Home > Alpine Bank > Securities
Alpine Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,868,148,000 | 154 |
| U.S. Government securities | $890,501,000 | 201 |
| U.S. Treasury securities | $19,723,000 | 917 |
| U.S. Government agency obligations | $870,778,000 | 190 |
| Securities issued by states & political subdivisions | $959,653,000 | 42 |
| Other domestic debt securities | $17,994,000 | 749 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $4,297,000 | 374 |
| Other domestic debt securities - All other | $13,697,000 | 528 |
| 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 | $1,002,495,000 | 146 |
| Mortgage-backed securities | $419,400,000 | 266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $375,278,000 | 187 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $44,122,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,169,300,000 | 84 |
| Available-for-sale securities (fair market value) | $698,848,000 | 257 |
| Total debt securities | $1,868,146,000 | 152 |
| Structured notes | ||
| Amortized cost | $229,758,000 | 11 |
| Fair value | $202,355,000 | 10 |
| Trading account assets | $8,925,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,925,000 | 94 |
| 2023-09-30 | Rank | |
| Total securities | $1,873,966,000 | 154 |
| U.S. Government securities | $886,479,000 | 206 |
| U.S. Treasury securities | $28,150,000 | 763 |
| U.S. Government agency obligations | $858,329,000 | 190 |
| Securities issued by states & political subdivisions | $969,736,000 | 39 |
| Other domestic debt securities | $17,751,000 | 747 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $4,313,000 | 376 |
| Other domestic debt securities - All other | $13,438,000 | 531 |
| 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 | $1,078,410,000 | 136 |
| Mortgage-backed securities | $356,420,000 | 289 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $333,561,000 | 199 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $22,859,000 | 270 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,180,975,000 | 82 |
| Available-for-sale securities (fair market value) | $692,991,000 | 264 |
| Total debt securities | $1,873,967,000 | 152 |
| Structured notes | ||
| Amortized cost | $278,843,000 | 9 |
| Fair value | $238,153,000 | 9 |
| Trading account assets | $10,481,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,481,000 | 96 |
| 2023-06-30 | Rank | |
| Total securities | $1,913,573,000 | 155 |
| U.S. Government securities | $915,754,000 | 197 |
| U.S. Treasury securities | $28,217,000 | 764 |
| U.S. Government agency obligations | $887,537,000 | 191 |
| Securities issued by states & political subdivisions | $980,183,000 | 39 |
| Other domestic debt securities | $17,636,000 | 752 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $4,329,000 | 356 |
| Other domestic debt securities - All other | $13,307,000 | 540 |
| 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 | $1,129,040,000 | 133 |
| Mortgage-backed securities | $377,896,000 | 279 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $354,728,000 | 193 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,168,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,193,243,000 | 81 |
| Available-for-sale securities (fair market value) | $720,330,000 | 260 |
| Total debt securities | $1,913,575,000 | 152 |
| Structured notes | ||
| Amortized cost | $294,934,000 | 8 |
| Fair value | $258,293,000 | 8 |
| Trading account assets | $8,713,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,713,000 | 94 |
| 2023-03-31 | Rank | |
| Total securities | $1,951,692,000 | 158 |
| U.S. Government securities | $948,844,000 | 205 |
| U.S. Treasury securities | $28,248,000 | 811 |
| U.S. Government agency obligations | $920,596,000 | 184 |
| Securities issued by states & political subdivisions | $984,134,000 | 40 |
| Other domestic debt securities | $18,714,000 | 765 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $4,346,000 | 351 |
| Other domestic debt securities - All other | $14,368,000 | 525 |
| 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 | $1,167,007,000 | 125 |
| Mortgage-backed securities | $393,945,000 | 288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $370,438,000 | 199 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,507,000 | 287 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,214,051,000 | 83 |
| Available-for-sale securities (fair market value) | $737,641,000 | 267 |
| Total debt securities | $1,951,692,000 | 155 |
| Structured notes | ||
| Amortized cost | $314,931,000 | 6 |
| Fair value | $281,250,000 | 7 |
| Trading account assets | $7,181,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,181,000 | 94 |
| 2022-12-31 | Rank | |
| Total securities | $1,968,637,000 | 169 |
| U.S. Government securities | $957,736,000 | 211 |
| U.S. Treasury securities | $28,078,000 | 862 |
| U.S. Government agency obligations | $929,658,000 | 187 |
| Securities issued by states & political subdivisions | $991,732,000 | 44 |
| Other domestic debt securities | $19,169,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $4,361,000 | 371 |
| Other domestic debt securities - All other | $14,808,000 | 533 |
| 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 | $785,982,000 | 144 |
| Mortgage-backed securities | $402,441,000 | 285 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $379,090,000 | 205 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,351,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,224,553,000 | 85 |
| Available-for-sale securities (fair market value) | $744,084,000 | 270 |
| Total debt securities | $1,968,636,000 | 166 |
| Structured notes | ||
| Amortized cost | $314,927,000 | 7 |
| Fair value | $278,148,000 | 8 |
| Trading account assets | $8,335,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,335,000 | 99 |
| 2022-09-30 | Rank | |
| Total securities | $1,972,324,000 | 175 |
| U.S. Government securities | $958,387,000 | 212 |
| U.S. Treasury securities | $27,944,000 | 889 |
| U.S. Government agency obligations | $930,443,000 | 189 |
| Securities issued by states & political subdivisions | $994,467,000 | 44 |
| Other domestic debt securities | $19,470,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,379,000 | 274 |
| Other domestic debt securities - All other | $15,091,000 | 522 |
| 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 | $699,666,000 | 151 |
| Mortgage-backed securities | $411,011,000 | 288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $387,429,000 | 201 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,582,000 | 282 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,217,282,000 | 84 |
| Available-for-sale securities (fair market value) | $755,042,000 | 266 |
| Total debt securities | $1,972,315,000 | 172 |
| Structured notes | ||
| Amortized cost | $314,923,000 | 7 |
| Fair value | $277,013,000 | 8 |
| Trading account assets | $10,865,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,865,000 | 96 |
| 2022-06-30 | Rank | |
| Total securities | $1,953,810,000 | 175 |
| U.S. Government securities | $969,354,000 | 218 |
| U.S. Treasury securities | $28,154,000 | 864 |
| U.S. Government agency obligations | $941,200,000 | 194 |
| Securities issued by states & political subdivisions | $963,936,000 | 48 |
| Other domestic debt securities | $20,520,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,395,000 | 107 |
| Other domestic debt securities - All other | $16,125,000 | 508 |
| 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 | $688,550,000 | 150 |
| Mortgage-backed securities | $435,016,000 | 287 |
| Certificates of participation in pools of residential mortgages | $410,800,000 | 200 |
| Issued or guaranteed by U.S. | $410,800,000 | 200 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,216,000 | 544 |
| Commercial mortgage pass-through securities | $24,216,000 | 277 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,148,086,000 | 85 |
| Available-for-sale securities (fair market value) | $805,724,000 | 265 |
| Total debt securities | $1,953,810,000 | 171 |
| Structured notes | ||
| Amortized cost | $314,588,000 | 7 |
| Fair value | $292,265,000 | 8 |
| Trading account assets | $6,088,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,088,000 | 94 |
| 2022-03-31 | Rank | |
| Total securities | $1,884,447,000 | 179 |
| U.S. Government securities | $835,217,000 | 245 |
| U.S. Treasury securities | $9,070,000 | 1,461 |
| U.S. Government agency obligations | $826,147,000 | 216 |
| Securities issued by states & political subdivisions | $909,749,000 | 50 |
| Other domestic debt securities | $17,824,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $4,411,000 | 108 |
| Other domestic debt securities - All other | $13,413,000 | 562 |
| 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 | $442,212,000 | 213 |
| Mortgage-backed securities | $416,719,000 | 307 |
| Certificates of participation in pools of residential mortgages | $395,930,000 | 212 |
| Issued or guaranteed by U.S. | $395,930,000 | 212 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $20,789,000 | 610 |
| Commercial mortgage pass-through securities | $20,789,000 | 316 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $914,333,000 | 91 |
| Available-for-sale securities (fair market value) | $848,457,000 | 269 |
| Total debt securities | $1,762,790,000 | 185 |
| Structured notes | ||
| Amortized cost | $269,844,000 | 9 |
| Fair value | $257,355,000 | 9 |
| Trading account assets | $3,147,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,147,000 | 109 |
| 2021-12-31 | Rank | |
| Total securities | $1,742,767,000 | 186 |
| U.S. Government securities | $718,527,000 | 257 |
| U.S. Treasury securities | $9,629,000 | 1,069 |
| U.S. Government agency obligations | $708,898,000 | 236 |
| Securities issued by states & political subdivisions | $891,881,000 | 52 |
| Other domestic debt securities | $7,657,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $4,427,000 | 105 |
| Other domestic debt securities - All other | $3,230,000 | 1,134 |
| 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 | $465,932,000 | 198 |
| Mortgage-backed securities | $331,008,000 | 373 |
| Certificates of participation in pools of residential mortgages | $323,132,000 | 250 |
| Issued or guaranteed by U.S. | $323,132,000 | 250 |
| 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 | $7,876,000 | 972 |
| Commercial mortgage pass-through securities | $7,876,000 | 563 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $896,561,000 | 78 |
| Available-for-sale securities (fair market value) | $721,504,000 | 306 |
| Total debt securities | $1,618,065,000 | 196 |
| Structured notes | ||
| Amortized cost | $223,598,000 | 10 |
| Fair value | $223,790,000 | 9 |
| Trading account assets | $7,671,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,671,000 | 83 |
| 2021-09-30 | Rank | |
| Total securities | $1,466,326,000 | 200 |
| U.S. Government securities | $523,961,000 | 309 |
| U.S. Treasury securities | $9,768,000 | 874 |
| U.S. Government agency obligations | $514,193,000 | 294 |
| Securities issued by states & political subdivisions | $810,808,000 | 52 |
| Other domestic debt securities | $6,445,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $4,445,000 | 100 |
| Other domestic debt securities - All other | $2,000,000 | 1,258 |
| 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 | $492,727,000 | 186 |
| Mortgage-backed securities | $296,132,000 | 394 |
| Certificates of participation in pools of residential mortgages | $293,983,000 | 258 |
| Issued or guaranteed by U.S. | $293,983,000 | 258 |
| 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 | $2,149,000 | 1,473 |
| Commercial mortgage pass-through securities | $2,149,000 | 986 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $815,522,000 | 76 |
| Available-for-sale securities (fair market value) | $525,692,000 | 375 |
| Total debt securities | $1,341,214,000 | 213 |
| Structured notes | ||
| Amortized cost | $98,526,000 | 17 |
| Fair value | $99,726,000 | 17 |
| Trading account assets | $8,551,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,551,000 | 86 |
| 2021-06-30 | Rank | |
| Total securities | $1,152,251,000 | 225 |
| U.S. Government securities | $299,390,000 | 443 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $299,390,000 | 410 |
| Securities issued by states & political subdivisions | $723,119,000 | 58 |
| Other domestic debt securities | $4,461,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $4,461,000 | 92 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,233,000 | 196 |
| Mortgage-backed securities | $194,846,000 | 485 |
| Certificates of participation in pools of residential mortgages | $192,689,000 | 327 |
| Issued or guaranteed by U.S. | $192,689,000 | 324 |
| 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 | $2,157,000 | 1,455 |
| Commercial mortgage pass-through securities | $2,157,000 | 983 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $727,865,000 | 75 |
| Available-for-sale securities (fair market value) | $299,105,000 | 605 |
| Total debt securities | $1,026,970,000 | 242 |
| Structured notes | ||
| Amortized cost | $37,417,000 | 25 |
| Fair value | $38,757,000 | 25 |
| Trading account assets | $9,694,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,694,000 | 83 |
| 2021-03-31 | Rank | |
| Total securities | $960,385,000 | 246 |
| U.S. Government securities | $177,100,000 | 606 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $177,100,000 | 566 |
| Securities issued by states & political subdivisions | $653,625,000 | 59 |
| Other domestic debt securities | $4,479,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $4,479,000 | 88 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $331,745,000 | 233 |
