Home > Atlantic Capital Bank > Securities
Atlantic Capital Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $738,929,000 | 338 |
| U.S. Government securities | $404,584,000 | 377 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $404,584,000 | 344 |
| Securities issued by states & political subdivisions | $307,182,000 | 164 |
| Other domestic debt securities | $27,176,000 | 546 |
| Privately issued residential mortgage-backed securities | $2,500,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $24,676,000 | 353 |
| 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 | $44,566,000 | 1,243 |
| Mortgage-backed securities | $407,084,000 | 313 |
| Certificates of participation in pools of residential mortgages | $322,323,000 | 252 |
| Issued or guaranteed by U.S. | $322,323,000 | 252 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $32,803,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $30,303,000 | 596 |
| Privately issued | $2,500,000 | 267 |
| Commercial mortgage-backed securities | $51,958,000 | 360 |
| Commercial mortgage pass-through securities | $51,958,000 | 182 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $237,724,000 | 163 |
| Available-for-sale securities (fair market value) | $501,218,000 | 400 |
| Total debt securities | $738,942,000 | 335 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $772,987,000 | 315 |
| U.S. Government securities | $429,211,000 | 348 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $429,211,000 | 328 |
| Securities issued by states & political subdivisions | $314,544,000 | 147 |
| Other domestic debt securities | $29,245,000 | 507 |
| Privately issued residential mortgage-backed securities | $2,500,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $26,745,000 | 314 |
| 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 | $43,250,000 | 1,255 |
| Mortgage-backed securities | $431,711,000 | 298 |
| Certificates of participation in pools of residential mortgages | $336,541,000 | 237 |
| Issued or guaranteed by U.S. | $336,541,000 | 236 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $39,551,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $37,051,000 | 511 |
| Privately issued | $2,500,000 | 234 |
| Commercial mortgage-backed securities | $55,619,000 | 339 |
| Commercial mortgage pass-through securities | $55,619,000 | 167 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $237,842,000 | 147 |
| Available-for-sale securities (fair market value) | $535,158,000 | 369 |
| Total debt securities | $773,000,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $714,065,000 | 318 |
| U.S. Government securities | $369,848,000 | 375 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $369,848,000 | 352 |
| Securities issued by states & political subdivisions | $311,918,000 | 137 |
| Other domestic debt securities | $32,312,000 | 452 |
| Privately issued residential mortgage-backed securities | $2,500,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $29,812,000 | 282 |
| 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 | $48,440,000 | 1,131 |
| Mortgage-backed securities | $372,348,000 | 309 |
| Certificates of participation in pools of residential mortgages | $271,113,000 | 256 |
| Issued or guaranteed by U.S. | $271,113,000 | 255 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $43,528,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $41,028,000 | 468 |
| Privately issued | $2,500,000 | 222 |
| Commercial mortgage-backed securities | $57,707,000 | 313 |
| Commercial mortgage pass-through securities | $57,707,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $233,560,000 | 136 |
| Available-for-sale securities (fair market value) | $480,518,000 | 384 |
| Total debt securities | $714,079,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $613,236,000 | 335 |
| U.S. Government securities | $285,852,000 | 428 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $285,852,000 | 404 |
| Securities issued by states & political subdivisions | $301,957,000 | 138 |
| Other domestic debt securities | $25,441,000 | 502 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $25,441,000 | 302 |
| 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 | $56,151,000 | 986 |
| Mortgage-backed securities | $285,852,000 | 360 |
| Certificates of participation in pools of residential mortgages | $207,554,000 | 287 |
| Issued or guaranteed by U.S. | $207,554,000 | 286 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $35,097,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $35,097,000 | 483 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $43,201,000 | 348 |
| Commercial mortgage pass-through securities | $43,201,000 | 181 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $222,549,000 | 136 |
| Available-for-sale securities (fair market value) | $390,701,000 | 435 |
| Total debt securities | $613,251,000 | 331 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $535,579,000 | 351 |
| U.S. Government securities | $229,861,000 | 441 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $229,861,000 | 425 |
| Securities issued by states & political subdivisions | $281,189,000 | 145 |
| Other domestic debt securities | $24,542,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $24,542,000 | 291 |
| 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 | $43,936,000 | 1,161 |
| Mortgage-backed securities | $229,861,000 | 385 |
| Certificates of participation in pools of residential mortgages | $151,026,000 | 325 |
| Issued or guaranteed by U.S. | $151,026,000 | 323 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $38,783,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $38,783,000 | 447 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $40,052,000 | 349 |
| Commercial mortgage pass-through securities | $40,052,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $200,170,000 | 128 |
| Available-for-sale securities (fair market value) | $335,423,000 | 448 |
| Total debt securities | $535,593,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $446,706,000 | 374 |
| U.S. Government securities | $154,084,000 | 581 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $154,084,000 | 552 |
| Securities issued by states & political subdivisions | $268,403,000 | 137 |
| Other domestic debt securities | $24,234,000 | 465 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,234,000 | 277 |
| 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 | $27,640,000 | 1,546 |
| Mortgage-backed securities | $154,084,000 | 485 |
| Certificates of participation in pools of residential mortgages | $74,842,000 | 525 |
| Issued or guaranteed by U.S. | $74,842,000 | 514 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $42,808,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $42,808,000 | 430 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $36,434,000 | 345 |
| Commercial mortgage pass-through securities | $36,434,000 | 178 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $185,837,000 | 130 |
| Available-for-sale securities (fair market value) | $260,884,000 | 542 |
| Total debt securities | $446,721,000 | 368 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $457,749,000 | 358 |
| U.S. Government securities | $164,629,000 | 545 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $164,629,000 | 517 |
| Securities issued by states & political subdivisions | $269,075,000 | 126 |
| Other domestic debt securities | $24,058,000 | 457 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,058,000 | 273 |
| 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 | $31,209,000 | 1,458 |
| Mortgage-backed securities | $164,629,000 | 458 |
| Certificates of participation in pools of residential mortgages | $81,817,000 | 495 |
| Issued or guaranteed by U.S. | $81,817,000 | 485 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $46,416,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $46,416,000 | 414 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $36,396,000 | 338 |
| Commercial mortgage pass-through securities | $36,396,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $185,933,000 | 128 |
| Available-for-sale securities (fair market value) | $271,829,000 | 496 |
| Total debt securities | $457,761,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $466,405,000 | 349 |
| U.S. Government securities | $173,864,000 | 535 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $173,864,000 | 501 |
| Securities issued by states & political subdivisions | $268,922,000 | 114 |
| Other domestic debt securities | $23,633,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $23,633,000 | 258 |
| 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 | $33,751,000 | 1,309 |
| Mortgage-backed securities | $173,864,000 | 447 |
| Certificates of participation in pools of residential mortgages | $87,825,000 | 479 |
| Issued or guaranteed by U.S. | $87,825,000 | 464 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $49,437,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $49,437,000 | 399 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $36,602,000 | 336 |
| Commercial mortgage pass-through securities | $36,602,000 | 167 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $186,029,000 | 132 |
| Available-for-sale securities (fair market value) | $280,390,000 | 472 |
| Total debt securities | $466,418,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $399,433,000 | 377 |
| U.S. Government securities | $175,369,000 | 539 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $175,369,000 | 499 |
| Securities issued by states & political subdivisions | $199,457,000 | 141 |
| Other domestic debt securities | $24,607,000 | 411 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $24,607,000 | 229 |
| 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 | $32,268,000 | 1,347 |
| Mortgage-backed securities | $175,369,000 | 432 |
| Certificates of participation in pools of residential mortgages | $86,811,000 | 464 |
| Issued or guaranteed by U.S. | $86,811,000 | 453 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $53,202,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $53,202,000 | 388 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $35,356,000 | 338 |
| Commercial mortgage pass-through securities | $35,356,000 | 170 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $116,972,000 | 195 |
| Available-for-sale securities (fair market value) | $282,461,000 | 449 |
| Total debt securities | $399,434,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $329,647,000 | 439 |
| U.S. Government securities | $177,615,000 | 525 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $177,615,000 | 487 |
| Securities issued by states & political subdivisions | $127,605,000 | 224 |
| Other domestic debt securities | $24,427,000 | 397 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,427,000 | 229 |
| 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 | $32,254,000 | 1,358 |
| Mortgage-backed securities | $177,615,000 | 406 |
| Certificates of participation in pools of residential mortgages | $91,633,000 | 434 |
| Issued or guaranteed by U.S. | $91,633,000 | 422 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $52,660,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $52,660,000 | 386 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $33,322,000 | 352 |
| Commercial mortgage pass-through securities | $33,322,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $42,863,000 | 347 |
| Available-for-sale securities (fair market value) | $286,784,000 | 439 |
| Total debt securities | $329,647,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $348,723,000 | 418 |
| U.S. Government securities | $255,661,000 | 398 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $255,661,000 | 380 |
| Securities issued by states & political subdivisions | $78,846,000 | 400 |
| Other domestic debt securities | $14,216,000 | 510 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,216,000 | 332 |
| 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 | $25,180,000 | 1,644 |
| Mortgage-backed securities | $233,798,000 | 338 |
| Certificates of participation in pools of residential mortgages | $119,627,000 | 349 |
| Issued or guaranteed by U.S. | $119,627,000 | 348 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $75,726,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $75,726,000 | 306 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $38,445,000 | 314 |
| Commercial mortgage pass-through securities | $38,445,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $348,723,000 | 366 |
| Total debt securities | $348,725,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $402,640,000 | 373 |
| U.S. Government securities | $296,227,000 | 352 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $296,227,000 | 334 |
| Securities issued by states & political subdivisions | $89,290,000 | 353 |
| Other domestic debt securities | $17,123,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $17,123,000 | 296 |
| 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 | $73,912,000 | 722 |
| Mortgage-backed securities | $269,257,000 | 301 |
| Certificates of participation in pools of residential mortgages | $148,331,000 | 299 |
| Issued or guaranteed by U.S. | $148,331,000 | 299 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $81,512,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $81,512,000 | 281 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $39,414,000 | 283 |
| Commercial mortgage pass-through securities | $39,414,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $402,640,000 | 332 |
| Total debt securities | $402,642,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $402,486,000 | 377 |
| U.S. Government securities | $300,889,000 | 348 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $300,889,000 | 335 |
| Securities issued by states & political subdivisions | $84,834,000 | 381 |
| Other domestic debt securities | $16,763,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,763,000 | 295 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,338,000 | 804 |
| Mortgage-backed securities | $274,039,000 | 294 |
| Certificates of participation in pools of residential mortgages | $151,626,000 | 289 |
| Issued or guaranteed by U.S. | $151,626,000 | 288 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $83,520,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $83,520,000 | 279 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $38,893,000 | 284 |
| Commercial mortgage pass-through securities | $38,893,000 | 142 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $402,486,000 | 333 |
| Total debt securities | $402,487,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $465,756,000 | 335 |
| U.S. Government securities | $366,098,000 | 304 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $366,098,000 | 287 |
| Securities issued by states & political subdivisions | $82,664,000 | 396 |
| Other domestic debt securities | $16,994,000 | 429 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $16,994,000 | 287 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,638,000 | 749 |
| Mortgage-backed securities | $330,652,000 | 263 |
| Certificates of participation in pools of residential mortgages | $169,708,000 | 264 |
| Issued or guaranteed by U.S. | $169,708,000 | 263 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,046,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $120,046,000 | 225 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $40,898,000 | 276 |
| Commercial mortgage pass-through securities | $40,898,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $465,756,000 | 295 |
| Total debt securities | $465,755,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $453,968,000 | 349 |
| U.S. Government securities | $352,243,000 | 315 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $352,243,000 | 298 |
| Securities issued by states & political subdivisions | $84,664,000 | 400 |
| Other domestic debt securities | $17,061,000 | 478 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $17,061,000 | 287 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,365,000 | 283 |
| Mortgage-backed securities | $316,190,000 | 269 |
| Certificates of participation in pools of residential mortgages | $172,327,000 | 266 |
| Issued or guaranteed by U.S. | $172,327,000 | 265 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $108,659,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $108,659,000 | 237 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $35,204,000 | 291 |
| Commercial mortgage pass-through securities | $35,204,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $453,968,000 | 304 |
| Total debt securities | $453,968,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $458,730,000 | 350 |
| U.S. Government securities | $355,792,000 | 314 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $355,792,000 | 299 |
| Securities issued by states & political subdivisions | $85,814,000 | 395 |
| Other domestic debt securities | $17,124,000 | 416 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $18,000 | 189 |
| Other domestic debt securities - All other | $17,106,000 | 284 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,937,000 | 705 |
| Mortgage-backed securities | $319,260,000 | 266 |
| Certificates of participation in pools of residential mortgages | $180,628,000 | 264 |
| Issued or guaranteed by U.S. | $180,628,000 | 263 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $113,895,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $113,895,000 | 230 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $24,737,000 | 328 |
| Commercial mortgage pass-through securities | $24,737,000 | 163 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $458,730,000 | 301 |
| Total debt securities | $458,729,000 | 344 |
| Structured notes | ||
| Amortized cost | $26,000 | 949 |
| Fair value | $18,000 | 953 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $449,117,000 | 359 |
| U.S. Government securities | $341,809,000 | 315 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $341,809,000 | 303 |
| Securities issued by states & political subdivisions | $90,001,000 | 397 |
| Other domestic debt securities | $17,307,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $35,000 | 200 |
| Other domestic debt securities - All other | $17,272,000 | 282 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,901,000 | 641 |
| Mortgage-backed securities | $307,698,000 | 272 |
| Certificates of participation in pools of residential mortgages | $172,553,000 | 275 |
| Issued or guaranteed by U.S. | $172,553,000 | 274 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $116,315,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $116,315,000 | 226 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $18,830,000 | 371 |
| Commercial mortgage pass-through securities | $18,830,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $449,117,000 | 307 |
| Total debt securities | $449,117,000 | 349 |
| Structured notes | ||
| Amortized cost | $51,000 | 954 |
| Fair value | $35,000 | 965 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $447,005,000 | 361 |
| U.S. Government securities | $332,360,000 | 324 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $332,360,000 | 313 |
| Securities issued by states & political subdivisions | $93,779,000 | 381 |
| Other domestic debt securities | $20,866,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $35,000 | 210 |
| Other domestic debt securities - All other | $20,831,000 | 259 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,031,000 | 605 |
| Mortgage-backed securities | $297,577,000 | 276 |
| Certificates of participation in pools of residential mortgages | $157,114,000 | 297 |
| Issued or guaranteed by U.S. | $157,114,000 | 296 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $121,411,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $121,411,000 | 219 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $19,052,000 | 357 |
| Commercial mortgage pass-through securities | $19,052,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $447,005,000 | 308 |
| Total debt securities | $447,003,000 | 353 |
| Structured notes | ||
| Amortized cost | $51,000 | 985 |
| Fair value | $35,000 | 996 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $450,273,000 | 359 |
| U.S. Government securities | $330,648,000 | 334 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $330,648,000 | 320 |
| Securities issued by states & political subdivisions | $94,168,000 | 384 |
| Other domestic debt securities | $25,457,000 | 344 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,550,000 | 136 |
| Other domestic debt securities - All other | $23,907,000 | 238 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,615,000 | 626 |
| Mortgage-backed securities | $295,523,000 | 280 |
| Certificates of participation in pools of residential mortgages | $158,337,000 | 292 |
| Issued or guaranteed by U.S. | $158,337,000 | 291 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $118,058,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $118,058,000 | 228 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $19,128,000 | 349 |
| Commercial mortgage pass-through securities | $19,128,000 | 189 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $450,273,000 | 307 |
| Total debt securities | $450,272,000 | 352 |
| Structured notes | ||
| Amortized cost | $1,571,000 | 531 |
| Fair value | $1,550,000 | 530 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $456,942,000 | 359 |
| U.S. Government securities | $339,119,000 | 331 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $339,119,000 | 317 |
| Securities issued by states & political subdivisions | $92,246,000 | 397 |
| Other domestic debt securities | $25,577,000 | 354 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,866,000 | 124 |
| Other domestic debt securities - All other | $23,711,000 | 246 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,461,000 | 624 |
| Mortgage-backed securities | $303,877,000 | 277 |
| Certificates of participation in pools of residential mortgages | $162,585,000 | 293 |
| Issued or guaranteed by U.S. | $162,585,000 | 292 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $122,291,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $122,291,000 | 220 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $19,001,000 | 337 |
| Commercial mortgage pass-through securities | $19,001,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $456,942,000 | 305 |
| Total debt securities | $456,943,000 | 352 |
| Structured notes | ||
| Amortized cost | $1,892,000 | 535 |
| Fair value | $1,866,000 | 531 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $347,705,000 | 441 |
| U.S. Government securities | $231,685,000 | 431 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $231,685,000 | 409 |
| Securities issued by states & political subdivisions | $90,173,000 | 401 |
| Other domestic debt securities | $25,847,000 | 337 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $2,091,000 | 124 |
| Other domestic debt securities - All other | $23,756,000 | 240 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,880,000 | 587 |
| Mortgage-backed securities | $210,533,000 | 356 |
| Certificates of participation in pools of residential mortgages | $132,769,000 | 325 |
| Issued or guaranteed by U.S. | $132,769,000 | 324 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $71,906,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $71,906,000 | 299 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,858,000 | 609 |
| Commercial mortgage pass-through securities | $5,858,000 | 366 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $347,705,000 | 378 |
| Total debt securities | $347,705,000 | 432 |
| Structured notes | ||
| Amortized cost | $2,118,000 | 454 |
| Fair value | $2,090,000 | 454 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $355,569,000 | 432 |
| U.S. Government securities | $239,126,000 | 419 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $239,126,000 | 401 |
| Securities issued by states & political subdivisions | $83,216,000 | 443 |
| Other domestic debt securities | $33,227,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $2,279,000 | 119 |
| Other domestic debt securities - All other | $30,948,000 | 194 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,678,000 | 560 |
| Mortgage-backed securities | $217,108,000 | 347 |
| Certificates of participation in pools of residential mortgages | $136,436,000 | 319 |
| Issued or guaranteed by U.S. | $136,436,000 | 318 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $77,829,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $77,829,000 | 292 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,843,000 | 777 |
| Commercial mortgage pass-through securities | $2,843,000 | 486 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $355,569,000 | 373 |
| Total debt securities | $355,570,000 | 422 |
| Structured notes | ||
| Amortized cost | $2,297,000 | 434 |
| Fair value | $2,279,000 | 434 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $335,455,000 | 463 |
| U.S. Government securities | $248,070,000 | 410 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $248,070,000 | 395 |
| Securities issued by states & political subdivisions | $51,122,000 | 788 |
| Other domestic debt securities | $36,263,000 | 278 |
| Privately issued residential mortgage-backed securities | $2,394,000 | 247 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,869,000 | 191 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,793,000 | 561 |
| Mortgage-backed securities | $225,016,000 | 336 |
| Certificates of participation in pools of residential mortgages | $139,672,000 | 319 |
| Issued or guaranteed by U.S. | $139,672,000 | 318 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $85,344,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $82,950,000 | 287 |
| Privately issued | $2,394,000 | 232 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $335,455,000 | 392 |
| Total debt securities | $335,455,000 | 455 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $379,110,000 | 420 |
| U.S. Government securities | $300,012,000 | 364 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $300,012,000 | 348 |
| Securities issued by states & political subdivisions | $37,048,000 | 1,076 |
| Other domestic debt securities | $42,050,000 | 246 |
| Privately issued residential mortgage-backed securities | $2,455,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $39,595,000 | 169 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,642,000 | 662 |
| Mortgage-backed securities | $242,292,000 | 321 |
| Certificates of participation in pools of residential mortgages | $151,111,000 | 299 |
| Issued or guaranteed by U.S. | $151,111,000 | 298 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $91,181,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $88,726,000 | 281 |
| Privately issued | $2,455,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $379,110,000 | 350 |
| Total debt securities | $379,110,000 | 413 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 434 |
| Fair value | $3,804,000 | 435 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $358,730,000 | 442 |
| U.S. Government securities | $291,263,000 | 375 |
| U.S. Treasury securities | $4,922,000 | 596 |
| U.S. Government agency obligations | $286,341,000 | 359 |
| Securities issued by states & political subdivisions | $27,790,000 | 1,417 |
| Other domestic debt securities | $39,677,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,365,000 | 210 |
| Structured financial products - Total | $49,000 | 228 |
| Other domestic debt securities - All other | $37,263,000 | 174 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,262,000 | 642 |
| Mortgage-backed securities | $221,490,000 | 351 |
| Certificates of participation in pools of residential mortgages | $139,043,000 | 311 |
| Issued or guaranteed by U.S. | $139,043,000 | 310 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $82,447,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $82,447,000 | 295 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $358,730,000 | 365 |
| Total debt securities | $358,730,000 | 435 |
| Structured notes | ||
| Amortized cost | $3,807,000 | 505 |
| Fair value | $3,806,000 | 503 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $198,864,000 | 744 |
| U.S. Government securities | $149,030,000 | 674 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $149,030,000 | 635 |
| Securities issued by states & political subdivisions | $29,785,000 | 1,336 |
| Other domestic debt securities | $20,049,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $14,002,000 | 113 |
| Structured financial products - Total | $50,000 | 228 |
| Other domestic debt securities - All other | $5,997,000 | 589 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,090,000 | 485 |
| Mortgage-backed securities | $98,070,000 | 656 |
| Certificates of participation in pools of residential mortgages | $52,280,000 | 756 |
| Issued or guaranteed by U.S. | $52,280,000 | 755 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $45,790,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $45,790,000 | 448 |
| 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) | $110,033,000 | 269 |
| Available-for-sale securities (fair market value) | $88,831,000 | 1,390 |
| Total debt securities | $198,863,000 | 736 |
| Structured notes | ||
| Amortized cost | $9,062,000 | 277 |
| Fair value | $9,468,000 | 269 |
| Trading account assets | $5,656,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $5,656,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $6,723,000 | 79 |
| 2015-06-30 | Rank | |
| Total securities | $206,314,000 | 732 |
| U.S. Government securities | $154,119,000 | 672 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $154,119,000 | 639 |
| Securities issued by states & political subdivisions | $30,136,000 | 1,295 |
| Other domestic debt securities | $22,059,000 | 376 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $16,027,000 | 106 |
| Structured financial products - Total | $50,000 | 234 |
| Other domestic debt securities - All other | $5,982,000 | 590 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,235,000 | 471 |
| Mortgage-backed securities | $98,937,000 | 668 |
| Certificates of participation in pools of residential mortgages | $50,112,000 | 811 |
| Issued or guaranteed by U.S. | $50,112,000 | 811 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,825,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $48,825,000 | 437 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $115,704,000 | 250 |
| Available-for-sale securities (fair market value) | $90,610,000 | 1,389 |
| Total debt securities | $206,314,000 | 724 |
| Structured notes | ||
| Amortized cost | $11,906,000 | 256 |
| Fair value | $12,301,000 | 243 |
| Trading account assets | $1,632,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $1,632,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $2,047,000 | 91 |
| 2015-03-31 | Rank | |
| Total securities | $211,186,000 | 716 |
| U.S. Government securities | $157,874,000 | 667 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $157,874,000 | 638 |
| Securities issued by states & political subdivisions | $31,005,000 | 1,244 |
| Other domestic debt securities | $22,307,000 | 369 |
| Privately issued residential mortgage-backed securities | $1,966,000 | 306 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $14,291,000 | 116 |
| Structured financial products - Total | $64,000 | 226 |
| Other domestic debt securities - All other | $5,986,000 | 576 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,703,000 | 455 |
| Mortgage-backed securities | $102,976,000 | 643 |
| Certificates of participation in pools of residential mortgages | $48,905,000 | 840 |
| Issued or guaranteed by U.S. | $48,905,000 | 840 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $54,071,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $52,105,000 | 424 |
| Privately issued | $1,966,000 | 290 |
| 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) | $119,224,000 | 242 |
| Available-for-sale securities (fair market value) | $91,962,000 | 1,384 |
| Total debt securities | $211,186,000 | 709 |
| Structured notes | ||
| Amortized cost | $13,815,000 | 237 |
| Fair value | $14,503,000 | 226 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $733,000 | 119 |
| 2014-12-31 | Rank | |
| Total securities | $220,056,000 | 683 |
| U.S. Government securities | $166,090,000 | 623 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $166,090,000 | 597 |
| Securities issued by states & political subdivisions | $31,512,000 | 1,221 |
| Other domestic debt securities | $22,454,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $14,373,000 | 113 |
| Structured financial products - Total | $63,000 | 228 |
| Other domestic debt securities - All other | $8,018,000 | 474 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,961,000 | 450 |
| Mortgage-backed securities | $105,553,000 | 644 |
| Certificates of participation in pools of residential mortgages | $50,822,000 | 820 |
| Issued or guaranteed by U.S. | $50,822,000 | 818 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $54,731,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $54,731,000 | 413 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $124,485,000 | 234 |
| Available-for-sale securities (fair market value) | $95,571,000 | 1,334 |
| Total debt securities | $220,056,000 | 672 |
| Structured notes | ||
| Amortized cost | $16,263,000 | 206 |
| Fair value | $16,705,000 | 200 |
| Trading account assets | $1,028,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $1,028,000 | 107 |
| Revaluation losses on off-balance sheet contracts | $1,074,000 | 107 |
| 2014-09-30 | Rank | |
| Total securities | $227,990,000 | 664 |
| U.S. Government securities | $173,789,000 | 602 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $173,789,000 | 576 |
| Securities issued by states & political subdivisions | $31,790,000 | 1,215 |
| Other domestic debt securities | $22,411,000 | 370 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $14,355,000 | 116 |
| Structured financial products - Total | $63,000 | 243 |
| Other domestic debt securities - All other | $7,993,000 | 481 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,311,000 | 431 |
| Mortgage-backed securities | $109,847,000 | 623 |
| Certificates of participation in pools of residential mortgages | $52,559,000 | 812 |
| Issued or guaranteed by U.S. | $52,559,000 | 811 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $57,288,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $57,288,000 | 407 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $129,313,000 | 226 |
| Available-for-sale securities (fair market value) | $98,677,000 | 1,316 |
| Total debt securities | $227,989,000 | 655 |
| Structured notes | ||
| Amortized cost | $19,552,000 | 196 |
| Fair value | $19,779,000 | 189 |
| Trading account assets | $398,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $398,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $398,000 | 121 |
| 2014-06-30 | Rank | |
| Total securities | $233,138,000 | 639 |
| U.S. Government securities | $178,885,000 | 598 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $178,885,000 | 576 |
| Securities issued by states & political subdivisions | $32,960,000 | 1,183 |
| Other domestic debt securities | $21,293,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $11,233,000 | 138 |
| Structured financial products - Total | $62,000 | 249 |
| Other domestic debt securities - All other | $9,998,000 | 427 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,699,000 | 419 |
| Mortgage-backed securities | $114,992,000 | 607 |
| Certificates of participation in pools of residential mortgages | $54,941,000 | 802 |
| Issued or guaranteed by U.S. | $54,941,000 | 801 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,051,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $60,051,000 | 394 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $130,709,000 | 224 |
| Available-for-sale securities (fair market value) | $102,429,000 | 1,280 |
| Total debt securities | $233,138,000 | 631 |
| Structured notes | ||
| Amortized cost | $19,492,000 | 218 |
| Fair value | $19,650,000 | 212 |
| Trading account assets | $260,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $260,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $260,000 | 127 |
| 2014-03-31 | Rank | |
| Total securities | $251,906,000 | 608 |
| U.S. Government securities | $182,985,000 | 580 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $182,985,000 | 562 |
| Securities issued by states & political subdivisions | $47,993,000 | 791 |
| Other domestic debt securities | $20,928,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $11,233,000 | 139 |
| Structured financial products - Total | $58,000 | 257 |
| Other domestic debt securities - All other | $9,637,000 | 449 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,478,000 | 422 |
| Mortgage-backed securities | $119,159,000 | 590 |
| Certificates of participation in pools of residential mortgages | $56,627,000 | 781 |
| Issued or guaranteed by U.S. | $56,627,000 | 781 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $62,532,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $62,532,000 | 377 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $131,819,000 | 218 |
| Available-for-sale securities (fair market value) | $120,087,000 | 1,094 |
| Total debt securities | $251,906,000 | 599 |
| Structured notes | ||
| Amortized cost | $19,433,000 | 234 |
| Fair value | $19,253,000 | 227 |
| Trading account assets | $123,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $123,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $123,000 | 126 |
| 2013-12-31 | Rank | |
| Total securities | $305,398,000 | 504 |
| U.S. Government securities | $225,618,000 | 486 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $225,618,000 | 470 |
| Securities issued by states & political subdivisions | $58,805,000 | 605 |
| Other domestic debt securities | $20,975,000 | 428 |
| Privately issued residential mortgage-backed securities | $4,406,000 | 249 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $6,827,000 | 172 |
| Structured financial products - Total | $56,000 | 282 |
| Other domestic debt securities - All other | $9,686,000 | 467 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,580,000 | 602 |
| Mortgage-backed securities | $162,193,000 | 460 |
| Certificates of participation in pools of residential mortgages | $87,826,000 | 514 |
| Issued or guaranteed by U.S. | $87,826,000 | 514 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $74,367,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $69,961,000 | 342 |
| Privately issued | $4,406,000 | 239 |
| 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) | $132,568,000 | 213 |
| Available-for-sale securities (fair market value) | $172,830,000 | 766 |
| Total debt securities | $305,398,000 | 495 |
| Structured notes | ||
| Amortized cost | $19,322,000 | 236 |
| Fair value | $18,914,000 | 229 |
| Trading account assets | $19,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $23,000 | 142 |
| Revaluation losses on off-balance sheet contracts | $23,000 | 138 |
| 2013-09-30 | Rank | |
| Total securities | $336,170,000 | 464 |
| U.S. Government securities | $254,122,000 | 435 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $254,122,000 | 421 |
| Securities issued by states & political subdivisions | $60,981,000 | 572 |
| Other domestic debt securities | $21,067,000 | 440 |
| Privately issued residential mortgage-backed securities | $4,412,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $6,801,000 | 176 |
| Structured financial products - Total | $55,000 | 309 |
| Other domestic debt securities - All other | $9,799,000 | 474 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,775,000 | 559 |
| Mortgage-backed securities | $191,119,000 | 413 |
| Certificates of participation in pools of residential mortgages | $101,646,000 | 438 |
| Issued or guaranteed by U.S. | $101,646,000 | 438 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $89,473,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $85,061,000 | 305 |
| Privately issued | $4,412,000 | 255 |
| 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) | $129,164,000 | 209 |
| Available-for-sale securities (fair market value) | $207,006,000 | 658 |
| Total debt securities | $336,170,000 | 454 |
| Structured notes | ||
| Amortized cost | $20,384,000 | 217 |
| Fair value | $19,006,000 | 225 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $33,000 | 131 |
| Revaluation losses on off-balance sheet contracts | $33,000 | 134 |
| 2013-06-30 | Rank | |
| Total securities | $337,322,000 | 452 |
| U.S. Government securities | $258,755,000 | 425 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $258,755,000 | 408 |
| Securities issued by states & political subdivisions | $59,502,000 | 590 |
| Other domestic debt securities | $19,065,000 | 464 |
| Privately issued residential mortgage-backed securities | $4,429,000 | 275 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $4,880,000 | 205 |
| Structured financial products - Total | $44,000 | 309 |
| Other domestic debt securities - All other | $9,712,000 | 475 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,160,000 | 575 |
| Mortgage-backed securities | $190,209,000 | 414 |
| Certificates of participation in pools of residential mortgages | $95,439,000 | 471 |
| Issued or guaranteed by U.S. | $95,439,000 | 470 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $94,770,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $90,341,000 | 294 |
| Privately issued | $4,429,000 | 260 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $337,322,000 | 396 |
| Total debt securities | $337,322,000 | 446 |
| Structured notes | ||
| Amortized cost | $20,384,000 | 212 |
| Fair value | $19,792,000 | 211 |
| Trading account assets | $75,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $17,000 | 129 |
| Revaluation losses on off-balance sheet contracts | $28,000 | 124 |
| 2013-03-31 | Rank | |
| Total securities | $258,175,000 | 607 |
| U.S. Government securities | $217,743,000 | 511 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $217,743,000 | 495 |
| Securities issued by states & political subdivisions | $36,391,000 | 1,025 |
| Other domestic debt securities | $4,041,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $48,000 | 310 |
| Other domestic debt securities - All other | $3,993,000 | 845 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,278,000 | 1,030 |
| Mortgage-backed securities | $151,883,000 | 496 |
| Certificates of participation in pools of residential mortgages | $77,631,000 | 600 |
| Issued or guaranteed by U.S. | $77,631,000 | 599 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $74,252,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $74,252,000 | 348 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $258,175,000 | 542 |
| Total debt securities | $258,176,000 | 597 |
| Structured notes | ||
| Amortized cost | $15,239,000 | 293 |
| Fair value | $15,244,000 | 293 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $28,000 | 124 |
| 2012-12-31 | Rank | |
| Total securities | $254,057,000 | 601 |
| U.S. Government securities | $218,022,000 | 495 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $218,022,000 | 479 |
| Securities issued by states & political subdivisions | $35,994,000 | 1,020 |
| Other domestic debt securities | $41,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $41,000 | 317 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,637,000 | 979 |
| Mortgage-backed securities | $160,476,000 | 474 |
| Certificates of participation in pools of residential mortgages | $77,135,000 | 587 |
| Issued or guaranteed by U.S. | $77,135,000 | 585 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $83,341,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $83,341,000 | 334 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $254,057,000 | 538 |
| Total debt securities | $254,057,000 | 591 |
| Structured notes | ||
| Amortized cost | $14,739,000 | 308 |
| Fair value | $14,778,000 | 309 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $25,000 | 124 |
| 2012-09-30 | Rank | |
| Total securities | $257,263,000 | 598 |
| U.S. Government securities | $227,112,000 | 495 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $227,112,000 | 479 |
| Securities issued by states & political subdivisions | $30,109,000 | 1,194 |
| Other domestic debt securities | $42,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $42,000 | 327 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,643,000 | 904 |
| Mortgage-backed securities | $188,673,000 | 439 |
| Certificates of participation in pools of residential mortgages | $93,426,000 | 504 |
| Issued or guaranteed by U.S. | $93,426,000 | 503 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $95,247,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $95,247,000 | 314 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $257,263,000 | 540 |
| Total debt securities | $257,262,000 | 589 |
| Structured notes | ||
| Amortized cost | $9,495,000 | 466 |
| Fair value | $9,548,000 | 461 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $139,000 | 109 |
| 2012-06-30 | Rank | |
| Total securities | $256,950,000 | 606 |
| U.S. Government securities | $227,426,000 | 487 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $227,426,000 | 472 |
| Securities issued by states & political subdivisions | $29,458,000 | 1,195 |
| Other domestic debt securities | $66,000 | 2,786 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $66,000 | 317 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,062,000 | 830 |
| Mortgage-backed securities | $195,507,000 | 431 |
| Certificates of participation in pools of residential mortgages | $97,673,000 | 499 |
| Issued or guaranteed by U.S. | $97,673,000 | 497 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $97,834,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $97,834,000 | 317 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $256,950,000 | 547 |
| Total debt securities | $256,953,000 | 597 |
| Structured notes | ||
| Amortized cost | $10,995,000 | 451 |
| Fair value | $11,074,000 | 445 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $19,000 | 117 |
| 2012-03-31 | Rank | |
| Total securities | $223,155,000 | 709 |
| U.S. Government securities | $192,329,000 | 589 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $192,329,000 | 568 |
| Securities issued by states & political subdivisions | $30,780,000 | 1,078 |
| Other domestic debt securities | $46,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $46,000 | 332 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,562,000 | 896 |
| Mortgage-backed securities | $170,187,000 | 496 |
| Certificates of participation in pools of residential mortgages | $83,705,000 | 577 |
| Issued or guaranteed by U.S. | $83,705,000 | 576 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $86,482,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $86,482,000 | 370 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $223,155,000 | 639 |
| Total debt securities | $223,155,000 | 698 |
| Structured notes | ||
| Amortized cost | $7,997,000 | 736 |
| Fair value | $8,098,000 | 714 |
| Trading account assets | $61,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $61,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $193,041,000 | 776 |
| U.S. Government securities | $161,133,000 | 662 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $161,133,000 | 641 |
| Securities issued by states & political subdivisions | $31,872,000 | 1,014 |
| Other domestic debt securities | $36,000 | 2,811 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $36,000 | 311 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,035,000 | 950 |
| Mortgage-backed securities | $136,898,000 | 577 |
| Certificates of participation in pools of residential mortgages | $71,479,000 | 633 |
| Issued or guaranteed by U.S. | $71,479,000 | 630 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $65,419,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $65,419,000 | 423 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $193,041,000 | 685 |
| Total debt securities | $193,041,000 | 766 |
| Structured notes | ||
| Amortized cost | $9,991,000 | 567 |
| Fair value | $10,142,000 | 537 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $21,000 | 90 |
| 2011-09-30 | Rank | |
| Total securities | $158,788,000 | 910 |
| U.S. Government securities | $125,546,000 | 818 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $125,546,000 | 793 |
| Securities issued by states & political subdivisions | $33,207,000 | 920 |
| Other domestic debt securities | $35,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $35,000 | 314 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,925,000 | 943 |
| Mortgage-backed securities | $103,248,000 | 708 |
| Certificates of participation in pools of residential mortgages | $51,919,000 | 817 |
| Issued or guaranteed by U.S. | $51,919,000 | 814 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $51,329,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $51,329,000 | 497 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $158,788,000 | 812 |
| Total debt securities | $158,788,000 | 900 |
| Structured notes | ||
| Amortized cost | $9,991,000 | 589 |
| Fair value | $10,175,000 | 564 |
| 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 | $158,653,000 | 910 |
| U.S. Government securities | $124,785,000 | 826 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $124,785,000 | 796 |
| Securities issued by states & political subdivisions | $33,829,000 | 849 |
| Other domestic debt securities | $39,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $39,000 | 320 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,311,000 | 924 |
| Mortgage-backed securities | $93,743,000 | 756 |
| Certificates of participation in pools of residential mortgages | $46,082,000 | 888 |
| Issued or guaranteed by U.S. | $46,082,000 | 885 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $47,661,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $47,661,000 | 528 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $158,653,000 | 808 |
| Total debt securities | $158,653,000 | 903 |
| Structured notes | ||
| Amortized cost | $16,366,000 | 432 |
| Fair value | $16,558,000 | 430 |
| 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 | $154,317,000 | 926 |
| U.S. Government securities | $118,918,000 | 864 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $118,918,000 | 832 |
| Securities issued by states & political subdivisions | $35,366,000 | 778 |
| Other domestic debt securities | $33,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $33,000 | 324 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,102,000 | 885 |
| Mortgage-backed securities | $88,881,000 | 772 |
| Certificates of participation in pools of residential mortgages | $43,784,000 | 877 |
| Issued or guaranteed by U.S. | $43,784,000 | 874 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $45,097,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $45,097,000 | 523 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $154,317,000 | 830 |
| Total debt securities | $154,317,000 | 914 |
| Structured notes | ||
| Amortized cost | $21,482,000 | 329 |
| Fair value | $21,581,000 | 321 |
| 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 | $154,165,000 | 894 |
| U.S. Government securities | $118,635,000 | 828 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $118,635,000 | 794 |
| Securities issued by states & political subdivisions | $35,500,000 | 748 |
| Other domestic debt securities | $30,000 | 2,972 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $30,000 | 318 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,272,000 | 891 |
| Mortgage-backed securities | $86,808,000 | 748 |
| Certificates of participation in pools of residential mortgages | $40,816,000 | 907 |
| Issued or guaranteed by U.S. | $40,816,000 | 899 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,992,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $45,992,000 | 486 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $154,165,000 | 790 |
| Total debt securities | $154,165,000 | 886 |
| Structured notes | ||
| Amortized cost | $21,481,000 | 292 |
| Fair value | $21,506,000 | 287 |
| 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 | $155,108,000 | 865 |
| U.S. Government securities | $118,027,000 | 818 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $118,027,000 | 779 |
| Securities issued by states & political subdivisions | $37,006,000 | 696 |
| Other domestic debt securities | $75,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $75,000 | 313 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,274,000 | 910 |
| Mortgage-backed securities | $89,854,000 | 707 |
| Certificates of participation in pools of residential mortgages | $39,763,000 | 878 |
| Issued or guaranteed by U.S. | $39,763,000 | 870 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $50,091,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $50,091,000 | 456 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $155,108,000 | 759 |
| Total debt securities | $155,108,000 | 854 |
| Structured notes | ||
| Amortized cost | $15,487,000 | 397 |
| Fair value | $15,792,000 | 395 |
| 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 | $153,031,000 | 876 |
| U.S. Government securities | $115,618,000 | 832 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $115,618,000 | 801 |
| Securities issued by states & political subdivisions | $37,336,000 | 635 |
| Other domestic debt securities | $77,000 | 2,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $77,000 | 314 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,014,000 | 883 |
| Mortgage-backed securities | $86,086,000 | 731 |
| Certificates of participation in pools of residential mortgages | $42,640,000 | 836 |
| Issued or guaranteed by U.S. | $42,640,000 | 829 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $43,446,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $43,446,000 | 482 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $153,031,000 | 772 |
| Total debt securities | $153,031,000 | 864 |
| Structured notes | ||
| Amortized cost | $18,492,000 | 356 |
| Fair value | $18,606,000 | 356 |
| 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 | $145,568,000 | 908 |
| U.S. Government securities | $106,315,000 | 879 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $106,315,000 | 844 |
| Securities issued by states & political subdivisions | $39,169,000 | 584 |
| Other domestic debt securities | $84,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $84,000 | 322 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,438,000 | 873 |
| Mortgage-backed securities | $80,346,000 | 788 |
| Certificates of participation in pools of residential mortgages | $42,557,000 | 888 |
| Issued or guaranteed by U.S. | $42,557,000 | 879 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,789,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $37,789,000 | 517 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $145,568,000 | 797 |
| Total debt securities | $145,568,000 | 893 |
| Structured notes | ||
| Amortized cost | $15,492,000 | 353 |
| Fair value | $15,558,000 | 350 |
| 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 | $143,045,000 | 900 |
| U.S. Government securities | $96,017,000 | 940 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $96,017,000 | 908 |
| Securities issued by states & political subdivisions | $42,523,000 | 526 |
| Other domestic debt securities | $4,505,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $4,423,000 | 683 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $82,000 | 327 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,072,000 | 1,362 |
| Mortgage-backed securities | $83,086,000 | 761 |
| Certificates of participation in pools of residential mortgages | $48,232,000 | 819 |
| Issued or guaranteed by U.S. | $48,232,000 | 811 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $34,854,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $30,431,000 | 570 |
| Privately issued | $4,423,000 | 657 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $143,045,000 | 771 |
| Total debt securities | $143,045,000 | 885 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $987,000 | 2,146 |
| 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 | $147,175,000 | 881 |
| U.S. Government securities | $99,296,000 | 899 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $99,296,000 | 870 |
| Securities issued by states & political subdivisions | $43,277,000 | 502 |
| Other domestic debt securities | $4,602,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $4,511,000 | 726 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $91,000 | 345 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,569,000 | 1,100 |
| Mortgage-backed securities | $83,408,000 | 763 |
| Certificates of participation in pools of residential mortgages | $50,000,000 | 807 |
| Issued or guaranteed by U.S. | $50,000,000 | 799 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $33,408,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $28,897,000 | 580 |
| Privately issued | $4,511,000 | 697 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $147,175,000 | 764 |
| Total debt securities | $147,175,000 | 864 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 667 |
| Fair value | $4,016,000 | 679 |
| 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 | $137,494,000 | 916 |
| U.S. Government securities | $90,004,000 | 954 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $90,004,000 | 917 |
| Securities issued by states & political subdivisions | $42,710,000 | 483 |
| Other domestic debt securities | $4,780,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $4,683,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $97,000 | 380 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,462,000 | 1,030 |
| Mortgage-backed securities | $81,771,000 | 774 |
| Certificates of participation in pools of residential mortgages | $49,763,000 | 831 |
| Issued or guaranteed by U.S. | $49,763,000 | 822 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $32,008,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $27,325,000 | 559 |
| Privately issued | $4,683,000 | 703 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $137,494,000 | 790 |
| Total debt securities | $137,494,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $142,146,000 | 876 |
| U.S. Government securities | $93,772,000 | 916 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $93,772,000 | 889 |
| Securities issued by states & political subdivisions | $43,169,000 | 453 |
| Other domestic debt securities | $5,205,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $5,103,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,396 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,680,000 | 1,159 |
| Mortgage-backed securities | $88,225,000 | 738 |
| Certificates of participation in pools of residential mortgages | $54,419,000 | 787 |
| Issued or guaranteed by U.S. | $54,419,000 | 776 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,806,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $28,703,000 | 526 |
| Privately issued | $5,103,000 | 675 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $142,146,000 | 752 |
| Total debt securities | $142,146,000 | 855 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $139,305,000 | 871 |
| U.S. Government securities | $90,778,000 | 940 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $90,778,000 | 917 |
| Securities issued by states & political subdivisions | $43,349,000 | 434 |
| Other domestic debt securities | $5,178,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $5,162,000 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,000 | 2,422 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,972,000 | 880 |
| Mortgage-backed securities | $87,195,000 | 738 |
| Certificates of participation in pools of residential mortgages | $52,252,000 | 788 |
| Issued or guaranteed by U.S. | $52,252,000 | 780 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,943,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $29,781,000 | 491 |
| Privately issued | $5,162,000 | 645 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $139,305,000 | 747 |
| Total debt securities | $139,305,000 | 853 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $134,437,000 | 890 |
| U.S. Government securities | $85,839,000 | 970 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $85,839,000 | 942 |
| Securities issued by states & political subdivisions | $42,718,000 | 428 |
| Other domestic debt securities | $5,880,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $5,807,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,000 | 2,341 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,240,000 | 850 |
| Mortgage-backed securities | $82,999,000 | 727 |
| Certificates of participation in pools of residential mortgages | $47,121,000 | 843 |
| Issued or guaranteed by U.S. | $47,121,000 | 833 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $35,878,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $30,071,000 | 455 |
| Privately issued | $5,807,000 | 622 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $134,437,000 | 751 |
| Total debt securities | $134,437,000 | 878 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $130,405,000 | 926 |
| U.S. Government securities | $82,568,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $82,568,000 | 985 |
| Securities issued by states & political subdivisions | $41,771,000 | 455 |
| Other domestic debt securities | $6,066,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $5,936,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 2,272 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,491,000 | 883 |
| Mortgage-backed securities | $68,326,000 | 858 |
| Certificates of participation in pools of residential mortgages | $34,669,000 | 1,081 |
| Issued or guaranteed by U.S. | $34,669,000 | 1,070 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $33,657,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $27,721,000 | 479 |
| Privately issued | $5,936,000 | 617 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $130,405,000 | 793 |
| Total debt securities | $130,405,000 | 904 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $131,352,000 | 921 |
| U.S. Government securities | $81,988,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $81,988,000 | 984 |
| Securities issued by states & political subdivisions | $42,999,000 | 445 |
| Other domestic debt securities | $6,365,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $6,220,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $145,000 | 2,224 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,955,000 | 878 |
| Mortgage-backed securities | $65,526,000 | 864 |
| Certificates of participation in pools of residential mortgages | $34,384,000 | 1,033 |
| Issued or guaranteed by U.S. | $34,384,000 | 1,022 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,142,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $24,922,000 | 506 |
| Privately issued | $6,220,000 | 576 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $131,352,000 | 806 |
| Total debt securities | $131,352,000 | 894 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $131,849,000 | 906 |
| U.S. Government securities | $82,025,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $82,025,000 | 985 |
| Securities issued by states & political subdivisions | $43,246,000 | 432 |
| Other domestic debt securities | $6,578,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $6,391,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $187,000 | 2,063 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,994,000 | 846 |
| Mortgage-backed securities | $61,947,000 | 824 |
| Certificates of participation in pools of residential mortgages | $30,790,000 | 1,009 |
| Issued or guaranteed by U.S. | $30,790,000 | 1,000 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,157,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $24,766,000 | 485 |
| Privately issued | $6,391,000 | 528 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $131,849,000 | 777 |
| Total debt securities | $131,849,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $126,927,000 | 934 |
| U.S. Government securities | $76,885,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $76,885,000 | 1,087 |
| Securities issued by states & political subdivisions | $43,284,000 | 416 |
| Other domestic debt securities | $6,758,000 | 935 |
| Privately issued residential mortgage-backed securities | $6,445,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 1,878 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,604,000 | 970 |
| Mortgage-backed securities | $58,120,000 | 828 |
| Certificates of participation in pools of residential mortgages | $26,672,000 | 1,054 |
| Issued or guaranteed by U.S. | $26,672,000 | 1,046 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,448,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $25,003,000 | 467 |
| Privately issued | $6,445,000 | 496 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $126,927,000 | 799 |
| Total debt securities | $126,927,000 | 912 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $500,000 | 2,183 |
| 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 | $122,106,000 | 978 |
| U.S. Government securities | $72,138,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $72,138,000 | 1,184 |
| Securities issued by states & political subdivisions | $42,891,000 | 423 |
| Other domestic debt securities | $7,077,000 | 868 |
| Privately issued residential mortgage-backed securities | $6,457,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $620,000 | 1,554 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,339,000 | 1,065 |
| Mortgage-backed securities | $52,785,000 | 879 |
| Certificates of participation in pools of residential mortgages | $21,394,000 | 1,225 |
| Issued or guaranteed by U.S. | $21,394,000 | 1,216 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,391,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $24,934,000 | 464 |
| Privately issued | $6,457,000 | 474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $122,106,000 | 837 |
| Total debt securities | $122,106,000 | 955 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $500,000 | 2,253 |
| 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 | $153,649,000 | 788 |
| U.S. Government securities | $102,178,000 | 832 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $102,178,000 | 807 |
| Securities issued by states & political subdivisions | $44,075,000 | 406 |
| Other domestic debt securities | $7,396,000 | 859 |
| Privately issued residential mortgage-backed securities | $6,776,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $620,000 | 1,587 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,973,000 | 1,107 |
| Mortgage-backed securities | $72,547,000 | 678 |
| Certificates of participation in pools of residential mortgages | $29,352,000 | 963 |
| Issued or guaranteed by U.S. | $29,352,000 | 958 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $43,195,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $36,419,000 | 379 |
| Privately issued | $6,776,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $153,649,000 | 657 |
| Total debt securities | $153,649,000 | 769 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $500,000 | 2,329 |
| 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 | $153,759,000 | 803 |
| U.S. Government securities | $101,056,000 | 876 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $101,056,000 | 844 |
| Securities issued by states & political subdivisions | $45,112,000 | 391 |
| Other domestic debt securities | $7,591,000 | 829 |
| Privately issued residential mortgage-backed securities | $6,889,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $702,000 | 1,579 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,386,000 | 1,221 |
| Mortgage-backed securities | $74,655,000 | 682 |
| Certificates of participation in pools of residential mortgages | $30,699,000 | 945 |
| Issued or guaranteed by U.S. | $30,699,000 | 937 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $43,956,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $37,067,000 | 387 |
| Privately issued | $6,889,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $153,759,000 | 672 |
| Total debt securities | $153,759,000 | 785 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $498,000 | 2,460 |
| 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 | $159,727,000 | 782 |
| U.S. Government securities | $108,488,000 | 832 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $108,488,000 | 802 |
| Securities issued by states & political subdivisions | $43,250,000 | 406 |
| Other domestic debt securities | $7,989,000 | 803 |
| Privately issued residential mortgage-backed securities | $6,989,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,386 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,537,000 | 1,208 |
| Mortgage-backed securities | $72,848,000 | 707 |
| Certificates of participation in pools of residential mortgages | $29,545,000 | 976 |
| Issued or guaranteed by U.S. | $29,545,000 | 966 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $43,303,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $36,314,000 | 389 |
| Privately issued | $6,989,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $159,727,000 | 652 |
| Total debt securities | $159,727,000 | 764 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| 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 | $155,355,000 | 803 |
| U.S. Government securities | $105,125,000 | 859 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $105,125,000 | 832 |
| Securities issued by states & political subdivisions | $42,282,000 | 411 |
| Other domestic debt securities | $7,948,000 | 813 |
| Privately issued residential mortgage-backed securities | $6,948,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,424 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,419,000 | 1,255 |
| Mortgage-backed securities | $71,922,000 | 713 |
| Certificates of participation in pools of residential mortgages | $30,580,000 | 965 |
| Issued or guaranteed by U.S. | $30,580,000 | 956 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,342,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $34,394,000 | 391 |
| Privately issued | $6,948,000 | 424 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $155,355,000 | 675 |
| Total debt securities | $155,355,000 | 786 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $493,000 | 2,643 |
| 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 | $157,425,000 | 802 |
| U.S. Government securities | $107,630,000 | 852 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $107,630,000 | 825 |
| Securities issued by states & political subdivisions | $41,611,000 | 412 |
| Other domestic debt securities | $8,184,000 | 824 |
| Privately issued residential mortgage-backed securities | $7,184,000 | 446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,488 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,716,000 | 1,274 |
| Mortgage-backed securities | $74,602,000 | 698 |
| Certificates of participation in pools of residential mortgages | $30,772,000 | 971 |
| Issued or guaranteed by U.S. | $30,772,000 | 962 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,830,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $36,646,000 | 383 |
| Privately issued | $7,184,000 | 421 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $157,425,000 | 671 |
| Total debt securities | $157,424,000 | 788 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $495,000 | 2,628 |
| 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 | $155,993,000 | 816 |
| U.S. Government securities | $106,178,000 | 863 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $106,178,000 | 838 |
| Securities issued by states & political subdivisions | $41,416,000 | 411 |
| Other domestic debt securities | $8,399,000 | 820 |
| Privately issued residential mortgage-backed securities | $7,399,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,600 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,855,000 | 1,227 |
| Mortgage-backed securities | $78,771,000 | 672 |
| Certificates of participation in pools of residential mortgages | $32,543,000 | 954 |
| Issued or guaranteed by U.S. | $32,543,000 | 948 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $46,228,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $38,829,000 | 358 |
| Privately issued | $7,399,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $155,993,000 | 679 |
| Total debt securities | $155,993,000 | 795 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $495,000 | 2,633 |
| 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 | $148,132,000 | 846 |
| U.S. Government securities | $102,260,000 | 892 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $102,260,000 | 865 |
| Securities issued by states & political subdivisions | $42,114,000 | 398 |
| Other domestic debt securities | $3,758,000 | 1,243 |
| Privately issued residential mortgage-backed securities | $2,713,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,000 | 318 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,672 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,217,000 | 1,250 |
| Mortgage-backed securities | $69,342,000 | 737 |
| Certificates of participation in pools of residential mortgages | $35,173,000 | 915 |
| Issued or guaranteed by U.S. | $35,173,000 | 909 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,169,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $31,456,000 | 414 |
| Privately issued | $2,713,000 | 570 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $148,132,000 | 717 |
| Total debt securities | $148,132,000 | 822 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $112,859,000 | 1,097 |
| U.S. Government securities | $82,309,000 | 1,099 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $82,309,000 | 1,059 |
| Securities issued by states & political subdivisions | $28,631,000 | 629 |
| Other domestic debt securities | $1,919,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $1,863,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,000 | 321 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,082,000 | 1,507 |
| Mortgage-backed securities | $56,249,000 | 876 |
| Certificates of participation in pools of residential mortgages | $24,508,000 | 1,238 |
| Issued or guaranteed by U.S. | $24,508,000 | 1,229 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,741,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $29,878,000 | 440 |
| Privately issued | $1,863,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $112,859,000 | 922 |
| Total debt securities | $112,859,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $108,127,000 | 1,180 |
| U.S. Government securities | $79,719,000 | 1,155 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $79,719,000 | 1,111 |
| Securities issued by states & political subdivisions | $27,497,000 | 656 |
| Other domestic debt securities | $911,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $844,000 | 806 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,000 | 309 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,943,000 | 1,872 |
| Mortgage-backed securities | $54,252,000 | 952 |
| Certificates of participation in pools of residential mortgages | $25,735,000 | 1,235 |
| Issued or guaranteed by U.S. | $25,735,000 | 1,226 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,517,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $27,673,000 | 480 |
| Privately issued | $844,000 | 752 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $108,127,000 | 1,001 |
| Total debt securities | $108,127,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $110,023,000 | 1,169 |
| U.S. Government securities | $81,675,000 | 1,147 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $81,675,000 | 1,106 |
| Securities issued by states & political subdivisions | $27,350,000 | 664 |
| Other domestic debt securities | $998,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $920,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $78,000 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,581,000 | 1,692 |
| Mortgage-backed securities | $52,041,000 | 994 |
| Certificates of participation in pools of residential mortgages | $21,054,000 | 1,439 |
| Issued or guaranteed by U.S. | $21,054,000 | 1,426 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $30,987,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $30,067,000 | 456 |
| Privately issued | $920,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $110,023,000 | 998 |
| Total debt securities | $110,023,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $90,435,000 | 1,419 |
| U.S. Government securities | $61,613,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $61,613,000 | 1,454 |
| Securities issued by states & political subdivisions | $27,735,000 | 651 |
| Other domestic debt securities | $1,087,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $992,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,000 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,989,000 | 1,573 |
| Mortgage-backed securities | $41,206,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $15,962,000 | 1,769 |
| Issued or guaranteed by U.S. | $15,962,000 | 1,761 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,244,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $24,252,000 | 536 |
| Privately issued | $992,000 | 657 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $90,435,000 | 1,202 |
| Total debt securities | $90,435,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $86,127,000 | 1,503 |
| U.S. Government securities | $59,573,000 | 1,590 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $59,573,000 | 1,525 |
| Securities issued by states & political subdivisions | $25,408,000 | 716 |
| Other domestic debt securities | $1,146,000 | 2,295 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,000 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,642,000 | 1,693 |
| Mortgage-backed securities | $42,703,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $16,824,000 | 1,720 |
| Issued or guaranteed by U.S. | $16,824,000 | 1,712 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,879,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $24,837,000 | 540 |
| Privately issued | $1,042,000 | 643 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $86,127,000 | 1,285 |
| Total debt securities | $86,127,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $89,407,000 | 1,462 |
| U.S. Government securities | $65,168,000 | 1,451 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $65,168,000 | 1,398 |
| Securities issued by states & political subdivisions | $24,121,000 | 779 |
| Other domestic debt securities | $118,000 | 3,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $118,000 | 347 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,695,000 | 1,885 |
| Mortgage-backed securities | $42,324,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $18,035,000 | 1,661 |
| Issued or guaranteed by U.S. | $18,035,000 | 1,651 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $24,289,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $24,289,000 | 561 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $89,407,000 | 1,246 |
| Total debt securities | $89,407,000 | 1,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $86,499,000 | 1,544 |
| U.S. Government securities | $64,233,000 | 1,525 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $64,233,000 | 1,461 |
| Securities issued by states & political subdivisions | $22,134,000 | 871 |
| Other domestic debt securities | $132,000 | 3,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,000 | 367 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,547,000 | 1,660 |
| Mortgage-backed securities | $36,747,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $16,127,000 | 1,798 |
| Issued or guaranteed by U.S. | $16,127,000 | 1,785 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,620,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $20,620,000 | 693 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $86,499,000 | 1,328 |
| Total debt securities | $86,499,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $86,650,000 | 1,517 |
| U.S. Government securities | $65,433,000 | 1,450 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $65,433,000 | 1,396 |
| Securities issued by states & political subdivisions | $21,061,000 | 916 |
| Other domestic debt securities | $156,000 | 3,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $156,000 | 378 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,103,000 | 1,675 |
| Mortgage-backed securities | $37,972,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $16,643,000 | 1,754 |
| Issued or guaranteed by U.S. | $16,643,000 | 1,746 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $21,329,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $21,329,000 | 687 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $86,650,000 | 1,293 |
| Total debt securities | $86,650,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $31,965,000 | 3,388 |
| U.S. Government securities | $21,730,000 | 3,493 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,730,000 | 3,358 |
| Securities issued by states & political subdivisions | $10,065,000 | 1,912 |
| Other domestic debt securities | $170,000 | 3,691 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,000 | 393 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| 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 | $13,404,000 | 2,498 |
| Mortgage-backed securities | $14,904,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $6,229,000 | 3,106 |
| Issued or guaranteed by U.S. | $6,229,000 | 3,094 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,675,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $8,675,000 | 1,229 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,965,000 | 2,936 |
| Total debt securities | $31,965,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $31,753,000 | 3,371 |
| U.S. Government securities | $22,030,000 | 3,444 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,030,000 | 3,289 |
| Securities issued by states & political subdivisions | $9,536,000 | 1,898 |
| Other domestic debt securities | $187,000 | 3,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $187,000 | 395 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,320,000 | 2,673 |
| Mortgage-backed securities | $14,631,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $7,349,000 | 2,806 |
| Issued or guaranteed by U.S. | $7,349,000 | 2,794 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,282,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $7,282,000 | 1,401 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,753,000 | 2,912 |
| Total debt securities | $31,753,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $26,937,000 | 3,800 |
| U.S. Government securities | $20,623,000 | 3,614 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,623,000 | 3,447 |
| Securities issued by states & political subdivisions | $6,103,000 | 2,606 |
| Other domestic debt securities | $211,000 | 3,710 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $211,000 | 399 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,442,000 | 2,505 |
| Mortgage-backed securities | $11,766,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $8,848,000 | 2,510 |
| Issued or guaranteed by U.S. | $8,848,000 | 2,494 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,918,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $2,918,000 | 2,190 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $26,937,000 | 3,253 |
| Total debt securities | $26,937,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $20,462,000 | 4,463 |
| U.S. Government securities | $20,230,000 | 3,488 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,230,000 | 3,321 |
| Securities issued by states & political subdivisions | $232,000 | 6,445 |
| 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 | $13,997,000 | 2,334 |
| Mortgage-backed securities | $6,483,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $6,335,000 | 2,795 |
| Issued or guaranteed by U.S. | $6,335,000 | 2,777 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $148,000 | 4,190 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 4,002 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $20,462,000 | 3,775 |
| Total debt securities | $20,462,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,257,000 | 7,925 |
| U.S. Government securities | $6,257,000 | 7,209 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,257,000 | 6,855 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,257,000 | 4,165 |
| Mortgage-backed securities | $1,693,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,450,000 | 4,361 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $243,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,516 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,257,000 | 6,822 |
| Total debt securities | $6,257,000 | 7,809 |
| 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 | NA | NA |