations | $132,925,000 | 684 |
| Securities issued by states & political subdivisions | $109,420,000 | 123 |
| Other domestic debt securities | $16,826,000 | 560 |
| Privately issued residential mortgage-backed securities | $1,253,000 | 768 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,573,000 | 321 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $20,717,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,017,000 | 350 |
| Mortgage-backed securities | $72,412,000 | 714 |
| Certificates of participation in pools of residential mortgages | $62,538,000 | 580 |
| Issued or guaranteed by U.S. | $62,538,000 | 573 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,874,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $8,621,000 | 920 |
| Privately issued | $1,253,000 | 717 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $279,988,000 | 415 |
| Total debt securities | $259,272,000 | 505 |
| Structured notes | ||
| Amortized cost | $17,429,000 | 225 |
| Fair value | $17,393,000 | 223 |
| 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 | $272,138,000 | 499 |
| U.S. Government securities | $124,969,000 | 740 |
| U.S. Treasury securities | $101,000 | 1,709 |
| U.S. Government agency obligations | $124,868,000 | 712 |
| Securities issued by states & political subdivisions | $110,022,000 | 119 |
| Other domestic debt securities | $17,196,000 | 555 |
| Privately issued residential mortgage-backed securities | $1,391,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,805,000 | 333 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $19,951,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,432,000 | 339 |
| Mortgage-backed securities | $80,050,000 | 669 |
| Certificates of participation in pools of residential mortgages | $67,947,000 | 553 |
| Issued or guaranteed by U.S. | $67,947,000 | 546 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,103,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $10,712,000 | 834 |
| Privately issued | $1,391,000 | 696 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $272,138,000 | 423 |
| Total debt securities | $252,188,000 | 518 |
| Structured notes | ||
| Amortized cost | $8,108,000 | 532 |
| Fair value | $8,110,000 | 525 |
| 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 | $275,366,000 | 495 |
| U.S. Government securities | $130,827,000 | 704 |
| U.S. Treasury securities | $101,000 | 1,768 |
| U.S. Government agency obligations | $130,726,000 | 680 |
| Securities issued by states & political subdivisions | $107,357,000 | 118 |
| Other domestic debt securities | $17,358,000 | 567 |
| Privately issued residential mortgage-backed securities | $1,464,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,894,000 | 344 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $19,824,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,742,000 | 328 |
| Mortgage-backed securities | $89,767,000 | 622 |
| Certificates of participation in pools of residential mortgages | $74,708,000 | 528 |
| Issued or guaranteed by U.S. | $74,708,000 | 516 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,059,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $13,595,000 | 746 |
| Privately issued | $1,464,000 | 673 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $275,366,000 | 424 |
| Total debt securities | $255,542,000 | 517 |
| Structured notes | ||
| Amortized cost | $324,000 | 2,796 |
| Fair value | $322,000 | 2,795 |
| 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 | $287,413,000 | 481 |
| U.S. Government securities | $139,094,000 | 684 |
| U.S. Treasury securities | $101,000 | 1,892 |
| U.S. Government agency obligations | $138,993,000 | 656 |
| Securities issued by states & political subdivisions | $108,418,000 | 118 |
| Other domestic debt securities | $18,830,000 | 550 |
| Privately issued residential mortgage-backed securities | $1,486,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,344,000 | 336 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $21,071,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,592,000 | 350 |
| Mortgage-backed securities | $98,793,000 | 602 |
| Certificates of participation in pools of residential mortgages | $80,202,000 | 518 |
| Issued or guaranteed by U.S. | $80,202,000 | 512 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,591,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $17,105,000 | 646 |
| Privately issued | $1,486,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $287,413,000 | 409 |
| Total debt securities | $266,342,000 | 499 |
| Structured notes | ||
| Amortized cost | $175,000 | 2,903 |
| Fair value | $170,000 | 2,903 |
| 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 | $287,996,000 | 490 |
| U.S. Government securities | $143,214,000 | 685 |
| U.S. Treasury securities | $103,000 | 1,885 |
| U.S. Government agency obligations | $143,111,000 | 656 |
| Securities issued by states & political subdivisions | $105,647,000 | 119 |
| Other domestic debt securities | $18,693,000 | 563 |
| Privately issued residential mortgage-backed securities | $995,000 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,698,000 | 343 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $20,442,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,192,000 | 367 |
| Mortgage-backed securities | $100,582,000 | 607 |
| Certificates of participation in pools of residential mortgages | $80,308,000 | 534 |
| Issued or guaranteed by U.S. | $80,308,000 | 530 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,274,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $19,279,000 | 631 |
| Privately issued | $995,000 | 709 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $287,996,000 | 417 |
| Total debt securities | $267,554,000 | 501 |
| Structured notes | ||
| Amortized cost | $175,000 | 2,836 |
| Fair value | $172,000 | 2,836 |
| 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 | $283,773,000 | 494 |
| U.S. Government securities | $141,957,000 | 694 |
| U.S. Treasury securities | $104,000 | 1,906 |
| U.S. Government agency obligations | $141,853,000 | 662 |
| Securities issued by states & political subdivisions | $101,918,000 | 127 |
| Other domestic debt securities | $17,928,000 | 566 |
| 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 | $17,928,000 | 347 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $21,970,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,686,000 | 366 |
| Mortgage-backed securities | $101,552,000 | 610 |
| Certificates of participation in pools of residential mortgages | $80,952,000 | 525 |
| Issued or guaranteed by U.S. | $80,952,000 | 522 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,600,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $20,600,000 | 603 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $283,773,000 | 422 |
| Total debt securities | $261,803,000 | 517 |
| Structured notes | ||
| Amortized cost | $175,000 | 2,819 |
| Fair value | $174,000 | 2,820 |
| 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 | $284,690,000 | 501 |
| U.S. Government securities | $143,999,000 | 704 |
| U.S. Treasury securities | $103,000 | 2,026 |
| U.S. Government agency obligations | $143,896,000 | 670 |
| Securities issued by states & political subdivisions | $100,021,000 | 124 |
| Other domestic debt securities | $18,061,000 | 578 |
| Privately issued residential mortgage-backed securities | $329,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,732,000 | 370 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $22,609,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,174,000 | 363 |
| Mortgage-backed securities | $111,930,000 | 573 |
| Certificates of participation in pools of residential mortgages | $88,677,000 | 504 |
| Issued or guaranteed by U.S. | $88,677,000 | 501 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,253,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $22,924,000 | 568 |
| Privately issued | $329,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $284,690,000 | 424 |
| Total debt securities | $262,081,000 | 518 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,779 |
| Fair value | $94,000 | 2,798 |
| 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 | $314,714,000 | 466 |
| U.S. Government securities | $162,460,000 | 648 |
| U.S. Treasury securities | $107,000 | 2,000 |
| U.S. Government agency obligations | $162,353,000 | 624 |
| Securities issued by states & political subdivisions | $103,224,000 | 124 |
| Other domestic debt securities | $25,322,000 | 487 |
| Privately issued residential mortgage-backed securities | $404,000 | 895 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,918,000 | 297 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $23,708,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,554,000 | 399 |
| Mortgage-backed securities | $125,945,000 | 539 |
| Certificates of participation in pools of residential mortgages | $100,673,000 | 470 |
| Issued or guaranteed by U.S. | $100,673,000 | 466 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,272,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $24,868,000 | 559 |
| Privately issued | $404,000 | 826 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $314,714,000 | 395 |
| Total debt securities | $291,006,000 | 487 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,558 |
| Fair value | $100,000 | 2,564 |
| 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 | $320,965,000 | 464 |
| U.S. Government securities | $164,993,000 | 652 |
| U.S. Treasury securities | $106,000 | 2,141 |
| U.S. Government agency obligations | $164,887,000 | 629 |
| Securities issued by states & political subdivisions | $107,436,000 | 117 |
| Other domestic debt securities | $24,912,000 | 478 |
| Privately issued residential mortgage-backed securities | $620,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,292,000 | 326 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $23,624,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,882,000 | 434 |
| Mortgage-backed securities | $131,783,000 | 529 |
| Certificates of participation in pools of residential mortgages | $104,912,000 | 463 |
| Issued or guaranteed by U.S. | $104,912,000 | 458 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $26,871,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $26,251,000 | 586 |
| Privately issued | $620,000 | 608 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $320,965,000 | 403 |
| Total debt securities | $297,341,000 | 479 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,003,000 | 1,685 |
| 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 | $305,781,000 | 485 |
| U.S. Government securities | $149,068,000 | 686 |
| U.S. Treasury securities | $106,000 | 2,204 |
| U.S. Government agency obligations | $148,962,000 | 660 |
| Securities issued by states & political subdivisions | $101,588,000 | 127 |
| Other domestic debt securities | $30,866,000 | 421 |
| Privately issued residential mortgage-backed securities | $1,047,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,819,000 | 295 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $24,259,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,049,000 | 439 |
| Mortgage-backed securities | $132,225,000 | 531 |
| Certificates of participation in pools of residential mortgages | $105,306,000 | 461 |
| Issued or guaranteed by U.S. | $105,306,000 | 458 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $26,919,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $25,872,000 | 604 |
| Privately issued | $1,047,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $305,781,000 | 420 |
| Total debt securities | $281,522,000 | 503 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,010,000 | 1,412 |
| 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 | $321,067,000 | 456 |
| U.S. Government securities | $161,018,000 | 629 |
| U.S. Treasury securities | $109,000 | 2,231 |
| U.S. Government agency obligations | $160,909,000 | 611 |
| Securities issued by states & political subdivisions | $88,190,000 | 142 |
| Other domestic debt securities | $37,332,000 | 381 |
| Privately issued residential mortgage-backed securities | $1,881,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,451,000 | 256 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $34,527,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,616,000 | 426 |
| Mortgage-backed securities | $146,880,000 | 500 |
| Certificates of participation in pools of residential mortgages | $107,583,000 | 433 |
| Issued or guaranteed by U.S. | $107,583,000 | 431 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $39,297,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $37,416,000 | 515 |
| Privately issued | $1,881,000 | 495 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $321,067,000 | 392 |
| Total debt securities | $286,540,000 | 492 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,017,000 | 1,223 |
| 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 | $309,231,000 | 470 |
| U.S. Government securities | $158,796,000 | 638 |
| U.S. Treasury securities | $106,000 | 2,292 |
| U.S. Government agency obligations | $158,690,000 | 616 |
| Securities issued by states & political subdivisions | $74,236,000 | 172 |
| Other domestic debt securities | $38,023,000 | 376 |
| Privately issued residential mortgage-backed securities | $3,148,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,875,000 | 259 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $38,176,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,532,000 | 427 |
| Mortgage-backed securities | $139,925,000 | 503 |
| Certificates of participation in pools of residential mortgages | $80,888,000 | 528 |
| Issued or guaranteed by U.S. | $80,888,000 | 524 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $59,037,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $55,889,000 | 385 |
| Privately issued | $3,148,000 | 421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $309,231,000 | 401 |
| Total debt securities | $271,055,000 | 505 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,020,000 | 930 |
| 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 | $293,662,000 | 464 |
| U.S. Government securities | $140,831,000 | 664 |
| U.S. Treasury securities | $107,000 | 2,440 |
| U.S. Government agency obligations | $140,724,000 | 636 |
| Securities issued by states & political subdivisions | $72,463,000 | 170 |
| Other domestic debt securities | $41,960,000 | 344 |
| Privately issued residential mortgage-backed securities | $3,688,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,272,000 | 249 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $38,408,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,676,000 | 451 |
| Mortgage-backed securities | $118,506,000 | 547 |
| Certificates of participation in pools of residential mortgages | $66,422,000 | 582 |
| Issued or guaranteed by U.S. | $66,422,000 | 577 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $52,084,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $48,396,000 | 429 |
| Privately issued | $3,688,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $293,662,000 | 398 |
| Total debt securities | $255,254,000 | 508 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 300 |
| Fair value | $3,521,000 | 306 |
| 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 | $263,259,000 | 464 |
| U.S. Government securities | $126,612,000 | 675 |
| U.S. Treasury securities | $102,000 | 3,083 |
| U.S. Government agency obligations | $126,510,000 | 646 |
| Securities issued by states & political subdivisions | $66,566,000 | 183 |
| Other domestic debt securities | $36,717,000 | 400 |
| Privately issued residential mortgage-backed securities | $4,410,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,307,000 | 292 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $33,364,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,101,000 | 407 |
| Mortgage-backed securities | $120,102,000 | 497 |
| Certificates of participation in pools of residential mortgages | $80,914,000 | 443 |
| Issued or guaranteed by U.S. | $80,914,000 | 437 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $39,188,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $34,778,000 | 521 |
| Privately issued | $4,410,000 | 393 |
| 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) | $263,259,000 | 405 |
| Total debt securities | $229,895,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $301,721,000 | 406 |
| U.S. Government securities | $198,963,000 | 442 |
| U.S. Treasury securities | $2,718,000 | 1,626 |
| U.S. Government agency obligations | $196,245,000 | 429 |
| Securities issued by states & political subdivisions | $67,686,000 | 168 |
| Other domestic debt securities | $941,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $919,000 | 766 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,000 | 3,313 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $34,131,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,694,000 | 282 |
| Mortgage-backed securities | $128,252,000 | 412 |
| Certificates of participation in pools of residential mortgages | $101,929,000 | 324 |
| Issued or guaranteed by U.S. | $101,929,000 | 320 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $26,323,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $25,404,000 | 508 |
| Privately issued | $919,000 | 674 |
| 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) | $301,721,000 | 335 |
| Total debt securities | $267,590,000 | 430 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 57 |
| Fair value | $5,973,000 | 57 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $275,917,000 | 470 |
| U.S. Government securities | $183,889,000 | 517 |
| U.S. Treasury securities | $671,000 | 4,168 |
| U.S. Government agency obligations | $183,218,000 | 474 |
| Securities issued by states & political subdivisions | $67,423,000 | 173 |
| Other domestic debt securities | $825,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $780,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,000 | 3,132 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $23,780,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,262,000 | 416 |
| Mortgage-backed securities | $121,138,000 | 460 |
| Certificates of participation in pools of residential mortgages | $108,394,000 | 328 |
| Issued or guaranteed by U.S. | $107,614,000 | 323 |
| Privately issued | $780,000 | 155 |
| Collaterized mortgage obligations | $12,744,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $12,744,000 | 845 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $275,917,000 | 374 |
| Total debt securities | $252,137,000 | 487 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 89 |
| Fair value | $5,781,000 | 87 |
| Trading account assets | $1,660,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $245,347,000 | 516 |
| U.S. Government securities | $130,939,000 | 705 |
| U.S. Treasury securities | $719,000 | 5,551 |
| U.S. Government agency obligations | $130,220,000 | 613 |
| Securities issued by states & political subdivisions | $94,134,000 | 124 |
| Other domestic debt securities | $13,661,000 | 639 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,661,000 | 481 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $6,613,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,921,000 | 466 |
| Mortgage-backed securities | $79,871,000 | 646 |
| Certificates of participation in pools of residential mortgages | $58,204,000 | 573 |
| Issued or guaranteed by U.S. | $58,204,000 | 566 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $21,667,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $21,667,000 | 664 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $245,347,000 | 396 |
| Total debt securities | $238,734,000 | 508 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 398 |
| Fair value | $1,973,000 | 380 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $191,530,000 | 634 |
| U.S. Government securities | $121,059,000 | 795 |
| U.S. Treasury securities | $4,222,000 | 3,541 |
| U.S. Government agency obligations | $116,837,000 | 679 |
| Securities issued by states & political subdivisions | $59,303,000 | 176 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $11,168,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,817,000 | 363 |
| Mortgage-backed securities | $78,420,000 | 634 |
| Certificates of participation in pools of residential mortgages | $49,360,000 | 651 |
| Issued or guaranteed by U.S. | $49,360,000 | 636 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $29,060,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $29,060,000 | 507 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $191,530,000 | 472 |
| Total debt securities | $180,362,000 | 650 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $212,656,000 | 600 |
| U.S. Government securities | $176,968,000 | 599 |
| U.S. Treasury securities | $10,433,000 | 2,146 |
| U.S. Government agency obligations | $166,535,000 | 520 |
| Securities issued by states & political subdivisions | $27,904,000 | 418 |
| Other domestic debt securities | $384,000 | 2,939 |
| Privately issued residential mortgage-backed securities | $384,000 | 1,081 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $7,400,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,144,000 | 453 |
| Mortgage-backed securities | $130,115,000 | 498 |
| Certificates of participation in pools of residential mortgages | $76,200,000 | 506 |
| Issued or guaranteed by U.S. | $76,200,000 | 498 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $53,915,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $53,531,000 | 353 |
| Privately issued | $384,000 | 853 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $212,656,000 | 436 |
| Total debt securities | $205,256,000 | 610 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,986,000 | 1,057 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $193,538,000 | 690 |
| U.S. Government securities | $171,665,000 | 638 |
| U.S. Treasury securities | $10,261,000 | 2,614 |
| U.S. Government agency obligations | $161,404,000 | 526 |
| Securities issued by states & political subdivisions | $17,697,000 | 713 |
| Other domestic debt securities | $838,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $838,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,338,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,275,000 | 673 |
| Mortgage-backed securities | $125,984,000 | 527 |
| Certificates of participation in pools of residential mortgages | $82,242,000 | 479 |
| Issued or guaranteed by U.S. | $82,242,000 | 467 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $43,742,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $42,904,000 | 453 |
| Privately issued | $838,000 | 741 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $193,538,000 | 498 |
| Total debt securities | $190,200,000 | 681 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 887 |
| Fair value | $3,992,000 | 890 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $191,475,000 | 716 |
| U.S. Government securities | $178,481,000 | 647 |
| U.S. Treasury securities | $2,774,000 | 7,396 |
| U.S. Government agency obligations | $175,707,000 | 481 |
| Securities issued by states & political subdivisions | $9,053,000 | 1,676 |
| Other domestic debt securities | $1,020,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $1,020,000 | 924 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,921,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,802,000 | 912 |
| Mortgage-backed securities | $169,570,000 | 444 |
| Certificates of participation in pools of residential mortgages | $125,857,000 | 356 |
| Issued or guaranteed by U.S. | $125,857,000 | 345 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $43,713,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $42,693,000 | 503 |
| Privately issued | $1,020,000 | 716 |
| 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) | $73,136,000 | 1,040 |
| Available-for-sale securities (fair market value) | $118,339,000 | 493 |
| Total debt securities | $188,554,000 | 715 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $75,263,000 | 1,851 |
| U.S. Government securities | $71,613,000 | 1,550 |
| U.S. Treasury securities | $3,536,000 | 6,854 |
| U.S. Government agency obligations | $68,077,000 | 1,095 |
| Securities issued by states & political subdivisions | $2,699,000 | 4,551 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $951,000 | 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 | $12,569,000 | 2,263 |
| Mortgage-backed securities | $67,403,000 | 901 |
| Certificates of participation in pools of residential mortgages | $56,942,000 | 656 |
| Issued or guaranteed by U.S. | $56,942,000 | 628 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,461,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $10,461,000 | 1,548 |
| 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 | $74,312,000 | 1,812 |
| 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 | $72,652,000 | 1,855 |
| U.S. Government securities | $70,852,000 | 1,522 |
| U.S. Treasury securities | $999,000 | 10,456 |
| U.S. Government agency obligations | $69,853,000 | 1,023 |
| Securities issued by states & political subdivisions | $1,456,000 | 5,758 |
| Other domestic debt securities | $154,000 | 6,383 |
| Privately issued residential mortgage-backed securities | $154,000 | 3,255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $190,000 | 4,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,741,000 | 2,708 |
| Mortgage-backed securities | $68,286,000 | 880 |
| Certificates of participation in pools of residential mortgages | $68,132,000 | 586 |
| Issued or guaranteed by U.S. | $68,132,000 | 552 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $154,000 | 6,765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $154,000 | 2,780 |
| 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 | $72,462,000 | 1,812 |
| 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 |