| Mortgage-backed securities | $133,049,000 | 606 |
| Certificates of participation in pools of residential mortgages | $130,954,000 | 398 |
| Issued or guaranteed by U.S. | $130,954,000 | 390 |
| 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 | $2,095,000 | 1,438 |
| Commercial mortgage pass-through securities | $2,095,000 | 977 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $658,402,000 | 72 |
| Available-for-sale securities (fair market value) | $176,802,000 | 885 |
| Total debt securities | $835,204,000 | 265 |
| Structured notes | ||
| Amortized cost | $17,590,000 | 42 |
| Fair value | $18,676,000 | 40 |
| Trading account assets | $8,421,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,421,000 | 90 |
| 2020-12-31 | Rank | |
| Total securities | $844,446,000 | 256 |
| U.S. Government securities | $104,994,000 | 840 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $104,994,000 | 797 |
| Securities issued by states & political subdivisions | $609,338,000 | 59 |
| Other domestic debt securities | $4,494,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $4,494,000 | 83 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,029,000 | 244 |
| Mortgage-backed securities | $60,656,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $58,481,000 | 691 |
| Issued or guaranteed by U.S. | $58,481,000 | 680 |
| 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 | $2,175,000 | 1,379 |
| Commercial mortgage pass-through securities | $2,175,000 | 927 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $614,158,000 | 68 |
| Available-for-sale securities (fair market value) | $104,668,000 | 1,285 |
| Total debt securities | $718,826,000 | 279 |
| Structured notes | ||
| Amortized cost | $8,563,000 | 48 |
| Fair value | $10,005,000 | 44 |
| Trading account assets | $15,159,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,159,000 | 81 |
| 2020-09-30 | Rank | |
| Total securities | $768,945,000 | 259 |
| U.S. Government securities | $60,504,000 | 1,259 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $60,504,000 | 1,188 |
| Securities issued by states & political subdivisions | $603,475,000 | 54 |
| Other domestic debt securities | $4,511,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $4,511,000 | 79 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,404,000 | 260 |
| Mortgage-backed securities | $27,594,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $25,404,000 | 1,207 |
| Issued or guaranteed by U.S. | $25,404,000 | 1,177 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,190,000 | 1,357 |
| Commercial mortgage pass-through securities | $2,190,000 | 910 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $608,323,000 | 64 |
| Available-for-sale securities (fair market value) | $60,167,000 | 1,843 |
| Total debt securities | $668,490,000 | 275 |
| Structured notes | ||
| Amortized cost | $8,530,000 | 43 |
| Fair value | $9,819,000 | 38 |
| Trading account assets | $17,009,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,009,000 | 82 |
| 2020-06-30 | Rank | |
| Total securities | $748,057,000 | 253 |
| U.S. Government securities | $56,477,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $56,477,000 | 1,219 |
| Securities issued by states & political subdivisions | $586,810,000 | 53 |
| Other domestic debt securities | $4,527,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $4,527,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,104,000 | 262 |
| Mortgage-backed securities | $23,651,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $21,499,000 | 1,302 |
| Issued or guaranteed by U.S. | $21,499,000 | 1,266 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,152,000 | 1,340 |
| Commercial mortgage pass-through securities | $2,152,000 | 902 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $591,694,000 | 68 |
| Available-for-sale securities (fair market value) | $56,120,000 | 1,863 |
| Total debt securities | $647,814,000 | 278 |
| Structured notes | ||
| Amortized cost | $8,494,000 | 41 |
| Fair value | $9,723,000 | 36 |
| Trading account assets | $18,356,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,356,000 | 83 |
| 2020-03-31 | Rank | |
| Total securities | $654,506,000 | 275 |
| U.S. Government securities | $67,593,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $67,593,000 | 1,071 |
| Securities issued by states & political subdivisions | $553,465,000 | 51 |
| Other domestic debt securities | $4,542,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $4,542,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,555,000 | 244 |
| Mortgage-backed securities | $24,756,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $22,712,000 | 1,258 |
| Issued or guaranteed by U.S. | $22,712,000 | 1,220 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,043,000 | 1,355 |
| Commercial mortgage pass-through securities | $2,043,000 | 900 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $558,377,000 | 71 |
| Available-for-sale securities (fair market value) | $67,223,000 | 1,573 |
| Total debt securities | $625,600,000 | 274 |
| Structured notes | ||
| Amortized cost | $18,660,000 | 27 |
| Fair value | $18,964,000 | 27 |
| Trading account assets | $17,345,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,345,000 | 85 |
| 2019-12-31 | Rank | |
| Total securities | $669,676,000 | 261 |
| U.S. Government securities | $99,728,000 | 850 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $99,728,000 | 803 |
| Securities issued by states & political subdivisions | $536,804,000 | 52 |
| Other domestic debt securities | $4,559,000 | 930 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $4,559,000 | 86 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,865,000 | 217 |
| Mortgage-backed securities | $24,000,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $21,973,000 | 1,268 |
| Issued or guaranteed by U.S. | $21,973,000 | 1,236 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,837 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,026,000 | 1,324 |
| Commercial mortgage pass-through securities | $2,026,000 | 891 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $541,783,000 | 75 |
| Available-for-sale securities (fair market value) | $99,308,000 | 1,169 |
| Total debt securities | $641,091,000 | 265 |
| Structured notes | ||
| Amortized cost | $45,554,000 | 13 |
| Fair value | $46,556,000 | 12 |
| Trading account assets | $7,907,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,907,000 | 79 |
| 2019-09-30 | Rank | |
| Total securities | $724,648,000 | 245 |
| U.S. Government securities | $132,381,000 | 666 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $132,381,000 | 622 |
| Securities issued by states & political subdivisions | $559,180,000 | 49 |
| Other domestic debt securities | $4,575,000 | 924 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $4,575,000 | 81 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,657,000 | 202 |
| Mortgage-backed securities | $23,430,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $23,400,000 | 1,151 |
| Issued or guaranteed by U.S. | $23,400,000 | 1,121 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,860 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $29,000 | 1,839 |
| Commercial mortgage pass-through securities | $29,000 | 1,411 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $564,189,000 | 78 |
| Available-for-sale securities (fair market value) | $131,947,000 | 889 |
| Total debt securities | $696,136,000 | 246 |
| Structured notes | ||
| Amortized cost | $85,985,000 | 12 |
| Fair value | $87,055,000 | 12 |
| Trading account assets | $8,847,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,847,000 | 82 |
| 2019-06-30 | Rank | |
| Total securities | $742,574,000 | 243 |
| U.S. Government securities | $144,706,000 | 638 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $144,706,000 | 595 |
| Securities issued by states & political subdivisions | $565,008,000 | 49 |
| Other domestic debt securities | $4,591,000 | 914 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $4,591,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,293,000 | 196 |
| Mortgage-backed securities | $27,704,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $27,666,000 | 1,020 |
| Issued or guaranteed by U.S. | $27,666,000 | 1,010 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,867 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $37,000 | 1,822 |
| Commercial mortgage pass-through securities | $37,000 | 1,404 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $570,053,000 | 78 |
| Available-for-sale securities (fair market value) | $144,252,000 | 823 |
| Total debt securities | $714,304,000 | 247 |
| Structured notes | ||
| Amortized cost | $96,816,000 | 13 |
| Fair value | $97,519,000 | 12 |
| Trading account assets | $6,054,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,054,000 | 89 |
| 2019-03-31 | Rank | |
| Total securities | $737,956,000 | 244 |
| U.S. Government securities | $150,414,000 | 611 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $150,414,000 | 573 |
| Securities issued by states & political subdivisions | $555,034,000 | 50 |
| Other domestic debt securities | $4,611,000 | 913 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $4,611,000 | 79 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,910,000 | 196 |
| Mortgage-backed securities | $27,272,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $27,232,000 | 1,046 |
| Issued or guaranteed by U.S. | $27,232,000 | 1,035 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,884 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $39,000 | 1,753 |
| Commercial mortgage pass-through securities | $39,000 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $560,110,000 | 82 |
| Available-for-sale securities (fair market value) | $149,949,000 | 791 |
| Total debt securities | $710,062,000 | 247 |
| Structured notes | ||
| Amortized cost | $96,526,000 | 13 |
| Fair value | $95,591,000 | 13 |
| Trading account assets | $2,491,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,491,000 | 99 |
| 2018-12-31 | Rank | |
| Total securities | $732,521,000 | 244 |
| U.S. Government securities | $147,940,000 | 618 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $147,940,000 | 585 |
| Securities issued by states & political subdivisions | $542,547,000 | 56 |
| Other domestic debt securities | $4,618,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $4,618,000 | 73 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $37,416,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,633,000 | 209 |
| Mortgage-backed securities | $29,176,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $29,135,000 | 1,011 |
| Issued or guaranteed by U.S. | $29,135,000 | 1,002 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,907 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $40,000 | 1,717 |
| Commercial mortgage pass-through securities | $40,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $547,660,000 | 84 |
| Available-for-sale securities (fair market value) | $184,861,000 | 645 |
| Total debt securities | $695,107,000 | 247 |
| Structured notes | ||
| Amortized cost | $93,299,000 | 15 |
| Fair value | $91,308,000 | 15 |
| Trading account assets | $1,266,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,266,000 | 109 |
| 2018-09-30 | Rank | |
| Total securities | $724,528,000 | 245 |
| U.S. Government securities | $135,249,000 | 673 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $135,249,000 | 631 |
| Securities issued by states & political subdivisions | $547,619,000 | 56 |
| Other domestic debt securities | $4,642,000 | 848 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $4,642,000 | 81 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $37,018,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,601,000 | 211 |
| Mortgage-backed securities | $30,606,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $30,563,000 | 975 |
| Issued or guaranteed by U.S. | $30,563,000 | 970 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,916 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $42,000 | 1,706 |
| Commercial mortgage pass-through securities | $42,000 | 1,342 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $552,778,000 | 84 |
| Available-for-sale securities (fair market value) | $171,750,000 | 694 |
| Total debt securities | $687,512,000 | 247 |
| Structured notes | ||
| Amortized cost | $85,091,000 | 18 |
| Fair value | $81,977,000 | 18 |
| Trading account assets | $4,232,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,232,000 | 89 |
| 2018-06-30 | Rank | |
| Total securities | $696,724,000 | 254 |
| U.S. Government securities | $123,253,000 | 719 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $123,253,000 | 679 |
| Securities issued by states & political subdivisions | $531,750,000 | 57 |
| Other domestic debt securities | $4,660,000 | 971 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $4,660,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $37,061,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,087,000 | 215 |
| Mortgage-backed securities | $33,370,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $33,317,000 | 943 |
| Issued or guaranteed by U.S. | $33,317,000 | 921 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,932 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $51,000 | 1,675 |
| Commercial mortgage pass-through securities | $51,000 | 1,302 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $536,966,000 | 83 |
| Available-for-sale securities (fair market value) | $159,758,000 | 758 |
| Total debt securities | $659,667,000 | 255 |
| Structured notes | ||
| Amortized cost | $76,421,000 | 22 |
| Fair value | $73,962,000 | 22 |
| Trading account assets | $3,452,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,452,000 | 91 |
| 2018-03-31 | Rank | |
| Total securities | $696,714,000 | 257 |
| U.S. Government securities | $119,758,000 | 742 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $119,758,000 | 706 |
| Securities issued by states & political subdivisions | $535,332,000 | 57 |
| Other domestic debt securities | $4,667,000 | 856 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $4,667,000 | 82 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $36,957,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,755,000 | 216 |
| Mortgage-backed securities | $36,501,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $36,499,000 | 902 |
| Issued or guaranteed by U.S. | $36,499,000 | 901 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,935 |
| 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) | $540,569,000 | 77 |
| Available-for-sale securities (fair market value) | $156,145,000 | 786 |
| Total debt securities | $659,756,000 | 257 |
| Structured notes | ||
| Amortized cost | $76,409,000 | 21 |
| Fair value | $74,160,000 | 21 |
| Trading account assets | $2,588,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $2,588,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $2,588,000 | 95 |
| 2017-12-31 | Rank | |
| Total securities | $681,612,000 | 257 |
| U.S. Government securities | $107,793,000 | 828 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $107,793,000 | 791 |
| Securities issued by states & political subdivisions | $532,100,000 | 60 |
| Other domestic debt securities | $4,667,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $4,667,000 | 84 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $37,052,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,521,000 | 217 |
| Mortgage-backed securities | $36,534,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $36,532,000 | 926 |
| Issued or guaranteed by U.S. | $36,532,000 | 926 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,946 |
| 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) | $537,351,000 | 80 |
| Available-for-sale securities (fair market value) | $144,261,000 | 857 |
| Total debt securities | $643,603,000 | 258 |
| Structured notes | ||
| Amortized cost | $71,897,000 | 21 |
| Fair value | $70,921,000 | 21 |
| Trading account assets | $2,144,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $2,144,000 | 92 |
| Revaluation losses on off-balance sheet contracts | $2,144,000 | 92 |
| 2017-09-30 | Rank | |
| Total securities | $672,350,000 | 254 |
| U.S. Government securities | $92,634,000 | 943 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $92,634,000 | 906 |
| Securities issued by states & political subdivisions | $537,970,000 | 58 |
| Other domestic debt securities | $4,667,000 | 861 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $4,667,000 | 92 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $37,079,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,825,000 | 217 |
| Mortgage-backed securities | $35,429,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $35,427,000 | 963 |
| Issued or guaranteed by U.S. | $35,427,000 | 963 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,980 |
| 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) | $543,246,000 | 86 |
| Available-for-sale securities (fair market value) | $129,104,000 | 937 |
| Total debt securities | $634,271,000 | 251 |
| Structured notes | ||
| Amortized cost | $57,513,000 | 26 |
| Fair value | $56,863,000 | 26 |
| Trading account assets | $2,643,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $2,643,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $2,643,000 | 89 |
| 2017-06-30 | Rank | |
| Total securities | $671,629,000 | 255 |
| U.S. Government securities | $96,098,000 | 938 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $96,098,000 | 898 |
| Securities issued by states & political subdivisions | $533,867,000 | 57 |
| Other domestic debt securities | $4,667,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $4,667,000 | 89 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $36,997,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,546,000 | 212 |
| Mortgage-backed securities | $37,682,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $37,680,000 | 944 |
| Issued or guaranteed by U.S. | $37,680,000 | 944 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,003 |
| 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) | $539,200,000 | 88 |
| Available-for-sale securities (fair market value) | $132,429,000 | 937 |
| Total debt securities | $633,631,000 | 255 |
| Structured notes | ||
| Amortized cost | $58,578,000 | 25 |
| Fair value | $58,047,000 | 25 |
| Trading account assets | $2,850,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $2,850,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $2,850,000 | 83 |
| 2017-03-31 | Rank | |
| Total securities | $661,997,000 | 260 |
| U.S. Government securities | $91,875,000 | 991 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $91,875,000 | 946 |
| Securities issued by states & political subdivisions | $528,746,000 | 57 |
| Other domestic debt securities | $4,667,000 | 900 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $4,667,000 | 91 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $36,709,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,127,000 | 217 |
| Mortgage-backed securities | $37,187,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $37,185,000 | 975 |
| Issued or guaranteed by U.S. | $37,185,000 | 975 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,048 |
| 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) | $534,125,000 | 91 |
| Available-for-sale securities (fair market value) | $127,872,000 | 973 |
| Total debt securities | $624,250,000 | 262 |
| Structured notes | ||
| Amortized cost | $55,588,000 | 27 |
| Fair value | $54,275,000 | 28 |
| Trading account assets | $2,495,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $2,495,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $2,495,000 | 85 |
| 2016-12-31 | Rank | |
| Total securities | $654,611,000 | 253 |
| U.S. Government securities | $91,103,000 | 974 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $91,103,000 | 932 |
| Securities issued by states & political subdivisions | $522,257,000 | 54 |
| Other domestic debt securities | $4,674,000 | 894 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $4,674,000 | 94 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $36,577,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,460,000 | 214 |
| Mortgage-backed securities | $40,236,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $40,233,000 | 920 |
| Issued or guaranteed by U.S. | $40,233,000 | 920 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,041 |
| 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) | $527,682,000 | 93 |
| Available-for-sale securities (fair market value) | $126,929,000 | 975 |
| Total debt securities | $617,000,000 | 258 |
| Structured notes | ||
| Amortized cost | $52,024,000 | 29 |
| Fair value | $50,428,000 | 30 |
| Trading account assets | $2,435,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $2,435,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $2,435,000 | 84 |
| 2016-09-30 | Rank | |
| Total securities | $648,922,000 | 251 |
| U.S. Government securities | $95,700,000 | 927 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $95,700,000 | 883 |
| Securities issued by states & political subdivisions | $511,596,000 | 56 |
| Other domestic debt securities | $4,699,000 | 904 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $4,699,000 | 92 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $36,927,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,694,000 | 213 |
| Mortgage-backed securities | $40,212,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $40,209,000 | 914 |
| Issued or guaranteed by U.S. | $40,209,000 | 914 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,075 |
| 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) | $517,151,000 | 94 |
| Available-for-sale securities (fair market value) | $131,771,000 | 934 |
| Total debt securities | $609,594,000 | 255 |
| Structured notes | ||
| Amortized cost | $59,207,000 | 22 |
| Fair value | $59,293,000 | 22 |
| Trading account assets | $8,068,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $8,068,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $8,068,000 | 78 |
| 2016-06-30 | Rank | |
| Total securities | $642,719,000 | 254 |
| U.S. Government securities | $126,122,000 | 744 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $126,122,000 | 711 |
| Securities issued by states & political subdivisions | $474,940,000 | 59 |
| Other domestic debt securities | $4,722,000 | 905 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $4,722,000 | 98 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $36,935,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,856,000 | 209 |
| Mortgage-backed securities | $23,983,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $23,980,000 | 1,370 |
| Issued or guaranteed by U.S. | $23,980,000 | 1,366 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,104 |
| 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) | $480,535,000 | 98 |
| Available-for-sale securities (fair market value) | $162,184,000 | 775 |
| Total debt securities | $603,274,000 | 261 |
| Structured notes | ||
| Amortized cost | $105,638,000 | 14 |
| Fair value | $105,905,000 | 14 |
| Trading account assets | $8,934,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $8,934,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $8,934,000 | 80 |
| 2016-03-31 | Rank | |
| Total securities | $629,474,000 | 260 |
| U.S. Government securities | $136,716,000 | 716 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $136,716,000 | 683 |
| Securities issued by states & political subdivisions | $451,516,000 | 62 |
| Other domestic debt securities | $4,752,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $4,752,000 | 95 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $36,490,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,683,000 | 210 |
| Mortgage-backed securities | $25,372,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $25,369,000 | 1,302 |
| Issued or guaranteed by U.S. | $25,369,000 | 1,301 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,134 |
| 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) | $457,176,000 | 103 |
| Available-for-sale securities (fair market value) | $172,298,000 | 749 |
| Total debt securities | $590,136,000 | 266 |
| Structured notes | ||
| Amortized cost | $113,310,000 | 15 |
| Fair value | $113,360,000 | 15 |
| Trading account assets | $6,411,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $6,411,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $6,411,000 | 81 |
| 2015-12-31 | Rank | |
| Total securities | $615,135,000 | 264 |
| U.S. Government securities | $146,112,000 | 687 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $146,112,000 | 644 |
| Securities issued by states & political subdivisions | $427,966,000 | 62 |
| Other domestic debt securities | $4,774,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $4,774,000 | 92 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $36,283,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,030,000 | 222 |
| Mortgage-backed securities | $26,899,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $26,896,000 | 1,262 |
| Issued or guaranteed by U.S. | $26,896,000 | 1,260 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,172 |
| 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) | $433,683,000 | 104 |
| Available-for-sale securities (fair market value) | $181,452,000 | 713 |
| Total debt securities | $576,005,000 | 268 |
| Structured notes | ||
| Amortized cost | $117,636,000 | 15 |
| Fair value | $117,416,000 | 15 |
| Trading account assets | $2,985,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $2,985,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $600,450,000 | 273 |
| U.S. Government securities | $148,498,000 | 676 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $148,498,000 | 636 |
| Securities issued by states & political subdivisions | $410,695,000 | 65 |
| Other domestic debt securities | $4,796,000 | 894 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $4,796,000 | 90 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $36,461,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,421,000 | 220 |
| Mortgage-backed securities | $28,259,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $28,256,000 | 1,216 |
| Issued or guaranteed by U.S. | $28,256,000 | 1,215 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,218 |
| 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) | $416,490,000 | 107 |
| Available-for-sale securities (fair market value) | $183,960,000 | 710 |
| Total debt securities | $560,687,000 | 279 |
| Structured notes | ||
| Amortized cost | $119,002,000 | 14 |
| Fair value | $118,399,000 | 14 |
| Trading account assets | $4,072,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $4,072,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $580,365,000 | 275 |
| U.S. Government securities | $150,315,000 | 685 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $150,315,000 | 648 |
| Securities issued by states & political subdivisions | $388,888,000 | 68 |
| Other domestic debt securities | $4,857,000 | 896 |
| Privately issued residential mortgage-backed securities | $40,000 | 694 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $4,817,000 | 92 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $36,305,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,188,000 | 222 |
| Mortgage-backed securities | $26,151,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $26,107,000 | 1,338 |
| Issued or guaranteed by U.S. | $26,107,000 | 1,338 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $44,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,257 |
| Privately issued | $40,000 | 662 |
| 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) | $395,166,000 | 104 |
| Available-for-sale securities (fair market value) | $185,199,000 | 703 |
| Total debt securities | $540,720,000 | 284 |
| Structured notes | ||
| Amortized cost | $124,260,000 | 16 |
| Fair value | $122,358,000 | 17 |
| Trading account assets | $1,313,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $1,313,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $566,634,000 | 278 |
| U.S. Government securities | $139,323,000 | 737 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $139,323,000 | 706 |
| Securities issued by states & political subdivisions | $385,995,000 | 64 |
| Other domestic debt securities | $4,906,000 | 885 |
| Privately issued residential mortgage-backed securities | $46,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $4,860,000 | 83 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $36,410,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,981,000 | 246 |
| Mortgage-backed securities | $28,685,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $28,635,000 | 1,240 |
| Issued or guaranteed by U.S. | $28,635,000 | 1,240 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $50,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,284 |
| Privately issued | $46,000 | 691 |
| 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) | $392,409,000 | 104 |
| Available-for-sale securities (fair market value) | $174,225,000 | 753 |
| Total debt securities | $526,842,000 | 285 |
| Structured notes | ||
| Amortized cost | $111,537,000 | 23 |
| Fair value | $111,117,000 | 23 |
| Trading account assets | $2,328,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $2,328,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $564,448,000 | 272 |
| U.S. Government securities | $144,605,000 | 714 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $144,605,000 | 678 |
| Securities issued by states & political subdivisions | $378,780,000 | 63 |
| Other domestic debt securities | $4,969,000 | 885 |
| Privately issued residential mortgage-backed securities | $87,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $4,882,000 | 80 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $36,094,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,202,000 | 253 |
| Mortgage-backed securities | $30,210,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $30,119,000 | 1,227 |
| Issued or guaranteed by U.S. | $30,119,000 | 1,225 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $91,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,324 |
| Privately issued | $87,000 | 645 |
| 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) | $385,300,000 | 106 |
| Available-for-sale securities (fair market value) | $179,148,000 | 722 |
| Total debt securities | $524,640,000 | 282 |
| Structured notes | ||
| Amortized cost | $115,573,000 | 23 |
| Fair value | $114,891,000 | 23 |
| Trading account assets | $1,305,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $1,305,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $548,731,000 | 275 |
| U.S. Government securities | $144,529,000 | 727 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $144,529,000 | 693 |
| Securities issued by states & political subdivisions | $373,270,000 | 64 |
| Other domestic debt securities | $4,992,000 | 908 |
| Privately issued residential mortgage-backed securities | $94,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $4,898,000 | 82 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $25,940,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,750,000 | 245 |
| Mortgage-backed securities | $31,898,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $31,800,000 | 1,216 |
| Issued or guaranteed by U.S. | $31,800,000 | 1,216 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $98,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,377 |
| Privately issued | $94,000 | 677 |
| 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) | $379,966,000 | 103 |
| Available-for-sale securities (fair market value) | $168,765,000 | 781 |
| Total debt securities | $514,133,000 | 289 |
| Structured notes | ||
| Amortized cost | $114,525,000 | 28 |
| Fair value | $112,559,000 | 28 |
| Trading account assets | $717,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $717,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $543,408,000 | 279 |
| U.S. Government securities | $143,663,000 | 729 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $143,663,000 | 694 |
| Securities issued by states & political subdivisions | $368,871,000 | 65 |
| Other domestic debt securities | $5,004,000 | 924 |
| Privately issued residential mortgage-backed securities | $106,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $4,898,000 | 83 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $25,870,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,475,000 | 247 |
| Mortgage-backed securities | $33,279,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $33,168,000 | 1,209 |
| Issued or guaranteed by U.S. | $33,168,000 | 1,209 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $111,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,413 |
| Privately issued | $106,000 | 688 |
| 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) | $375,629,000 | 102 |
| Available-for-sale securities (fair market value) | $167,779,000 | 807 |
| Total debt securities | $513,782,000 | 284 |
| Structured notes | ||
| Amortized cost | $110,284,000 | 28 |
| Fair value | $107,308,000 | 29 |
| Trading account assets | $715,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $715,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $531,596,000 | 281 |
| U.S. Government securities | $131,910,000 | 793 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $131,910,000 | 761 |
| Securities issued by states & political subdivisions | $369,151,000 | 63 |
| Other domestic debt securities | $4,887,000 | 967 |
| Privately issued residential mortgage-backed securities | $151,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $4,736,000 | 83 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $25,648,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,263,000 | 249 |
| Mortgage-backed securities | $34,699,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $34,543,000 | 1,173 |
| Issued or guaranteed by U.S. | $34,543,000 | 1,173 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $156,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,451 |
| Privately issued | $151,000 | 686 |
| 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) | $375,960,000 | 96 |
| Available-for-sale securities (fair market value) | $155,636,000 | 865 |
| Total debt securities | $497,136,000 | 300 |
| Structured notes | ||
| Amortized cost | $98,739,000 | 32 |
| Fair value | $94,159,000 | 32 |
| Trading account assets | $1,097,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $1,097,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $524,178,000 | 288 |
| U.S. Government securities | $127,117,000 | 818 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $127,117,000 | 786 |
| Securities issued by states & political subdivisions | $366,588,000 | 61 |
| Other domestic debt securities | $5,079,000 | 973 |
| Privately issued residential mortgage-backed securities | $180,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $4,899,000 | 90 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $25,394,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,756,000 | 242 |
| Mortgage-backed securities | $36,346,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $36,161,000 | 1,128 |
| Issued or guaranteed by U.S. | $36,161,000 | 1,128 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $185,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,455 |
| Privately issued | $180,000 | 701 |
| 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) | $376,864,000 | 96 |
| Available-for-sale securities (fair market value) | $147,314,000 | 905 |
| Total debt securities | $490,018,000 | 304 |
| Structured notes | ||
| Amortized cost | $91,168,000 | 38 |
| Fair value | $83,631,000 | 40 |
| Trading account assets | $1,836,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $1,836,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $522,148,000 | 294 |
| U.S. Government securities | $126,748,000 | 809 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $126,748,000 | 782 |
| Securities issued by states & political subdivisions | $374,783,000 | 59 |
| Other domestic debt securities | $5,176,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $277,000 | 698 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $4,899,000 | 100 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,441,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,269,000 | 238 |
| Mortgage-backed securities | $38,341,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $38,058,000 | 1,079 |
| Issued or guaranteed by U.S. | $38,058,000 | 1,078 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $283,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,490 |
| Privately issued | $277,000 | 668 |
| 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) | $385,441,000 | 85 |
| Available-for-sale securities (fair market value) | $136,707,000 | 982 |
| Total debt securities | $499,956,000 | 300 |
| Structured notes | ||
| Amortized cost | $87,378,000 | 38 |
| Fair value | $81,347,000 | 39 |
| Trading account assets | $1,032,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $1,032,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $506,227,000 | 305 |
| U.S. Government securities | $117,813,000 | 862 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $117,813,000 | 835 |
| Securities issued by states & political subdivisions | $367,740,000 | 57 |
| Other domestic debt securities | $5,253,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $354,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $4,899,000 | 95 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $15,421,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,357,000 | 245 |
| Mortgage-backed securities | $42,700,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $42,340,000 | 991 |
| Issued or guaranteed by U.S. | $42,340,000 | 990 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $360,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,507 |
| Privately issued | $354,000 | 657 |
| 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) | $378,684,000 | 76 |
| Available-for-sale securities (fair market value) | $127,543,000 | 1,070 |
| Total debt securities | $483,976,000 | 307 |
| Structured notes | ||
| Amortized cost | $73,488,000 | 39 |
| Fair value | $71,120,000 | 39 |
| Trading account assets | $1,071,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $1,071,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $481,912,000 | 319 |
| U.S. Government securities | $109,427,000 | 954 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $109,427,000 | 921 |
| Securities issued by states & political subdivisions | $351,551,000 | 58 |
| Other domestic debt securities | $5,317,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $418,000 | 692 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $4,899,000 | 92 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $15,617,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,319,000 | 250 |
| Mortgage-backed securities | $38,613,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $38,189,000 | 1,084 |
| Issued or guaranteed by U.S. | $38,189,000 | 1,083 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $424,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,539 |
| Privately issued | $418,000 | 666 |
| 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) | $362,886,000 | 74 |
| Available-for-sale securities (fair market value) | $119,026,000 | 1,161 |
| Total debt securities | $460,977,000 | 327 |
| Structured notes | ||
| Amortized cost | $68,393,000 | 40 |
| Fair value | $68,000,000 | 42 |
| Trading account assets | $2,000,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $2,000,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $439,867,000 | 344 |
| U.S. Government securities | $74,136,000 | 1,345 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $74,136,000 | 1,309 |
| Securities issued by states & political subdivisions | $344,680,000 | 58 |
| Other domestic debt securities | $5,477,000 | 971 |
| Privately issued residential mortgage-backed securities | $578,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $4,899,000 | 87 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $15,574,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,379,000 | 251 |
| Mortgage-backed securities | $26,542,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $25,958,000 | 1,480 |
| Issued or guaranteed by U.S. | $25,958,000 | 1,477 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $584,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,587 |
| Privately issued | $578,000 | 644 |
| 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) | $359,344,000 | 75 |
| Available-for-sale securities (fair market value) | $80,523,000 | 1,645 |
| Total debt securities | $418,815,000 | 354 |
| Structured notes | ||
| Amortized cost | $41,850,000 | 92 |
| Fair value | $41,885,000 | 92 |
| Trading account assets | $1,983,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $1,983,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $427,950,000 | 354 |
| U.S. Government securities | $83,858,000 | 1,216 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $83,858,000 | 1,183 |
| Securities issued by states & political subdivisions | $322,919,000 | 57 |
| Other domestic debt securities | $5,601,000 | 989 |
| Privately issued residential mortgage-backed securities | $702,000 | 673 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $4,899,000 | 84 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,572,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,812,000 | 249 |
| Mortgage-backed securities | $18,542,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $17,833,000 | 2,010 |
| Issued or guaranteed by U.S. | $17,833,000 | 2,009 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $709,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,651 |
| Privately issued | $702,000 | 650 |
| 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) | $338,191,000 | 78 |
| Available-for-sale securities (fair market value) | $89,759,000 | 1,494 |
| Total debt securities | $406,777,000 | 371 |
| Structured notes | ||
| Amortized cost | $56,963,000 | 55 |
| Fair value | $57,196,000 | 54 |
| Trading account assets | $1,847,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $1,847,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $415,785,000 | 370 |
| U.S. Government securities | $85,684,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $85,684,000 | 1,176 |
| Securities issued by states & political subdivisions | $306,954,000 | 58 |
| Other domestic debt securities | $7,698,000 | 843 |
| Privately issued residential mortgage-backed securities | $2,799,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $4,899,000 | 80 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $15,449,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,844,000 | 245 |
| Mortgage-backed securities | $6,590,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $3,784,000 | 3,996 |
| Issued or guaranteed by U.S. | $3,784,000 | 3,993 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,806,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,662 |
| Privately issued | $2,799,000 | 434 |
| 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) | $327,767,000 | 78 |
| Available-for-sale securities (fair market value) | $88,018,000 | 1,520 |
| Total debt securities | $394,703,000 | 380 |
| Structured notes | ||
| Amortized cost | $68,789,000 | 48 |
| Fair value | $69,202,000 | 47 |
| Trading account assets | $1,657,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $1,657,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $434,760,000 | 360 |
| U.S. Government securities | $115,867,000 | 941 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $115,867,000 | 915 |
| Securities issued by states & political subdivisions | $296,975,000 | 57 |
| Other domestic debt securities | $6,321,000 | 935 |
| Privately issued residential mortgage-backed securities | $1,422,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $4,899,000 | 79 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $15,597,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,202,000 | 284 |
| Mortgage-backed securities | $5,422,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $3,993,000 | 3,940 |
| Issued or guaranteed by U.S. | $3,993,000 | 3,935 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,429,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,680 |
| Privately issued | $1,422,000 | 604 |
| 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) | $328,154,000 | 79 |
| Available-for-sale securities (fair market value) | $106,606,000 | 1,295 |
| Total debt securities | $414,220,000 | 375 |
| Structured notes | ||
| Amortized cost | $92,171,000 | 40 |
| Fair value | $91,527,000 | 40 |
| Trading account assets | $334,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $334,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $419,985,000 | 365 |
| U.S. Government securities | $115,220,000 | 901 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $115,220,000 | 876 |
| Securities issued by states & political subdivisions | $283,369,000 | 59 |
| Other domestic debt securities | $5,924,000 | 957 |
| Privately issued residential mortgage-backed securities | $1,025,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $4,899,000 | 78 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $15,472,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,999,000 | 268 |
| Mortgage-backed securities | $5,850,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,648 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,033,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,533 |
| Privately issued | $1,025,000 | 724 |
| 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) | $321,048,000 | 79 |
| Available-for-sale securities (fair market value) | $98,937,000 | 1,337 |
| Total debt securities | $399,570,000 | 376 |
| Structured notes | ||
| Amortized cost | $90,158,000 | 42 |
| Fair value | $90,542,000 | 41 |
| Trading account assets | $122,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $403,166,000 | 363 |
| U.S. Government securities | $97,172,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $97,172,000 | 981 |
| Securities issued by states & political subdivisions | $289,436,000 | 57 |
| Other domestic debt securities | $6,200,000 | 926 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $4,899,000 | 78 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $10,358,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,828,000 | 240 |
| Mortgage-backed securities | $6,203,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $4,894,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,894,000 | 3,586 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,309,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,525 |
| Privately issued | $1,301,000 | 702 |
| 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) | $327,559,000 | 80 |
| Available-for-sale securities (fair market value) | $75,607,000 | 1,649 |
| Total debt securities | $387,865,000 | 367 |
| Structured notes | ||
| Amortized cost | $71,958,000 | 53 |
| Fair value | $72,349,000 | 53 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $430,769,000 | 344 |
| U.S. Government securities | $131,134,000 | 799 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $131,134,000 | 774 |
| Securities issued by states & political subdivisions | $282,466,000 | 60 |
| Other domestic debt securities | $6,689,000 | 872 |
| Privately issued residential mortgage-backed securities | $1,790,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,899,000 | 85 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $10,480,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,959,000 | 245 |
| Mortgage-backed securities | $6,738,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $4,940,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,940,000 | 3,539 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,798,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,513 |
| Privately issued | $1,790,000 | 650 |
| 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) | $323,137,000 | 79 |
| Available-for-sale securities (fair market value) | $107,632,000 | 1,199 |
| Total debt securities | $415,218,000 | 342 |
| Structured notes | ||
| Amortized cost | $90,960,000 | 44 |
| Fair value | $91,163,000 | 43 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $425,642,000 | 343 |
| U.S. Government securities | $143,005,000 | 744 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $143,005,000 | 714 |
| Securities issued by states & political subdivisions | $270,103,000 | 64 |
| Other domestic debt securities | $7,222,000 | 859 |
| Privately issued residential mortgage-backed securities | $2,323,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,899,000 | 81 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,312,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,681,000 | 249 |
| Mortgage-backed securities | $7,605,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $5,273,000 | 3,391 |
| Issued or guaranteed by U.S. | $5,273,000 | 3,383 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,332,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,475 |
| Privately issued | $2,323,000 | 625 |
| 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) | $328,685,000 | 75 |
| Available-for-sale securities (fair market value) | $96,957,000 | 1,292 |
| Total debt securities | $414,877,000 | 342 |
| Structured notes | ||
| Amortized cost | $103,983,000 | 35 |
| Fair value | $103,673,000 | 34 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $408,145,000 | 346 |
| U.S. Government securities | $132,744,000 | 763 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $132,744,000 | 723 |
| Securities issued by states & political subdivisions | $267,317,000 | 61 |
| Other domestic debt securities | $7,912,000 | 877 |
| Privately issued residential mortgage-backed securities | $3,013,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $4,899,000 | 83 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $172,000 | 934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,516,000 | 253 |
| Mortgage-backed securities | $9,483,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $6,460,000 | 3,027 |
| Issued or guaranteed by U.S. | $6,460,000 | 3,018 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,023,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,461 |
| Privately issued | $3,013,000 | 600 |
| 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) | $328,059,000 | 72 |
| Available-for-sale securities (fair market value) | $80,086,000 | 1,453 |
| Total debt securities | $401,522,000 | 345 |
| Structured notes | ||
| Amortized cost | $91,988,000 | 39 |
| Fair value | $91,696,000 | 39 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $397,517,000 | 335 |
| U.S. Government securities | $125,200,000 | 778 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $125,200,000 | 742 |
| Securities issued by states & political subdivisions | $263,762,000 | 62 |
| Other domestic debt securities | $8,455,000 | 869 |
| Privately issued residential mortgage-backed securities | $3,556,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $4,899,000 | 83 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $100,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,919,000 | 245 |
| Mortgage-backed securities | $10,217,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $6,650,000 | 2,946 |
| Issued or guaranteed by U.S. | $6,650,000 | 2,937 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,567,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,449 |
| Privately issued | $3,556,000 | 622 |
| 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) | $327,280,000 | 66 |
| Available-for-sale securities (fair market value) | $70,237,000 | 1,592 |
| Total debt securities | $390,800,000 | 337 |
| Structured notes | ||
| Amortized cost | $82,019,000 | 42 |
| Fair value | $82,365,000 | 42 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $392,428,000 | 335 |
| U.S. Government securities | $136,612,000 | 701 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $136,612,000 | 667 |
| Securities issued by states & political subdivisions | $246,854,000 | 62 |
| Other domestic debt securities | $8,772,000 | 846 |
| Privately issued residential mortgage-backed securities | $3,873,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $4,899,000 | 85 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $190,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,823,000 | 232 |
| Mortgage-backed securities | $11,109,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $7,224,000 | 2,879 |
| Issued or guaranteed by U.S. | $7,224,000 | 2,870 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,885,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,369 |
| Privately issued | $3,873,000 | 633 |
| 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) | $342,028,000 | 62 |
| Available-for-sale securities (fair market value) | $50,400,000 | 2,101 |
| Total debt securities | $385,285,000 | 335 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 58 |
| Fair value | $65,276,000 | 60 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $350,413,000 | 376 |
| U.S. Government securities | $104,641,000 | 891 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $104,641,000 | 856 |
| Securities issued by states & political subdivisions | $236,470,000 | 64 |
| Other domestic debt securities | $9,036,000 | 861 |
| Privately issued residential mortgage-backed securities | $4,137,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $4,899,000 | 90 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $266,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,690,000 | 237 |
| Mortgage-backed securities | $12,033,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $7,883,000 | 2,838 |
| Issued or guaranteed by U.S. | $7,883,000 | 2,831 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,150,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,351 |
| Privately issued | $4,137,000 | 636 |
| 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) | $350,147,000 | 61 |
| Available-for-sale securities (fair market value) | $266,000 | 7,089 |
| Total debt securities | $342,733,000 | 379 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 539 |
| Fair value | $10,016,000 | 542 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $327,654,000 | 398 |
| U.S. Government securities | $94,260,000 | 958 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $94,260,000 | 925 |
| Securities issued by states & political subdivisions | $223,367,000 | 66 |
| Other domestic debt securities | $9,828,000 | 858 |
| Privately issued residential mortgage-backed securities | $4,929,000 | 656 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $4,899,000 | 95 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $199,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,099,000 | 262 |
| Mortgage-backed securities | $13,248,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $8,305,000 | 2,845 |
| Issued or guaranteed by U.S. | $8,305,000 | 2,839 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,943,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,349 |
| Privately issued | $4,929,000 | 630 |
| 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) | $327,455,000 | 68 |
| Available-for-sale securities (fair market value) | $199,000 | 7,158 |
| Total debt securities | $322,147,000 | 397 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $5,009,000 | 776 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $332,976,000 | 402 |
| U.S. Government securities | $108,039,000 | 827 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $108,039,000 | 802 |
| Securities issued by states & political subdivisions | $214,434,000 | 69 |
| Other domestic debt securities | $10,395,000 | 874 |
| Privately issued residential mortgage-backed securities | $5,496,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $4,899,000 | 109 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $108,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,720,000 | 251 |
| Mortgage-backed securities | $14,342,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $8,831,000 | 2,831 |
| Issued or guaranteed by U.S. | $8,831,000 | 2,821 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,511,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,337 |
| Privately issued | $5,496,000 | 639 |
| 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) | $332,868,000 | 73 |
| Available-for-sale securities (fair market value) | $108,000 | 7,250 |
| Total debt securities | $327,606,000 | 393 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 327 |
| Fair value | $8,055,000 | 325 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $333,262,000 | 399 |
| U.S. Government securities | $116,963,000 | 750 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $116,963,000 | 724 |
| Securities issued by states & political subdivisions | $184,397,000 | 81 |
| Other domestic debt securities | $31,794,000 | 441 |
| Privately issued residential mortgage-backed securities | $26,895,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,899,000 | 106 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $108,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,014,000 | 260 |
| Mortgage-backed securities | $36,787,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $9,876,000 | 2,739 |
| Issued or guaranteed by U.S. | $9,876,000 | 2,727 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,911,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,325 |
| Privately issued | $26,895,000 | 282 |
| 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) | $333,154,000 | 69 |
| Available-for-sale securities (fair market value) | $108,000 | 7,319 |
| Total debt securities | $327,892,000 | 396 |
| Structured notes | ||
| Amortized cost | $5,986,000 | 273 |
| Fair value | $5,996,000 | 260 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $334,885,000 | 399 |
| U.S. Government securities | $142,695,000 | 637 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $142,695,000 | 614 |
| Securities issued by states & political subdivisions | $159,906,000 | 87 |
| Other domestic debt securities | $32,176,000 | 416 |
| Privately issued residential mortgage-backed securities | $14,387,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,890,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,899,000 | 670 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $108,000 | 1,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,269,000 | 289 |
| Mortgage-backed securities | $25,035,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $10,630,000 | 2,681 |
| Issued or guaranteed by U.S. | $10,630,000 | 2,665 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,405,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,319 |
| Privately issued | $14,387,000 | 418 |
| 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) | $334,777,000 | 69 |
| Available-for-sale securities (fair market value) | $108,000 | 7,375 |
| Total debt securities | $334,413,000 | 391 |
| Structured notes | ||
| Amortized cost | $10,133,000 | 102 |
| Fair value | $10,149,000 | 100 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $342,726,000 | 378 |
| U.S. Government securities | $168,027,000 | 531 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $168,027,000 | 516 |
| Securities issued by states & political subdivisions | $142,143,000 | 102 |
| Other domestic debt securities | $32,448,000 | 400 |
| Privately issued residential mortgage-backed securities | $14,639,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,889,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,920,000 | 657 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $108,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,230,000 | 321 |
| Mortgage-backed securities | $25,906,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $11,248,000 | 2,577 |
| Issued or guaranteed by U.S. | $11,248,000 | 2,562 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,658,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,313 |
| Privately issued | $14,639,000 | 397 |
| 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) | $342,618,000 | 65 |
| Available-for-sale securities (fair market value) | $108,000 | 7,421 |
| Total debt securities | $342,362,000 | 370 |
| Structured notes | ||
| Amortized cost | $10,110,000 | 120 |
| Fair value | $10,234,000 | 118 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $326,694,000 | 380 |
| U.S. Government securities | $156,688,000 | 538 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $156,688,000 | 526 |
| Securities issued by states & political subdivisions | $136,984,000 | 100 |
| Other domestic debt securities | $32,630,000 | 399 |
| Privately issued residential mortgage-backed securities | $14,807,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,888,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,935,000 | 643 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $392,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,923,000 | 301 |
| Mortgage-backed securities | $26,475,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $11,648,000 | 2,434 |
| Issued or guaranteed by U.S. | $11,648,000 | 2,418 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,827,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,241 |
| Privately issued | $14,807,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $326,302,000 | 63 |
| Available-for-sale securities (fair market value) | $392,000 | 7,380 |
| Total debt securities | $326,046,000 | 373 |
| Structured notes | ||
| Amortized cost | $7,113,000 | 174 |
| Fair value | $7,060,000 | 172 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $342,694,000 | 376 |
| U.S. Government securities | $174,587,000 | 486 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $174,587,000 | 475 |
| Securities issued by states & political subdivisions | $128,174,000 | 117 |
| Other domestic debt securities | $34,883,000 | 386 |
| Privately issued residential mortgage-backed securities | $15,073,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,887,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,923,000 | 569 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,050,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,946,000 | 275 |
| Mortgage-backed securities | $27,143,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $12,048,000 | 2,369 |
| Issued or guaranteed by U.S. | $12,048,000 | 2,357 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,095,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,267 |
| Privately issued | $15,073,000 | 392 |
| 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) | $337,644,000 | 59 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,391 |
| Total debt securities | $337,308,000 | 372 |
| Structured notes | ||
| Amortized cost | $11,112,000 | 106 |
| Fair value | $11,093,000 | 104 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $323,844,000 | 407 |
| U.S. Government securities | $173,532,000 | 489 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $173,532,000 | 477 |
| Securities issued by states & political subdivisions | $112,018,000 | 136 |
| Other domestic debt securities | $33,244,000 | 401 |
| Privately issued residential mortgage-backed securities | $15,405,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,886,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,953,000 | 707 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,050,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,881,000 | 312 |
| Mortgage-backed securities | $28,207,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $12,779,000 | 2,201 |
| Issued or guaranteed by U.S. | $12,779,000 | 2,191 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,428,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,249 |
| Privately issued | $15,405,000 | 366 |
| 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) | $318,794,000 | 60 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,412 |
| Total debt securities | $318,458,000 | 398 |
| Structured notes | ||
| Amortized cost | $17,126,000 | 70 |
| Fair value | $17,212,000 | 70 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $364,697,000 | 362 |
| U.S. Government securities | $232,047,000 | 375 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $232,047,000 | 366 |
| Securities issued by states & political subdivisions | $97,012,000 | 153 |
| Other domestic debt securities | $30,588,000 | 409 |
| Privately issued residential mortgage-backed securities | $12,676,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,885,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,027,000 | 660 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,050,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,091,000 | 248 |
| Mortgage-backed securities | $26,161,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $13,461,000 | 1,913 |
| Issued or guaranteed by U.S. | $13,461,000 | 1,902 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,700,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,201 |
| Privately issued | $12,676,000 | 372 |
| 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) | $359,647,000 | 59 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,434 |
| Total debt securities | $359,481,000 | 356 |
| Structured notes | ||
| Amortized cost | $42,097,000 | 33 |
| Fair value | $42,232,000 | 33 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $403,256,000 | 333 |
| U.S. Government securities | $275,313,000 | 331 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $275,313,000 | 322 |
| Securities issued by states & political subdivisions | $93,808,000 | 162 |
| Other domestic debt securities | $29,085,000 | 397 |
| Privately issued residential mortgage-backed securities | $11,038,000 | 398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,884,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,163,000 | 634 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,050,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,409,000 | 224 |
| Mortgage-backed securities | $24,990,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $13,926,000 | 1,725 |
| Issued or guaranteed by U.S. | $13,926,000 | 1,716 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,064,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,166 |
| Privately issued | $11,038,000 | 376 |
| 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) | $398,206,000 | 55 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,472 |
| Total debt securities | $397,549,000 | 326 |
| Structured notes | ||
| Amortized cost | $65,094,000 | 26 |
| Fair value | $65,004,000 | 26 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $362,145,000 | 371 |
| U.S. Government securities | $261,623,000 | 356 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $261,623,000 | 350 |
| Securities issued by states & political subdivisions | $80,268,000 | 191 |
| Other domestic debt securities | $15,204,000 | 556 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,040,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,164,000 | 598 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,050,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,767,000 | 227 |
| Mortgage-backed securities | $11,576,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $11,548,000 | 1,892 |
| Issued or guaranteed by U.S. | $11,548,000 | 1,886 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,145 |
| 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) | $357,095,000 | 61 |
| Available-for-sale securities (fair market value) | $5,050,000 | 6,501 |
| Total debt securities | $356,438,000 | 364 |
| Structured notes | ||
| Amortized cost | $74,622,000 | 24 |
| Fair value | $74,088,000 | 24 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $336,871,000 | 391 |
| U.S. Government securities | $256,039,000 | 368 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $256,039,000 | 360 |
| Securities issued by states & political subdivisions | $66,060,000 | 238 |
| Other domestic debt securities | $9,572,000 | 743 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,409,000 | 119 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,163,000 | 626 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,200,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,194,000 | 251 |
| Mortgage-backed securities | $7,207,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $7,176,000 | 2,506 |
| Issued or guaranteed by U.S. | $7,176,000 | 2,496 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,149 |
| 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) | $331,671,000 | 74 |
| Available-for-sale securities (fair market value) | $5,200,000 | 6,491 |
| Total debt securities | $330,817,000 | 380 |
| Structured notes | ||
| Amortized cost | $85,618,000 | 23 |
| Fair value | $85,143,000 | 23 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $319,648,000 | 411 |
| U.S. Government securities | $249,335,000 | 385 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $249,335,000 | 377 |
| Securities issued by states & political subdivisions | $60,149,000 | 266 |
| Other domestic debt securities | $5,164,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,164,000 | 637 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,000,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,415,000 | 275 |
| Mortgage-backed securities | $7,474,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $7,442,000 | 2,461 |
| Issued or guaranteed by U.S. | $7,442,000 | 2,449 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $32,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,153 |
| 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) | $314,648,000 | 76 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,568 |
| Total debt securities | $313,795,000 | 402 |
| Structured notes | ||
| Amortized cost | $98,614,000 | 18 |
| Fair value | $98,013,000 | 18 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $287,750,000 | 456 |
| U.S. Government securities | $218,516,000 | 433 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $218,516,000 | 424 |
| Securities issued by states & political subdivisions | $59,274,000 | 267 |
| Other domestic debt securities | $5,210,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,000 | 292 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,164,000 | 641 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $4,750,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,209,000 | 292 |
| Mortgage-backed securities | $6,675,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $6,640,000 | 2,629 |
| Issued or guaranteed by U.S. | $6,640,000 | 2,615 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $35,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,138 |
| 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) | $282,970,000 | 88 |
| Available-for-sale securities (fair market value) | $4,780,000 | 6,662 |
| Total debt securities | $282,146,000 | 450 |
| Structured notes | ||
| Amortized cost | $80,106,000 | 27 |
| Fair value | $78,755,000 | 27 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $248,809,000 | 527 |
| U.S. Government securities | $186,556,000 | 514 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $186,556,000 | 493 |
| Securities issued by states & political subdivisions | $57,284,000 | 272 |
| Other domestic debt securities | $219,000 | 2,762 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 2,235 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,750,000 | 484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,290,000 | 303 |
| Mortgage-backed securities | $7,290,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $7,253,000 | 2,519 |
| Issued or guaranteed by U.S. | $7,253,000 | 2,508 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $37,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,130 |
| 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) | $244,029,000 | 101 |
| Available-for-sale securities (fair market value) | $4,780,000 | 6,684 |
| Total debt securities | $243,204,000 | 523 |
| Structured notes | ||
| Amortized cost | $80,106,000 | 31 |
| Fair value | $78,755,000 | 31 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $220,201,000 | 599 |
| U.S. Government securities | $161,445,000 | 602 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $161,445,000 | 585 |
| Securities issued by states & political subdivisions | $53,779,000 | 300 |
| Other domestic debt securities | $227,000 | 2,834 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,000 | 296 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,000 | 2,344 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,750,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,120,000 | 331 |
| Mortgage-backed securities | $7,610,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $7,570,000 | 2,505 |
| Issued or guaranteed by U.S. | $7,570,000 | 2,495 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,129 |
| 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) | $215,421,000 | 115 |
| Available-for-sale securities (fair market value) | $4,780,000 | 6,727 |
| Total debt securities | $215,452,000 | 592 |
| Structured notes | ||
| Amortized cost | $68,494,000 | 40 |
| Fair value | $68,632,000 | 39 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $187,426,000 | 693 |
| U.S. Government securities | $137,058,000 | 693 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $137,058,000 | 671 |
| Securities issued by states & political subdivisions | $45,618,000 | 373 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,750,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,706,000 | 458 |
| Mortgage-backed securities | $1,146,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,103,000 | 4,824 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $43,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,145 |
| 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) | $182,646,000 | 131 |
| Available-for-sale securities (fair market value) | $4,780,000 | 6,754 |
| Total debt securities | $182,676,000 | 693 |
| Structured notes | ||
| Amortized cost | $68,316,000 | 40 |
| Fair value | $67,587,000 | 38 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $166,261,000 | 765 |
| U.S. Government securities | $114,064,000 | 804 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $114,064,000 | 776 |
| Securities issued by states & political subdivisions | $47,337,000 | 351 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,860,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,260,000 | 535 |
| Mortgage-backed securities | $1,159,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,863 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,140 |
| 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) | $161,345,000 | 150 |
| Available-for-sale securities (fair market value) | $4,916,000 | 6,738 |
| Total debt securities | $161,400,000 | 768 |
| Structured notes | ||
| Amortized cost | $55,316,000 | 41 |
| Fair value | $55,095,000 | 41 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $138,592,000 | 889 |
| U.S. Government securities | $89,472,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $89,472,000 | 981 |
| Securities issued by states & political subdivisions | $44,245,000 | 382 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,875,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,710,000 | 538 |
| Mortgage-backed securities | $1,167,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,935 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,916 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $54,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,174 |
| 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) | $133,661,000 | 170 |
| Available-for-sale securities (fair market value) | $4,931,000 | 6,776 |
| Total debt securities | $133,715,000 | 894 |
| Structured notes | ||
| Amortized cost | $41,312,000 | 64 |
| Fair value | $41,230,000 | 63 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $116,526,000 | 1,094 |
| U.S. Government securities | $70,475,000 | 1,310 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $70,475,000 | 1,257 |
| Securities issued by states & political subdivisions | $41,201,000 | 408 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,850,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,213,000 | 576 |
| Mortgage-backed securities | $79,000 | 6,599 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,532 |
| Issued or guaranteed by U.S. | $20,000 | 6,514 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $59,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,210 |
| 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) | $111,620,000 | 208 |
| Available-for-sale securities (fair market value) | $4,906,000 | 6,835 |
| Total debt securities | $111,676,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $36,349,000 | 77 |
| Fair value | $36,116,000 | 75 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $102,004,000 | 1,264 |
| U.S. Government securities | $60,199,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $60,199,000 | 1,480 |
| Securities issued by states & political subdivisions | $37,032,000 | 473 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,773,000 | 574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,518,000 | 737 |
| Mortgage-backed securities | $86,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,577 |
| Issued or guaranteed by U.S. | $21,000 | 6,565 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $65,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,230 |
| 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) | $97,178,000 | 239 |
| Available-for-sale securities (fair market value) | $4,826,000 | 6,892 |
| Total debt securities | $97,231,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $31,048,000 | 92 |
| Fair value | $31,034,000 | 93 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $104,985,000 | 1,219 |
| U.S. Government securities | $57,223,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,223,000 | 1,570 |
| Securities issued by states & political subdivisions | $42,719,000 | 394 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,043,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,823,000 | 623 |
| Mortgage-backed securities | $93,000 | 6,654 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,617 |
| Issued or guaranteed by U.S. | $21,000 | 6,603 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,238 |
| 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) | $99,720,000 | 221 |
| Available-for-sale securities (fair market value) | $5,265,000 | 6,791 |
| Total debt securities | $99,942,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $28,048,000 | 113 |
| Fair value | $28,116,000 | 112 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $102,704,000 | 1,267 |
| U.S. Government securities | $55,185,000 | 1,706 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $55,185,000 | 1,643 |
| Securities issued by states & political subdivisions | $42,619,000 | 376 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,900,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,950,000 | 599 |
| Mortgage-backed securities | $103,000 | 6,698 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,685 |
| Issued or guaranteed by U.S. | $22,000 | 6,673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $81,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,293 |
| 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) | $97,581,000 | 236 |
| Available-for-sale securities (fair market value) | $5,123,000 | 6,912 |
| Total debt securities | $97,804,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $18,982,000 | 201 |
| Fair value | $18,851,000 | 196 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $107,410,000 | 1,217 |
| U.S. Government securities | $63,728,000 | 1,473 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $63,728,000 | 1,422 |
| Securities issued by states & political subdivisions | $38,501,000 | 441 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,181,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,002,000 | 553 |
| Mortgage-backed securities | $114,000 | 6,699 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,702 |
| Issued or guaranteed by U.S. | $22,000 | 6,688 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $92,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,332 |
| 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) | $102,005,000 | 212 |
| Available-for-sale securities (fair market value) | $5,405,000 | 6,845 |
| Total debt securities | $102,230,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $15,982,000 | 197 |
| Fair value | $16,109,000 | 195 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $108,804,000 | 1,248 |
| U.S. Government securities | $72,273,000 | 1,360 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $72,273,000 | 1,309 |
| Securities issued by states & political subdivisions | $31,754,000 | 553 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $4,777,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,902,000 | 561 |
| Mortgage-backed securities | $124,000 | 6,713 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,769 |
| Issued or guaranteed by U.S. | $22,000 | 6,747 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $102,000 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,510 |
| 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) | $103,802,000 | 211 |
| Available-for-sale securities (fair market value) | $5,002,000 | 6,980 |
| Total debt securities | $104,027,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $21,976,000 | 109 |
| Fair value | $22,105,000 | 107 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $105,521,000 | 1,257 |
| U.S. Government securities | $71,838,000 | 1,342 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $71,838,000 | 1,293 |
| Securities issued by states & political subdivisions | $28,939,000 | 618 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,744,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,747,000 | 543 |
| Mortgage-backed securities | $149,000 | 6,717 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,818 |
| Issued or guaranteed by U.S. | $23,000 | 6,796 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $126,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,556 |
| 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) | $100,323,000 | 214 |
| Available-for-sale securities (fair market value) | $5,198,000 | 6,905 |
| Total debt securities | $100,778,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $21,975,000 | 90 |
| Fair value | $22,063,000 | 89 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $99,999,000 | 1,297 |
| U.S. Government securities | $68,290,000 | 1,338 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $68,290,000 | 1,290 |
| Securities issued by states & political subdivisions | $26,453,000 | 674 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,256,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,671,000 | 501 |
| Mortgage-backed securities | $181,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,773 |
| Issued or guaranteed by U.S. | $31,000 | 6,755 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $150,000 | 3,876 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 3,689 |
| 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) | $94,285,000 | 224 |
| Available-for-sale securities (fair market value) | $5,714,000 | 6,750 |
| Total debt securities | $94,743,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $25,956,000 | 47 |
| Fair value | $26,278,000 | 46 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $110,059,000 | 1,170 |
| U.S. Government securities | $79,383,000 | 1,169 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $79,383,000 | 1,120 |
| Securities issued by states & political subdivisions | $25,645,000 | 664 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,031,000 | 690 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,109,000 | 605 |
| Mortgage-backed securities | $405,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,808 |
| Issued or guaranteed by U.S. | $31,000 | 6,790 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $374,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 3,536 |
| 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) | $104,465,000 | 215 |
| Available-for-sale securities (fair market value) | $5,594,000 | 6,795 |
| Total debt securities | $105,037,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $13,996,000 | 82 |
| Fair value | $14,077,000 | 83 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $101,415,000 | 1,226 |
| U.S. Government securities | $72,865,000 | 1,237 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $72,865,000 | 1,173 |
| Securities issued by states & political subdivisions | $23,620,000 | 719 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,930,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,281,000 | 705 |
| Mortgage-backed securities | $674,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,805 |
| Issued or guaranteed by U.S. | $31,000 | 6,785 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $643,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 3,300 |
| 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) | $95,928,000 | 226 |
| Available-for-sale securities (fair market value) | $5,487,000 | 6,816 |
| Total debt securities | $96,485,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 87 |
| Fair value | $11,148,000 | 88 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $79,029,000 | 1,421 |
| U.S. Government securities | $57,089,000 | 1,426 |
| U.S. Treasury securities | $1,999,000 | 1,452 |
| U.S. Government agency obligations | $55,090,000 | 1,396 |
| Securities issued by states & political subdivisions | $21,940,000 | 736 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $47,395,000 | 813 |
| Mortgage-backed securities | $1,109,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,748 |
| Issued or guaranteed by U.S. | $45,000 | 6,726 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,064,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 3,058 |
| 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) | $77,215,000 | 271 |
| Available-for-sale securities (fair market value) | $1,814,000 | 7,994 |
| Total debt securities | $79,029,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 68 |
| Fair value | $4,915,000 | 75 |
| 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 | $110,844,000 | 1,017 |
| U.S. Government securities | $90,221,000 | 910 |
| U.S. Treasury securities | $1,997,000 | 2,014 |
| U.S. Government agency obligations | $88,224,000 | 869 |
| Securities issued by states & political subdivisions | $17,658,000 | 899 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,965,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,432,000 | 486 |
| Mortgage-backed securities | $1,360,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,505 |
| Issued or guaranteed by U.S. | $75,000 | 6,484 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,285,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,504 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,582,000 | 251 |
| Available-for-sale securities (fair market value) | $8,262,000 | 6,192 |
| Total debt securities | $107,879,000 | 995 |
| 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 | $115,926,000 | 986 |
| U.S. Government securities | $95,096,000 | 914 |
| U.S. Treasury securities | $4,997,000 | 1,566 |
| U.S. Government agency obligations | $90,099,000 | 883 |
| Securities issued by states & political subdivisions | $18,277,000 | 883 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,553,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,916,000 | 602 |
| Mortgage-backed securities | $1,499,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,640 |
| Issued or guaranteed by U.S. | $123,000 | 6,621 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,376,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 2,619 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,626,000 | 267 |
| Available-for-sale securities (fair market value) | $9,300,000 | 6,066 |
| Total debt securities | $113,373,000 | 984 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 256 |
| Fair value | $1,988,000 | 268 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $107,058,000 | 1,082 |
| U.S. Government securities | $89,144,000 | 999 |
| U.S. Treasury securities | $47,920,000 | 279 |
| U.S. Government agency obligations | $41,224,000 | 1,788 |
| Securities issued by states & political subdivisions | $16,318,000 | 998 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,596,000 | 1,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,553,000 | 613 |
| Mortgage-backed securities | $1,978,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,660 |
| Issued or guaranteed by U.S. | $192,000 | 6,639 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,786,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 2,618 |
| 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) | $96,802,000 | 295 |
| Available-for-sale securities (fair market value) | $10,256,000 | 5,699 |
| Total debt securities | $105,462,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $63,048,000 | 1,833 |
| U.S. Government securities | $46,786,000 | 1,939 |
| U.S. Treasury securities | $13,056,000 | 1,433 |
| U.S. Government agency obligations | $33,730,000 | 2,054 |
| Securities issued by states & political subdivisions | $14,779,000 | 940 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,483,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,317,000 | 745 |
| Mortgage-backed securities | $2,243,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $252,000 | 6,761 |
| Issued or guaranteed by U.S. | $252,000 | 6,740 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,991,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,611 |
| 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) | $43,943,000 | 797 |
| Available-for-sale securities (fair market value) | $19,105,000 | 3,743 |
| Total debt securities | $61,565,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $53,725,000 | 2,273 |
| U.S. Government securities | $36,739,000 | 2,623 |
| U.S. Treasury securities | $16,159,000 | 1,416 |
| U.S. Government agency obligations | $20,580,000 | 3,277 |
| Securities issued by states & political subdivisions | $15,744,000 | 867 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,242,000 | 2,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,298,000 | 748 |
| Mortgage-backed securities | $3,278,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $358,000 | 7,022 |
| Issued or guaranteed by U.S. | $358,000 | 7,003 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,920,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $2,920,000 | 2,493 |
| 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) | $29,414,000 | 1,374 |
| Available-for-sale securities (fair market value) | $24,311,000 | 3,257 |
| Total debt securities | $52,483,000 | 2,256 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,918 |
| Fair value | $403,000 | 2,918 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $50,021,000 | 2,519 |
| U.S. Government securities | $32,763,000 | 3,089 |
| U.S. Treasury securities | $14,340,000 | 1,941 |
| U.S. Government agency obligations | $18,423,000 | 3,533 |
| Securities issued by states & political subdivisions | $16,091,000 | 837 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,167,000 | 1,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,189,000 | 1,145 |
| Mortgage-backed securities | $3,467,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $476,000 | 7,058 |
| Issued or guaranteed by U.S. | $476,000 | 7,026 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,991,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 2,719 |
| 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) | $23,871,000 | 1,717 |
| Available-for-sale securities (fair market value) | $26,150,000 | 3,173 |
| Total debt securities | $48,854,000 | 2,493 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,197 |
| Fair value | $1,401,000 | 2,180 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $9,374,000 | 8,973 |
| U.S. Government securities | $7,396,000 | 8,942 |
| U.S. Treasury securities | $3,961,000 | 6,324 |
| U.S. Government agency obligations | $3,435,000 | 8,773 |
| Securities issued by states & political subdivisions | $1,689,000 | 5,588 |
| Other domestic debt securities | $99,000 | 5,118 |
| 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 | $99,000 | 4,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 4,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,288,000 | 3,741 |
| Mortgage-backed securities | $2,185,000 | 6,473 |
| Certificates of participation in pools of residential mortgages | $101,000 | 8,809 |
| Issued or guaranteed by U.S. | $101,000 | 8,780 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,084,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 3,391 |
| 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) | $2,419,000 | 9,718 |
| Available-for-sale securities (fair market value) | $6,955,000 | 5,903 |
| Total debt securities | $9,184,000 | 8,955 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $11,916,000 | 8,384 |
| U.S. Government securities | $10,354,000 | 7,855 |
| U.S. Treasury securities | $5,971,000 | 5,144 |
| U.S. Government agency obligations | $4,383,000 | 8,323 |
| Securities issued by states & political subdivisions | $1,316,000 | 6,278 |
| Other domestic debt securities | $99,000 | 5,877 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 4,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 5,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,465,000 | 3,885 |
| Mortgage-backed securities | $2,366,000 | 6,920 |
| Certificates of participation in pools of residential mortgages | $166,000 | 9,153 |
| Issued or guaranteed by U.S. | $166,000 | 9,101 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,200,000 | 3,897 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 3,706 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,769,000 | 8,285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,567,000 | 11,287 |
| U.S. Government securities | $3,801,000 | 11,590 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $3,701,000 | 8,961 |
| Securities issued by states & political subdivisions | $1,552,000 | 5,613 |
| Other domestic debt securities | $99,000 | 6,768 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 5,287 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 4,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,166,000 | 5,028 |
| Mortgage-backed securities | $1,431,000 | 8,331 |
| Certificates of participation in pools of residential mortgages | $231,000 | 9,361 |
| Issued or guaranteed by U.S. | $231,000 | 9,291 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,200,000 | 4,776 |
| CMOs issued by government agencies or sponsored agencies | $1,200,000 | 4,418 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,452,000 | 11,219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |