Home > Wintrust Bank > Securities
Wintrust Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $604,964,000 | 367 |
| U.S. Government securities | $485,351,000 | 315 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $485,351,000 | 286 |
| Securities issued by states & political subdivisions | $35,575,000 | 1,203 |
| Other domestic debt securities | $35,327,000 | 518 |
| Privately issued residential mortgage-backed securities | $20,676,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $14,651,000 | 500 |
| 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 | $531,107,000 | 232 |
| Mortgage-backed securities | $466,653,000 | 247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $445,977,000 | 166 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $20,676,000 | 154 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $205,759,000 | 245 |
| Available-for-sale securities (fair market value) | $350,494,000 | 498 |
| Total debt securities | $556,253,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $76,540,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,446,000 | 48 |
| 2023-09-30 | Rank | |
| Total securities | $633,450,000 | 352 |
| U.S. Government securities | $515,593,000 | 300 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $515,593,000 | 274 |
| Securities issued by states & political subdivisions | $35,766,000 | 1,170 |
| Other domestic debt securities | $35,583,000 | 492 |
| Privately issued residential mortgage-backed securities | $20,976,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $14,607,000 | 499 |
| 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 | $564,212,000 | 219 |
| Mortgage-backed securities | $497,722,000 | 238 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $476,746,000 | 162 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $20,976,000 | 148 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $207,854,000 | 248 |
| Available-for-sale securities (fair market value) | $379,088,000 | 453 |
| Total debt securities | $586,942,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $102,455,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $98,120,000 | 51 |
| 2023-06-30 | Rank | |
| Total securities | $607,000,000 | 366 |
| U.S. Government securities | $496,381,000 | 306 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $496,381,000 | 279 |
| Securities issued by states & political subdivisions | $36,018,000 | 1,220 |
| Other domestic debt securities | $35,579,000 | 489 |
| Privately issued residential mortgage-backed securities | $21,545,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $14,034,000 | 509 |
| 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 | $522,955,000 | 233 |
| Mortgage-backed securities | $478,698,000 | 239 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $457,153,000 | 164 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $21,545,000 | 147 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $210,102,000 | 242 |
| Available-for-sale securities (fair market value) | $357,876,000 | 492 |
| Total debt securities | $567,978,000 | 387 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $93,003,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $85,578,000 | 47 |
| 2023-03-31 | Rank | |
| Total securities | $595,402,000 | 398 |
| U.S. Government securities | $483,458,000 | 326 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $483,458,000 | 277 |
| Securities issued by states & political subdivisions | $36,249,000 | 1,249 |
| Other domestic debt securities | $39,101,000 | 489 |
| Privately issued residential mortgage-backed securities | $21,961,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $17,140,000 | 457 |
| 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 | $425,294,000 | 260 |
| Mortgage-backed securities | $466,086,000 | 255 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $444,125,000 | 175 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $21,961,000 | 151 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $212,189,000 | 248 |
| Available-for-sale securities (fair market value) | $346,619,000 | 538 |
| Total debt securities | $558,808,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $75,669,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $71,279,000 | 47 |
| 2022-12-31 | Rank | |
| Total securities | $598,646,000 | 405 |
| U.S. Government securities | $495,152,000 | 330 |
| U.S. Treasury securities | $10,055,000 | 1,545 |
| U.S. Government agency obligations | $485,097,000 | 279 |
| Securities issued by states & political subdivisions | $35,425,000 | 1,308 |
| Other domestic debt securities | $39,903,000 | 490 |
| Privately issued residential mortgage-backed securities | $22,335,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $17,568,000 | 464 |
| 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 | $187,269,000 | 456 |
| Mortgage-backed securities | $468,245,000 | 258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $445,910,000 | 180 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $22,335,000 | 147 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $213,843,000 | 257 |
| Available-for-sale securities (fair market value) | $356,637,000 | 529 |
| Total debt securities | $570,480,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $90,569,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $85,963,000 | 51 |
| 2022-09-30 | Rank | |
| Total securities | $543,090,000 | 438 |
| U.S. Government securities | $438,718,000 | 362 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $438,718,000 | 303 |
| Securities issued by states & political subdivisions | $32,849,000 | 1,385 |
| Other domestic debt securities | $38,563,000 | 483 |
| Privately issued residential mortgage-backed securities | $22,811,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $15,752,000 | 507 |
| 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 | $250,453,000 | 337 |
| Mortgage-backed securities | $422,407,000 | 280 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $399,596,000 | 196 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $22,811,000 | 145 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $213,471,000 | 256 |
| Available-for-sale securities (fair market value) | $296,659,000 | 637 |
| Total debt securities | $510,130,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $89,657,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $91,389,000 | 55 |
| 2022-06-30 | Rank | |
| Total securities | $568,239,000 | 426 |
| U.S. Government securities | $466,138,000 | 361 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $466,138,000 | 307 |
| Securities issued by states & political subdivisions | $33,206,000 | 1,431 |
| Other domestic debt securities | $39,648,000 | 448 |
| Privately issued residential mortgage-backed securities | $23,544,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $16,104,000 | 511 |
| 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 | $273,011,000 | 312 |
| Mortgage-backed securities | $449,843,000 | 275 |
| Certificates of participation in pools of residential mortgages | $426,299,000 | 190 |
| Issued or guaranteed by U.S. | $426,299,000 | 190 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $23,544,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $23,544,000 | 134 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $215,847,000 | 241 |
| Available-for-sale securities (fair market value) | $323,145,000 | 613 |
| Total debt securities | $538,992,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $53,551,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,464,000 | 54 |
| 2022-03-31 | Rank | |
| Total securities | $579,526,000 | 420 |
| U.S. Government securities | $485,122,000 | 343 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $485,122,000 | 300 |
| Securities issued by states & political subdivisions | $33,365,000 | 1,444 |
| Other domestic debt securities | $36,285,000 | 471 |
| Privately issued residential mortgage-backed securities | $24,081,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $12,204,000 | 600 |
| 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 | $260,188,000 | 320 |
| Mortgage-backed securities | $479,112,000 | 271 |
| Certificates of participation in pools of residential mortgages | $455,031,000 | 193 |
| Issued or guaranteed by U.S. | $455,031,000 | 193 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $24,081,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $24,081,000 | 124 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $207,381,000 | 224 |
| Available-for-sale securities (fair market value) | $347,391,000 | 581 |
| Total debt securities | $554,772,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $36,045,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,046,000 | 58 |
| 2021-12-31 | Rank | |
| Total securities | $335,952,000 | 659 |
| U.S. Government securities | $269,875,000 | 538 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $269,875,000 | 481 |
| Securities issued by states & political subdivisions | $33,157,000 | 1,505 |
| Other domestic debt securities | $12,565,000 | 835 |
| 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 | $12,565,000 | 555 |
| 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 | $223,878,000 | 347 |
| Mortgage-backed securities | $259,290,000 | 431 |
| Certificates of participation in pools of residential mortgages | $259,290,000 | 284 |
| Issued or guaranteed by U.S. | $259,290,000 | 284 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $135,319,000 | 221 |
| Available-for-sale securities (fair market value) | $180,278,000 | 1,039 |
| Total debt securities | $315,597,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $33,987,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,906,000 | 47 |
| 2021-09-30 | Rank | |
| Total securities | $354,873,000 | 601 |
| U.S. Government securities | $288,658,000 | 480 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $288,658,000 | 439 |
| Securities issued by states & political subdivisions | $35,675,000 | 1,394 |
| Other domestic debt securities | $13,231,000 | 780 |
| 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 | $13,231,000 | 516 |
| 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 | $187,198,000 | 389 |
| Mortgage-backed securities | $277,885,000 | 405 |
| Certificates of participation in pools of residential mortgages | $277,885,000 | 269 |
| Issued or guaranteed by U.S. | $277,885,000 | 269 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $138,292,000 | 198 |
| Available-for-sale securities (fair market value) | $199,272,000 | 902 |
| Total debt securities | $337,563,000 | 618 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $41,929,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,791,000 | 48 |
| 2021-06-30 | Rank | |
| Total securities | $295,475,000 | 673 |
| U.S. Government securities | $231,749,000 | 532 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $231,749,000 | 493 |
| Securities issued by states & political subdivisions | $35,756,000 | 1,360 |
| Other domestic debt securities | $13,156,000 | 740 |
| 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 | $13,156,000 | 481 |
| 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 | $171,866,000 | 414 |
| Mortgage-backed securities | $220,851,000 | 445 |
| Certificates of participation in pools of residential mortgages | $220,851,000 | 291 |
| Issued or guaranteed by U.S. | $220,851,000 | 290 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $86,273,000 | 244 |
| Available-for-sale securities (fair market value) | $194,388,000 | 887 |
| Total debt securities | $280,661,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $47,783,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,050,000 | 46 |
| 2021-03-31 | Rank | |
| Total securities | $327,525,000 | 557 |
| U.S. Government securities | $257,691,000 | 451 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $257,691,000 | 428 |
| Securities issued by states & political subdivisions | $35,773,000 | 1,295 |
| Other domestic debt securities | $14,502,000 | 688 |
