Home > Lake Forest Bank & Trust Company > Securities
Lake Forest Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $995,277,000 | 246 |
| U.S. Government securities | $867,319,000 | 204 |
| U.S. Treasury securities | $6,968,000 | 1,620 |
| U.S. Government agency obligations | $860,351,000 | 195 |
| Securities issued by states & political subdivisions | $41,611,000 | 1,047 |
| Other domestic debt securities | $74,382,000 | 300 |
| Privately issued residential mortgage-backed securities | $54,152,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $20,230,000 | 400 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,033,000 | 174 |
| Mortgage-backed securities | $860,755,000 | 165 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $806,603,000 | 97 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $54,152,000 | 84 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $620,904,000 | 122 |
| Available-for-sale securities (fair market value) | $362,408,000 | 478 |
| Total debt securities | $983,312,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $148,435,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $146,359,000 | 33 |
| 2023-09-30 | Rank | |
| Total securities | $990,454,000 | 250 |
| U.S. Government securities | $881,322,000 | 207 |
| U.S. Treasury securities | $4,931,000 | 1,873 |
| U.S. Government agency obligations | $876,391,000 | 185 |
| Securities issued by states & political subdivisions | $41,368,000 | 1,030 |
| Other domestic debt securities | $56,420,000 | 369 |
| Privately issued residential mortgage-backed securities | $36,088,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $20,332,000 | 396 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $886,896,000 | 154 |
| Mortgage-backed securities | $829,812,000 | 168 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $793,724,000 | 100 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $36,088,000 | 112 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $628,705,000 | 123 |
| Available-for-sale securities (fair market value) | $350,405,000 | 492 |
| Total debt securities | $979,110,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $202,924,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,826,000 | 36 |
| 2023-06-30 | Rank | |
| Total securities | $944,044,000 | 257 |
| U.S. Government securities | $857,696,000 | 205 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $857,696,000 | 196 |
| Securities issued by states & political subdivisions | $41,798,000 | 1,065 |
| Other domestic debt securities | $32,744,000 | 524 |
| Privately issued residential mortgage-backed securities | $12,927,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $19,817,000 | 403 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $853,157,000 | 163 |
| Mortgage-backed securities | $787,259,000 | 172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $774,332,000 | 103 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $12,927,000 | 188 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $563,145,000 | 129 |
| Available-for-sale securities (fair market value) | $369,093,000 | 482 |
| Total debt securities | $932,238,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $183,420,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $179,505,000 | 33 |
| 2023-03-31 | Rank | |
| Total securities | $969,936,000 | 264 |
| U.S. Government securities | $878,969,000 | 217 |
| U.S. Treasury securities | $4,949,000 | 1,979 |
| U.S. Government agency obligations | $874,020,000 | 194 |
| Securities issued by states & political subdivisions | $42,690,000 | 1,092 |
| Other domestic debt securities | $36,296,000 | 514 |
| Privately issued residential mortgage-backed securities | $13,177,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $23,119,000 | 382 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $787,501,000 | 169 |
| Mortgage-backed securities | $803,586,000 | 182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $790,409,000 | 109 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $13,177,000 | 189 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $570,327,000 | 133 |
| Available-for-sale securities (fair market value) | $387,628,000 | 485 |
| Total debt securities | $957,955,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $155,998,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $151,365,000 | 33 |
| 2022-12-31 | Rank | |
| Total securities | $971,750,000 | 270 |
| U.S. Government securities | $881,511,000 | 221 |
| U.S. Treasury securities | $4,893,000 | 2,028 |
| U.S. Government agency obligations | $876,618,000 | 198 |
| Securities issued by states & political subdivisions | $41,815,000 | 1,135 |
| Other domestic debt securities | $36,646,000 | 530 |
| Privately issued residential mortgage-backed securities | $13,401,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $23,245,000 | 388 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,584,000 | 233 |
| Mortgage-backed securities | $806,608,000 | 187 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $793,207,000 | 116 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $13,401,000 | 187 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $576,722,000 | 137 |
| Available-for-sale securities (fair market value) | $383,250,000 | 491 |
| Total debt securities | $959,972,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $192,763,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $188,752,000 | 33 |
| 2022-09-30 | Rank | |
| Total securities | $889,945,000 | 293 |
| U.S. Government securities | $799,298,000 | 241 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $799,298,000 | 216 |
| Securities issued by states & political subdivisions | $43,751,000 | 1,099 |
| Other domestic debt securities | $35,132,000 | 519 |
| Privately issued residential mortgage-backed securities | $13,686,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $21,446,000 | 406 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,476,000 | 292 |
| Mortgage-backed securities | $759,741,000 | 199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $746,055,000 | 124 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $13,686,000 | 180 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $530,646,000 | 148 |
| Available-for-sale securities (fair market value) | $347,535,000 | 547 |
| Total debt securities | $878,181,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $199,785,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $199,863,000 | 37 |
| 2022-06-30 | Rank | |
| Total securities | $912,783,000 | 292 |
| U.S. Government securities | $819,838,000 | 245 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $819,838,000 | 218 |
| Securities issued by states & political subdivisions | $44,578,000 | 1,122 |
| Other domestic debt securities | $35,942,000 | 482 |
| Privately issued residential mortgage-backed securities | $14,127,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $21,815,000 | 417 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,488,000 | 269 |
| Mortgage-backed securities | $794,286,000 | 200 |
| Certificates of participation in pools of residential mortgages | $780,159,000 | 126 |
| Issued or guaranteed by U.S. | $780,159,000 | 125 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,127,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $14,127,000 | 178 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $522,335,000 | 141 |
| Available-for-sale securities (fair market value) | $378,023,000 | 530 |
| Total debt securities | $900,358,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $116,986,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $116,895,000 | 38 |
| 2022-03-31 | Rank | |
| Total securities | $949,936,000 | 287 |
| U.S. Government securities | $859,361,000 | 239 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $859,361,000 | 212 |
| Securities issued by states & political subdivisions | $45,339,000 | 1,132 |
| Other domestic debt securities | $32,330,000 | 508 |
| Privately issued residential mortgage-backed securities | $14,449,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $17,881,000 | 463 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,365,000 | 262 |
| Mortgage-backed securities | $833,627,000 | 195 |
| Certificates of participation in pools of residential mortgages | $819,178,000 | 126 |
| Issued or guaranteed by U.S. | $819,178,000 | 124 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,449,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $14,449,000 | 169 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $530,808,000 | 125 |
| Available-for-sale securities (fair market value) | $406,222,000 | 504 |
| Total debt securities | $937,030,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $82,364,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,331,000 | 39 |
| 2021-12-31 | Rank | |
| Total securities | $681,981,000 | 362 |
| U.S. Government securities | $602,606,000 | 284 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $602,606,000 | 267 |
| Securities issued by states & political subdivisions | $47,552,000 | 1,130 |
| Other domestic debt securities | $18,232,000 | 689 |
| 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 | $18,232,000 | 443 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,923,000 | 232 |
| Mortgage-backed securities | $561,337,000 | 251 |
| Certificates of participation in pools of residential mortgages | $561,337,000 | 167 |
| Issued or guaranteed by U.S. | $561,337,000 | 166 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $423,056,000 | 117 |
| Available-for-sale securities (fair market value) | $245,334,000 | 788 |
| Total debt securities | $668,390,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $76,933,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $76,909,000 | 31 |
| 2021-09-30 | Rank | |
| Total securities | $729,261,000 | 332 |
| U.S. Government securities | $649,177,000 | 266 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $649,177,000 | 246 |
| Securities issued by states & political subdivisions | $47,982,000 | 1,078 |
| Other domestic debt securities | $18,385,000 | 651 |
| 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 | $18,385,000 | 414 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,796,000 | 242 |
| Mortgage-backed securities | $587,531,000 | 239 |
| Certificates of participation in pools of residential mortgages | $587,531,000 | 154 |
| Issued or guaranteed by U.S. | $587,531,000 | 154 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $452,265,000 | 105 |
| Available-for-sale securities (fair market value) | $263,279,000 | 701 |
| Total debt securities | $715,542,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $99,255,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,138,000 | 29 |
| 2021-06-30 | Rank | |
| Total securities | $678,428,000 | 332 |
| U.S. Government securities | $599,535,000 | 269 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $599,535,000 | 254 |
| Securities issued by states & political subdivisions | $46,754,000 | 1,077 |
| Other domestic debt securities | $18,344,000 | 621 |
| 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 | $18,344,000 | 387 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,022,000 | 266 |
| Mortgage-backed securities | $537,637,000 | 244 |
| Certificates of participation in pools of residential mortgages | $537,637,000 | 163 |
| Issued or guaranteed by U.S. | $537,637,000 | 162 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $408,334,000 | 106 |
| Available-for-sale securities (fair market value) | $256,299,000 | 693 |
| Total debt securities | $664,633,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $119,116,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,113,000 | 24 |
| 2021-03-31 | Rank | |
| Total securities | $659,694,000 | 318 |
| U.S. Government securities | $586,598,000 | 257 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $586,598,000 | 242 |
| Securities issued by states & political subdivisions | $40,920,000 | 1,164 |
| Other domestic debt securities | $18,401,000 | 593 |
| 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 | $18,401,000 | 366 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,778,000 | 315 |
| Mortgage-backed securities | $524,784,000 | 234 |
| Certificates of participation in pools of residential mortgages | $524,784,000 | 149 |
| Issued or guaranteed by U.S. | $524,784,000 | 149 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $372,274,000 | 105 |
| Available-for-sale securities (fair market value) | $273,645,000 | 603 |
| Total debt securities | $645,916,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $118,481,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $118,107,000 | 28 |
| 2020-12-31 | Rank | |
| Total securities | $439,755,000 | 407 |
| U.S. Government securities | $385,260,000 | 305 |
| U.S. Treasury securities | $29,996,000 | 209 |
| U.S. Government agency obligations | $355,264,000 | 308 |
| Securities issued by states & political subdivisions | $31,622,000 | 1,386 |
| Other domestic debt securities | $8,880,000 | 836 |
| 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 | $8,880,000 | 555 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,207,000 | 276 |
| Mortgage-backed securities | $313,131,000 | 310 |
| Certificates of participation in pools of residential mortgages | $313,131,000 | 205 |
| Issued or guaranteed by U.S. | $313,131,000 | 204 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $90,647,000 | 202 |
| Available-for-sale securities (fair market value) | $335,115,000 | 450 |
| Total debt securities | $425,762,000 | 409 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $172,688,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $172,664,000 | 22 |
| 2020-09-30 | Rank | |
| Total securities | $379,742,000 | 427 |
| U.S. Government securities | $339,730,000 | 317 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $339,730,000 | 301 |
| Securities issued by states & political subdivisions | $31,414,000 | 1,264 |
| Other domestic debt securities | $8,605,000 | 825 |
| 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 | $8,605,000 | 542 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,693,000 | 232 |
| Mortgage-backed securities | $230,193,000 | 367 |
| Certificates of participation in pools of residential mortgages | $230,193,000 | 233 |
| Issued or guaranteed by U.S. | $230,193,000 | 232 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $86,028,000 | 207 |
| Available-for-sale securities (fair market value) | $293,721,000 | 490 |
| Total debt securities | $379,749,000 | 420 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $199,224,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $199,182,000 | 21 |
| 2020-06-30 | Rank | |
| Total securities | $432,973,000 | 375 |
| U.S. Government securities | $395,419,000 | 283 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $395,419,000 | 268 |
| Securities issued by states & political subdivisions | $29,067,000 | 1,288 |
| Other domestic debt securities | $8,495,000 | 783 |
| 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 | $8,495,000 | 527 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,180,000 | 206 |
| Mortgage-backed securities | $268,260,000 | 329 |
| Certificates of participation in pools of residential mortgages | $268,109,000 | 198 |
| Issued or guaranteed by U.S. | $268,109,000 | 196 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $151,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,687 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $86,086,000 | 212 |
| Available-for-sale securities (fair market value) | $346,895,000 | 399 |
| Total debt securities | $432,981,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $210,555,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $209,141,000 | 23 |
| 2020-03-31 | Rank | |
| Total securities | $506,428,000 | 327 |
| U.S. Government securities | $467,823,000 | 261 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $467,823,000 | 248 |
| Securities issued by states & political subdivisions | $28,740,000 | 1,183 |
| Other domestic debt securities | $9,874,000 | 693 |
| 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 | $9,874,000 | 447 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,628,000 | 392 |
| Mortgage-backed securities | $299,379,000 | 297 |
| Certificates of participation in pools of residential mortgages | $295,919,000 | 185 |
| Issued or guaranteed by U.S. | $295,919,000 | 184 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,460,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,460,000 | 1,775 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $103,477,000 | 192 |
| Available-for-sale securities (fair market value) | $402,960,000 | 344 |
| Total debt securities | $506,437,000 | 323 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $200,598,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,308,000 | 26 |
| 2019-12-31 | Rank | |
| Total securities | $535,241,000 | 308 |
| U.S. Government securities | $495,347,000 | 253 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $495,347,000 | 241 |
| Securities issued by states & political subdivisions | $31,241,000 | 1,064 |
| Other domestic debt securities | $8,653,000 | 701 |
| 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 | $8,653,000 | 458 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,707,000 | 352 |
| Mortgage-backed securities | $250,609,000 | 326 |
| Certificates of participation in pools of residential mortgages | $243,263,000 | 211 |
| Issued or guaranteed by U.S. | $243,263,000 | 208 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,346,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $7,346,000 | 1,319 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $184,703,000 | 137 |
| Available-for-sale securities (fair market value) | $350,538,000 | 376 |
| Total debt securities | $535,240,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $79,162,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $79,156,000 | 27 |
| 2019-09-30 | Rank | |
| Total securities | $434,255,000 | 353 |
| U.S. Government securities | $394,859,000 | 285 |
| U.S. Treasury securities | $9,996,000 | 456 |
| U.S. Government agency obligations | $384,863,000 | 272 |
| Securities issued by states & political subdivisions | $30,780,000 | 1,067 |
| Other domestic debt securities | $8,616,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,616,000 | 457 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,690,000 | 301 |
| Mortgage-backed securities | $177,652,000 | 405 |
| Certificates of participation in pools of residential mortgages | $168,676,000 | 258 |
| Issued or guaranteed by U.S. | $168,676,000 | 254 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,976,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $8,976,000 | 1,204 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $181,027,000 | 150 |
| Available-for-sale securities (fair market value) | $253,228,000 | 494 |
| Total debt securities | $434,255,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $106,454,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $106,460,000 | 26 |
| 2019-06-30 | Rank | |
| Total securities | $452,420,000 | 343 |
| U.S. Government securities | $413,317,000 | 283 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $413,317,000 | 266 |
| Securities issued by states & political subdivisions | $30,815,000 | 1,086 |
| Other domestic debt securities | $8,288,000 | 691 |
| 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 | $8,288,000 | 472 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,424,000 | 336 |
| Mortgage-backed securities | $183,781,000 | 398 |
| Certificates of participation in pools of residential mortgages | $173,907,000 | 248 |
| Issued or guaranteed by U.S. | $173,907,000 | 248 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,874,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,874,000 | 1,146 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $211,092,000 | 138 |
| Available-for-sale securities (fair market value) | $241,328,000 | 514 |
| Total debt securities | $452,420,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $82,753,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,758,000 | 26 |
| 2019-03-31 | Rank | |
| Total securities | $448,840,000 | 348 |
| U.S. Government securities | $408,681,000 | 286 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $408,681,000 | 269 |
| Securities issued by states & political subdivisions | $31,681,000 | 1,091 |
| Other domestic debt securities | $8,478,000 | 685 |
| 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 | $8,478,000 | 468 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,753,000 | 412 |
| Mortgage-backed securities | $188,746,000 | 382 |
| Certificates of participation in pools of residential mortgages | $178,077,000 | 245 |
| Issued or guaranteed by U.S. | $178,077,000 | 244 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,669,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,669,000 | 1,092 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $203,087,000 | 145 |
| Available-for-sale securities (fair market value) | $245,753,000 | 500 |
| Total debt securities | $448,840,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $54,577,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,569,000 | 32 |
| 2018-12-31 | Rank | |
| Total securities | $463,989,000 | 338 |
| U.S. Government securities | $425,451,000 | 279 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $425,451,000 | 259 |
| Securities issued by states & political subdivisions | $30,207,000 | 1,167 |
| Other domestic debt securities | $8,331,000 | 669 |
| 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 | $8,331,000 | 467 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,000,000 | 353 |
| Mortgage-backed securities | $205,776,000 | 360 |
| Certificates of participation in pools of residential mortgages | $195,050,000 | 226 |
| Issued or guaranteed by U.S. | $195,050,000 | 225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,726,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $10,726,000 | 1,088 |
| 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) | $203,379,000 | 153 |
| Available-for-sale securities (fair market value) | $260,610,000 | 475 |
| Total debt securities | $463,989,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $52,235,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,217,000 | 34 |
| 2018-09-30 | Rank | |
| Total securities | $346,702,000 | 428 |
| U.S. Government securities | $307,633,000 | 339 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $307,633,000 | 321 |
| Securities issued by states & political subdivisions | $30,515,000 | 1,169 |
| Other domestic debt securities | $8,554,000 | 630 |
| 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 | $8,554,000 | 459 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,395,000 | 342 |
| Mortgage-backed securities | $180,773,000 | 396 |
| Certificates of participation in pools of residential mortgages | $169,713,000 | 263 |
| Issued or guaranteed by U.S. | $169,713,000 | 262 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,060,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $11,060,000 | 1,049 |
| 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) | $151,960,000 | 191 |
| Available-for-sale securities (fair market value) | $194,742,000 | 612 |
| Total debt securities | $346,702,000 | 421 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $63,188,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $63,158,000 | 39 |
| 2018-06-30 | Rank | |
| Total securities | $341,812,000 | 432 |
| U.S. Government securities | $304,245,000 | 340 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $304,245,000 | 327 |
| Securities issued by states & political subdivisions | $28,960,000 | 1,262 |
| Other domestic debt securities | $8,607,000 | 722 |
| 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 | $8,607,000 | 459 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,799,000 | 330 |
| Mortgage-backed securities | $187,385,000 | 384 |
| Certificates of participation in pools of residential mortgages | $175,697,000 | 260 |
| Issued or guaranteed by U.S. | $175,697,000 | 259 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,688,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $11,688,000 | 1,015 |
| 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) | $140,388,000 | 196 |
| Available-for-sale securities (fair market value) | $201,424,000 | 592 |
| Total debt securities | $341,812,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $59,429,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,384,000 | 37 |
| 2018-03-31 | Rank | |
| Total securities | $353,170,000 | 428 |
| U.S. Government securities | $315,243,000 | 334 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $315,243,000 | 320 |
| Securities issued by states & political subdivisions | $29,053,000 | 1,286 |
| Other domestic debt securities | $8,874,000 | 623 |
| 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 | $8,874,000 | 461 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,973,000 | 371 |
| Mortgage-backed securities | $173,393,000 | 421 |
| Certificates of participation in pools of residential mortgages | $160,719,000 | 288 |
| Issued or guaranteed by U.S. | $160,719,000 | 287 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,674,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $12,674,000 | 945 |
| 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) | $140,413,000 | 198 |
| Available-for-sale securities (fair market value) | $212,757,000 | 577 |
| Total debt securities | $353,170,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $49,133,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $49,133,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $49,090,000 | 37 |
| 2017-12-31 | Rank | |
| Total securities | $341,247,000 | 439 |
| U.S. Government securities | $309,978,000 | 341 |
| U.S. Treasury securities | $19,835,000 | 264 |
| U.S. Government agency obligations | $290,143,000 | 344 |
| Securities issued by states & political subdivisions | $29,266,000 | 1,324 |
| Other domestic debt securities | $2,003,000 | 1,201 |
| 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 | $2,003,000 | 955 |
| Foreign debt securities | $0 | 316 |
| 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 | $205,990,000 | 324 |
| Mortgage-backed securities | $148,408,000 | 464 |
| Certificates of participation in pools of residential mortgages | $134,288,000 | 327 |
| Issued or guaranteed by U.S. | $134,288,000 | 326 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,120,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $14,120,000 | 881 |
| 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) | $140,436,000 | 200 |
| Available-for-sale securities (fair market value) | $200,811,000 | 616 |
| Total debt securities | $341,247,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $33,360,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $33,360,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $33,329,000 | 39 |
| 2017-09-30 | Rank | |
| Total securities | $306,598,000 | 485 |
| U.S. Government securities | $269,815,000 | 385 |
| U.S. Treasury securities | $19,864,000 | 259 |
| U.S. Government agency obligations | $249,951,000 | 390 |
| Securities issued by states & political subdivisions | $31,831,000 | 1,232 |
| Other domestic debt securities | $3,980,000 | 936 |
| 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 | $3,980,000 | 728 |
| Foreign debt securities | $972,000 | 213 |
| 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 | $202,946,000 | 333 |
| Mortgage-backed securities | $105,215,000 | 617 |
| Certificates of participation in pools of residential mortgages | $90,355,000 | 459 |
| Issued or guaranteed by U.S. | $90,355,000 | 458 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,860,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $14,860,000 | 854 |
| 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) | $143,450,000 | 200 |
| Available-for-sale securities (fair market value) | $163,148,000 | 766 |
| Total debt securities | $306,598,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $33,576,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $33,576,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $33,533,000 | 35 |
| 2017-06-30 | Rank | |
| Total securities | $294,454,000 | 515 |
| U.S. Government securities | $261,462,000 | 398 |
| U.S. Treasury securities | $19,847,000 | 263 |
| U.S. Government agency obligations | $241,615,000 | 407 |
| Securities issued by states & political subdivisions | $28,036,000 | 1,408 |
| Other domestic debt securities | $3,982,000 | 952 |
| 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 | $3,982,000 | 740 |
| Foreign debt securities | $974,000 | 217 |
| 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 | $185,017,000 | 363 |
| Mortgage-backed securities | $96,880,000 | 656 |
| Certificates of participation in pools of residential mortgages | $90,630,000 | 455 |
| Issued or guaranteed by U.S. | $90,630,000 | 454 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,250,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,250,000 | 1,374 |
| 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) | $139,569,000 | 204 |
| Available-for-sale securities (fair market value) | $154,885,000 | 808 |
| Total debt securities | $294,454,000 | 508 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $35,301,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $35,301,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $35,248,000 | 36 |
| 2017-03-31 | Rank | |
| Total securities | $328,400,000 | 472 |
| U.S. Government securities | $294,937,000 | 358 |
| U.S. Treasury securities | $19,859,000 | 269 |
| U.S. Government agency obligations | $275,078,000 | 365 |
| Securities issued by states & political subdivisions | $27,505,000 | 1,453 |
| Other domestic debt securities | $4,985,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,985,000 | 672 |
| Foreign debt securities | $973,000 | 220 |
| 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 | $184,595,000 | 372 |
| Mortgage-backed securities | $120,336,000 | 569 |
| Certificates of participation in pools of residential mortgages | $113,782,000 | 386 |
| Issued or guaranteed by U.S. | $113,782,000 | 385 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,554,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $6,554,000 | 1,340 |
| 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) | $129,040,000 | 226 |
| Available-for-sale securities (fair market value) | $199,360,000 | 652 |
| Total debt securities | $328,400,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $36,560,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $36,560,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $36,476,000 | 36 |
| 2016-12-31 | Rank | |
| Total securities | $284,772,000 | 529 |
| U.S. Government securities | $252,239,000 | 405 |
| U.S. Treasury securities | $19,830,000 | 271 |
| U.S. Government agency obligations | $232,409,000 | 407 |
| Securities issued by states & political subdivisions | $26,577,000 | 1,480 |
| Other domestic debt securities | $4,983,000 | 873 |
| 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 | $4,983,000 | 657 |
| Foreign debt securities | $973,000 | 208 |
| 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 | $184,949,000 | 358 |
| Mortgage-backed securities | $90,668,000 | 707 |
| Certificates of participation in pools of residential mortgages | $90,668,000 | 465 |
| Issued or guaranteed by U.S. | $90,668,000 | 464 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $116,081,000 | 237 |
| Available-for-sale securities (fair market value) | $168,691,000 | 755 |
| Total debt securities | $284,772,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $41,345,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $41,345,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $39,459,000 | 38 |
| 2016-09-30 | Rank | |
| Total securities | $328,621,000 | 468 |
| U.S. Government securities | $291,445,000 | 363 |
| U.S. Treasury securities | $10,009,000 | 358 |
| U.S. Government agency obligations | $281,436,000 | 354 |
| Securities issued by states & political subdivisions | $28,205,000 | 1,417 |
| Other domestic debt securities | $4,974,000 | 879 |
| 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 | $4,974,000 | 661 |
| Foreign debt securities | $972,000 | 204 |
| Equity securities | $3,025,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,235,000 | 347 |
| Mortgage-backed securities | $104,378,000 | 629 |
| Certificates of participation in pools of residential mortgages | $101,022,000 | 419 |
| Issued or guaranteed by U.S. | $101,022,000 | 418 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,356,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 1,789 |
| 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) | $151,253,000 | 190 |
| Available-for-sale securities (fair market value) | $177,368,000 | 715 |
| Total debt securities | $325,596,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $80,384,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $80,384,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $80,208,000 | 36 |
| 2016-06-30 | Rank | |
| Total securities | $222,949,000 | 656 |
| U.S. Government securities | $184,260,000 | 534 |
| U.S. Treasury securities | $35,014,000 | 161 |
| U.S. Government agency obligations | $149,246,000 | 603 |
| Securities issued by states & political subdivisions | $27,761,000 | 1,447 |
| Other domestic debt securities | $5,016,000 | 874 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,016,000 | 648 |
| Foreign debt securities | $972,000 | 204 |
| Equity securities | $4,940,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,894,000 | 342 |
| Mortgage-backed securities | $14,964,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $11,564,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,564,000 | 2,147 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,400,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $3,400,000 | 1,801 |
| 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) | $133,126,000 | 223 |
| Available-for-sale securities (fair market value) | $89,823,000 | 1,358 |
| Total debt securities | $218,009,000 | 662 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $89,468,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $89,468,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $89,425,000 | 34 |
| 2016-03-31 | Rank | |
| Total securities | $204,498,000 | 720 |
| U.S. Government securities | $165,439,000 | 607 |
| U.S. Treasury securities | $35,022,000 | 169 |
| U.S. Government agency obligations | $130,417,000 | 708 |
| Securities issued by states & political subdivisions | $27,366,000 | 1,433 |
| Other domestic debt securities | $5,005,000 | 879 |
| 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 | $5,005,000 | 655 |
| Foreign debt securities | $1,971,000 | 149 |
| Equity securities | $4,717,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,807,000 | 359 |
| Mortgage-backed securities | $12,779,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,550 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,548 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,602,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,602,000 | 1,612 |
| 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) | $116,530,000 | 250 |
| Available-for-sale securities (fair market value) | $87,968,000 | 1,400 |
| Total debt securities | $199,781,000 | 732 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $72,780,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $72,780,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $73,449,000 | 35 |
| 2015-12-31 | Rank | |
| Total securities | $272,624,000 | 571 |
| U.S. Government securities | $232,630,000 | 455 |
| U.S. Treasury securities | $54,465,000 | 135 |
| U.S. Government agency obligations | $178,165,000 | 533 |
| Securities issued by states & political subdivisions | $28,067,000 | 1,411 |
| Other domestic debt securities | $5,012,000 | 866 |
| 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 | $5,012,000 | 642 |
| Foreign debt securities | $1,972,000 | 139 |
| Equity securities | $4,943,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,691,000 | 374 |
| Mortgage-backed securities | $77,997,000 | 791 |
| Certificates of participation in pools of residential mortgages | $73,409,000 | 560 |
| Issued or guaranteed by U.S. | $73,409,000 | 559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,588,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,588,000 | 1,633 |
| 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) | $99,156,000 | 286 |
| Available-for-sale securities (fair market value) | $173,468,000 | 743 |
| Total debt securities | $267,681,000 | 566 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $42,089,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $42,089,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $41,750,000 | 37 |
| 2015-09-30 | Rank | |
| Total securities | $233,859,000 | 644 |
| U.S. Government securities | $189,921,000 | 541 |
| U.S. Treasury securities | $54,854,000 | 125 |
| U.S. Government agency obligations | $135,067,000 | 700 |
| Securities issued by states & political subdivisions | $31,132,000 | 1,266 |
| Other domestic debt securities | $6,029,000 | 798 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,029,000 | 581 |
| Foreign debt securities | $1,969,000 | 142 |
| Equity securities | $4,808,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,436,000 | 361 |
| Mortgage-backed securities | $54,683,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $50,026,000 | 785 |
| Issued or guaranteed by U.S. | $50,026,000 | 785 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,657,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $4,657,000 | 1,645 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $233,859,000 | 560 |
| Total debt securities | $229,051,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $56,374,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $56,374,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $56,239,000 | 37 |
| 2015-06-30 | Rank | |
| Total securities | $215,246,000 | 701 |
| U.S. Government securities | $171,415,000 | 606 |
| U.S. Treasury securities | $54,383,000 | 125 |
| U.S. Government agency obligations | $117,032,000 | 817 |
| Securities issued by states & political subdivisions | $29,891,000 | 1,308 |
| Other domestic debt securities | $7,138,000 | 722 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,138,000 | 517 |
| Foreign debt securities | $1,967,000 | 147 |
| Equity securities | $4,835,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,421,000 | 456 |
| Mortgage-backed securities | $57,744,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $48,668,000 | 835 |
| Issued or guaranteed by U.S. | $48,668,000 | 835 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,076,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $9,076,000 | 1,260 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $215,246,000 | 607 |
| Total debt securities | $210,411,000 | 713 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $35,585,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $35,585,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $35,275,000 | 38 |
| 2015-03-31 | Rank | |
| Total securities | $179,132,000 | 845 |
| U.S. Government securities | $136,598,000 | 744 |
| U.S. Treasury securities | $54,922,000 | 119 |
| U.S. Government agency obligations | $81,676,000 | 1,120 |
| Securities issued by states & political subdivisions | $28,501,000 | 1,351 |
| Other domestic debt securities | $7,141,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,141,000 | 517 |
| Foreign debt securities | $2,056,000 | 138 |
| Equity securities | $4,836,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,169,000 | 418 |
| Mortgage-backed securities | $19,975,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $10,134,000 | 2,454 |
| Issued or guaranteed by U.S. | $10,134,000 | 2,452 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,841,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $9,841,000 | 1,246 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $179,132,000 | 732 |
| Total debt securities | $174,296,000 | 858 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $45,831,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $45,831,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $45,946,000 | 40 |
| 2014-12-31 | Rank | |
| Total securities | $214,242,000 | 708 |
| U.S. Government securities | $173,902,000 | 592 |
| U.S. Treasury securities | $94,526,000 | 80 |
| U.S. Government agency obligations | $79,376,000 | 1,148 |
| Securities issued by states & political subdivisions | $26,490,000 | 1,421 |
| Other domestic debt securities | $7,144,000 | 710 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,144,000 | 512 |
| Foreign debt securities | $2,056,000 | 125 |
| Equity securities | $4,650,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,799,000 | 394 |
| Mortgage-backed securities | $19,227,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $9,466,000 | 2,581 |
| Issued or guaranteed by U.S. | $9,466,000 | 2,576 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,761,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $9,761,000 | 1,277 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $214,242,000 | 599 |
| Total debt securities | $209,592,000 | 716 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $35,052,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $35,052,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $34,970,000 | 39 |
| 2014-09-30 | Rank | |
| Total securities | $227,402,000 | 666 |
| U.S. Government securities | $190,402,000 | 549 |
| U.S. Treasury securities | $94,297,000 | 75 |
| U.S. Government agency obligations | $96,105,000 | 989 |
| Securities issued by states & political subdivisions | $23,087,000 | 1,628 |
| Other domestic debt securities | $7,154,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,154,000 | 523 |
| Foreign debt securities | $2,060,000 | 122 |
| Equity securities | $4,699,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,973,000 | 356 |
| Mortgage-backed securities | $17,451,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $7,678,000 | 2,925 |
| Issued or guaranteed by U.S. | $7,678,000 | 2,923 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,773,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $9,773,000 | 1,292 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $227,402,000 | 568 |
| Total debt securities | $222,703,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $29,620,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $29,620,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $29,304,000 | 37 |
| 2014-06-30 | Rank | |
| Total securities | $227,780,000 | 662 |
| U.S. Government securities | $190,608,000 | 555 |
| U.S. Treasury securities | $94,353,000 | 68 |
| U.S. Government agency obligations | $96,255,000 | 1,004 |
| Securities issued by states & political subdivisions | $23,126,000 | 1,626 |
| Other domestic debt securities | $7,155,000 | 761 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,155,000 | 530 |
| Foreign debt securities | $2,154,000 | 118 |
| Equity securities | $4,737,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,533,000 | 364 |
| Mortgage-backed securities | $17,776,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $7,903,000 | 2,943 |
| Issued or guaranteed by U.S. | $7,903,000 | 2,943 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,873,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,873,000 | 1,303 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $227,780,000 | 565 |
| Total debt securities | $223,043,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $34,278,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $34,278,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $34,033,000 | 38 |
| 2014-03-31 | Rank | |
| Total securities | $226,808,000 | 678 |
| U.S. Government securities | $189,869,000 | 558 |
| U.S. Treasury securities | $58,989,000 | 89 |
| U.S. Government agency obligations | $130,880,000 | 767 |
| Securities issued by states & political subdivisions | $23,044,000 | 1,627 |
| Other domestic debt securities | $7,148,000 | 779 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,148,000 | 549 |
| Foreign debt securities | $2,151,000 | 125 |
| Equity securities | $4,596,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,082,000 | 389 |
| Mortgage-backed securities | $18,958,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $9,118,000 | 2,764 |
| Issued or guaranteed by U.S. | $9,118,000 | 2,764 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,840,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,840,000 | 1,304 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $226,808,000 | 587 |
| Total debt securities | $222,212,000 | 681 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $32,267,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $32,267,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $32,129,000 | 38 |
| 2013-12-31 | Rank | |
| Total securities | $261,626,000 | 592 |
| U.S. Government securities | $228,739,000 | 477 |
| U.S. Treasury securities | $58,575,000 | 86 |
| U.S. Government agency obligations | $170,164,000 | 605 |
| Securities issued by states & political subdivisions | $19,225,000 | 1,905 |
| Other domestic debt securities | $7,178,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $7,178,000 | 553 |
| Foreign debt securities | $2,139,000 | 124 |
| Equity securities | $4,345,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,760,000 | 336 |
| Mortgage-backed securities | $33,658,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $23,811,000 | 1,575 |
| Issued or guaranteed by U.S. | $23,811,000 | 1,575 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,847,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $9,847,000 | 1,307 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $261,626,000 | 506 |
| Total debt securities | $257,281,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $32,122,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $32,122,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $31,754,000 | 39 |
| 2013-09-30 | Rank | |
| Total securities | $224,944,000 | 688 |
| U.S. Government securities | $192,847,000 | 550 |
| U.S. Treasury securities | $18,573,000 | 188 |
| U.S. Government agency obligations | $174,274,000 | 594 |
| Securities issued by states & political subdivisions | $18,429,000 | 1,986 |
| Other domestic debt securities | $7,524,000 | 807 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,524,000 | 552 |
| Foreign debt securities | $2,138,000 | 123 |
| Equity securities | $4,006,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,286,000 | 333 |
| Mortgage-backed securities | $19,113,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $9,208,000 | 2,758 |
| Issued or guaranteed by U.S. | $9,208,000 | 2,755 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,905,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $9,905,000 | 1,315 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $224,944,000 | 605 |
| Total debt securities | $220,938,000 | 689 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $35,590,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $35,590,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $35,428,000 | 40 |
| 2013-06-30 | Rank | |
| Total securities | $248,851,000 | 622 |
| U.S. Government securities | $214,748,000 | 511 |
| U.S. Treasury securities | $18,583,000 | 190 |
| U.S. Government agency obligations | $196,165,000 | 527 |
| Securities issued by states & political subdivisions | $19,829,000 | 1,849 |
| Other domestic debt securities | $7,731,000 | 804 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,731,000 | 559 |
| Foreign debt securities | $2,146,000 | 125 |
| Equity securities | $4,397,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,317,000 | 389 |
| Mortgage-backed securities | $20,349,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $10,418,000 | 2,587 |
| Issued or guaranteed by U.S. | $10,418,000 | 2,585 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,931,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $9,931,000 | 1,331 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $248,851,000 | 548 |
| Total debt securities | $244,454,000 | 621 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $29,670,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $29,670,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $29,488,000 | 40 |
| 2013-03-31 | Rank | |
| Total securities | $256,731,000 | 612 |
| U.S. Government securities | $223,159,000 | 500 |
| U.S. Treasury securities | $19,742,000 | 189 |
| U.S. Government agency obligations | $203,417,000 | 525 |
| Securities issued by states & political subdivisions | $18,264,000 | 1,964 |
| Other domestic debt securities | $8,185,000 | 802 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $8,185,000 | 539 |
| Foreign debt securities | $2,324,000 | 121 |
| Equity securities | $4,799,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,634,000 | 375 |
| Mortgage-backed securities | $23,186,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $12,886,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,886,000 | 2,336 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,300,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $10,300,000 | 1,345 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $256,731,000 | 547 |
| Total debt securities | $251,932,000 | 611 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $43,349,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $43,349,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $43,522,000 | 41 |
| 2012-12-31 | Rank | |
| Total securities | $253,818,000 | 603 |
| U.S. Government securities | $221,401,000 | 489 |
| U.S. Treasury securities | $19,925,000 | 190 |
| U.S. Government agency obligations | $201,476,000 | 511 |
| Securities issued by states & political subdivisions | $17,257,000 | 2,033 |
| Other domestic debt securities | $8,334,000 | 773 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,334,000 | 510 |
| Foreign debt securities | $2,480,000 | 123 |
| Equity securities | $4,346,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,822,000 | 334 |
| Mortgage-backed securities | $25,350,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $14,981,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,981,000 | 2,150 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,369,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $10,369,000 | 1,386 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $253,818,000 | 541 |
| Total debt securities | $249,472,000 | 603 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $45,289,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $45,289,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $45,555,000 | 41 |
| 2012-09-30 | Rank | |
| Total securities | $212,837,000 | 731 |
| U.S. Government securities | $178,569,000 | 604 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $178,569,000 | 582 |
| Securities issued by states & political subdivisions | $17,401,000 | 1,972 |
| Other domestic debt securities | $9,987,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $9,987,000 | 488 |
| Foreign debt securities | $2,517,000 | 120 |
| Equity securities | $4,363,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,034,000 | 337 |
| Mortgage-backed securities | $27,679,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $17,280,000 | 2,061 |
| Issued or guaranteed by U.S. | $17,280,000 | 2,059 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,399,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $10,399,000 | 1,448 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $212,837,000 | 656 |
| Total debt securities | $208,474,000 | 729 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 265 |
| Fair value | $16,921,000 | 271 |
| Trading account assets | $47,895,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $47,895,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $48,285,000 | 42 |
| 2012-06-30 | Rank | |
| Total securities | $207,562,000 | 733 |
| U.S. Government securities | $172,977,000 | 630 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $172,977,000 | 612 |
| Securities issued by states & political subdivisions | $16,494,000 | 2,002 |
| Other domestic debt securities | $11,330,000 | 665 |
| Privately issued residential mortgage-backed securities | $1,368,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $9,962,000 | 479 |
| Foreign debt securities | $2,799,000 | 108 |
| Equity securities | $3,962,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,392,000 | 398 |
| Mortgage-backed securities | $29,972,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $18,302,000 | 2,012 |
| Issued or guaranteed by U.S. | $18,302,000 | 2,012 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,670,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $10,302,000 | 1,475 |
| Privately issued | $1,368,000 | 574 |
| 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) | $207,562,000 | 655 |
| Total debt securities | $203,600,000 | 731 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 288 |
| Fair value | $16,799,000 | 298 |
| Trading account assets | $42,716,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $42,716,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $43,265,000 | 43 |
| 2012-03-31 | Rank | |
| Total securities | $230,636,000 | 691 |
| U.S. Government securities | $200,851,000 | 564 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $200,851,000 | 546 |
| Securities issued by states & political subdivisions | $10,010,000 | 2,670 |
| Other domestic debt securities | $12,601,000 | 633 |
| Privately issued residential mortgage-backed securities | $1,529,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $11,072,000 | 441 |
| Foreign debt securities | $3,014,000 | 86 |
| Equity securities | $4,160,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,612,000 | 415 |
| Mortgage-backed securities | $50,467,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $48,938,000 | 935 |
| Issued or guaranteed by U.S. | $48,938,000 | 934 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,529,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,529,000 | 587 |
| 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) | $230,636,000 | 619 |
| Total debt securities | $226,476,000 | 690 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 328 |
| Fair value | $17,711,000 | 337 |
| Trading account assets | $34,064,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $34,064,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $34,400,000 | 42 |
| 2011-12-31 | Rank | |
| Total securities | $182,009,000 | 831 |
| U.S. Government securities | $152,464,000 | 708 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $152,464,000 | 681 |
| Securities issued by states & political subdivisions | $9,699,000 | 2,689 |
| Other domestic debt securities | $16,129,000 | 551 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $16,129,000 | 326 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,717,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,425,000 | 358 |
| Mortgage-backed securities | $19,553,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $19,553,000 | 1,807 |
| Issued or guaranteed by U.S. | $19,553,000 | 1,806 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $182,009,000 | 728 |
| Total debt securities | $178,292,000 | 836 |
| Structured notes | ||
| Amortized cost | $28,000,000 | 183 |
| Fair value | $27,803,000 | 188 |
| 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 | $208,800,000 | 702 |
| U.S. Government securities | $176,694,000 | 593 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $176,694,000 | 570 |
| Securities issued by states & political subdivisions | $9,249,000 | 2,695 |
| Other domestic debt securities | $22,857,000 | 424 |
| Privately issued residential mortgage-backed securities | $285,000 | 1,053 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $22,572,000 | 229 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,725,000 | 338 |
| Mortgage-backed securities | $21,275,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $21,275,000 | 1,646 |
| Issued or guaranteed by U.S. | $20,990,000 | 1,660 |
| Privately issued | $285,000 | 102 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $208,800,000 | 620 |
| Total debt securities | $208,800,000 | 693 |
| Structured notes | ||
| Amortized cost | $59,341,000 | 72 |
| Fair value | $59,122,000 | 72 |
| 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 | $178,944,000 | 817 |
| U.S. Government securities | $147,305,000 | 725 |
| U.S. Treasury securities | $9,873,000 | 313 |
| U.S. Government agency obligations | $137,432,000 | 750 |
| Securities issued by states & political subdivisions | $8,169,000 | 2,814 |
| Other domestic debt securities | $23,470,000 | 409 |
| Privately issued residential mortgage-backed securities | $627,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $22,843,000 | 212 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,249,000 | 426 |
| Mortgage-backed securities | $10,707,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $8,902,000 | 2,793 |
| Issued or guaranteed by U.S. | $8,682,000 | 2,815 |
| Privately issued | $220,000 | 103 |
| Collaterized mortgage obligations | $407,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $407,000 | 959 |
| Commercial mortgage-backed securities | $1,398,000 | 246 |
| Commercial mortgage pass-through securities | $1,398,000 | 167 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $178,944,000 | 718 |
| Total debt securities | $178,944,000 | 803 |
| Structured notes | ||
| Amortized cost | $60,258,000 | 80 |
| Fair value | $60,333,000 | 79 |
| 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 | $220,194,000 | 666 |
| U.S. Government securities | $186,247,000 | 560 |
| U.S. Treasury securities | $9,415,000 | 348 |
| U.S. Government agency obligations | $176,832,000 | 574 |
| Securities issued by states & political subdivisions | $6,309,000 | 3,135 |
| Other domestic debt securities | $27,638,000 | 377 |
| Privately issued residential mortgage-backed securities | $651,000 | 955 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $26,987,000 | 188 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,613,000 | 436 |
| Mortgage-backed securities | $27,196,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $25,364,000 | 1,349 |
| Issued or guaranteed by U.S. | $25,132,000 | 1,354 |
| Privately issued | $232,000 | 105 |
| Collaterized mortgage obligations | $419,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $419,000 | 997 |
| Commercial mortgage-backed securities | $1,413,000 | 241 |
| Commercial mortgage pass-through securities | $1,413,000 | 164 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $220,194,000 | 586 |
| Total debt securities | $220,194,000 | 655 |
| Structured notes | ||
| Amortized cost | $37,341,000 | 162 |
| Fair value | $37,300,000 | 162 |
| 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 | $227,451,000 | 615 |
| U.S. Government securities | $191,788,000 | 525 |
| U.S. Treasury securities | $9,409,000 | 344 |
| U.S. Government agency obligations | $182,379,000 | 525 |
| Securities issued by states & political subdivisions | $5,755,000 | 3,244 |
| Other domestic debt securities | $29,908,000 | 388 |
| Privately issued residential mortgage-backed securities | $604,000 | 1,028 |
| Commercial mortgage-backed securities - Total | $1,433,000 | 213 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $27,871,000 | 182 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,347,000 | 442 |
| Mortgage-backed securities | $11,013,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $9,151,000 | 2,565 |
| Issued or guaranteed by U.S. | $8,976,000 | 2,589 |
| Privately issued | $175,000 | 114 |
| Collaterized mortgage obligations | $429,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $429,000 | 1,050 |
| Commercial mortgage-backed securities | $1,433,000 | 213 |
| Commercial mortgage pass-through securities | $1,433,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $227,451,000 | 547 |
| Total debt securities | $227,451,000 | 604 |
| Structured notes | ||
| Amortized cost | $25,540,000 | 236 |
| Fair value | $25,439,000 | 232 |
| 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 | $202,163,000 | 671 |
| U.S. Government securities | $169,380,000 | 574 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $169,380,000 | 541 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,401 |
| Other domestic debt securities | $22,900,000 | 445 |
| Privately issued residential mortgage-backed securities | $511,000 | 1,143 |
| Commercial mortgage-backed securities - Total | $1,460,000 | 188 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $20,929,000 | 215 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,775,000 | 424 |
| Mortgage-backed securities | $11,887,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $9,916,000 | 2,422 |
| Issued or guaranteed by U.S. | $9,916,000 | 2,418 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $511,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $511,000 | 1,088 |
| Commercial mortgage-backed securities | $1,460,000 | 188 |
| Commercial mortgage pass-through securities | $1,460,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $202,163,000 | 592 |
| Total debt securities | $202,163,000 | 657 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,741 |
| Fair value | $2,652,000 | 1,675 |
| 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 | $204,211,000 | 658 |
| U.S. Government securities | $153,296,000 | 633 |
| U.S. Treasury securities | $21,275,000 | 178 |
| U.S. Government agency obligations | $132,021,000 | 696 |
| Securities issued by states & political subdivisions | $9,840,000 | 2,295 |
| Other domestic debt securities | $41,075,000 | 294 |
| Privately issued residential mortgage-backed securities | $23,792,000 | 252 |
| Commercial mortgage-backed securities - Total | $1,474,000 | 185 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $15,809,000 | 252 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,963,000 | 364 |
| Mortgage-backed securities | $35,959,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $10,693,000 | 2,327 |
| Issued or guaranteed by U.S. | $10,693,000 | 2,322 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,792,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $23,792,000 | 243 |
| Commercial mortgage-backed securities | $1,474,000 | 185 |
| Commercial mortgage pass-through securities | $1,474,000 | 124 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $204,211,000 | 570 |
| Total debt securities | $204,211,000 | 644 |
| Structured notes | ||
| Amortized cost | $29,679,000 | 193 |
| Fair value | $29,816,000 | 196 |
| 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 | $176,535,000 | 761 |
| U.S. Government securities | $122,492,000 | 769 |
| U.S. Treasury securities | $20,159,000 | 183 |
| U.S. Government agency obligations | $102,333,000 | 878 |
| Securities issued by states & political subdivisions | $9,933,000 | 2,238 |
| Other domestic debt securities | $44,110,000 | 301 |
| Privately issued residential mortgage-backed securities | $25,770,000 | 252 |
| Commercial mortgage-backed securities - Total | $1,491,000 | 195 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $16,849,000 | 236 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,502,000 | 414 |
| Mortgage-backed securities | $38,345,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $11,084,000 | 2,376 |
| Issued or guaranteed by U.S. | $11,084,000 | 2,372 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,770,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $25,770,000 | 243 |
| Commercial mortgage-backed securities | $1,491,000 | 195 |
| Commercial mortgage pass-through securities | $1,491,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $176,535,000 | 664 |
| Total debt securities | $176,535,000 | 748 |
| Structured notes | ||
| Amortized cost | $54,788,000 | 57 |
| Fair value | $55,032,000 | 56 |
| 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 | $243,531,000 | 533 |
| U.S. Government securities | $141,934,000 | 653 |
| U.S. Treasury securities | $20,148,000 | 158 |
| U.S. Government agency obligations | $121,786,000 | 730 |
| Securities issued by states & political subdivisions | $11,910,000 | 2,004 |
| Other domestic debt securities | $89,687,000 | 183 |
| Privately issued residential mortgage-backed securities | $26,999,000 | 256 |
| Commercial mortgage-backed securities - Total | $1,501,000 | 192 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $61,187,000 | 98 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,523,000 | 423 |
| Mortgage-backed securities | $39,990,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $11,490,000 | 2,400 |
| Issued or guaranteed by U.S. | $11,490,000 | 2,392 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $26,999,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $26,999,000 | 250 |
| Commercial mortgage-backed securities | $1,501,000 | 192 |
| Commercial mortgage pass-through securities | $1,501,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $243,531,000 | 467 |
| Total debt securities | $243,531,000 | 527 |
| Structured notes | ||
| Amortized cost | $32,934,000 | 79 |
| Fair value | $33,069,000 | 77 |
| 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 | $259,971,000 | 495 |
| U.S. Government securities | $157,500,000 | 581 |
| U.S. Treasury securities | $20,527,000 | 154 |
| U.S. Government agency obligations | $136,973,000 | 637 |
| Securities issued by states & political subdivisions | $12,476,000 | 1,951 |
| Other domestic debt securities | $89,995,000 | 203 |
| Privately issued residential mortgage-backed securities | $28,782,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $48,004,000 | 48 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $13,209,000 | 302 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,404,000 | 353 |
| Mortgage-backed securities | $40,836,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $12,054,000 | 2,396 |
| Issued or guaranteed by U.S. | $12,054,000 | 2,386 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,782,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $28,782,000 | 259 |
| 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) | $259,971,000 | 426 |
| Total debt securities | $259,971,000 | 485 |
| Structured notes | ||
| Amortized cost | $9,354,000 | 279 |
| Fair value | $9,523,000 | 276 |
| 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 | $194,714,000 | 651 |
| U.S. Government securities | $139,085,000 | 641 |
| U.S. Treasury securities | $20,169,000 | 149 |
| U.S. Government agency obligations | $118,916,000 | 712 |
| Securities issued by states & political subdivisions | $12,277,000 | 1,925 |
| Other domestic debt securities | $43,352,000 | 343 |
| Privately issued residential mortgage-backed securities | $30,274,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $13,078,000 | 315 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,784,000 | 354 |
| Mortgage-backed securities | $42,621,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $12,347,000 | 2,413 |
| Issued or guaranteed by U.S. | $12,347,000 | 2,403 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,274,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $30,274,000 | 261 |
| 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) | $194,714,000 | 557 |
| Total debt securities | $194,242,000 | 637 |
| Structured notes | ||
| Amortized cost | $11,321,000 | 134 |
| Fair value | $11,476,000 | 130 |
| 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 | $229,950,000 | 538 |
| U.S. Government securities | $173,203,000 | 512 |
| U.S. Treasury securities | $21,870,000 | 125 |
| U.S. Government agency obligations | $151,333,000 | 581 |
| Securities issued by states & political subdivisions | $12,433,000 | 1,811 |
| Other domestic debt securities | $44,314,000 | 334 |
| Privately issued residential mortgage-backed securities | $32,170,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,144,000 | 329 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,781,000 | 345 |
| Mortgage-backed securities | $45,310,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $13,140,000 | 2,370 |
| Issued or guaranteed by U.S. | $13,140,000 | 2,359 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,170,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $32,170,000 | 270 |
| 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) | $229,950,000 | 470 |
| Total debt securities | $229,950,000 | 526 |
| Structured notes | ||
| Amortized cost | $11,739,000 | 89 |
| Fair value | $11,808,000 | 87 |
| 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 | $91,579,000 | 1,331 |
| U.S. Government securities | $70,328,000 | 1,221 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $70,328,000 | 1,190 |
| Securities issued by states & political subdivisions | $12,339,000 | 1,772 |
| Other domestic debt securities | $8,912,000 | 898 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,633,000 | 430 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,811,000 | 1,136 |
| Mortgage-backed securities | $14,561,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $14,282,000 | 2,216 |
| Issued or guaranteed by U.S. | $14,282,000 | 2,206 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $279,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $279,000 | 1,345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $91,579,000 | 1,157 |
| Total debt securities | $91,579,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $7,008,000 | 185 |
| Fair value | $7,092,000 | 184 |
| 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 | $258,908,000 | 474 |
| U.S. Government securities | $239,238,000 | 356 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $239,238,000 | 349 |
| Securities issued by states & political subdivisions | $10,516,000 | 1,974 |
| Other domestic debt securities | $9,154,000 | 864 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,870,000 | 415 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,730,000 | 294 |
| Mortgage-backed securities | $153,044,000 | 440 |
| Certificates of participation in pools of residential mortgages | $152,760,000 | 296 |
| Issued or guaranteed by U.S. | $152,760,000 | 291 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $284,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $284,000 | 1,319 |
| 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) | $258,908,000 | 402 |
| Total debt securities | $258,908,000 | 465 |
| Structured notes | ||
| Amortized cost | $5,535,000 | 233 |
| Fair value | $5,631,000 | 227 |
| 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 | $256,949,000 | 482 |
| U.S. Government securities | $237,216,000 | 355 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $237,216,000 | 347 |
| Securities issued by states & political subdivisions | $10,728,000 | 1,956 |
| Other domestic debt securities | $9,005,000 | 906 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,005,000 | 472 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,790,000 | 294 |
| Mortgage-backed securities | $150,548,000 | 448 |
| Certificates of participation in pools of residential mortgages | $150,548,000 | 304 |
| Issued or guaranteed by U.S. | $150,548,000 | 299 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $256,949,000 | 412 |
| Total debt securities | $256,949,000 | 466 |
| Structured notes | ||
| Amortized cost | $5,665,000 | 244 |
| Fair value | $5,767,000 | 239 |
| 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 | $137,284,000 | 875 |
| U.S. Government securities | $117,494,000 | 711 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $117,494,000 | 695 |
| Securities issued by states & political subdivisions | $10,795,000 | 1,943 |
| Other domestic debt securities | $8,995,000 | 894 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,995,000 | 470 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,250,000 | 442 |
| Mortgage-backed securities | $77,503,000 | 741 |
| Certificates of participation in pools of residential mortgages | $77,503,000 | 504 |
| Issued or guaranteed by U.S. | $77,503,000 | 498 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $137,284,000 | 758 |
| Total debt securities | $137,284,000 | 851 |
| Structured notes | ||
| Amortized cost | $5,824,000 | 241 |
| Fair value | $5,940,000 | 239 |
| 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 | $193,994,000 | 625 |
| U.S. Government securities | $180,514,000 | 479 |
| U.S. Treasury securities | $5,038,000 | 311 |
| U.S. Government agency obligations | $175,476,000 | 483 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,639 |
| Other domestic debt securities | $10,118,000 | 784 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,118,000 | 412 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,460,000 | 318 |
| Mortgage-backed securities | $106,432,000 | 533 |
| Certificates of participation in pools of residential mortgages | $106,432,000 | 364 |
| Issued or guaranteed by U.S. | $106,432,000 | 360 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $193,994,000 | 529 |
| Total debt securities | $193,994,000 | 609 |
| Structured notes | ||
| Amortized cost | $5,954,000 | 425 |
| Fair value | $6,066,000 | 404 |
| 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 | $209,471,000 | 597 |
| U.S. Government securities | $193,849,000 | 459 |
| U.S. Treasury securities | $4,820,000 | 355 |
| U.S. Government agency obligations | $189,029,000 | 456 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,603 |
| Other domestic debt securities | $12,169,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,169,000 | 356 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,694,000 | 318 |
| Mortgage-backed securities | $126,664,000 | 451 |
| Certificates of participation in pools of residential mortgages | $126,664,000 | 300 |
| Issued or guaranteed by U.S. | $126,664,000 | 295 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $209,471,000 | 502 |
| Total debt securities | $209,471,000 | 578 |
| Structured notes | ||
| Amortized cost | $6,077,000 | 519 |
| Fair value | $6,104,000 | 514 |
| 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 | $205,093,000 | 606 |
| U.S. Government securities | $193,449,000 | 457 |
| U.S. Treasury securities | $4,642,000 | 414 |
| U.S. Government agency obligations | $188,807,000 | 455 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,602 |
| Other domestic debt securities | $8,191,000 | 804 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,191,000 | 457 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,388,000 | 399 |
| Mortgage-backed securities | $127,746,000 | 451 |
| Certificates of participation in pools of residential mortgages | $127,746,000 | 306 |
| Issued or guaranteed by U.S. | $127,746,000 | 299 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $205,093,000 | 508 |
| Total debt securities | $205,093,000 | 585 |
| Structured notes | ||
| Amortized cost | $6,257,000 | 536 |
| Fair value | $6,190,000 | 537 |
| 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 | $229,901,000 | 544 |
| U.S. Government securities | $220,231,000 | 417 |
| U.S. Treasury securities | $4,769,000 | 434 |
| U.S. Government agency obligations | $215,462,000 | 414 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,621 |
| Other domestic debt securities | $6,217,000 | 931 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,217,000 | 558 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,130,000 | 396 |
| Mortgage-backed securities | $136,744,000 | 432 |
| Certificates of participation in pools of residential mortgages | $136,744,000 | 296 |
| Issued or guaranteed by U.S. | $136,744,000 | 288 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $229,901,000 | 459 |
| Total debt securities | $229,901,000 | 526 |
| Structured notes | ||
| Amortized cost | $2,358,000 | 1,253 |
| Fair value | $2,341,000 | 1,251 |
| 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 | $218,034,000 | 582 |
| U.S. Government securities | $209,362,000 | 446 |
| U.S. Treasury securities | $4,745,000 | 471 |
| U.S. Government agency obligations | $204,617,000 | 441 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,630 |
| Other domestic debt securities | $5,218,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,218,000 | 632 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,646,000 | 429 |
| Mortgage-backed securities | $140,682,000 | 426 |
| Certificates of participation in pools of residential mortgages | $140,682,000 | 293 |
| Issued or guaranteed by U.S. | $140,682,000 | 286 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $218,034,000 | 484 |
| Total debt securities | $218,034,000 | 560 |
| Structured notes | ||
| Amortized cost | $2,438,000 | 1,313 |
| Fair value | $2,422,000 | 1,312 |
| 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 | $213,928,000 | 601 |
| U.S. Government securities | $205,124,000 | 460 |
| U.S. Treasury securities | $4,720,000 | 494 |
| U.S. Government agency obligations | $200,404,000 | 452 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,564 |
| Other domestic debt securities | $5,259,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,259,000 | 635 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,872,000 | 434 |
| Mortgage-backed securities | $144,237,000 | 429 |
| Certificates of participation in pools of residential mortgages | $144,237,000 | 293 |
| Issued or guaranteed by U.S. | $144,237,000 | 285 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $213,928,000 | 496 |
| Total debt securities | $213,928,000 | 584 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $240,078,000 | 544 |
| U.S. Government securities | $208,844,000 | 462 |
| U.S. Treasury securities | $4,550,000 | 543 |
| U.S. Government agency obligations | $204,294,000 | 459 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,571 |
| Other domestic debt securities | $27,689,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,689,000 | 197 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,898,000 | 444 |
| Mortgage-backed securities | $144,314,000 | 433 |
| Certificates of participation in pools of residential mortgages | $144,314,000 | 306 |
| Issued or guaranteed by U.S. | $144,314,000 | 300 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $240,078,000 | 459 |
| Total debt securities | $240,078,000 | 529 |
| Structured notes | ||
| Amortized cost | $15,179,000 | 257 |
| Fair value | $14,995,000 | 248 |
| 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 | $250,243,000 | 527 |
| U.S. Government securities | $218,508,000 | 464 |
| U.S. Treasury securities | $4,663,000 | 580 |
| U.S. Government agency obligations | $213,845,000 | 450 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,586 |
| Other domestic debt securities | $28,190,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,190,000 | 196 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,187,000 | 443 |
| Mortgage-backed securities | $153,044,000 | 421 |
| Certificates of participation in pools of residential mortgages | $153,044,000 | 298 |
| Issued or guaranteed by U.S. | $153,044,000 | 291 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $250,243,000 | 448 |
| Total debt securities | $250,241,000 | 514 |
| Structured notes | ||
| Amortized cost | $15,180,000 | 273 |
| Fair value | $14,976,000 | 269 |
| 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 | $198,756,000 | 654 |
| U.S. Government securities | $194,687,000 | 520 |
| U.S. Treasury securities | $4,754,000 | 592 |
| U.S. Government agency obligations | $189,933,000 | 514 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,605 |
| Other domestic debt securities | $524,000 | 2,454 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $524,000 | 1,939 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,375,000 | 534 |
| Mortgage-backed securities | $133,559,000 | 464 |
| Certificates of participation in pools of residential mortgages | $133,559,000 | 338 |
| Issued or guaranteed by U.S. | $133,559,000 | 332 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $198,756,000 | 544 |
| Total debt securities | $198,756,000 | 638 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 277 |
| Fair value | $14,775,000 | 278 |
| 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 | $234,775,000 | 562 |
| U.S. Government securities | $228,613,000 | 448 |
| U.S. Treasury securities | $4,849,000 | 566 |
| U.S. Government agency obligations | $223,764,000 | 437 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,563 |
| Other domestic debt securities | $526,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 2,011 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,017,000 | 414 |
| Mortgage-backed securities | $138,485,000 | 458 |
| Certificates of participation in pools of residential mortgages | $138,485,000 | 328 |
| Issued or guaranteed by U.S. | $138,485,000 | 322 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $234,775,000 | 470 |
| Total debt securities | $232,775,000 | 550 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 278 |
| Fair value | $14,827,000 | 280 |
| 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 | $108,099,000 | 1,160 |
| U.S. Government securities | $103,935,000 | 882 |
| U.S. Treasury securities | $5,044,000 | 551 |
| U.S. Government agency obligations | $98,891,000 | 892 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,542 |
| Other domestic debt securities | $528,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $528,000 | 2,096 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,371,000 | 729 |
| Mortgage-backed securities | $45,317,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $45,317,000 | 778 |
| Issued or guaranteed by U.S. | $45,317,000 | 771 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $108,099,000 | 986 |
| Total debt securities | $108,099,000 | 1,122 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 284 |
| Fair value | $14,841,000 | 289 |
| 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 | $215,119,000 | 618 |
| U.S. Government securities | $210,853,000 | 498 |
| U.S. Treasury securities | $14,427,000 | 289 |
| U.S. Government agency obligations | $196,426,000 | 503 |
| Securities issued by states & political subdivisions | $3,736,000 | 3,504 |
| Other domestic debt securities | $530,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $530,000 | 2,181 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,865,000 | 605 |
| Mortgage-backed securities | $117,532,000 | 529 |
| Certificates of participation in pools of residential mortgages | $117,532,000 | 390 |
| Issued or guaranteed by U.S. | $117,532,000 | 386 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $215,119,000 | 510 |
| Total debt securities | $215,119,000 | 599 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 284 |
| Fair value | $14,756,000 | 286 |
| 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 | $192,859,000 | 689 |
| U.S. Government securities | $188,590,000 | 553 |
| U.S. Treasury securities | $14,890,000 | 288 |
| U.S. Government agency obligations | $173,700,000 | 571 |
| Securities issued by states & political subdivisions | $3,738,000 | 3,524 |
| Other domestic debt securities | $531,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $531,000 | 2,247 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,495,000 | 581 |
| Mortgage-backed securities | $93,508,000 | 644 |
| Certificates of participation in pools of residential mortgages | $93,508,000 | 467 |
| Issued or guaranteed by U.S. | $93,508,000 | 463 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $192,859,000 | 575 |
| Total debt securities | $192,859,000 | 668 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 275 |
| Fair value | $14,906,000 | 276 |
| 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 | $144,240,000 | 895 |
| U.S. Government securities | $138,247,000 | 709 |
| U.S. Treasury securities | $7,934,000 | 443 |
| U.S. Government agency obligations | $130,313,000 | 716 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,237 |
| Other domestic debt securities | $1,534,000 | 2,003 |
| 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 | $1,534,000 | 1,651 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,592,000 | 616 |
| Mortgage-backed securities | $76,970,000 | 743 |
| Certificates of participation in pools of residential mortgages | $76,970,000 | 550 |
| Issued or guaranteed by U.S. | $76,970,000 | 546 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $144,240,000 | 762 |
| Total debt securities | $144,240,000 | 869 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 271 |
| Fair value | $14,991,000 | 269 |
| 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 | $153,566,000 | 853 |
| U.S. Government securities | $146,065,000 | 693 |
| U.S. Treasury securities | $7,493,000 | 480 |
| U.S. Government agency obligations | $138,572,000 | 689 |
| Securities issued by states & political subdivisions | $4,898,000 | 3,106 |
| Other domestic debt securities | $1,603,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,603,000 | 1,688 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000,000 | 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 | $81,877,000 | 584 |
| Mortgage-backed securities | $85,728,000 | 692 |
| Certificates of participation in pools of residential mortgages | $85,616,000 | 519 |
| Issued or guaranteed by U.S. | $85,616,000 | 516 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $112,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,234 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $153,566,000 | 726 |
| Total debt securities | $152,566,000 | 831 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 266 |
| Fair value | $14,789,000 | 263 |
| 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 | $119,517,000 | 1,102 |
| U.S. Government securities | $110,852,000 | 880 |
| U.S. Treasury securities | $5,017,000 | 640 |
| U.S. Government agency obligations | $105,835,000 | 878 |
| Securities issued by states & political subdivisions | $5,037,000 | 3,067 |
| Other domestic debt securities | $2,542,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,542,000 | 1,440 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,086,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,924,000 | 786 |
| Mortgage-backed securities | $52,127,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $50,902,000 | 756 |
| Issued or guaranteed by U.S. | $50,902,000 | 749 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,225,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,225,000 | 2,398 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $119,517,000 | 932 |
| Total debt securities | $118,431,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $51,589,000 | 40 |
| Fair value | $52,816,000 | 40 |
| 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 | $180,725,000 | 748 |
| U.S. Government securities | $167,063,000 | 643 |
| U.S. Treasury securities | $5,808,000 | 608 |
| U.S. Government agency obligations | $161,255,000 | 642 |
| Securities issued by states & political subdivisions | $3,076,000 | 3,836 |
| Other domestic debt securities | $4,434,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,434,000 | 1,105 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $6,152,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,800,000 | 776 |
| Mortgage-backed securities | $72,766,000 | 813 |
| Certificates of participation in pools of residential mortgages | $70,745,000 | 613 |
| Issued or guaranteed by U.S. | $70,745,000 | 605 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,021,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,142 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $180,725,000 | 642 |
| Total debt securities | $174,573,000 | 754 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 182 |
| Fair value | $14,963,000 | 183 |
| 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 | $137,187,000 | 979 |
| U.S. Government securities | $123,526,000 | 825 |
| U.S. Treasury securities | $1,951,000 | 1,179 |
| U.S. Government agency obligations | $121,575,000 | 795 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,805 |
| Other domestic debt securities | $4,386,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,386,000 | 1,191 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $6,158,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,208,000 | 801 |
| Mortgage-backed securities | $58,883,000 | 932 |
| Certificates of participation in pools of residential mortgages | $56,838,000 | 698 |
| Issued or guaranteed by U.S. | $56,838,000 | 694 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,045,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $2,045,000 | 2,165 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $137,187,000 | 843 |
| Total debt securities | $131,029,000 | 994 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 153 |
| Fair value | $15,014,000 | 151 |
| 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 | $95,748,000 | 1,351 |
| U.S. Government securities | $80,776,000 | 1,162 |
| U.S. Treasury securities | $2,010,000 | 1,174 |
| U.S. Government agency obligations | $78,766,000 | 1,146 |
| Securities issued by states & political subdivisions | $2,238,000 | 4,219 |
| Other domestic debt securities | $7,734,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,734,000 | 827 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,000,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,352,000 | 727 |
| Mortgage-backed securities | $25,996,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $25,996,000 | 1,258 |
| Issued or guaranteed by U.S. | $25,996,000 | 1,253 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $95,748,000 | 1,160 |
| Total debt securities | $90,748,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 107 |
| Fair value | $15,000,000 | 110 |
| 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 | $105,340,000 | 1,216 |
| U.S. Government securities | $91,399,000 | 1,036 |
| U.S. Treasury securities | $5,149,000 | 658 |
| U.S. Government agency obligations | $86,250,000 | 1,042 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,139 |
| Other domestic debt securities | $8,931,000 | 993 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,931,000 | 769 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,458,000 | 980 |
| Mortgage-backed securities | $15,980,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $15,980,000 | 1,748 |
| Issued or guaranteed by U.S. | $15,980,000 | 1,743 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $105,340,000 | 1,033 |
| Total debt securities | $101,340,000 | 1,206 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 59 |
| Fair value | $18,000,000 | 62 |
| 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 | $104,069,000 | 1,191 |
| U.S. Government securities | $89,316,000 | 1,025 |
| U.S. Treasury securities | $5,244,000 | 680 |
| U.S. Government agency obligations | $84,072,000 | 1,040 |
| Securities issued by states & political subdivisions | $878,000 | 5,323 |
| Other domestic debt securities | $7,875,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,875,000 | 856 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,000,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,732,000 | 2,625 |
| Mortgage-backed securities | $45,264,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $45,264,000 | 776 |
| Issued or guaranteed by U.S. | $45,264,000 | 769 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $104,069,000 | 1,001 |
| Total debt securities | $98,069,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 337 |
| Fair value | $3,008,000 | 363 |
| 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 | $91,530,000 | 1,244 |
| U.S. Government securities | $81,043,000 | 997 |
| U.S. Treasury securities | $100,000 | 3,114 |
| U.S. Government agency obligations | $80,943,000 | 932 |
| Securities issued by states & political subdivisions | $671,000 | 5,672 |
| Other domestic debt securities | $8,816,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $1,482,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,334,000 | 886 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,710,000 | 1,747 |
| Mortgage-backed securities | $33,224,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $31,742,000 | 917 |
| Issued or guaranteed by U.S. | $31,742,000 | 909 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,482,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,482,000 | 638 |
| 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) | $91,530,000 | 1,036 |
| Total debt securities | $90,530,000 | 1,222 |
| 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 | $43,334,000 | 2,487 |
| U.S. Government securities | $26,491,000 | 2,926 |
| U.S. Treasury securities | $9,979,000 | 659 |
| U.S. Government agency obligations | $16,512,000 | 3,927 |
| Securities issued by states & political subdivisions | $1,070,000 | 5,256 |
| Other domestic debt securities | $12,865,000 | 698 |
| Privately issued residential mortgage-backed securities | $2,671,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,194,000 | 645 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,908,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,329,000 | 1,592 |
| Mortgage-backed securities | $7,641,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $4,970,000 | 2,638 |
| Issued or guaranteed by U.S. | $4,970,000 | 2,620 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,671,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $2,671,000 | 444 |
| 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) | $43,334,000 | 1,983 |
| Total debt securities | $40,426,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $57,812,000 | 2,000 |
| U.S. Government securities | $27,322,000 | 2,995 |
| U.S. Treasury securities | $9,459,000 | 932 |
| U.S. Government agency obligations | $17,863,000 | 3,801 |
| Securities issued by states & political subdivisions | $2,534,000 | 4,219 |
| Other domestic debt securities | $20,983,000 | 543 |
| Privately issued residential mortgage-backed securities | $2,439,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,544,000 | 452 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,973,000 | 656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,650,000 | 1,403 |
| Mortgage-backed securities | $10,741,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $8,302,000 | 2,100 |
| Issued or guaranteed by U.S. | $8,302,000 | 2,088 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,439,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $2,439,000 | 481 |
| 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) | $57,812,000 | 1,502 |
| Total debt securities | $50,839,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $96,446,000 | 1,203 |
| U.S. Government securities | $18,783,000 | 4,091 |
| U.S. Treasury securities | $5,125,000 | 2,170 |
| U.S. Government agency obligations | $13,658,000 | 4,383 |
| Securities issued by states & political subdivisions | $195,000 | 7,291 |
| Other domestic debt securities | $75,524,000 | 195 |
| 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 | $75,524,000 | 118 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,944,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,067,000 | 1,034 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000,000 | 3,413 |
| Available-for-sale securities (fair market value) | $91,446,000 | 938 |
| Total debt securities | $94,502,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $58,644,000 | 1,974 |
| U.S. Government securities | $5,998,000 | 8,093 |
| U.S. Treasury securities | $5,001,000 | 3,232 |
| U.S. Government agency obligations | $997,000 | 9,715 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $51,508,000 | 204 |
| 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 | $51,508,000 | 119 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,138,000 | 2,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,498,000 | 636 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,001,000 | 4,144 |
| Available-for-sale securities (fair market value) | $53,643,000 | 1,491 |
| Total debt securities | $57,506,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $38,221,000 | 3,166 |
| U.S. Government securities | $18,406,000 | 4,714 |
| U.S. Treasury securities | $5,001,000 | 3,806 |
| U.S. Government agency obligations | $13,405,000 | 4,554 |
| Securities issued by states & political subdivisions | $317,000 | 7,540 |
| Other domestic debt securities | $19,174,000 | 375 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,174,000 | 224 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $324,000 | 4,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,731,000 | 1,224 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,001,000 | 4,690 |
| Available-for-sale securities (fair market value) | $33,220,000 | 2,500 |
| Total debt securities | $37,897,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $36,945,000 | 3,426 |
| U.S. Government securities | $17,975,000 | 5,029 |
| U.S. Treasury securities | $5,002,000 | 4,631 |
| U.S. Government agency obligations | $12,973,000 | 4,644 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $18,654,000 | 456 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,654,000 | 305 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $316,000 | 4,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,982,000 | 1,527 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,002,000 | 5,008 |
| Available-for-sale securities (fair market value) | $31,943,000 | 2,659 |
| Total debt securities | $36,629,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $34,853,000 | 3,740 |
| U.S. Government securities | $29,789,000 | 3,493 |
| U.S. Treasury securities | $10,008,000 | 3,394 |
| U.S. Government agency obligations | $19,781,000 | 3,213 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $4,774,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,774,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 4,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,781,000 | 1,595 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,789,000 | 2,449 |
| Available-for-sale securities (fair market value) | $5,064,000 | 6,832 |
| Total debt securities | $34,563,000 | 3,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $23,858,000 | 5,414 |
| U.S. Government securities | $14,213,000 | 6,480 |
| U.S. Treasury securities | $4,919,000 | 5,811 |
| U.S. Government agency obligations | $9,294,000 | 5,827 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $9,388,000 | 920 |
| 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 | $9,388,000 | 659 |
| Foreign debt securities | NA | NA |
| Equity securities | $257,000 | 4,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,294,000 | 2,940 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $23,601,000 | 5,327 |
| 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 | $6,036,000 | 11,039 |
| U.S. Government securities | $4,438,000 | 11,161 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,438,000 | 8,388 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,478,000 | 3,447 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,478,000 | 2,441 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 4,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,438,000 | 4,866 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,916,000 | 10,970 |
| 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 |