Home > The Torrington Savings Bank > Securities
The Torrington Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $170,709,000 | 1,127 |
| U.S. Government securities | $146,726,000 | 838 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $146,726,000 | 733 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,983,000 | 1,423 |
| Mortgage-backed securities | $146,726,000 | 570 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,952,000 | 765 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,052,000 | 443 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $49,722,000 | 167 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $146,726,000 | 1,106 |
| Total debt securities | $146,726,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $194,832,000 | 972 |
| U.S. Government securities | $168,687,000 | 759 |
| U.S. Treasury securities | $8,610,000 | 1,539 |
| U.S. Government agency obligations | $160,077,000 | 684 |
| Securities issued by states & political subdivisions | $6,627,000 | 2,770 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,503,000 | 1,775 |
| Mortgage-backed securities | $150,575,000 | 549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,570,000 | 750 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,074,000 | 436 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $52,931,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $175,314,000 | 919 |
| Total debt securities | $175,314,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $201,947,000 | 988 |
| U.S. Government securities | $176,309,000 | 744 |
| U.S. Treasury securities | $8,588,000 | 1,566 |
| U.S. Government agency obligations | $167,721,000 | 669 |
| Securities issued by states & political subdivisions | $6,745,000 | 2,805 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,303,000 | 2,405 |
| Mortgage-backed securities | $158,273,000 | 536 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,803,000 | 751 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,362,000 | 427 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $56,108,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $183,054,000 | 915 |
| Total debt securities | $183,054,000 | 1,055 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $214,676,000 | 980 |
| U.S. Government securities | $186,085,000 | 735 |
| U.S. Treasury securities | $8,697,000 | 1,628 |
| U.S. Government agency obligations | $177,388,000 | 637 |
| Securities issued by states & political subdivisions | $6,841,000 | 2,841 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,068,000 | 2,299 |
| Mortgage-backed securities | $167,868,000 | 542 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,770,000 | 755 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46,329,000 | 433 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,769,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $192,926,000 | 915 |
| Total debt securities | $192,926,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $230,528,000 | 922 |
| U.S. Government securities | $198,269,000 | 708 |
| U.S. Treasury securities | $11,497,000 | 1,468 |
| U.S. Government agency obligations | $186,772,000 | 607 |
| Securities issued by states & political subdivisions | $6,630,000 | 2,897 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,956,000 | 3,072 |
| Mortgage-backed securities | $177,363,000 | 532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,027,000 | 750 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $49,822,000 | 417 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $64,514,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $204,899,000 | 889 |
| Total debt securities | $204,899,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $236,964,000 | 911 |
| U.S. Government securities | $206,353,000 | 687 |
| U.S. Treasury securities | $11,457,000 | 1,489 |
| U.S. Government agency obligations | $194,896,000 | 589 |
| Securities issued by states & political subdivisions | $6,626,000 | 2,913 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,998,000 | 3,032 |
| Mortgage-backed securities | $185,513,000 | 521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,601,000 | 742 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,161,000 | 408 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $67,751,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $212,979,000 | 861 |
| Total debt securities | $212,979,000 | 992 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $216,100,000 | 999 |
| U.S. Government securities | $190,616,000 | 742 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $190,616,000 | 624 |
| Securities issued by states & political subdivisions | $1,215,000 | 3,720 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,163,000 | 3,022 |
| Mortgage-backed securities | $180,990,000 | 546 |
| Certificates of participation in pools of residential mortgages | $65,551,000 | 781 |
| Issued or guaranteed by U.S. | $65,551,000 | 769 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $44,088,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $44,088,000 | 464 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $71,351,000 | 284 |
| Commercial mortgage pass-through securities | $71,351,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $191,831,000 | 984 |
| Total debt securities | $191,831,000 | 1,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $219,170,000 | 988 |
| U.S. Government securities | $189,300,000 | 743 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $189,300,000 | 628 |
| Securities issued by states & political subdivisions | $1,752,000 | 3,640 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,463,000 | 2,962 |
| Mortgage-backed securities | $179,556,000 | 564 |
| Certificates of participation in pools of residential mortgages | $67,232,000 | 774 |
| Issued or guaranteed by U.S. | $67,232,000 | 763 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $42,594,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $42,594,000 | 479 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $69,730,000 | 296 |
| Commercial mortgage pass-through securities | $69,730,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $191,052,000 | 1,003 |
| Total debt securities | $191,052,000 | 1,107 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $208,555,000 | 1,006 |
| U.S. Government securities | $177,682,000 | 744 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $177,682,000 | 658 |
| Securities issued by states & political subdivisions | $1,769,000 | 3,669 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,898,000 | 2,931 |
| Mortgage-backed securities | $167,526,000 | 579 |
| Certificates of participation in pools of residential mortgages | $57,212,000 | 864 |
| Issued or guaranteed by U.S. | $57,212,000 | 850 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $37,551,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $37,551,000 | 512 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $72,763,000 | 286 |
| Commercial mortgage pass-through securities | $72,763,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $179,451,000 | 1,044 |
| Total debt securities | $179,451,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $191,963,000 | 1,017 |
| U.S. Government securities | $161,857,000 | 757 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $161,857,000 | 685 |
| Securities issued by states & political subdivisions | $1,775,000 | 3,686 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,906,000 | 2,754 |
| Mortgage-backed securities | $151,551,000 | 613 |
| Certificates of participation in pools of residential mortgages | $45,608,000 | 993 |
| Issued or guaranteed by U.S. | $45,608,000 | 971 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $40,747,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $40,747,000 | 480 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $65,196,000 | 308 |
| Commercial mortgage pass-through securities | $65,196,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $163,632,000 | 1,076 |
| Total debt securities | $163,632,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $160,108,000 | 1,133 |
| U.S. Government securities | $130,075,000 | 852 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $130,075,000 | 780 |
| Securities issued by states & political subdivisions | $2,184,000 | 3,626 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,342,000 | 2,696 |
| Mortgage-backed securities | $119,732,000 | 697 |
| Certificates of participation in pools of residential mortgages | $33,922,000 | 1,168 |
| Issued or guaranteed by U.S. | $33,922,000 | 1,142 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $23,597,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $23,597,000 | 651 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $62,213,000 | 300 |
| Commercial mortgage pass-through securities | $62,213,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $132,259,000 | 1,224 |
| Total debt securities | $132,259,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $156,643,000 | 1,086 |
| U.S. Government securities | $128,285,000 | 801 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $128,285,000 | 746 |
| Securities issued by states & political subdivisions | $2,191,000 | 3,619 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,828,000 | 3,306 |
| Mortgage-backed securities | $128,285,000 | 625 |
| Certificates of participation in pools of residential mortgages | $37,476,000 | 1,031 |
| Issued or guaranteed by U.S. | $37,476,000 | 1,007 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,015,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $27,015,000 | 579 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $63,794,000 | 286 |
| Commercial mortgage pass-through securities | $63,794,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $130,476,000 | 1,165 |
| Total debt securities | $130,476,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $143,453,000 | 1,077 |
| U.S. Government securities | $119,904,000 | 759 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $119,904,000 | 724 |
| Securities issued by states & political subdivisions | $2,206,000 | 3,616 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,422,000 | 3,207 |
| Mortgage-backed securities | $119,904,000 | 604 |
| Certificates of participation in pools of residential mortgages | $41,004,000 | 898 |
| Issued or guaranteed by U.S. | $41,004,000 | 880 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $30,988,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $30,988,000 | 530 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $47,912,000 | 314 |
| Commercial mortgage pass-through securities | $47,912,000 | 159 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $122,110,000 | 1,131 |
| Total debt securities | $122,110,000 | 1,201 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $125,991,000 | 1,137 |
| U.S. Government securities | $107,723,000 | 794 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $107,723,000 | 745 |
| Securities issued by states & political subdivisions | $2,211,000 | 3,569 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,096,000 | 3,152 |
| Mortgage-backed securities | $107,723,000 | 639 |
| Certificates of participation in pools of residential mortgages | $45,812,000 | 781 |
| Issued or guaranteed by U.S. | $45,812,000 | 764 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $35,380,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $35,380,000 | 478 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $26,531,000 | 416 |
| Commercial mortgage pass-through securities | $26,531,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $109,934,000 | 1,171 |
| Total debt securities | $109,934,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $131,526,000 | 1,057 |
| U.S. Government securities | $112,176,000 | 751 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $112,176,000 | 711 |
| Securities issued by states & political subdivisions | $2,209,000 | 3,549 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 3,562 |
| Mortgage-backed securities | $107,176,000 | 631 |
| Certificates of participation in pools of residential mortgages | $45,328,000 | 763 |
| Issued or guaranteed by U.S. | $45,328,000 | 747 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $40,163,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $40,163,000 | 460 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $21,685,000 | 483 |
| Commercial mortgage pass-through securities | $21,685,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $5,000,000 | 882 |
| Available-for-sale securities (fair market value) | $109,385,000 | 1,122 |
| Total debt securities | $114,385,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $160,705,000 | 851 |
| U.S. Government securities | $142,089,000 | 618 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $142,089,000 | 583 |
| Securities issued by states & political subdivisions | $2,187,000 | 3,525 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 3,567 |
| Mortgage-backed securities | $115,103,000 | 606 |
| Certificates of participation in pools of residential mortgages | $48,573,000 | 716 |
| Issued or guaranteed by U.S. | $48,573,000 | 698 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $43,730,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $43,730,000 | 435 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $22,800,000 | 465 |
| Commercial mortgage pass-through securities | $22,800,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $26,986,000 | 414 |
| Available-for-sale securities (fair market value) | $117,290,000 | 1,016 |
| Total debt securities | $144,276,000 | 925 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $179,019,000 | 767 |
| U.S. Government securities | $151,121,000 | 594 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $151,121,000 | 557 |
| Securities issued by states & political subdivisions | $2,189,000 | 3,522 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,751,000 | 3,639 |
| Mortgage-backed securities | $113,179,000 | 601 |
| Certificates of participation in pools of residential mortgages | $48,042,000 | 700 |
| Issued or guaranteed by U.S. | $48,042,000 | 683 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $45,043,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $45,043,000 | 429 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $20,094,000 | 481 |
| Commercial mortgage pass-through securities | $20,094,000 | 249 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $37,942,000 | 347 |
| Available-for-sale securities (fair market value) | $115,368,000 | 1,017 |
| Total debt securities | $153,310,000 | 858 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $185,828,000 | 724 |
| U.S. Government securities | $159,983,000 | 569 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $159,983,000 | 529 |
| Securities issued by states & political subdivisions | $2,188,000 | 3,552 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,751,000 | 3,704 |
| Mortgage-backed securities | $122,073,000 | 542 |
| Certificates of participation in pools of residential mortgages | $52,399,000 | 644 |
| Issued or guaranteed by U.S. | $52,399,000 | 627 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $48,061,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $48,061,000 | 408 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $21,613,000 | 459 |
| Commercial mortgage pass-through securities | $21,613,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $37,910,000 | 376 |
| Available-for-sale securities (fair market value) | $124,261,000 | 949 |
| Total debt securities | $162,171,000 | 822 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $194,898,000 | 702 |
| U.S. Government securities | $168,790,000 | 552 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $168,790,000 | 516 |
| Securities issued by states & political subdivisions | $2,685,000 | 3,486 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,752,000 | 3,758 |
| Mortgage-backed securities | $130,913,000 | 516 |
| Certificates of participation in pools of residential mortgages | $56,639,000 | 618 |
| Issued or guaranteed by U.S. | $56,639,000 | 614 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $50,964,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $50,964,000 | 381 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $23,310,000 | 434 |
| Commercial mortgage pass-through securities | $23,310,000 | 228 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $37,877,000 | 393 |
| Available-for-sale securities (fair market value) | $133,598,000 | 887 |
| Total debt securities | $171,475,000 | 770 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $195,412,000 | 695 |
| U.S. Government securities | $169,862,000 | 539 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $169,862,000 | 507 |
| Securities issued by states & political subdivisions | $2,667,000 | 3,560 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,752,000 | 3,809 |
| Mortgage-backed securities | $125,000,000 | 531 |
| Certificates of participation in pools of residential mortgages | $53,537,000 | 639 |
| Issued or guaranteed by U.S. | $53,537,000 | 636 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $52,714,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $52,714,000 | 367 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $18,749,000 | 464 |
| Commercial mortgage pass-through securities | $18,749,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $44,862,000 | 358 |
| Available-for-sale securities (fair market value) | $127,667,000 | 934 |
| Total debt securities | $172,529,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $193,943,000 | 716 |
| U.S. Government securities | $170,225,000 | 546 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $170,225,000 | 512 |
| Securities issued by states & political subdivisions | $2,638,000 | 3,620 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $21,080,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 3,849 |
| Mortgage-backed securities | $130,396,000 | 517 |
| Certificates of participation in pools of residential mortgages | $57,007,000 | 612 |
| Issued or guaranteed by U.S. | $57,007,000 | 609 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $53,996,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $53,996,000 | 365 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $19,393,000 | 446 |
| Commercial mortgage pass-through securities | $19,393,000 | 249 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $39,829,000 | 406 |
| Available-for-sale securities (fair market value) | $154,114,000 | 773 |
| Total debt securities | $172,863,000 | 773 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $196,719,000 | 694 |
| U.S. Government securities | $166,700,000 | 553 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $166,700,000 | 514 |
| Securities issued by states & political subdivisions | $2,610,000 | 3,674 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $27,409,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 3,897 |
| Mortgage-backed securities | $136,719,000 | 492 |
| Certificates of participation in pools of residential mortgages | $60,659,000 | 589 |
| Issued or guaranteed by U.S. | $60,659,000 | 588 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $55,364,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $55,364,000 | 347 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $20,696,000 | 426 |
| Commercial mortgage pass-through securities | $20,696,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $29,981,000 | 501 |
| Available-for-sale securities (fair market value) | $166,738,000 | 711 |
| Total debt securities | $169,310,000 | 789 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $230,870,000 | 601 |
| U.S. Government securities | $200,703,000 | 479 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $200,703,000 | 446 |
| Securities issued by states & political subdivisions | $2,640,000 | 3,726 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $27,527,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 3,932 |
| Mortgage-backed securities | $145,728,000 | 468 |
| Certificates of participation in pools of residential mortgages | $64,926,000 | 575 |
| Issued or guaranteed by U.S. | $64,926,000 | 568 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $58,919,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $58,919,000 | 333 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $21,883,000 | 389 |
| Commercial mortgage pass-through securities | $21,883,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $54,975,000 | 351 |
| Available-for-sale securities (fair market value) | $175,895,000 | 687 |
| Total debt securities | $203,344,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $234,511,000 | 607 |
| U.S. Government securities | $204,706,000 | 473 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $204,706,000 | 448 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,772 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $27,163,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 3,973 |
| Mortgage-backed securities | $149,739,000 | 461 |
| Certificates of participation in pools of residential mortgages | $69,500,000 | 556 |
| Issued or guaranteed by U.S. | $69,500,000 | 555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $62,375,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $62,375,000 | 323 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $17,864,000 | 387 |
| Commercial mortgage pass-through securities | $17,864,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $54,967,000 | 358 |
| Available-for-sale securities (fair market value) | $179,544,000 | 676 |
| Total debt securities | $207,347,000 | 670 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $243,754,000 | 593 |
| U.S. Government securities | $214,530,000 | 457 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $214,530,000 | 436 |
| Securities issued by states & political subdivisions | $2,677,000 | 3,834 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $26,547,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,038 |
| Mortgage-backed securities | $159,571,000 | 443 |
| Certificates of participation in pools of residential mortgages | $74,297,000 | 526 |
| Issued or guaranteed by U.S. | $74,297,000 | 525 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $66,168,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $66,168,000 | 307 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $19,106,000 | 367 |
| Commercial mortgage pass-through securities | $19,106,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $54,959,000 | 356 |
| Available-for-sale securities (fair market value) | $188,795,000 | 653 |
| Total debt securities | $217,207,000 | 648 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $258,533,000 | 568 |
| U.S. Government securities | $229,153,000 | 432 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $229,153,000 | 417 |
| Securities issued by states & political subdivisions | $2,703,000 | 3,872 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $26,677,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,099 |
| Mortgage-backed securities | $169,201,000 | 419 |
| Certificates of participation in pools of residential mortgages | $78,948,000 | 501 |
| Issued or guaranteed by U.S. | $78,948,000 | 499 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $70,413,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $70,413,000 | 305 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $19,840,000 | 350 |
| Commercial mortgage pass-through securities | $19,840,000 | 192 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $59,952,000 | 351 |
| Available-for-sale securities (fair market value) | $198,581,000 | 627 |
| Total debt securities | $231,856,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $256,244,000 | 575 |
| U.S. Government securities | $228,515,000 | 442 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $228,515,000 | 422 |
| Securities issued by states & political subdivisions | $2,705,000 | 3,899 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $25,024,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,131 |
| Mortgage-backed securities | $173,518,000 | 414 |
| Certificates of participation in pools of residential mortgages | $84,022,000 | 495 |
| Issued or guaranteed by U.S. | $84,022,000 | 494 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,533,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $74,533,000 | 293 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $14,963,000 | 412 |
| Commercial mortgage pass-through securities | $14,963,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $54,997,000 | 375 |
| Available-for-sale securities (fair market value) | $201,247,000 | 631 |
| Total debt securities | $231,220,000 | 620 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $255,892,000 | 592 |
| U.S. Government securities | $228,539,000 | 442 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $228,539,000 | 421 |
| Securities issued by states & political subdivisions | $2,675,000 | 3,946 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $24,678,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,171 |
| Mortgage-backed securities | $178,543,000 | 409 |
| Certificates of participation in pools of residential mortgages | $85,278,000 | 502 |
| Issued or guaranteed by U.S. | $85,278,000 | 501 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $77,934,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $77,934,000 | 283 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $15,331,000 | 387 |
| Commercial mortgage pass-through securities | $15,331,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $49,996,000 | 414 |
| Available-for-sale securities (fair market value) | $205,896,000 | 629 |
| Total debt securities | $231,214,000 | 635 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $256,368,000 | 587 |
| U.S. Government securities | $227,958,000 | 436 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $227,958,000 | 414 |
| Securities issued by states & political subdivisions | $2,662,000 | 3,986 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $25,748,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,205 |
| Mortgage-backed securities | $182,963,000 | 399 |
| Certificates of participation in pools of residential mortgages | $85,766,000 | 483 |
| Issued or guaranteed by U.S. | $85,766,000 | 482 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $81,719,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $81,719,000 | 273 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $15,478,000 | 370 |
| Commercial mortgage pass-through securities | $15,478,000 | 207 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $44,995,000 | 434 |
| Available-for-sale securities (fair market value) | $211,373,000 | 599 |
| Total debt securities | $230,620,000 | 629 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $258,574,000 | 581 |
| U.S. Government securities | $235,377,000 | 421 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $235,377,000 | 403 |
| Securities issued by states & political subdivisions | $2,778,000 | 3,980 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $20,419,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,256 |
| Mortgage-backed securities | $190,383,000 | 386 |
| Certificates of participation in pools of residential mortgages | $91,687,000 | 463 |
| Issued or guaranteed by U.S. | $91,687,000 | 462 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,860,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $88,860,000 | 271 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,836,000 | 460 |
| Commercial mortgage pass-through securities | $9,836,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $44,994,000 | 440 |
| Available-for-sale securities (fair market value) | $213,580,000 | 595 |
| Total debt securities | $238,155,000 | 612 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $268,756,000 | 562 |
| U.S. Government securities | $247,084,000 | 412 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $247,084,000 | 396 |
| Securities issued by states & political subdivisions | $2,802,000 | 3,991 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $18,870,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,337 |
| Mortgage-backed securities | $197,091,000 | 385 |
| Certificates of participation in pools of residential mortgages | $92,765,000 | 454 |
| Issued or guaranteed by U.S. | $92,765,000 | 454 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $94,348,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $94,348,000 | 266 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,978,000 | 428 |
| Commercial mortgage pass-through securities | $9,978,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $49,993,000 | 420 |
| Available-for-sale securities (fair market value) | $218,763,000 | 588 |
| Total debt securities | $249,886,000 | 596 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $263,882,000 | 585 |
| U.S. Government securities | $242,476,000 | 426 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $242,476,000 | 409 |
| Securities issued by states & political subdivisions | $2,778,000 | 4,010 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $18,628,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,386 |
| Mortgage-backed securities | $197,476,000 | 383 |
| Certificates of participation in pools of residential mortgages | $93,803,000 | 453 |
| Issued or guaranteed by U.S. | $93,803,000 | 453 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,525,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $98,525,000 | 265 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $5,148,000 | 576 |
| Commercial mortgage pass-through securities | $5,148,000 | 326 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $45,000,000 | 456 |
| Available-for-sale securities (fair market value) | $218,882,000 | 586 |
| Total debt securities | $245,254,000 | 609 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $261,569,000 | 589 |
| U.S. Government securities | $239,057,000 | 445 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $239,057,000 | 418 |
| Securities issued by states & political subdivisions | $2,750,000 | 4,062 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $19,762,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,417 |
| Mortgage-backed securities | $204,057,000 | 369 |
| Certificates of participation in pools of residential mortgages | $98,282,000 | 435 |
| Issued or guaranteed by U.S. | $98,282,000 | 435 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $100,577,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $100,577,000 | 263 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,198,000 | 531 |
| Commercial mortgage pass-through securities | $5,198,000 | 304 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $35,000,000 | 561 |
| Available-for-sale securities (fair market value) | $226,569,000 | 572 |
| Total debt securities | $241,807,000 | 617 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $266,742,000 | 585 |
| U.S. Government securities | $244,419,000 | 434 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $244,419,000 | 415 |
| Securities issued by states & political subdivisions | $2,695,000 | 4,113 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $19,628,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,498 |
| Mortgage-backed securities | $209,419,000 | 371 |
| Certificates of participation in pools of residential mortgages | $103,088,000 | 421 |
| Issued or guaranteed by U.S. | $103,088,000 | 421 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $106,331,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $106,331,000 | 249 |
| 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) | $35,000,000 | 557 |
| Available-for-sale securities (fair market value) | $231,742,000 | 565 |
| Total debt securities | $247,114,000 | 606 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $272,056,000 | 579 |
| U.S. Government securities | $248,622,000 | 427 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $248,622,000 | 407 |
| Securities issued by states & political subdivisions | $2,631,000 | 4,157 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $20,803,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,541 |
| Mortgage-backed securities | $213,622,000 | 365 |
| Certificates of participation in pools of residential mortgages | $103,195,000 | 418 |
| Issued or guaranteed by U.S. | $103,195,000 | 418 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $110,427,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $110,427,000 | 253 |
| 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) | $35,000,000 | 562 |
| Available-for-sale securities (fair market value) | $237,056,000 | 555 |
| Total debt securities | $251,253,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $281,334,000 | 553 |
| U.S. Government securities | $258,951,000 | 425 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $258,951,000 | 407 |
| Securities issued by states & political subdivisions | $2,697,000 | 4,150 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $19,686,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,614 |
| Mortgage-backed securities | $218,951,000 | 362 |
| Certificates of participation in pools of residential mortgages | $102,120,000 | 422 |
| Issued or guaranteed by U.S. | $102,120,000 | 421 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $116,831,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $116,831,000 | 245 |
| 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) | $40,000,000 | 509 |
| Available-for-sale securities (fair market value) | $241,334,000 | 547 |
| Total debt securities | $261,648,000 | 587 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $289,989,000 | 535 |
| U.S. Government securities | $267,129,000 | 418 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $267,129,000 | 401 |
| Securities issued by states & political subdivisions | $2,702,000 | 4,205 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,158,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,679 |
| Mortgage-backed securities | $227,129,000 | 359 |
| Certificates of participation in pools of residential mortgages | $106,896,000 | 407 |
| Issued or guaranteed by U.S. | $106,896,000 | 406 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $120,233,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $120,233,000 | 247 |
| 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) | $40,000,000 | 508 |
| Available-for-sale securities (fair market value) | $249,989,000 | 521 |
| Total debt securities | $269,831,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $280,656,000 | 545 |
| U.S. Government securities | $259,015,000 | 424 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $259,015,000 | 409 |
| Securities issued by states & political subdivisions | $2,729,000 | 4,235 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $18,912,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,748 |
| Mortgage-backed securities | $224,014,000 | 355 |
| Certificates of participation in pools of residential mortgages | $100,712,000 | 438 |
| Issued or guaranteed by U.S. | $100,712,000 | 438 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $123,302,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $123,302,000 | 247 |
| 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) | $35,001,000 | 563 |
| Available-for-sale securities (fair market value) | $245,655,000 | 521 |
| Total debt securities | $261,744,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $281,212,000 | 546 |
| U.S. Government securities | $259,071,000 | 425 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $259,071,000 | 413 |
| Securities issued by states & political subdivisions | $2,705,000 | 4,287 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $19,436,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,779 |
| Mortgage-backed securities | $234,071,000 | 349 |
| Certificates of participation in pools of residential mortgages | $106,007,000 | 419 |
| Issued or guaranteed by U.S. | $106,007,000 | 418 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $128,064,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $128,064,000 | 244 |
| 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) | $25,000,000 | 692 |
| Available-for-sale securities (fair market value) | $256,212,000 | 511 |
| Total debt securities | $261,776,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $280,748,000 | 548 |
| U.S. Government securities | $263,335,000 | 422 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $263,335,000 | 408 |
| Securities issued by states & political subdivisions | $2,650,000 | 4,340 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $14,763,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,810 |
| Mortgage-backed securities | $233,318,000 | 351 |
| Certificates of participation in pools of residential mortgages | $107,922,000 | 411 |
| Issued or guaranteed by U.S. | $107,922,000 | 411 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $125,396,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $125,396,000 | 239 |
| 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) | $30,017,000 | 606 |
| Available-for-sale securities (fair market value) | $250,731,000 | 524 |
| Total debt securities | $265,985,000 | 569 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $278,900,000 | 545 |
| U.S. Government securities | $261,673,000 | 423 |
| U.S. Treasury securities | $5,018,000 | 437 |
| U.S. Government agency obligations | $256,655,000 | 419 |
| Securities issued by states & political subdivisions | $2,547,000 | 4,383 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $14,680,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,759,000 | 4,833 |
| Mortgage-backed securities | $231,615,000 | 351 |
| Certificates of participation in pools of residential mortgages | $112,981,000 | 385 |
| Issued or guaranteed by U.S. | $112,981,000 | 385 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $118,634,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $118,634,000 | 242 |
| 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) | $30,058,000 | 590 |
| Available-for-sale securities (fair market value) | $248,842,000 | 536 |
| Total debt securities | $264,220,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $288,679,000 | 537 |
| U.S. Government securities | $272,744,000 | 401 |
| U.S. Treasury securities | $5,037,000 | 433 |
| U.S. Government agency obligations | $267,707,000 | 394 |
| Securities issued by states & political subdivisions | $2,559,000 | 4,382 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $13,376,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 4,937 |
| Mortgage-backed securities | $227,645,000 | 357 |
| Certificates of participation in pools of residential mortgages | $119,576,000 | 367 |
| Issued or guaranteed by U.S. | $119,576,000 | 366 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $108,069,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $108,069,000 | 259 |
| 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) | $45,099,000 | 424 |
| Available-for-sale securities (fair market value) | $243,580,000 | 554 |
| Total debt securities | $275,303,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $278,145,000 | 560 |
| U.S. Government securities | $262,875,000 | 419 |
| U.S. Treasury securities | $5,055,000 | 430 |
| U.S. Government agency obligations | $257,820,000 | 412 |
| Securities issued by states & political subdivisions | $2,560,000 | 4,389 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,710,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,528,000 | 4,945 |
| Mortgage-backed securities | $232,735,000 | 351 |
| Certificates of participation in pools of residential mortgages | $130,980,000 | 342 |
| Issued or guaranteed by U.S. | $130,980,000 | 341 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $101,755,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $101,755,000 | 274 |
| 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) | $30,140,000 | 527 |
| Available-for-sale securities (fair market value) | $248,005,000 | 550 |
| Total debt securities | $265,435,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $290,409,000 | 540 |
| U.S. Government securities | $275,416,000 | 412 |
| U.S. Treasury securities | $5,074,000 | 449 |
| U.S. Government agency obligations | $270,342,000 | 400 |
| Securities issued by states & political subdivisions | $2,743,000 | 4,338 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,250,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,537,000 | 4,995 |
| Mortgage-backed securities | $220,176,000 | 379 |
| Certificates of participation in pools of residential mortgages | $138,331,000 | 334 |
| Issued or guaranteed by U.S. | $138,331,000 | 332 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $81,845,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $81,845,000 | 328 |
| 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) | $55,240,000 | 321 |
| Available-for-sale securities (fair market value) | $235,169,000 | 599 |
| Total debt securities | $278,159,000 | 556 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $306,513,000 | 492 |
| U.S. Government securities | $292,431,000 | 384 |
| U.S. Treasury securities | $5,092,000 | 440 |
| U.S. Government agency obligations | $287,339,000 | 369 |
| Securities issued by states & political subdivisions | $2,818,000 | 4,300 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,264,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,546,000 | 5,012 |
| Mortgage-backed securities | $207,029,000 | 391 |
| Certificates of participation in pools of residential mortgages | $143,071,000 | 327 |
| Issued or guaranteed by U.S. | $143,071,000 | 326 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $63,958,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $63,958,000 | 396 |
| 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) | $85,402,000 | 233 |
| Available-for-sale securities (fair market value) | $221,111,000 | 627 |
| Total debt securities | $295,249,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $302,314,000 | 515 |
| U.S. Government securities | $288,906,000 | 385 |
| U.S. Treasury securities | $10,116,000 | 253 |
| U.S. Government agency obligations | $278,790,000 | 386 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,460 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,103,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,555,000 | 5,067 |
| Mortgage-backed securities | $173,296,000 | 475 |
| Certificates of participation in pools of residential mortgages | $148,274,000 | 331 |
| Issued or guaranteed by U.S. | $148,274,000 | 330 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $25,022,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $25,022,000 | 859 |
| 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) | $115,610,000 | 190 |
| Available-for-sale securities (fair market value) | $186,704,000 | 734 |
| Total debt securities | $291,211,000 | 527 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $306,591,000 | 504 |
| U.S. Government securities | $296,075,000 | 379 |
| U.S. Treasury securities | $10,142,000 | 257 |
| U.S. Government agency obligations | $285,933,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,516,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,564,000 | 5,101 |
| Mortgage-backed securities | $170,257,000 | 483 |
| Certificates of participation in pools of residential mortgages | $170,257,000 | 297 |
| Issued or guaranteed by U.S. | $170,257,000 | 295 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $125,818,000 | 177 |
| Available-for-sale securities (fair market value) | $180,773,000 | 763 |
| Total debt securities | $296,075,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $290,921,000 | 543 |
| U.S. Government securities | $279,427,000 | 406 |
| U.S. Treasury securities | $15,168,000 | 204 |
| U.S. Government agency obligations | $264,259,000 | 417 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $11,494,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,181 |
| Mortgage-backed securities | $153,600,000 | 540 |
| Certificates of participation in pools of residential mortgages | $153,600,000 | 338 |
| Issued or guaranteed by U.S. | $153,600,000 | 337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $125,827,000 | 173 |
| Available-for-sale securities (fair market value) | $165,094,000 | 832 |
| Total debt securities | $279,427,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $296,805,000 | 512 |
| U.S. Government securities | $287,303,000 | 378 |
| U.S. Treasury securities | $10,033,000 | 264 |
| U.S. Government agency obligations | $277,270,000 | 380 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $9,502,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 4,942 |
| Mortgage-backed securities | $151,439,000 | 524 |
| Certificates of participation in pools of residential mortgages | $151,439,000 | 327 |
| Issued or guaranteed by U.S. | $151,439,000 | 326 |
| 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) | $135,864,000 | 162 |
| Available-for-sale securities (fair market value) | $160,941,000 | 838 |
| Total debt securities | $287,303,000 | 524 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $279,534,000 | 533 |
| U.S. Government securities | $270,880,000 | 395 |
| U.S. Treasury securities | $10,045,000 | 279 |
| U.S. Government agency obligations | $260,835,000 | 397 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $8,654,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 4,944 |
| Mortgage-backed securities | $149,842,000 | 519 |
| Certificates of participation in pools of residential mortgages | $149,842,000 | 313 |
| Issued or guaranteed by U.S. | $149,842,000 | 311 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $121,038,000 | 171 |
| Available-for-sale securities (fair market value) | $158,496,000 | 815 |
| Total debt securities | $270,880,000 | 540 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $275,926,000 | 543 |
| U.S. Government securities | $264,567,000 | 402 |
| U.S. Treasury securities | $10,057,000 | 306 |
| U.S. Government agency obligations | $254,510,000 | 403 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $11,359,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,507,000 | 4,984 |
| Mortgage-backed securities | $153,356,000 | 495 |
| Certificates of participation in pools of residential mortgages | $153,356,000 | 301 |
| Issued or guaranteed by U.S. | $153,356,000 | 299 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $111,211,000 | 178 |
| Available-for-sale securities (fair market value) | $164,715,000 | 779 |
| Total debt securities | $264,567,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $263,566,000 | 563 |
| U.S. Government securities | $251,690,000 | 418 |
| U.S. Treasury securities | $10,068,000 | 327 |
| U.S. Government agency obligations | $241,622,000 | 421 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $11,876,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,509,000 | 5,004 |
| Mortgage-backed securities | $146,136,000 | 492 |
| Certificates of participation in pools of residential mortgages | $146,136,000 | 311 |
| Issued or guaranteed by U.S. | $146,136,000 | 310 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $105,554,000 | 185 |
| Available-for-sale securities (fair market value) | $158,012,000 | 808 |
| Total debt securities | $251,690,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $262,180,000 | 536 |
| U.S. Government securities | $254,104,000 | 397 |
| U.S. Treasury securities | $10,080,000 | 327 |
| U.S. Government agency obligations | $244,024,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,076,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,521,000 | 4,353 |
| Mortgage-backed securities | $143,878,000 | 483 |
| Certificates of participation in pools of residential mortgages | $143,878,000 | 300 |
| Issued or guaranteed by U.S. | $143,878,000 | 297 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $110,226,000 | 172 |
| Available-for-sale securities (fair market value) | $151,954,000 | 799 |
| Total debt securities | $254,104,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $250,699,000 | 535 |
| U.S. Government securities | $243,576,000 | 396 |
| U.S. Treasury securities | $5,027,000 | 460 |
| U.S. Government agency obligations | $238,549,000 | 386 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,123,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 4,387 |
| Mortgage-backed securities | $138,487,000 | 486 |
| Certificates of participation in pools of residential mortgages | $138,487,000 | 292 |
| Issued or guaranteed by U.S. | $138,487,000 | 288 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $105,089,000 | 178 |
| Available-for-sale securities (fair market value) | $145,610,000 | 818 |
| Total debt securities | $243,576,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $250,698,000 | 529 |
| U.S. Government securities | $243,557,000 | 391 |
| U.S. Treasury securities | $5,032,000 | 451 |
| U.S. Government agency obligations | $238,525,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,141,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,529,000 | 4,442 |
| Mortgage-backed securities | $128,435,000 | 524 |
| Certificates of participation in pools of residential mortgages | $128,435,000 | 310 |
| Issued or guaranteed by U.S. | $128,435,000 | 307 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $115,122,000 | 171 |
| Available-for-sale securities (fair market value) | $135,576,000 | 859 |
| Total debt securities | $243,557,000 | 537 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $269,339,000 | 487 |
| U.S. Government securities | $262,127,000 | 368 |
| U.S. Treasury securities | $15,055,000 | 227 |
| U.S. Government agency obligations | $247,072,000 | 380 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,212,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,508,000 | 4,521 |
| Mortgage-backed securities | $126,910,000 | 544 |
| Certificates of participation in pools of residential mortgages | $126,910,000 | 334 |
| Issued or guaranteed by U.S. | $126,910,000 | 330 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $135,217,000 | 140 |
| Available-for-sale securities (fair market value) | $134,122,000 | 856 |
| Total debt securities | $262,127,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $272,398,000 | 478 |
| U.S. Government securities | $266,139,000 | 345 |
| U.S. Treasury securities | $15,048,000 | 201 |
| U.S. Government agency obligations | $251,091,000 | 350 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,259,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,517,000 | 4,536 |
| Mortgage-backed securities | $115,763,000 | 584 |
| Certificates of participation in pools of residential mortgages | $115,763,000 | 374 |
| Issued or guaranteed by U.S. | $115,763,000 | 371 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $150,376,000 | 127 |
| Available-for-sale securities (fair market value) | $122,022,000 | 915 |
| Total debt securities | $266,139,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $279,012,000 | 471 |
| U.S. Government securities | $273,003,000 | 326 |
| U.S. Treasury securities | $15,076,000 | 186 |
| U.S. Government agency obligations | $257,927,000 | 337 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,009,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,527,000 | 4,528 |
| Mortgage-backed securities | $117,364,000 | 580 |
| Certificates of participation in pools of residential mortgages | $117,364,000 | 386 |
| Issued or guaranteed by U.S. | $117,364,000 | 382 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $155,639,000 | 133 |
| Available-for-sale securities (fair market value) | $123,373,000 | 893 |
| Total debt securities | $273,003,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $288,538,000 | 448 |
| U.S. Government securities | $283,173,000 | 320 |
| U.S. Treasury securities | $20,104,000 | 151 |
| U.S. Government agency obligations | $263,069,000 | 332 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,365,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,536,000 | 4,529 |
| Mortgage-backed securities | $117,234,000 | 577 |
| Certificates of participation in pools of residential mortgages | $117,234,000 | 396 |
| Issued or guaranteed by U.S. | $117,234,000 | 390 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $160,916,000 | 125 |
| Available-for-sale securities (fair market value) | $127,622,000 | 858 |
| Total debt securities | $283,173,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $276,679,000 | 468 |
| U.S. Government securities | $276,340,000 | 341 |
| U.S. Treasury securities | $40,134,000 | 84 |
| U.S. Government agency obligations | $236,206,000 | 379 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $339,000 | 1,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,000 | 4,620 |
| Mortgage-backed securities | $110,073,000 | 611 |
| Certificates of participation in pools of residential mortgages | $110,073,000 | 433 |
| Issued or guaranteed by U.S. | $110,073,000 | 426 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $156,187,000 | 133 |
| Available-for-sale securities (fair market value) | $120,492,000 | 898 |
| Total debt securities | $276,340,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $254,507,000 | 487 |
| U.S. Government securities | $254,167,000 | 357 |
| U.S. Treasury securities | $50,179,000 | 59 |
| U.S. Government agency obligations | $203,988,000 | 412 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $340,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,499,000 | 4,694 |
| Mortgage-backed securities | $92,539,000 | 697 |
| Certificates of participation in pools of residential mortgages | $92,539,000 | 481 |
| Issued or guaranteed by U.S. | $92,539,000 | 477 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $151,469,000 | 135 |
| Available-for-sale securities (fair market value) | $103,038,000 | 1,020 |
| Total debt securities | $254,167,000 | 475 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $260,803,000 | 472 |
| U.S. Government securities | $260,412,000 | 325 |
| U.S. Treasury securities | $65,222,000 | 45 |
| U.S. Government agency obligations | $195,190,000 | 426 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $391,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 4,862 |
| Mortgage-backed securities | $93,881,000 | 648 |
| Certificates of participation in pools of residential mortgages | $93,881,000 | 462 |
| Issued or guaranteed by U.S. | $93,881,000 | 457 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $151,489,000 | 133 |
| Available-for-sale securities (fair market value) | $109,314,000 | 935 |
| Total debt securities | $260,412,000 | 463 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $261,099,000 | 475 |
| U.S. Government securities | $260,645,000 | 332 |
| U.S. Treasury securities | $65,265,000 | 43 |
| U.S. Government agency obligations | $195,380,000 | 430 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $454,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,998,000 | 4,849 |
| Mortgage-backed securities | $93,863,000 | 647 |
| Certificates of participation in pools of residential mortgages | $93,863,000 | 461 |
| Issued or guaranteed by U.S. | $93,863,000 | 456 |
| 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) | $146,665,000 | 135 |
| Available-for-sale securities (fair market value) | $114,434,000 | 928 |
| Total debt securities | $260,645,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $243,767,000 | 511 |
| U.S. Government securities | $243,266,000 | 350 |
| U.S. Treasury securities | $70,059,000 | 43 |
| U.S. Government agency obligations | $173,207,000 | 480 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $501,000 | 1,284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 4,824 |
| Mortgage-backed securities | $81,949,000 | 707 |
| Certificates of participation in pools of residential mortgages | $81,949,000 | 482 |
| Issued or guaranteed by U.S. | $81,949,000 | 476 |
| 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) | $130,981,000 | 141 |
| Available-for-sale securities (fair market value) | $112,786,000 | 953 |
| Total debt securities | $243,266,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $225,839,000 | 552 |
| U.S. Government securities | $225,254,000 | 387 |
| U.S. Treasury securities | $69,989,000 | 48 |
| U.S. Government agency obligations | $155,265,000 | 536 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $585,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,996,000 | 4,847 |
| Mortgage-backed securities | $79,891,000 | 671 |
| Certificates of participation in pools of residential mortgages | $79,891,000 | 459 |
| Issued or guaranteed by U.S. | $79,891,000 | 453 |
| 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) | $100,135,000 | 186 |
| Available-for-sale securities (fair market value) | $125,704,000 | 815 |
| Total debt securities | $225,254,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $229,570,000 | 552 |
| U.S. Government securities | $229,040,000 | 390 |
| U.S. Treasury securities | $74,980,000 | 47 |
| U.S. Government agency obligations | $154,060,000 | 546 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $530,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,996,000 | 4,869 |
| Mortgage-backed securities | $83,935,000 | 614 |
| Certificates of participation in pools of residential mortgages | $83,935,000 | 421 |
| Issued or guaranteed by U.S. | $83,935,000 | 416 |
| 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) | $79,955,000 | 242 |
| Available-for-sale securities (fair market value) | $149,615,000 | 671 |
| Total debt securities | $229,040,000 | 535 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $243,386,000 | 510 |
| U.S. Government securities | $242,858,000 | 382 |
| U.S. Treasury securities | $89,914,000 | 42 |
| U.S. Government agency obligations | $152,944,000 | 560 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $528,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,995,000 | 4,897 |
| Mortgage-backed securities | $88,082,000 | 590 |
| Certificates of participation in pools of residential mortgages | $88,082,000 | 408 |
| Issued or guaranteed by U.S. | $88,082,000 | 404 |
| 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) | $84,945,000 | 229 |
| Available-for-sale securities (fair market value) | $158,441,000 | 630 |
| Total debt securities | $242,858,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $242,816,000 | 515 |
| U.S. Government securities | $242,298,000 | 382 |
| U.S. Treasury securities | $84,916,000 | 47 |
| U.S. Government agency obligations | $157,382,000 | 549 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $518,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 5,313 |
| Mortgage-backed securities | $87,487,000 | 590 |
| Certificates of participation in pools of residential mortgages | $87,487,000 | 417 |
| Issued or guaranteed by U.S. | $87,487,000 | 412 |
| 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) | $84,945,000 | 241 |
| Available-for-sale securities (fair market value) | $157,871,000 | 642 |
| Total debt securities | $242,298,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $224,947,000 | 556 |
| U.S. Government securities | $224,441,000 | 419 |
| U.S. Treasury securities | $79,954,000 | 52 |
| U.S. Government agency obligations | $144,487,000 | 620 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $506,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 5,320 |
| Mortgage-backed securities | $79,686,000 | 643 |
| Certificates of participation in pools of residential mortgages | $79,686,000 | 441 |
| Issued or guaranteed by U.S. | $79,686,000 | 436 |
| 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) | $94,939,000 | 220 |
| Available-for-sale securities (fair market value) | $130,008,000 | 799 |
| Total debt securities | $224,441,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $207,618,000 | 618 |
| U.S. Government securities | $207,149,000 | 454 |
| U.S. Treasury securities | $84,946,000 | 53 |
| U.S. Government agency obligations | $122,203,000 | 718 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $469,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,998,000 | 5,348 |
| Mortgage-backed securities | $72,356,000 | 714 |
| Certificates of participation in pools of residential mortgages | $72,356,000 | 498 |
| Issued or guaranteed by U.S. | $72,356,000 | 491 |
| 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) | $89,937,000 | 231 |
| Available-for-sale securities (fair market value) | $117,681,000 | 892 |
| Total debt securities | $207,149,000 | 605 |
| 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 | $234,190,000 | 557 |
| U.S. Government securities | $233,777,000 | 420 |
| U.S. Treasury securities | $109,937,000 | 49 |
| U.S. Government agency obligations | $123,840,000 | 713 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $413,000 | 1,388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,997,000 | 5,365 |
| Mortgage-backed securities | $79,190,000 | 667 |
| Certificates of participation in pools of residential mortgages | $79,190,000 | 468 |
| Issued or guaranteed by U.S. | $79,190,000 | 463 |
| 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) | $114,924,000 | 181 |
| Available-for-sale securities (fair market value) | $119,266,000 | 869 |
| Total debt securities | $233,777,000 | 544 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $237,298,000 | 565 |
| U.S. Government securities | $236,871,000 | 424 |
| U.S. Treasury securities | $110,044,000 | 56 |
| U.S. Government agency obligations | $126,827,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $427,000 | 1,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,000 | 5,358 |
| Mortgage-backed securities | $82,115,000 | 643 |
| Certificates of participation in pools of residential mortgages | $82,115,000 | 462 |
| Issued or guaranteed by U.S. | $82,115,000 | 456 |
| 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) | $115,026,000 | 182 |
| Available-for-sale securities (fair market value) | $122,272,000 | 850 |
| Total debt securities | $236,871,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $241,269,000 | 557 |
| U.S. Government securities | $240,858,000 | 428 |
| U.S. Treasury securities | $105,138,000 | 64 |
| U.S. Government agency obligations | $135,720,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $411,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 5,384 |
| Mortgage-backed securities | $81,018,000 | 657 |
| Certificates of participation in pools of residential mortgages | $81,018,000 | 474 |
| Issued or guaranteed by U.S. | $81,018,000 | 467 |
| 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) | $110,115,000 | 195 |
| Available-for-sale securities (fair market value) | $131,154,000 | 800 |
| Total debt securities | $240,858,000 | 540 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $250,479,000 | 536 |
| U.S. Government securities | $250,095,000 | 413 |
| U.S. Treasury securities | $105,222,000 | 56 |
| U.S. Government agency obligations | $144,873,000 | 631 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $384,000 | 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 | $2,995,000 | 5,380 |
| Mortgage-backed securities | $85,283,000 | 637 |
| Certificates of participation in pools of residential mortgages | $85,283,000 | 465 |
| Issued or guaranteed by U.S. | $85,283,000 | 458 |
| 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) | $110,195,000 | 200 |
| Available-for-sale securities (fair market value) | $140,284,000 | 745 |
| Total debt securities | $250,095,000 | 524 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $257,088,000 | 520 |
| U.S. Government securities | $256,744,000 | 404 |
| U.S. Treasury securities | $100,340,000 | 57 |
| U.S. Government agency obligations | $156,404,000 | 593 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $344,000 | 1,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,994,000 | 5,358 |
| Mortgage-backed securities | $91,891,000 | 612 |
| Certificates of participation in pools of residential mortgages | $91,891,000 | 443 |
| Issued or guaranteed by U.S. | $91,891,000 | 434 |
| 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) | $100,326,000 | 236 |
| Available-for-sale securities (fair market value) | $156,762,000 | 674 |
| Total debt securities | $256,744,000 | 511 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $261,379,000 | 528 |
| U.S. Government securities | $261,037,000 | 401 |
| U.S. Treasury securities | $85,487,000 | 75 |
| U.S. Government agency obligations | $175,550,000 | 552 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $342,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,055,000 | 5,365 |
| Mortgage-backed securities | $96,148,000 | 611 |
| Certificates of participation in pools of residential mortgages | $96,148,000 | 444 |
| Issued or guaranteed by U.S. | $96,148,000 | 440 |
| 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) | $85,486,000 | 279 |
| Available-for-sale securities (fair market value) | $175,893,000 | 618 |
| Total debt securities | $261,037,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $259,433,000 | 535 |
| U.S. Government securities | $259,061,000 | 400 |
| U.S. Treasury securities | $80,689,000 | 79 |
| U.S. Government agency obligations | $178,372,000 | 559 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $372,000 | 1,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,092,000 | 5,362 |
| Mortgage-backed securities | $98,604,000 | 618 |
| Certificates of participation in pools of residential mortgages | $98,604,000 | 449 |
| Issued or guaranteed by U.S. | $98,604,000 | 445 |
| 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) | $70,726,000 | 343 |
| Available-for-sale securities (fair market value) | $188,707,000 | 591 |
| Total debt securities | $259,061,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $253,817,000 | 546 |
| U.S. Government securities | $253,485,000 | 423 |
| U.S. Treasury securities | $86,016,000 | 74 |
| U.S. Government agency obligations | $167,469,000 | 582 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $332,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 5,352 |
| Mortgage-backed securities | $97,309,000 | 629 |
| Certificates of participation in pools of residential mortgages | $97,309,000 | 456 |
| Issued or guaranteed by U.S. | $97,309,000 | 453 |
| 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) | $50,966,000 | 451 |
| Available-for-sale securities (fair market value) | $202,851,000 | 552 |
| Total debt securities | $253,485,000 | 533 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $270,469,000 | 521 |
| U.S. Government securities | $270,116,000 | 396 |
| U.S. Treasury securities | $85,919,000 | 79 |
| U.S. Government agency obligations | $184,197,000 | 555 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $353,000 | 1,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,166,000 | 5,324 |
| Mortgage-backed securities | $99,056,000 | 627 |
| Certificates of participation in pools of residential mortgages | $99,056,000 | 461 |
| Issued or guaranteed by U.S. | $99,056,000 | 459 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,721,000 | 630 |
| Available-for-sale securities (fair market value) | $234,748,000 | 495 |
| Total debt securities | $270,116,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $263,263,000 | 551 |
| U.S. Government securities | $262,888,000 | 414 |
| U.S. Treasury securities | $85,890,000 | 77 |
| U.S. Government agency obligations | $176,998,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $375,000 | 1,664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,203,000 | 5,239 |
| Mortgage-backed securities | $100,909,000 | 640 |
| Certificates of participation in pools of residential mortgages | $100,909,000 | 468 |
| Issued or guaranteed by U.S. | $100,909,000 | 464 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,403,000 | 621 |
| Available-for-sale securities (fair market value) | $227,860,000 | 528 |
| Total debt securities | $262,888,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $265,323,000 | 552 |
| U.S. Government securities | $264,938,000 | 436 |
| U.S. Treasury securities | $85,976,000 | 79 |
| U.S. Government agency obligations | $178,962,000 | 595 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $385,000 | 1,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,240,000 | 5,204 |
| Mortgage-backed securities | $102,677,000 | 642 |
| Certificates of participation in pools of residential mortgages | $102,677,000 | 474 |
| Issued or guaranteed by U.S. | $102,677,000 | 469 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,510,000 | 542 |
| Available-for-sale securities (fair market value) | $224,813,000 | 532 |
| Total debt securities | $264,938,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $274,372,000 | 533 |
| U.S. Government securities | $274,010,000 | 419 |
| U.S. Treasury securities | $90,971,000 | 75 |
| U.S. Government agency obligations | $183,039,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $362,000 | 1,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 5,310 |
| Mortgage-backed securities | $106,401,000 | 625 |
| Certificates of participation in pools of residential mortgages | $106,401,000 | 455 |
| Issued or guaranteed by U.S. | $106,401,000 | 452 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,626,000 | 351 |
| Available-for-sale securities (fair market value) | $213,746,000 | 567 |
| Total debt securities | $274,010,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $249,716,000 | 561 |
| U.S. Government securities | $249,383,000 | 452 |
| U.S. Treasury securities | $95,753,000 | 73 |
| U.S. Government agency obligations | $153,630,000 | 634 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $333,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,997,000 | 5,289 |
| Mortgage-backed securities | $102,867,000 | 640 |
| Certificates of participation in pools of residential mortgages | $102,867,000 | 450 |
| Issued or guaranteed by U.S. | $102,867,000 | 446 |
| 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) | $50,183,000 | 416 |
| Available-for-sale securities (fair market value) | $199,533,000 | 586 |
| Total debt securities | $249,383,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $227,859,000 | 601 |
| U.S. Government securities | $227,604,000 | 484 |
| U.S. Treasury securities | $75,579,000 | 89 |
| U.S. Government agency obligations | $152,025,000 | 628 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $255,000 | 1,859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,000 | 5,331 |
| Mortgage-backed securities | $91,381,000 | 688 |
| Certificates of participation in pools of residential mortgages | $91,381,000 | 488 |
| Issued or guaranteed by U.S. | $91,381,000 | 482 |
| 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) | $40,042,000 | 520 |
| Available-for-sale securities (fair market value) | $187,817,000 | 610 |
| Total debt securities | $227,604,000 | 580 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $225,047,000 | 588 |
| U.S. Government securities | $224,734,000 | 460 |
| U.S. Treasury securities | $65,298,000 | 101 |
| U.S. Government agency obligations | $159,436,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $313,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,994,000 | 5,342 |
| Mortgage-backed securities | $83,457,000 | 707 |
| Certificates of participation in pools of residential mortgages | $83,457,000 | 482 |
| Issued or guaranteed by U.S. | $83,457,000 | 478 |
| 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) | $55,118,000 | 383 |
| Available-for-sale securities (fair market value) | $169,929,000 | 643 |
| Total debt securities | $224,734,000 | 569 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $210,894,000 | 575 |
| U.S. Government securities | $210,443,000 | 429 |
| U.S. Treasury securities | $35,066,000 | 178 |
| U.S. Government agency obligations | $175,377,000 | 485 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $451,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,988,000 | 5,383 |
| Mortgage-backed securities | $90,801,000 | 615 |
| Certificates of participation in pools of residential mortgages | $90,801,000 | 411 |
| Issued or guaranteed by U.S. | $90,801,000 | 403 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,066,000 | 589 |
| Available-for-sale securities (fair market value) | $175,828,000 | 566 |
| Total debt securities | $210,443,000 | 556 |
| 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 | $176,361,000 | 641 |
| U.S. Government securities | $170,788,000 | 510 |
| U.S. Treasury securities | $75,166,000 | 111 |
| U.S. Government agency obligations | $95,622,000 | 817 |
| Securities issued by states & political subdivisions | $1,023,000 | 5,322 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,550,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,997,000 | 5,696 |
| Mortgage-backed securities | $60,708,000 | 683 |
| Certificates of participation in pools of residential mortgages | $60,708,000 | 471 |
| Issued or guaranteed by U.S. | $60,708,000 | 466 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,189,000 | 341 |
| Available-for-sale securities (fair market value) | $100,172,000 | 866 |
| Total debt securities | $171,811,000 | 625 |
| 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 | $245,861,000 | 513 |
| U.S. Government securities | $241,765,000 | 421 |
| U.S. Treasury securities | $110,389,000 | 106 |
| U.S. Government agency obligations | $131,376,000 | 619 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,096,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,009,000 | 5,681 |
| Mortgage-backed securities | $77,039,000 | 631 |
| Certificates of participation in pools of residential mortgages | $77,039,000 | 436 |
| Issued or guaranteed by U.S. | $77,039,000 | 430 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,389,000 | 259 |
| Available-for-sale securities (fair market value) | $135,472,000 | 659 |
| Total debt securities | $241,765,000 | 501 |
| 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 | $212,115,000 | 585 |
| U.S. Government securities | $208,286,000 | 477 |
| U.S. Treasury securities | $80,402,000 | 167 |
| U.S. Government agency obligations | $127,884,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,829,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,039,000 | 5,361 |
| Mortgage-backed securities | $72,900,000 | 687 |
| Certificates of participation in pools of residential mortgages | $72,900,000 | 488 |
| Issued or guaranteed by U.S. | $72,900,000 | 481 |
| 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) | $80,402,000 | 351 |
| Available-for-sale securities (fair market value) | $131,713,000 | 678 |
| Total debt securities | $208,286,000 | 577 |
| 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 | $203,367,000 | 601 |
| U.S. Government securities | $200,081,000 | 518 |
| U.S. Treasury securities | $135,409,000 | 149 |
| U.S. Government agency obligations | $64,672,000 | 1,116 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,286,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,986,000 | 5,682 |
| Mortgage-backed securities | $64,672,000 | 721 |
| Certificates of participation in pools of residential mortgages | $64,672,000 | 533 |
| Issued or guaranteed by U.S. | $64,672,000 | 520 |
| 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) | $115,526,000 | 312 |
| Available-for-sale securities (fair market value) | $87,841,000 | 927 |
| Total debt securities | $200,081,000 | 594 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $210,629,000 | 607 |
| U.S. Government securities | $208,090,000 | 537 |
| U.S. Treasury securities | $164,230,000 | 154 |
| U.S. Government agency obligations | $43,860,000 | 1,676 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,539,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,958,000 | 5,926 |
| Mortgage-backed securities | $43,860,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $43,860,000 | 757 |
| Issued or guaranteed by U.S. | $43,860,000 | 737 |
| 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) | $79,877,000 | 497 |
| Available-for-sale securities (fair market value) | $130,752,000 | 667 |
| Total debt securities | $207,918,000 | 601 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $200,587,000 | 670 |
| U.S. Government securities | $198,169,000 | 569 |
| U.S. Treasury securities | $198,169,000 | 144 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,418,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,053,000 | 5,901 |
| 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) | $44,931,000 | 948 |
| Available-for-sale securities (fair market value) | $155,656,000 | 584 |
| Total debt securities | $197,857,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $174,740,000 | 772 |
| U.S. Government securities | $172,315,000 | 671 |
| U.S. Treasury securities | $172,315,000 | 220 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,425,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,997,000 | 6,113 |
| 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) | $156,602,000 | 515 |
| Available-for-sale securities (fair market value) | $18,138,000 | 3,072 |
| Total debt securities | $173,578,000 | 755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $191,048,000 | 748 |
| U.S. Government securities | $190,744,000 | 632 |
| U.S. Treasury securities | $190,744,000 | 227 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $304,000 | 3,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,957,000 | 6,042 |
| 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 | $190,744,000 | 732 |
| 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 | $172,533,000 | 797 |
| U.S. Government securities | $171,094,000 | 651 |
| U.S. Treasury securities | $171,094,000 | 225 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $870,000 | 4,316 |
| 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 | $870,000 | 3,148 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $569,000 | 2,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 6,860 |
| 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 | $171,964,000 | 781 |
| 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 |