| 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 | $14,502,000 | 434 |
| 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 | $180,577,000 | 384 |
| Mortgage-backed securities | $246,835,000 | 391 |
| Certificates of participation in pools of residential mortgages | $246,835,000 | 252 |
| Issued or guaranteed by U.S. | $246,835,000 | 251 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $90,004,000 | 224 |
| Available-for-sale securities (fair market value) | $217,962,000 | 727 |
| Total debt securities | $307,965,000 | 588 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $48,611,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $47,628,000 | 50 |
| 2020-12-31 | Rank | |
| Total securities | $367,596,000 | 462 |
| U.S. Government securities | $302,836,000 | 361 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $302,836,000 | 344 |
| Securities issued by states & political subdivisions | $35,889,000 | 1,249 |
| Other domestic debt securities | $7,768,000 | 888 |
| 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 | $7,768,000 | 599 |
| 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 | $308,025,000 | 245 |
| Mortgage-backed securities | $232,245,000 | 381 |
| Certificates of participation in pools of residential mortgages | $232,245,000 | 242 |
| Issued or guaranteed by U.S. | $232,245,000 | 241 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $84,618,000 | 209 |
| Available-for-sale securities (fair market value) | $261,875,000 | 572 |
| Total debt securities | $346,494,000 | 482 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $65,695,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $64,979,000 | 51 |
| 2020-09-30 | Rank | |
| Total securities | $461,458,000 | 367 |
| U.S. Government securities | $398,392,000 | 280 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $398,392,000 | 267 |
| Securities issued by states & political subdivisions | $36,433,000 | 1,125 |
| Other domestic debt securities | $8,526,000 | 829 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,526,000 | 546 |
| 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 | $391,924,000 | 206 |
| Mortgage-backed securities | $263,185,000 | 334 |
| Certificates of participation in pools of residential mortgages | $261,920,000 | 207 |
| Issued or guaranteed by U.S. | $261,920,000 | 206 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,265,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,188 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $112,653,000 | 170 |
| Available-for-sale securities (fair market value) | $330,698,000 | 427 |
| Total debt securities | $443,352,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $74,548,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,690,000 | 46 |
| 2020-06-30 | Rank | |
| Total securities | $533,897,000 | 320 |
| U.S. Government securities | $472,944,000 | 263 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $472,944,000 | 246 |
| Securities issued by states & political subdivisions | $35,667,000 | 1,068 |
| Other domestic debt securities | $8,383,000 | 789 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,383,000 | 532 |
| 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 | $400,889,000 | 203 |
| Mortgage-backed securities | $307,690,000 | 290 |
| Certificates of participation in pools of residential mortgages | $304,068,000 | 178 |
| Issued or guaranteed by U.S. | $304,068,000 | 176 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,622,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,622,000 | 1,744 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $142,687,000 | 144 |
| Available-for-sale securities (fair market value) | $374,307,000 | 373 |
| Total debt securities | $516,994,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $78,632,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $76,931,000 | 47 |
| 2020-03-31 | Rank | |
| Total securities | $574,023,000 | 303 |
| U.S. Government securities | $514,268,000 | 249 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $514,268,000 | 234 |
| Securities issued by states & political subdivisions | $35,756,000 | 964 |
| Other domestic debt securities | $10,719,000 | 656 |
| 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 | $10,719,000 | 416 |
| 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 | $161,826,000 | 378 |
| Mortgage-backed securities | $339,192,000 | 268 |
| Certificates of participation in pools of residential mortgages | $333,624,000 | 163 |
| Issued or guaranteed by U.S. | $333,624,000 | 162 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,568,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $5,568,000 | 1,513 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $152,715,000 | 145 |
| Available-for-sale securities (fair market value) | $408,028,000 | 339 |
| Total debt securities | $560,744,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $76,547,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,229,000 | 51 |
| 2019-12-31 | Rank | |
| Total securities | $506,985,000 | 319 |
| U.S. Government securities | $453,609,000 | 266 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $453,609,000 | 249 |
| Securities issued by states & political subdivisions | $31,571,000 | 1,040 |
| Other domestic debt securities | $8,591,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $8,591,000 | 462 |
| 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 | $179,860,000 | 335 |
| Mortgage-backed securities | $283,633,000 | 298 |
| Certificates of participation in pools of residential mortgages | $275,927,000 | 190 |
| Issued or guaranteed by U.S. | $275,927,000 | 189 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,706,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,706,000 | 1,288 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $139,850,000 | 161 |
| Available-for-sale securities (fair market value) | $353,921,000 | 375 |
| Total debt securities | $493,771,000 | 321 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $28,031,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,963,000 | 50 |
| 2019-09-30 | Rank | |
| Total securities | $345,838,000 | 429 |
| U.S. Government securities | $294,362,000 | 343 |
| U.S. Treasury securities | $9,996,000 | 456 |
| U.S. Government agency obligations | $284,366,000 | 336 |
| Securities issued by states & political subdivisions | $31,763,000 | 1,024 |
| Other domestic debt securities | $8,544,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,544,000 | 463 |
| 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 | $186,678,000 | 324 |
| Mortgage-backed securities | $175,400,000 | 407 |
| Certificates of participation in pools of residential mortgages | $166,166,000 | 261 |
| Issued or guaranteed by U.S. | $166,166,000 | 257 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,234,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $9,234,000 | 1,185 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $123,409,000 | 192 |
| Available-for-sale securities (fair market value) | $211,260,000 | 573 |
| Total debt securities | $334,669,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $40,264,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,009,000 | 49 |
| 2019-06-30 | Rank | |
| Total securities | $336,933,000 | 432 |
| U.S. Government securities | $287,369,000 | 355 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $287,369,000 | 338 |
| Securities issued by states & political subdivisions | $32,047,000 | 1,042 |
| Other domestic debt securities | $8,213,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,213,000 | 473 |
| 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 | $192,101,000 | 320 |
| Mortgage-backed securities | $183,483,000 | 400 |
| Certificates of participation in pools of residential mortgages | $172,558,000 | 251 |
| Issued or guaranteed by U.S. | $172,558,000 | 251 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,925,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $10,925,000 | 1,086 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $103,437,000 | 218 |
| Available-for-sale securities (fair market value) | $224,192,000 | 549 |
| Total debt securities | $327,629,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $29,193,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,714,000 | 50 |
| 2019-03-31 | Rank | |
| Total securities | $332,533,000 | 439 |
| U.S. Government securities | $278,966,000 | 369 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $278,966,000 | 347 |
| Securities issued by states & political subdivisions | $32,057,000 | 1,071 |
| Other domestic debt securities | $8,401,000 | 690 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,401,000 | 470 |
| 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 | $164,076,000 | 372 |
| Mortgage-backed securities | $185,933,000 | 386 |
| Certificates of participation in pools of residential mortgages | $174,332,000 | 254 |
| Issued or guaranteed by U.S. | $174,332,000 | 253 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,601,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $11,601,000 | 1,043 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $92,968,000 | 236 |
| Available-for-sale securities (fair market value) | $226,456,000 | 544 |
| Total debt securities | $319,424,000 | 447 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $15,495,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,853,000 | 64 |
| 2018-12-31 | Rank | |
| Total securities | $319,580,000 | 453 |
| U.S. Government securities | $277,717,000 | 371 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $277,717,000 | 350 |
| Securities issued by states & political subdivisions | $32,051,000 | 1,104 |
| Other domestic debt securities | $8,228,000 | 671 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,228,000 | 471 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,815,000 | 375 |
| Mortgage-backed securities | $186,271,000 | 390 |
| Certificates of participation in pools of residential mortgages | $174,614,000 | 256 |
| Issued or guaranteed by U.S. | $174,614,000 | 255 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,657,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $11,657,000 | 1,032 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $91,546,000 | 252 |
| Available-for-sale securities (fair market value) | $226,450,000 | 545 |
| Total debt securities | $317,996,000 | 449 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $19,264,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,381,000 | 57 |
| 2018-09-30 | Rank | |
| Total securities | $310,604,000 | 460 |
| U.S. Government securities | $268,171,000 | 382 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $268,171,000 | 361 |
| Securities issued by states & political subdivisions | $32,381,000 | 1,086 |
| Other domestic debt securities | $8,483,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $8,483,000 | 463 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,388,000 | 358 |
| Mortgage-backed securities | $187,296,000 | 387 |
| Certificates of participation in pools of residential mortgages | $175,375,000 | 254 |
| Issued or guaranteed by U.S. | $175,375,000 | 253 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,921,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $11,921,000 | 997 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $91,568,000 | 253 |
| Available-for-sale securities (fair market value) | $217,467,000 | 555 |
| Total debt securities | $309,035,000 | 456 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $24,605,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,618,000 | 58 |
| 2018-06-30 | Rank | |
| Total securities | $268,003,000 | 531 |
| U.S. Government securities | $226,226,000 | 433 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $226,226,000 | 411 |
| Securities issued by states & political subdivisions | $31,663,000 | 1,161 |
| Other domestic debt securities | $8,532,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $8,532,000 | 464 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,106,000 | 428 |
| Mortgage-backed securities | $169,988,000 | 418 |
| Certificates of participation in pools of residential mortgages | $157,225,000 | 290 |
| Issued or guaranteed by U.S. | $157,225,000 | 289 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,763,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $12,763,000 | 944 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $81,592,000 | 264 |
| Available-for-sale securities (fair market value) | $184,829,000 | 650 |
| Total debt securities | $266,421,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $22,039,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,832,000 | 57 |
| 2018-03-31 | Rank | |
| Total securities | $269,602,000 | 538 |
| U.S. Government securities | $226,992,000 | 442 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $226,992,000 | 419 |
| Securities issued by states & political subdivisions | $31,725,000 | 1,174 |
| Other domestic debt securities | $9,291,000 | 608 |
| 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 | $9,291,000 | 446 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,367,000 | 436 |
| Mortgage-backed securities | $170,753,000 | 426 |
| Certificates of participation in pools of residential mortgages | $157,039,000 | 296 |
| Issued or guaranteed by U.S. | $157,039,000 | 295 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,714,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $13,714,000 | 894 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $81,614,000 | 274 |
| Available-for-sale securities (fair market value) | $186,394,000 | 648 |
| Total debt securities | $268,008,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $18,626,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $17,130,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $16,885,000 | 57 |
| 2017-12-31 | Rank | |
| Total securities | $240,234,000 | 597 |
| U.S. Government securities | $206,764,000 | 473 |
| U.S. Treasury securities | $4,959,000 | 593 |
| U.S. Government agency obligations | $201,805,000 | 457 |
| Securities issued by states & political subdivisions | $29,430,000 | 1,316 |
| Other domestic debt securities | $2,418,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,418,000 | 878 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,622,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,347,000 | 437 |
| Mortgage-backed securities | $145,566,000 | 468 |
| Certificates of participation in pools of residential mortgages | $130,713,000 | 334 |
| Issued or guaranteed by U.S. | $130,713,000 | 333 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,853,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $14,853,000 | 847 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $80,193,000 | 280 |
| Available-for-sale securities (fair market value) | $160,041,000 | 771 |
| Total debt securities | $238,612,000 | 590 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $9,381,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $8,590,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $8,360,000 | 67 |
| 2017-09-30 | Rank | |
| Total securities | $192,409,000 | 733 |
| U.S. Government securities | $158,934,000 | 586 |
| U.S. Treasury securities | $4,966,000 | 567 |
| U.S. Government agency obligations | $153,968,000 | 572 |
| Securities issued by states & political subdivisions | $26,468,000 | 1,473 |
| Other domestic debt securities | $4,402,000 | 889 |
| 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 | $4,402,000 | 684 |
| Foreign debt securities | $972,000 | 213 |
| Equity securities | $1,633,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,841,000 | 434 |
| Mortgage-backed securities | $97,728,000 | 646 |
| Certificates of participation in pools of residential mortgages | $82,211,000 | 485 |
| Issued or guaranteed by U.S. | $82,211,000 | 484 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,517,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $15,517,000 | 823 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $73,625,000 | 303 |
| Available-for-sale securities (fair market value) | $118,784,000 | 1,016 |
| Total debt securities | $190,776,000 | 731 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $8,518,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $8,083,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $7,890,000 | 65 |
| 2017-06-30 | Rank | |
| Total securities | $172,298,000 | 841 |
| U.S. Government securities | $143,739,000 | 652 |
| U.S. Treasury securities | $4,962,000 | 583 |
| U.S. Government agency obligations | $138,777,000 | 648 |
| Securities issued by states & political subdivisions | $21,559,000 | 1,754 |
| Other domestic debt securities | $4,387,000 | 907 |
| 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 | $4,387,000 | 696 |
| Foreign debt securities | $974,000 | 217 |
| Equity securities | $1,639,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,638,000 | 394 |
| Mortgage-backed securities | $82,537,000 | 756 |
| Certificates of participation in pools of residential mortgages | $82,537,000 | 506 |
| Issued or guaranteed by U.S. | $82,537,000 | 504 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $68,699,000 | 323 |
| Available-for-sale securities (fair market value) | $103,599,000 | 1,184 |
| Total debt securities | $170,659,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $10,317,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $8,546,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $8,282,000 | 63 |
| 2017-03-31 | Rank | |
| Total securities | $191,963,000 | 768 |
| U.S. Government securities | $166,689,000 | 582 |
| U.S. Treasury securities | $14,964,000 | 315 |
| U.S. Government agency obligations | $151,725,000 | 594 |
| Securities issued by states & political subdivisions | $17,231,000 | 2,061 |
| Other domestic debt securities | $5,341,000 | 840 |
| 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 | $5,341,000 | 634 |
| Foreign debt securities | $974,000 | 215 |
| Equity securities | $1,728,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,980,000 | 492 |
| Mortgage-backed securities | $105,484,000 | 642 |
| Certificates of participation in pools of residential mortgages | $105,484,000 | 417 |
| Issued or guaranteed by U.S. | $105,484,000 | 416 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $57,451,000 | 371 |
| Available-for-sale securities (fair market value) | $134,512,000 | 942 |
| Total debt securities | $190,235,000 | 764 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $9,500,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $9,005,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $8,458,000 | 63 |
| 2016-12-31 | Rank | |
| Total securities | $168,246,000 | 865 |
| U.S. Government securities | $143,384,000 | 658 |
| U.S. Treasury securities | $14,955,000 | 315 |
| U.S. Government agency obligations | $128,429,000 | 697 |
| Securities issued by states & political subdivisions | $16,932,000 | 2,093 |
| Other domestic debt securities | $5,336,000 | 835 |
| 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 | $5,336,000 | 623 |
| Foreign debt securities | $973,000 | 208 |
| Equity securities | $1,621,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,054,000 | 569 |
| Mortgage-backed securities | $82,215,000 | 767 |
| Certificates of participation in pools of residential mortgages | $82,215,000 | 499 |
| Issued or guaranteed by U.S. | $82,215,000 | 498 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $57,437,000 | 368 |
| Available-for-sale securities (fair market value) | $110,809,000 | 1,101 |
| Total debt securities | $166,625,000 | 861 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $11,773,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $10,001,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $8,976,000 | 63 |
| 2016-09-30 | Rank | |
| Total securities | $199,744,000 | 725 |
| U.S. Government securities | $172,761,000 | 557 |
| U.S. Treasury securities | $10,005,000 | 359 |
| U.S. Government agency obligations | $162,756,000 | 565 |
| Securities issued by states & political subdivisions | $19,059,000 | 1,932 |
| Other domestic debt securities | $5,274,000 | 840 |
| 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 | $5,274,000 | 627 |
| Foreign debt securities | $971,000 | 213 |
| Equity securities | $1,679,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,042,000 | 471 |
| Mortgage-backed securities | $91,478,000 | 705 |
| Certificates of participation in pools of residential mortgages | $91,478,000 | 465 |
| Issued or guaranteed by U.S. | $91,478,000 | 464 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $82,514,000 | 297 |
| Available-for-sale securities (fair market value) | $117,230,000 | 1,038 |
| Total debt securities | $198,065,000 | 726 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $24,294,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $23,349,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $23,141,000 | 56 |
| 2016-06-30 | Rank | |
| Total securities | $146,289,000 | 977 |
| U.S. Government securities | $120,684,000 | 767 |
| U.S. Treasury securities | $25,016,000 | 211 |
| U.S. Government agency obligations | $95,668,000 | 902 |
| Securities issued by states & political subdivisions | $17,840,000 | 2,044 |
| Other domestic debt securities | $6,316,000 | 784 |
| 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 | $6,316,000 | 579 |
| Foreign debt securities | $972,000 | 204 |
| Equity securities | $477,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,845,000 | 590 |
| Mortgage-backed securities | $12,445,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $12,445,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,445,000 | 2,063 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $93,477,000 | 285 |
| Available-for-sale securities (fair market value) | $52,812,000 | 2,095 |
| Total debt securities | $145,812,000 | 972 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $29,467,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $26,010,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $25,694,000 | 58 |
| 2016-03-31 | Rank | |
| Total securities | $146,124,000 | 991 |
| U.S. Government securities | $120,853,000 | 786 |
| U.S. Treasury securities | $25,005,000 | 221 |
| U.S. Government agency obligations | $95,848,000 | 928 |
| Securities issued by states & political subdivisions | $16,589,000 | 2,109 |
| Other domestic debt securities | $6,235,000 | 787 |
| 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 | $6,235,000 | 577 |
| Foreign debt securities | $1,971,000 | 149 |
| Equity securities | $476,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,104,000 | 556 |
| Mortgage-backed securities | $11,211,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $11,211,000 | 2,202 |
| Issued or guaranteed by U.S. | $11,211,000 | 2,199 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $84,675,000 | 307 |
| Available-for-sale securities (fair market value) | $61,449,000 | 1,909 |
| Total debt securities | $145,648,000 | 984 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $22,313,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $20,326,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $19,627,000 | 57 |
| 2015-12-31 | Rank | |
| Total securities | $194,223,000 | 764 |
| U.S. Government securities | $172,222,000 | 580 |
| U.S. Treasury securities | $49,303,000 | 147 |
| U.S. Government agency obligations | $122,919,000 | 756 |
| Securities issued by states & political subdivisions | $13,244,000 | 2,447 |
| Other domestic debt securities | $6,314,000 | 770 |
| 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 | $6,314,000 | 563 |
| Foreign debt securities | $1,972,000 | 139 |
| Equity securities | $471,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,256,000 | 409 |
| Mortgage-backed securities | $65,186,000 | 914 |
| Certificates of participation in pools of residential mortgages | $65,186,000 | 638 |
| Issued or guaranteed by U.S. | $65,186,000 | 638 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $68,241,000 | 358 |
| Available-for-sale securities (fair market value) | $125,982,000 | 1,003 |
| Total debt securities | $193,752,000 | 751 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $9,412,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $9,091,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $8,630,000 | 66 |
| 2015-09-30 | Rank | |
| Total securities | $195,903,000 | 759 |
| U.S. Government securities | $168,619,000 | 598 |
| U.S. Treasury securities | $54,732,000 | 126 |
| U.S. Government agency obligations | $113,887,000 | 815 |
| Securities issued by states & political subdivisions | $13,461,000 | 2,434 |
| Other domestic debt securities | $11,379,000 | 558 |
| 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 | $11,379,000 | 391 |
| Foreign debt securities | $1,969,000 | 142 |
| Equity securities | $475,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,619,000 | 420 |
| Mortgage-backed securities | $62,825,000 | 934 |
| Certificates of participation in pools of residential mortgages | $62,825,000 | 648 |
| Issued or guaranteed by U.S. | $62,825,000 | 648 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $195,903,000 | 655 |
| Total debt securities | $195,428,000 | 750 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $16,093,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $12,913,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $12,481,000 | 63 |
| 2015-06-30 | Rank | |
| Total securities | $194,271,000 | 774 |
| U.S. Government securities | $166,561,000 | 624 |
| U.S. Treasury securities | $54,130,000 | 126 |
| U.S. Government agency obligations | $112,431,000 | 843 |
| Securities issued by states & political subdivisions | $12,808,000 | 2,500 |
| Other domestic debt securities | $12,460,000 | 522 |
| 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 | $12,460,000 | 361 |
| Foreign debt securities | $1,967,000 | 147 |
| Equity securities | $475,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,594,000 | 437 |
| Mortgage-backed securities | $62,041,000 | 974 |
| Certificates of participation in pools of residential mortgages | $62,041,000 | 685 |
| Issued or guaranteed by U.S. | $62,041,000 | 684 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $194,271,000 | 670 |
| Total debt securities | $193,796,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $8,721,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $7,263,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $6,917,000 | 67 |
| 2015-03-31 | Rank | |
| Total securities | $136,021,000 | 1,088 |
| U.S. Government securities | $106,926,000 | 921 |
| U.S. Treasury securities | $44,790,000 | 134 |
| U.S. Government agency obligations | $62,136,000 | 1,433 |
| Securities issued by states & political subdivisions | $13,077,000 | 2,459 |
| Other domestic debt securities | $13,469,000 | 506 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $13,469,000 | 350 |
| Foreign debt securities | $2,067,000 | 135 |
| Equity securities | $482,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,292,000 | 593 |
| Mortgage-backed securities | $9,780,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $9,780,000 | 2,501 |
| Issued or guaranteed by U.S. | $9,780,000 | 2,499 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $136,021,000 | 954 |
| Total debt securities | $135,539,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $16,468,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $8,801,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $8,368,000 | 70 |
| 2014-12-31 | Rank | |
| Total securities | $151,431,000 | 985 |
| U.S. Government securities | $124,768,000 | 814 |
| U.S. Treasury securities | $59,273,000 | 106 |
| U.S. Government agency obligations | $65,495,000 | 1,377 |
| Securities issued by states & political subdivisions | $10,702,000 | 2,751 |
| Other domestic debt securities | $13,414,000 | 507 |
| 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 | $13,414,000 | 348 |
| Foreign debt securities | $2,068,000 | 124 |
| Equity securities | $479,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,352,000 | 459 |
| Mortgage-backed securities | $9,079,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,636 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,632 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $151,431,000 | 867 |
| Total debt securities | $150,952,000 | 980 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $6,887,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $5,828,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $5,641,000 | 68 |
| 2014-09-30 | Rank | |
| Total securities | $151,377,000 | 1,001 |
| U.S. Government securities | $130,505,000 | 802 |
| U.S. Treasury securities | $58,863,000 | 101 |
| U.S. Government agency obligations | $71,642,000 | 1,292 |
| Securities issued by states & political subdivisions | $4,795,000 | 3,744 |
| Other domestic debt securities | $13,528,000 | 511 |
| 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 | $13,528,000 | 353 |
| Foreign debt securities | $2,072,000 | 121 |
| Equity securities | $477,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,787,000 | 461 |
| Mortgage-backed securities | $6,148,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $6,148,000 | 3,154 |
| Issued or guaranteed by U.S. | $6,148,000 | 3,151 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $151,377,000 | 880 |
| Total debt securities | $150,900,000 | 989 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $10,374,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $4,449,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $4,364,000 | 68 |
| 2014-06-30 | Rank | |
| Total securities | $173,258,000 | 891 |
| U.S. Government securities | $152,252,000 | 686 |
| U.S. Treasury securities | $68,890,000 | 83 |
| U.S. Government agency obligations | $83,362,000 | 1,152 |
| Securities issued by states & political subdivisions | $4,844,000 | 3,761 |
| Other domestic debt securities | $13,505,000 | 522 |
| 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 | $13,505,000 | 353 |
| Foreign debt securities | $2,178,000 | 117 |
| Equity securities | $479,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,172,000 | 471 |
| Mortgage-backed securities | $6,988,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $6,988,000 | 3,080 |
| Issued or guaranteed by U.S. | $6,988,000 | 3,080 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $173,258,000 | 768 |
| Total debt securities | $172,779,000 | 876 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $7,328,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $5,184,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $5,100,000 | 64 |
| 2014-03-31 | Rank | |
| Total securities | $198,616,000 | 785 |
| U.S. Government securities | $177,693,000 | 595 |
| U.S. Treasury securities | $68,507,000 | 77 |
| U.S. Government agency obligations | $109,186,000 | 910 |
| Securities issued by states & political subdivisions | $4,856,000 | 3,785 |
| Other domestic debt securities | $13,418,000 | 536 |
| 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 | $13,418,000 | 361 |
| Foreign debt securities | $2,175,000 | 124 |
| Equity securities | $474,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,237,000 | 402 |
| Mortgage-backed securities | $21,671,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $21,671,000 | 1,686 |
| Issued or guaranteed by U.S. | $21,671,000 | 1,686 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $198,616,000 | 679 |
| Total debt securities | $198,142,000 | 775 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $6,179,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $4,952,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,854,000 | 59 |
| 2013-12-31 | Rank | |
| Total securities | $201,067,000 | 756 |
| U.S. Government securities | $180,157,000 | 581 |
| U.S. Treasury securities | $67,998,000 | 75 |
| U.S. Government agency obligations | $112,159,000 | 890 |
| Securities issued by states & political subdivisions | $4,866,000 | 3,796 |
| Other domestic debt securities | $13,404,000 | 563 |
| 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 | $13,404,000 | 376 |
| Foreign debt securities | $2,164,000 | 123 |
| Equity securities | $476,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,110,000 | 449 |
| Mortgage-backed securities | $26,572,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $26,572,000 | 1,453 |
| Issued or guaranteed by U.S. | $26,572,000 | 1,452 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $201,067,000 | 663 |
| Total debt securities | $200,591,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $5,109,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $4,697,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,558,000 | 60 |
| 2013-09-30 | Rank | |
| Total securities | $167,930,000 | 926 |
| U.S. Government securities | $146,916,000 | 704 |
| U.S. Treasury securities | $33,259,000 | 128 |
| U.S. Government agency obligations | $113,657,000 | 867 |
| Securities issued by states & political subdivisions | $4,533,000 | 3,878 |
| Other domestic debt securities | $13,842,000 | 586 |
| 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 | $13,842,000 | 380 |
| Foreign debt securities | $2,162,000 | 122 |
| Equity securities | $477,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,915,000 | 443 |
| Mortgage-backed securities | $7,054,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $7,054,000 | 3,097 |
| Issued or guaranteed by U.S. | $7,054,000 | 3,094 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $167,930,000 | 807 |
| Total debt securities | $167,453,000 | 916 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $5,069,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $4,810,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $4,691,000 | 63 |
| 2013-06-30 | Rank | |
| Total securities | $168,984,000 | 915 |
| U.S. Government securities | $147,726,000 | 698 |
| U.S. Treasury securities | $33,272,000 | 124 |
| U.S. Government agency obligations | $114,454,000 | 862 |
| Securities issued by states & political subdivisions | $4,535,000 | 3,870 |
| Other domestic debt securities | $14,077,000 | 580 |
| 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 | $14,077,000 | 377 |
| Foreign debt securities | $2,171,000 | 123 |
| Equity securities | $475,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,984,000 | 390 |
| Mortgage-backed securities | $7,532,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $7,532,000 | 2,988 |
| Issued or guaranteed by U.S. | $7,532,000 | 2,986 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $168,984,000 | 809 |
| Total debt securities | $168,509,000 | 907 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $5,492,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $4,833,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $4,717,000 | 59 |
| 2013-03-31 | Rank | |
| Total securities | $174,582,000 | 891 |
| U.S. Government securities | $152,542,000 | 694 |
| U.S. Treasury securities | $34,732,000 | 121 |
| U.S. Government agency obligations | $117,810,000 | 867 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,868 |
| Other domestic debt securities | $14,586,000 | 559 |
| 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 | $14,586,000 | 363 |
| Foreign debt securities | $2,371,000 | 120 |
| Equity securities | $494,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,707,000 | 556 |
| Mortgage-backed securities | $8,596,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $8,596,000 | 2,867 |
| Issued or guaranteed by U.S. | $8,596,000 | 2,866 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $174,582,000 | 795 |
| Total debt securities | $174,088,000 | 885 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $7,632,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $6,596,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $6,568,000 | 59 |
| 2012-12-31 | Rank | |
| Total securities | $175,687,000 | 866 |
| U.S. Government securities | $154,636,000 | 672 |
| U.S. Treasury securities | $34,966,000 | 121 |
| U.S. Government agency obligations | $119,670,000 | 824 |
| Securities issued by states & political subdivisions | $3,316,000 | 4,167 |
| Other domestic debt securities | $17,238,000 | 491 |
| 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 | $17,238,000 | 316 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $497,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,173,000 | 547 |
| Mortgage-backed securities | $9,842,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $9,842,000 | 2,679 |
| Issued or guaranteed by U.S. | $9,842,000 | 2,676 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $175,687,000 | 769 |
| Total debt securities | $175,190,000 | 858 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $7,621,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $7,038,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $7,008,000 | 58 |
| 2012-09-30 | Rank | |
| Total securities | $159,029,000 | 975 |
| U.S. Government securities | $135,007,000 | 782 |
| U.S. Treasury securities | $10,064,000 | 259 |
| U.S. Government agency obligations | $124,943,000 | 815 |
| Securities issued by states & political subdivisions | $4,742,000 | 3,791 |
| Other domestic debt securities | $18,776,000 | 479 |
| 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 | $18,776,000 | 309 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $504,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,722,000 | 519 |
| Mortgage-backed securities | $17,348,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $17,348,000 | 2,054 |
| Issued or guaranteed by U.S. | $17,348,000 | 2,052 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $159,029,000 | 871 |
| Total debt securities | $158,525,000 | 967 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 75 |
| Fair value | $47,705,000 | 76 |
| Trading account assets | $7,684,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $7,049,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $7,075,000 | 61 |
| 2012-06-30 | Rank | |
| Total securities | $159,984,000 | 970 |
| U.S. Government securities | $135,666,000 | 783 |
| U.S. Treasury securities | $10,060,000 | 264 |
| U.S. Government agency obligations | $125,606,000 | 822 |
| Securities issued by states & political subdivisions | $4,749,000 | 3,741 |
| Other domestic debt securities | $19,070,000 | 472 |
| 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 | $19,070,000 | 309 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $499,000 | 760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,415,000 | 518 |
| Mortgage-backed securities | $19,090,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $19,090,000 | 1,961 |
| Issued or guaranteed by U.S. | $19,090,000 | 1,961 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $159,984,000 | 862 |
| Total debt securities | $159,485,000 | 961 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 73 |
| Fair value | $47,705,000 | 73 |
| Trading account assets | $6,354,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $5,746,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $5,612,000 | 63 |
| 2012-03-31 | Rank | |
| Total securities | $164,859,000 | 947 |
| U.S. Government securities | $141,098,000 | 796 |
| U.S. Treasury securities | $10,045,000 | 279 |
| U.S. Government agency obligations | $131,053,000 | 819 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,889 |
| Other domestic debt securities | $19,346,000 | 467 |
| 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 | $19,346,000 | 297 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $499,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,716,000 | 510 |
| Mortgage-backed securities | $45,110,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $45,110,000 | 1,012 |
| Issued or guaranteed by U.S. | $45,110,000 | 1,011 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $164,859,000 | 837 |
| Total debt securities | $164,360,000 | 938 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 101 |
| Fair value | $47,705,000 | 100 |
| Trading account assets | $5,356,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $4,216,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $4,145,000 | 66 |
| 2011-12-31 | Rank | |
| Total securities | $140,110,000 | 1,067 |
| U.S. Government securities | $118,692,000 | 880 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $118,692,000 | 852 |
| Securities issued by states & political subdivisions | $2,129,000 | 4,441 |
| Other domestic debt securities | $19,289,000 | 494 |
| 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 | $19,289,000 | 287 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,304,000 | 552 |
| Mortgage-backed securities | $21,090,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $21,090,000 | 1,719 |
| Issued or guaranteed by U.S. | $21,090,000 | 1,719 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $140,110,000 | 947 |
| Total debt securities | $140,110,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 97 |
| Fair value | $47,705,000 | 98 |
| Trading account assets | $2,490,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $146,711,000 | 993 |
| U.S. Government securities | $124,494,000 | 825 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $124,494,000 | 800 |
| Securities issued by states & political subdivisions | $2,304,000 | 4,336 |
| Other domestic debt securities | $19,913,000 | 470 |
| 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 | $19,913,000 | 263 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,279,000 | 501 |
| Mortgage-backed securities | $23,250,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $23,250,000 | 1,518 |
| Issued or guaranteed by U.S. | $23,250,000 | 1,514 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $146,711,000 | 886 |
| Total debt securities | $146,711,000 | 984 |
| Structured notes | ||
| Amortized cost | $48,000,000 | 88 |
| Fair value | $47,705,000 | 89 |
| Trading account assets | $297,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $150,093,000 | 963 |
| U.S. Government securities | $127,464,000 | 815 |
| U.S. Treasury securities | $9,873,000 | 313 |
| U.S. Government agency obligations | $117,591,000 | 845 |
| Securities issued by states & political subdivisions | $2,302,000 | 4,326 |
| Other domestic debt securities | $20,327,000 | 453 |
| 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 | $20,327,000 | 235 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,160,000 | 494 |
| Mortgage-backed securities | $24,131,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $24,131,000 | 1,447 |
| Issued or guaranteed by U.S. | $24,131,000 | 1,444 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $150,093,000 | 852 |
| Total debt securities | $150,093,000 | 953 |
| Structured notes | ||
| Amortized cost | $59,249,000 | 84 |
| Fair value | $59,172,000 | 83 |
| Trading account assets | $509,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $156,792,000 | 913 |
| U.S. Government securities | $131,097,000 | 794 |
| U.S. Treasury securities | $9,415,000 | 348 |
| U.S. Government agency obligations | $121,682,000 | 816 |
| Securities issued by states & political subdivisions | $2,296,000 | 4,304 |
| Other domestic debt securities | $23,399,000 | 419 |
| 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 | $23,399,000 | 210 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,485,000 | 512 |
| Mortgage-backed securities | $40,637,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $40,637,000 | 937 |
| Issued or guaranteed by U.S. | $40,637,000 | 933 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $156,792,000 | 815 |
| Total debt securities | $156,792,000 | 902 |
| Structured notes | ||
| Amortized cost | $27,012,000 | 241 |
| Fair value | $26,946,000 | 237 |
| Trading account assets | $2,229,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $173,037,000 | 821 |
| U.S. Government securities | $139,601,000 | 727 |
| U.S. Treasury securities | $9,409,000 | 344 |
| U.S. Government agency obligations | $130,192,000 | 743 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,297 |
| Other domestic debt securities | $29,745,000 | 389 |
| Privately issued residential mortgage-backed securities | $2,081,000 | 713 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $27,664,000 | 184 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,400,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,509,000 | 489 |
| Mortgage-backed securities | $28,012,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $27,583,000 | 1,239 |
| Issued or guaranteed by U.S. | $25,931,000 | 1,281 |
| Privately issued | $1,652,000 | 67 |
| Collaterized mortgage obligations | $429,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $429,000 | 1,050 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $173,037,000 | 727 |
| Total debt securities | $171,637,000 | 814 |
| Structured notes | ||
| Amortized cost | $21,007,000 | 298 |
| Fair value | $20,890,000 | 298 |
| Trading account assets | $3,879,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $147,818,000 | 904 |
| U.S. Government securities | $125,939,000 | 776 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $125,939,000 | 740 |
| Securities issued by states & political subdivisions | $1,511,000 | 4,559 |
| Other domestic debt securities | $18,968,000 | 510 |
| Privately issued residential mortgage-backed securities | $2,173,000 | 769 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $16,795,000 | 256 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,400,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,075,000 | 527 |
| Mortgage-backed securities | $31,046,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $30,607,000 | 1,118 |
| Issued or guaranteed by U.S. | $28,873,000 | 1,158 |
| Privately issued | $1,734,000 | 71 |
| Collaterized mortgage obligations | $439,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $439,000 | 1,118 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $147,818,000 | 801 |
| Total debt securities | $146,418,000 | 904 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,103 |
| Fair value | $5,000,000 | 1,155 |
| Trading account assets | $4,215,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $166,027,000 | 818 |
| U.S. Government securities | $136,503,000 | 703 |
| U.S. Treasury securities | $10,638,000 | 276 |
| U.S. Government agency obligations | $125,865,000 | 742 |
| Securities issued by states & political subdivisions | $1,512,000 | 4,524 |
| Other domestic debt securities | $26,612,000 | 410 |
| Privately issued residential mortgage-backed securities | $17,360,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $9,252,000 | 365 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,400,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,311,000 | 459 |
| Mortgage-backed securities | $50,783,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $31,914,000 | 1,067 |
| Issued or guaranteed by U.S. | $31,914,000 | 1,059 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,869,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 2,388 |
| Privately issued | $17,360,000 | 298 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $166,027,000 | 714 |
| Total debt securities | $164,627,000 | 808 |
| Structured notes | ||
| Amortized cost | $21,999,000 | 293 |
| Fair value | $22,000,000 | 295 |
| Trading account assets | $4,608,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $159,108,000 | 837 |
| U.S. Government securities | $128,389,000 | 741 |
| U.S. Treasury securities | $10,080,000 | 288 |
| U.S. Government agency obligations | $118,309,000 | 762 |
| Securities issued by states & political subdivisions | $1,516,000 | 4,531 |
| Other domestic debt securities | $27,803,000 | 417 |
| Privately issued residential mortgage-backed securities | $18,669,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $9,134,000 | 382 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,400,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,834,000 | 480 |
| Mortgage-backed securities | $55,021,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $35,354,000 | 1,055 |
| Issued or guaranteed by U.S. | $35,354,000 | 1,046 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,667,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,577 |
| Privately issued | $18,669,000 | 297 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $159,108,000 | 731 |
| Total debt securities | $157,708,000 | 828 |
| Structured notes | ||
| Amortized cost | $36,000,000 | 112 |
| Fair value | $36,111,000 | 112 |
| Trading account assets | $5,823,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $146,904,000 | 879 |
| U.S. Government securities | $120,007,000 | 767 |
| U.S. Treasury securities | $10,074,000 | 245 |
| U.S. Government agency obligations | $109,933,000 | 800 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,564 |
| Other domestic debt securities | $23,997,000 | 465 |
| Privately issued residential mortgage-backed securities | $18,704,000 | 331 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,293,000 | 581 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,400,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,111,000 | 520 |
| Mortgage-backed securities | $57,322,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $37,615,000 | 1,020 |
| Issued or guaranteed by U.S. | $37,615,000 | 1,012 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,707,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,538 |
| Privately issued | $18,704,000 | 320 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $146,904,000 | 760 |
| Total debt securities | $145,504,000 | 865 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 127 |
| Fair value | $24,915,000 | 127 |
| Trading account assets | $5,630,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $168,111,000 | 769 |
| U.S. Government securities | $142,386,000 | 637 |
| U.S. Treasury securities | $10,263,000 | 231 |
| U.S. Government agency obligations | $132,123,000 | 660 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $24,830,000 | 493 |
| Privately issued residential mortgage-backed securities | $19,898,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,932,000 | 650 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $895,000 | 752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,932,000 | 444 |
| Mortgage-backed securities | $60,197,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $39,722,000 | 1,005 |
| Issued or guaranteed by U.S. | $39,722,000 | 998 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,475,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 2,792 |
| Privately issued | $19,898,000 | 332 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $168,111,000 | 659 |
| Total debt securities | $167,216,000 | 757 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 545 |
| Fair value | $5,000,000 | 573 |
| Trading account assets | $5,420,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $156,799,000 | 807 |
| U.S. Government securities | $131,418,000 | 678 |
| U.S. Treasury securities | $10,084,000 | 230 |
| U.S. Government agency obligations | $121,334,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $24,486,000 | 520 |
| Privately issued residential mortgage-backed securities | $19,989,000 | 348 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,497,000 | 723 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $895,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,849,000 | 445 |
| Mortgage-backed securities | $62,625,000 | 994 |
| Certificates of participation in pools of residential mortgages | $42,057,000 | 968 |
| Issued or guaranteed by U.S. | $42,057,000 | 958 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,568,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,780 |
| Privately issued | $19,989,000 | 336 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $156,799,000 | 689 |
| Total debt securities | $155,904,000 | 790 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $5,003,000 | 335 |
| Trading account assets | $5,226,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $158,818,000 | 786 |
| U.S. Government securities | $132,395,000 | 682 |
| U.S. Treasury securities | $10,935,000 | 194 |
| U.S. Government agency obligations | $121,460,000 | 702 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $25,528,000 | 489 |
| Privately issued residential mortgage-backed securities | $21,020,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,508,000 | 708 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $895,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,414,000 | 632 |
| Mortgage-backed securities | $67,807,000 | 939 |
| Certificates of participation in pools of residential mortgages | $46,787,000 | 921 |
| Issued or guaranteed by U.S. | $46,787,000 | 911 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,020,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $21,020,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $158,818,000 | 670 |
| Total debt securities | $157,923,000 | 774 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 238 |
| Fair value | $4,990,000 | 251 |
| Trading account assets | $5,271,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $81,539,000 | 1,486 |
| U.S. Government securities | $79,159,000 | 1,079 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $79,159,000 | 1,053 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,485,000 | 2,039 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,206,000 | 1,406 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $895,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,322,000 | 832 |
| Mortgage-backed securities | $50,394,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $50,115,000 | 829 |
| Issued or guaranteed by U.S. | $50,115,000 | 821 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $279,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $279,000 | 1,345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $81,539,000 | 1,291 |
| Total debt securities | $80,644,000 | 1,485 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $4,399,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $148,219,000 | 791 |
| U.S. Government securities | $145,251,000 | 596 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $145,251,000 | 583 |
| Securities issued by states & political subdivisions | $501,000 | 5,223 |
| Other domestic debt securities | $1,572,000 | 1,952 |
| 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 | $1,572,000 | 1,233 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $895,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,429,000 | 497 |
| Mortgage-backed securities | $102,427,000 | 605 |
| Certificates of participation in pools of residential mortgages | $102,143,000 | 434 |
| Issued or guaranteed by U.S. | $102,143,000 | 429 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $284,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 2,943 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $148,219,000 | 671 |
| Total debt securities | $147,324,000 | 785 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $2,243,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $185,269,000 | 646 |
| U.S. Government securities | $182,311,000 | 468 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $182,311,000 | 457 |
| Securities issued by states & political subdivisions | $719,000 | 5,062 |
| Other domestic debt securities | $1,739,000 | 1,940 |
| 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 | $1,739,000 | 1,275 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $500,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,218,000 | 397 |
| Mortgage-backed securities | $124,514,000 | 518 |
| Certificates of participation in pools of residential mortgages | $124,514,000 | 365 |
| Issued or guaranteed by U.S. | $124,514,000 | 360 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $185,269,000 | 545 |
| Total debt securities | $184,769,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,877,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $132,761,000 | 914 |
| U.S. Government securities | $129,782,000 | 634 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $129,782,000 | 621 |
| Securities issued by states & political subdivisions | $722,000 | 5,083 |
| Other domestic debt securities | $1,757,000 | 1,851 |
| 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 | $1,757,000 | 1,219 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $500,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,057,000 | 468 |
| Mortgage-backed securities | $96,744,000 | 618 |
| Certificates of participation in pools of residential mortgages | $96,744,000 | 435 |
| Issued or guaranteed by U.S. | $96,744,000 | 428 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $132,761,000 | 798 |
| Total debt securities | $132,261,000 | 886 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,185,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $121,871,000 | 991 |
| U.S. Government securities | $112,480,000 | 735 |
| U.S. Treasury securities | $4,030,000 | 380 |
| U.S. Government agency obligations | $108,450,000 | 756 |
| Securities issued by states & political subdivisions | $926,000 | 4,953 |
| Other domestic debt securities | $7,965,000 | 916 |
| 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 | $7,965,000 | 512 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $500,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,892,000 | 593 |
| Mortgage-backed securities | $74,407,000 | 702 |
| Certificates of participation in pools of residential mortgages | $74,407,000 | 484 |
| Issued or guaranteed by U.S. | $74,407,000 | 479 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $121,871,000 | 854 |
| Total debt securities | $121,371,000 | 968 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,571,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $170,459,000 | 703 |
| U.S. Government securities | $162,741,000 | 528 |
| U.S. Treasury securities | $3,856,000 | 412 |
| U.S. Government agency obligations | $158,885,000 | 525 |
| Securities issued by states & political subdivisions | $1,233,000 | 4,708 |
| Other domestic debt securities | $5,985,000 | 984 |
| 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 | $5,985,000 | 578 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $500,000 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,027,000 | 550 |
| Mortgage-backed securities | $91,642,000 | 573 |
| Certificates of participation in pools of residential mortgages | $91,642,000 | 395 |
| Issued or guaranteed by U.S. | $91,642,000 | 391 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $170,459,000 | 599 |
| Total debt securities | $169,959,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,350,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $170,303,000 | 696 |
| U.S. Government securities | $161,731,000 | 534 |
| U.S. Treasury securities | $3,713,000 | 473 |
| U.S. Government agency obligations | $158,018,000 | 533 |
| Securities issued by states & political subdivisions | $939,000 | 4,973 |
| Other domestic debt securities | $7,133,000 | 865 |
| 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 | $7,133,000 | 501 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $500,000 | 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 | $95,431,000 | 554 |
| Mortgage-backed securities | $92,216,000 | 567 |
| Certificates of participation in pools of residential mortgages | $92,216,000 | 391 |
| Issued or guaranteed by U.S. | $92,216,000 | 386 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $170,303,000 | 591 |
| Total debt securities | $169,803,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $919,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $184,474,000 | 673 |
| U.S. Government securities | $170,340,000 | 518 |
| U.S. Treasury securities | $3,815,000 | 507 |
| U.S. Government agency obligations | $166,525,000 | 511 |
| Securities issued by states & political subdivisions | $940,000 | 5,010 |
| Other domestic debt securities | $11,147,000 | 677 |
| 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 | $11,147,000 | 368 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,047,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,405,000 | 594 |
| Mortgage-backed securities | $99,214,000 | 536 |
| Certificates of participation in pools of residential mortgages | $99,214,000 | 372 |
| Issued or guaranteed by U.S. | $99,214,000 | 367 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $184,474,000 | 554 |
| Total debt securities | $182,427,000 | 663 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $1,747,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $179,072,000 | 694 |
| U.S. Government securities | $169,450,000 | 539 |
| U.S. Treasury securities | $3,796,000 | 551 |
| U.S. Government agency obligations | $165,654,000 | 538 |
| Securities issued by states & political subdivisions | $941,000 | 5,044 |
| Other domestic debt securities | $4,181,000 | 1,119 |
| 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 | $4,181,000 | 714 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,500,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,768,000 | 553 |
| Mortgage-backed securities | $102,065,000 | 539 |
| Certificates of participation in pools of residential mortgages | $102,065,000 | 374 |
| Issued or guaranteed by U.S. | $102,065,000 | 367 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $179,072,000 | 570 |
| Total debt securities | $174,572,000 | 700 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $2,324,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $187,808,000 | 681 |
| U.S. Government securities | $181,486,000 | 517 |
| U.S. Treasury securities | $3,776,000 | 574 |
| U.S. Government agency obligations | $177,710,000 | 515 |
| Securities issued by states & political subdivisions | $1,107,000 | 4,918 |
| Other domestic debt securities | $4,215,000 | 1,112 |
| 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 | $4,215,000 | 713 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,000,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,629,000 | 612 |
| Mortgage-backed securities | $104,460,000 | 540 |
| Certificates of participation in pools of residential mortgages | $104,460,000 | 379 |
| Issued or guaranteed by U.S. | $104,460,000 | 373 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $187,808,000 | 559 |
| Total debt securities | $186,808,000 | 668 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,353,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $223,002,000 | 586 |
| U.S. Government securities | $194,696,000 | 493 |
| U.S. Treasury securities | $3,640,000 | 616 |
| U.S. Government agency obligations | $191,056,000 | 484 |
| Securities issued by states & political subdivisions | $810,000 | 5,207 |
| Other domestic debt securities | $27,496,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,496,000 | 198 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,963,000 | 596 |
| Mortgage-backed securities | $123,298,000 | 477 |
| Certificates of participation in pools of residential mortgages | $123,298,000 | 342 |
| Issued or guaranteed by U.S. | $123,298,000 | 338 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $223,002,000 | 490 |
| Total debt securities | $223,001,000 | 569 |
| Structured notes | ||
| Amortized cost | $10,179,000 | 409 |
| Fair value | $10,050,000 | 404 |
| Trading account assets | $1,349,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $239,879,000 | 553 |
| U.S. Government securities | $209,094,000 | 478 |
| U.S. Treasury securities | $3,730,000 | 660 |
| U.S. Government agency obligations | $205,364,000 | 468 |
| Securities issued by states & political subdivisions | $812,000 | 5,235 |
| Other domestic debt securities | $26,571,000 | 416 |
| 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 | $26,571,000 | 209 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $3,402,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,518,000 | 670 |
| Mortgage-backed securities | $111,778,000 | 519 |
| Certificates of participation in pools of residential mortgages | $111,549,000 | 370 |
| Issued or guaranteed by U.S. | $111,549,000 | 364 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $229,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 2,813 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $239,879,000 | 468 |
| Total debt securities | $236,477,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $2,005,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $204,222,000 | 639 |
| U.S. Government securities | $199,454,000 | 510 |
| U.S. Treasury securities | $3,804,000 | 676 |
| U.S. Government agency obligations | $195,650,000 | 496 |
| Securities issued by states & political subdivisions | $815,000 | 5,248 |
| Other domestic debt securities | $1,953,000 | 1,664 |
| 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 | $1,953,000 | 1,226 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000,000 | 828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,652,000 | 673 |
| Mortgage-backed securities | $96,582,000 | 574 |
| Certificates of participation in pools of residential mortgages | $96,347,000 | 422 |
| Issued or guaranteed by U.S. | $96,347,000 | 417 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $235,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,833 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $204,222,000 | 530 |
| Total debt securities | $202,222,000 | 627 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $1,610,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $189,208,000 | 677 |
| U.S. Government securities | $183,076,000 | 555 |
| U.S. Treasury securities | $3,879,000 | 653 |
| U.S. Government agency obligations | $179,197,000 | 539 |
| Securities issued by states & political subdivisions | $180,000 | 6,126 |
| Other domestic debt securities | $1,952,000 | 1,689 |
| 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 | $1,952,000 | 1,265 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,000,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,864,000 | 719 |
| Mortgage-backed securities | $101,002,000 | 568 |
| Certificates of participation in pools of residential mortgages | $100,753,000 | 421 |
| Issued or guaranteed by U.S. | $100,753,000 | 417 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $249,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,828 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $189,208,000 | 563 |
| Total debt securities | $185,208,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $2,899,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $88,450,000 | 1,394 |
| U.S. Government securities | $85,502,000 | 1,062 |
| U.S. Treasury securities | $3,938,000 | 665 |
| U.S. Government agency obligations | $81,564,000 | 1,067 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,948,000 | 1,711 |
| 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 | $1,948,000 | 1,308 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,000,000 | 1,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,567,000 | 755 |
| Mortgage-backed securities | $34,919,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $34,609,000 | 948 |
| Issued or guaranteed by U.S. | $34,609,000 | 939 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $310,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,813 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $88,450,000 | 1,191 |
| Total debt securities | $87,450,000 | 1,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $2,815,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $152,228,000 | 832 |
| U.S. Government securities | $149,264,000 | 653 |
| U.S. Treasury securities | $13,485,000 | 302 |
| U.S. Government agency obligations | $135,779,000 | 671 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,964,000 | 1,771 |
| 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 | $1,964,000 | 1,382 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,000,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,369,000 | 718 |
| Mortgage-backed securities | $75,808,000 | 727 |
| Certificates of participation in pools of residential mortgages | $75,501,000 | 545 |
| Issued or guaranteed by U.S. | $75,501,000 | 539 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $307,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,877 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $152,228,000 | 702 |
| Total debt securities | $151,228,000 | 815 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $3,438,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $159,088,000 | 820 |
| U.S. Government securities | $156,145,000 | 648 |
| U.S. Treasury securities | $13,920,000 | 307 |
| U.S. Government agency obligations | $142,225,000 | 658 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,943,000 | 1,839 |
| 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 | $1,943,000 | 1,463 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,000,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,633,000 | 570 |
| Mortgage-backed securities | $81,261,000 | 710 |
| Certificates of participation in pools of residential mortgages | $80,943,000 | 530 |
| Issued or guaranteed by U.S. | $80,943,000 | 526 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $318,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,902 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $159,088,000 | 691 |
| Total debt securities | $158,088,000 | 800 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $3,599,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $102,974,000 | 1,240 |
| U.S. Government securities | $97,700,000 | 970 |
| U.S. Treasury securities | $6,245,000 | 510 |
| U.S. Government agency obligations | $91,455,000 | 990 |
| Securities issued by states & political subdivisions | $425,000 | 5,806 |
| Other domestic debt securities | $2,952,000 | 1,528 |
| 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 | $2,952,000 | 1,202 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,897,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,552,000 | 764 |
| Mortgage-backed securities | $54,799,000 | 950 |
| Certificates of participation in pools of residential mortgages | $54,394,000 | 697 |
| Issued or guaranteed by U.S. | $54,394,000 | 693 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $405,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,851 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $102,974,000 | 1,052 |
| Total debt securities | $101,077,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $3,586,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $123,706,000 | 1,032 |
| U.S. Government securities | $114,645,000 | 849 |
| U.S. Treasury securities | $8,118,000 | 454 |
| U.S. Government agency obligations | $106,527,000 | 867 |
| Securities issued by states & political subdivisions | $777,000 | 5,396 |
| Other domestic debt securities | $2,951,000 | 1,592 |
| 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 | $2,951,000 | 1,262 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,333,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,029,000 | 735 |
| Mortgage-backed securities | $69,698,000 | 819 |
| Certificates of participation in pools of residential mortgages | $69,301,000 | 605 |
| Issued or guaranteed by U.S. | $69,301,000 | 600 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $397,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 2,926 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $123,706,000 | 882 |
| Total debt securities | $118,373,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $2,993,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $105,308,000 | 1,250 |
| U.S. Government securities | $94,106,000 | 1,013 |
| U.S. Treasury securities | $6,525,000 | 511 |
| U.S. Government agency obligations | $87,581,000 | 1,039 |
| Securities issued by states & political subdivisions | $812,000 | 5,371 |
| Other domestic debt securities | $4,946,000 | 1,294 |
| 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 | $4,946,000 | 977 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,444,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,763,000 | 867 |
| Mortgage-backed securities | $39,137,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $38,868,000 | 950 |
| Issued or guaranteed by U.S. | $38,868,000 | 942 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $269,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,100 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $105,308,000 | 1,067 |
| Total debt securities | $99,864,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $4,629,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $138,083,000 | 978 |
| U.S. Government securities | $121,871,000 | 835 |
| U.S. Treasury securities | $8,437,000 | 460 |
| U.S. Government agency obligations | $113,434,000 | 856 |
| Securities issued by states & political subdivisions | $814,000 | 5,417 |
| Other domestic debt securities | $5,916,000 | 1,160 |
| 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 | $5,916,000 | 932 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $9,482,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,464,000 | 922 |
| Mortgage-backed securities | $64,150,000 | 885 |
| Certificates of participation in pools of residential mortgages | $63,881,000 | 650 |
| Issued or guaranteed by U.S. | $63,881,000 | 642 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $269,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,269 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $138,083,000 | 837 |
| Total debt securities | $128,601,000 | 1,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $3,669,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $120,396,000 | 1,109 |
| U.S. Government securities | $103,860,000 | 946 |
| U.S. Treasury securities | $3,496,000 | 843 |
| U.S. Government agency obligations | $100,364,000 | 936 |
| Securities issued by states & political subdivisions | $1,277,000 | 4,971 |
| Other domestic debt securities | $5,791,000 | 1,237 |
| 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 | $5,791,000 | 1,006 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,468,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,891,000 | 1,742 |
| Mortgage-backed securities | $55,130,000 | 986 |
| Certificates of participation in pools of residential mortgages | $54,860,000 | 721 |
| Issued or guaranteed by U.S. | $54,860,000 | 718 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $270,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,336 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $120,396,000 | 945 |
| Total debt securities | $110,928,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $4,251,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $90,259,000 | 1,411 |
| U.S. Government securities | $73,665,000 | 1,256 |
| U.S. Treasury securities | $3,518,000 | 829 |
| U.S. Government agency obligations | $70,147,000 | 1,257 |
| Securities issued by states & political subdivisions | $1,284,000 | 4,934 |
| Other domestic debt securities | $6,781,000 | 1,159 |
| 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 | $6,781,000 | 912 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,529,000 | 485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,823,000 | 1,318 |
| Mortgage-backed securities | $21,862,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $21,434,000 | 1,455 |
| Issued or guaranteed by U.S. | $21,434,000 | 1,446 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $428,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 3,363 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $90,259,000 | 1,213 |
| Total debt securities | $81,730,000 | 1,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $4,913,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $96,446,000 | 1,316 |
| U.S. Government securities | $80,402,000 | 1,152 |
| U.S. Treasury securities | $7,772,000 | 502 |
| U.S. Government agency obligations | $72,630,000 | 1,209 |
| Securities issued by states & political subdivisions | $892,000 | 5,289 |
| Other domestic debt securities | $6,722,000 | 1,184 |
| 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 | $6,722,000 | 946 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,430,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,523,000 | 1,380 |
| Mortgage-backed securities | $17,906,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $15,911,000 | 1,753 |
| Issued or guaranteed by U.S. | $15,911,000 | 1,748 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,995,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,473 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $96,446,000 | 1,113 |
| Total debt securities | $88,016,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $5,777,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $97,164,000 | 1,278 |
| U.S. Government securities | $80,933,000 | 1,123 |
| U.S. Treasury securities | $7,803,000 | 528 |
| U.S. Government agency obligations | $73,130,000 | 1,166 |
| Securities issued by states & political subdivisions | $892,000 | 5,305 |
| Other domestic debt securities | $6,601,000 | 1,182 |
| 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 | $6,601,000 | 955 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,738,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,004,000 | 1,292 |
| Mortgage-backed securities | $37,358,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $35,250,000 | 938 |
| Issued or guaranteed by U.S. | $35,250,000 | 934 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,108,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,108,000 | 2,455 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $97,164,000 | 1,067 |
| Total debt securities | $88,426,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $5,558,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $78,207,000 | 1,442 |
| U.S. Government securities | $55,846,000 | 1,455 |
| U.S. Treasury securities | $1,994,000 | 1,464 |
| U.S. Government agency obligations | $53,852,000 | 1,423 |
| Securities issued by states & political subdivisions | $950,000 | 5,316 |
| Other domestic debt securities | $21,411,000 | 585 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,665,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,746,000 | 1,188 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,610,000 | 1,207 |
| Mortgage-backed securities | $28,900,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $26,811,000 | 1,041 |
| Issued or guaranteed by U.S. | $26,811,000 | 1,036 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,089,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $2,089,000 | 2,518 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $78,207,000 | 1,197 |
| Total debt securities | $78,207,000 | 1,396 |
| 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 | $46,949,000 | 2,324 |
| U.S. Government securities | $21,403,000 | 3,461 |
| U.S. Treasury securities | $9,878,000 | 665 |
| U.S. Government agency obligations | $11,525,000 | 5,062 |
| Securities issued by states & political subdivisions | $952,000 | 5,426 |
| Other domestic debt securities | $21,481,000 | 514 |
| Privately issued residential mortgage-backed securities | $16,639,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,842,000 | 1,030 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,113,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,021,000 | 1,058 |
| Mortgage-backed securities | $22,669,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $5,009,000 | 2,622 |
| Issued or guaranteed by U.S. | $5,009,000 | 2,604 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $17,660,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,649 |
| Privately issued | $16,639,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $46,949,000 | 1,855 |
| Total debt securities | $43,836,000 | 2,372 |
| 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 | $47,088,000 | 2,411 |
| U.S. Government securities | $38,917,000 | 2,155 |
| U.S. Treasury securities | $9,460,000 | 931 |
| U.S. Government agency obligations | $29,457,000 | 2,497 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $5,302,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $2,439,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,863,000 | 1,295 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,869,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,155,000 | 1,105 |
| Mortgage-backed securities | $11,365,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $7,264,000 | 2,263 |
| Issued or guaranteed by U.S. | $7,264,000 | 2,252 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,101,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $1,662,000 | 2,462 |
| Privately issued | $2,439,000 | 481 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $47,088,000 | 1,843 |
| Total debt securities | $44,219,000 | 2,473 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $40,561,000 | 2,803 |
| U.S. Government securities | $18,403,000 | 4,156 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,403,000 | 3,549 |
| Securities issued by states & political subdivisions | $309,000 | 6,957 |
| Other domestic debt securities | $19,020,000 | 516 |
| 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 | $19,020,000 | 379 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,829,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,243,000 | 2,009 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $40,561,000 | 2,099 |
| Total debt securities | $37,732,000 | 2,905 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $27,776,000 | 3,867 |
| U.S. Government securities | $745,000 | 10,481 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $745,000 | 9,845 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $26,006,000 | 306 |
| 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 | $26,006,000 | 195 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,025,000 | 2,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,745,000 | 2,718 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $27,776,000 | 2,784 |
| Total debt securities | $26,751,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,722,000 | 6,498 |
| U.S. Government securities | $2,772,000 | 10,265 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,772,000 | 8,962 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $11,505,000 | 517 |
| 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 | $11,505,000 | 338 |
| Foreign debt securities | NA | NA |
| Equity securities | $445,000 | 3,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,772,000 | 2,397 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $14,722,000 | 4,766 |
| Total debt securities | $14,277,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,186,000 | 7,859 |
| U.S. Government securities | $8,971,000 | 7,733 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,971,000 | 5,880 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,003,000 | 1,799 |
| 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 | $2,003,000 | 1,394 |
| Foreign debt securities | NA | NA |
| Equity securities | $212,000 | 4,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,977,000 | 4,235 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,186,000 | 5,796 |
| Total debt securities | $10,974,000 | 7,805 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,172,000 | 9,063 |
| U.S. Government securities | $8,974,000 | 8,201 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $8,974,000 | 5,762 |
| 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 | NA | NA |
| Equity securities | $198,000 | 4,815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| 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) | $8,974,000 | 6,085 |
| Available-for-sale securities (fair market value) | $198,000 | 10,518 |
| Total debt securities | $8,974,000 | 9,030 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |