Home > Blue Hills Bank > Securities
Blue Hills Bank, Securities
| 2019-03-31 | Rank | |
| Total securities | $207,590,000 | 662 |
| U.S. Government securities | $198,374,000 | 484 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $198,374,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,011,000 | 2,734 |
| Mortgage-backed securities | $185,328,000 | 387 |
| Certificates of participation in pools of residential mortgages | $135,541,000 | 316 |
| Issued or guaranteed by U.S. | $135,541,000 | 316 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $49,787,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $49,787,000 | 380 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $198,374,000 | 150 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $198,372,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $13,075,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,060,000 | 67 |
| 2018-12-31 | Rank | |
| Total securities | $317,362,000 | 459 |
| U.S. Government securities | $307,763,000 | 338 |
| U.S. Treasury securities | $4,991,000 | 668 |
| U.S. Government agency obligations | $302,772,000 | 330 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $28,315,000 | 1,540 |
| Mortgage-backed securities | $243,872,000 | 319 |
| Certificates of participation in pools of residential mortgages | $175,086,000 | 254 |
| Issued or guaranteed by U.S. | $175,086,000 | 253 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $65,879,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $65,879,000 | 323 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,907,000 | 1,080 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,907,000 | 609 |
| Held to maturity securities (book value) | $307,763,000 | 117 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $307,761,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $12,689,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,673,000 | 69 |
| 2018-09-30 | Rank | |
| Total securities | $315,671,000 | 456 |
| U.S. Government securities | $305,935,000 | 340 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $305,935,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $26,886,000 | 1,605 |
| Mortgage-backed securities | $246,624,000 | 314 |
| Certificates of participation in pools of residential mortgages | $175,812,000 | 252 |
| Issued or guaranteed by U.S. | $175,812,000 | 251 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $67,902,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $67,902,000 | 307 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,910,000 | 1,062 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,910,000 | 606 |
| Held to maturity securities (book value) | $305,935,000 | 119 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $305,933,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $18,493,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,485,000 | 65 |
| 2018-06-30 | Rank | |
| Total securities | $314,210,000 | 462 |
| U.S. Government securities | $303,137,000 | 343 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $303,137,000 | 330 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $27,637,000 | 1,605 |
| Mortgage-backed securities | $245,849,000 | 316 |
| Certificates of participation in pools of residential mortgages | $172,860,000 | 265 |
| Issued or guaranteed by U.S. | $172,860,000 | 264 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $70,076,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $70,076,000 | 301 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,913,000 | 1,025 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,913,000 | 596 |
| Held to maturity securities (book value) | $303,137,000 | 117 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $303,137,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $15,336,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,326,000 | 65 |
| 2018-03-31 | Rank | |
| Total securities | $317,588,000 | 464 |
| U.S. Government securities | $304,035,000 | 344 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $304,035,000 | 332 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $28,807,000 | 1,579 |
| Mortgage-backed securities | $245,584,000 | 318 |
| Certificates of participation in pools of residential mortgages | $170,543,000 | 275 |
| Issued or guaranteed by U.S. | $170,543,000 | 274 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $72,125,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $72,125,000 | 296 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,916,000 | 903 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,916,000 | 591 |
| Held to maturity securities (book value) | $304,035,000 | 118 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $304,033,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $13,349,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $13,313,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $13,338,000 | 63 |
| 2017-12-31 | Rank | |
| Total securities | $316,386,000 | 470 |
| U.S. Government securities | $303,715,000 | 349 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $303,715,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,671,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,720,000 | 1,533 |
| Mortgage-backed securities | $244,667,000 | 316 |
| Certificates of participation in pools of residential mortgages | $170,635,000 | 276 |
| Issued or guaranteed by U.S. | $170,635,000 | 275 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $71,117,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $71,117,000 | 296 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,915,000 | 903 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,915,000 | 574 |
| Held to maturity securities (book value) | $303,715,000 | 119 |
| Available-for-sale securities (fair market value) | $12,671,000 | 3,995 |
| Total debt securities | $303,714,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $8,766,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $8,741,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $8,784,000 | 66 |
| 2017-09-30 | Rank | |
| Total securities | $317,974,000 | 473 |
| U.S. Government securities | $302,833,000 | 347 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $302,833,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $15,141,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,970,000 | 1,379 |
| Mortgage-backed securities | $245,119,000 | 313 |
| Certificates of participation in pools of residential mortgages | $172,346,000 | 277 |
| Issued or guaranteed by U.S. | $172,346,000 | 276 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $69,857,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $69,857,000 | 309 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,916,000 | 889 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,916,000 | 548 |
| Held to maturity securities (book value) | $302,833,000 | 122 |
| Available-for-sale securities (fair market value) | $15,141,000 | 3,840 |
| Total debt securities | $302,831,000 | 483 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $9,292,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $9,259,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $9,298,000 | 62 |
| 2017-06-30 | Rank | |
| Total securities | $298,561,000 | 509 |
| U.S. Government securities | $283,673,000 | 375 |
| U.S. Treasury securities | $24,990,000 | 219 |
| U.S. Government agency obligations | $258,683,000 | 384 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $14,888,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,135,000 | 1,341 |
| Mortgage-backed securities | $202,877,000 | 378 |
| Certificates of participation in pools of residential mortgages | $155,750,000 | 297 |
| Issued or guaranteed by U.S. | $155,750,000 | 296 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $44,208,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $44,208,000 | 425 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,919,000 | 861 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,919,000 | 536 |
| Held to maturity securities (book value) | $283,673,000 | 130 |
| Available-for-sale securities (fair market value) | $14,888,000 | 3,894 |
| Total debt securities | $283,670,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $9,598,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $9,564,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $9,604,000 | 61 |
| 2017-03-31 | Rank | |
| Total securities | $378,896,000 | 414 |
| U.S. Government securities | $201,685,000 | 485 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $201,685,000 | 464 |
| Securities issued by states & political subdivisions | $10,249,000 | 2,740 |
| Other domestic debt securities | $124,236,000 | 117 |
| Privately issued residential mortgage-backed securities | $491,000 | 388 |
| Commercial mortgage-backed securities - Total | $6,782,000 | 67 |
| Asset backed securities | $9,056,000 | 122 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $107,907,000 | 67 |
| Foreign debt securities | $30,098,000 | 39 |
| Equity securities | $12,628,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,030,000 | 1,764 |
| Mortgage-backed securities | $162,488,000 | 435 |
| Certificates of participation in pools of residential mortgages | $133,537,000 | 330 |
| Issued or guaranteed by U.S. | $133,537,000 | 329 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,247,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $18,756,000 | 734 |
| Privately issued | $491,000 | 366 |
| Commercial mortgage-backed securities | $9,704,000 | 503 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $9,704,000 | 301 |
| Held to maturity securities (book value) | $201,685,000 | 160 |
| Available-for-sale securities (fair market value) | $177,211,000 | 729 |
| Total debt securities | $366,265,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $8,601,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $8,601,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $8,602,000 | 62 |
| 2016-12-31 | Rank | |
| Total securities | $410,008,000 | 375 |
| U.S. Government securities | $201,028,000 | 484 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $201,028,000 | 457 |
| Securities issued by states & political subdivisions | $10,599,000 | 2,713 |
| Other domestic debt securities | $124,105,000 | 116 |
| Privately issued residential mortgage-backed securities | $1,760,000 | 266 |
| Commercial mortgage-backed securities - Total | $8,729,000 | 61 |
| Asset backed securities | $8,984,000 | 123 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $104,632,000 | 67 |
| Foreign debt securities | $26,963,000 | 41 |
| Equity securities | $47,313,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,255,000 | 1,692 |
| Mortgage-backed securities | $164,428,000 | 433 |
| Certificates of participation in pools of residential mortgages | $131,522,000 | 329 |
| Issued or guaranteed by U.S. | $131,522,000 | 328 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,253,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $19,493,000 | 711 |
| Privately issued | $1,760,000 | 251 |
| Commercial mortgage-backed securities | $11,653,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $11,653,000 | 267 |
| Held to maturity securities (book value) | $201,028,000 | 160 |
| Available-for-sale securities (fair market value) | $208,980,000 | 606 |
| Total debt securities | $362,695,000 | 410 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $9,024,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $9,016,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $8,987,000 | 62 |
| 2016-09-30 | Rank | |
| Total securities | $414,691,000 | 373 |
| U.S. Government securities | $197,863,000 | 490 |
| U.S. Treasury securities | $599,000 | 1,054 |
| U.S. Government agency obligations | $197,264,000 | 470 |
| Securities issued by states & political subdivisions | $8,397,000 | 3,007 |
| Other domestic debt securities | $129,626,000 | 118 |
| Privately issued residential mortgage-backed securities | $1,771,000 | 273 |
| Commercial mortgage-backed securities - Total | $9,883,000 | 59 |
| Asset backed securities | $9,647,000 | 118 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $108,325,000 | 69 |
| Foreign debt securities | $27,928,000 | 43 |
| Equity securities | $50,877,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,494,000 | 1,127 |
| Mortgage-backed securities | $167,946,000 | 425 |
| Certificates of participation in pools of residential mortgages | $132,857,000 | 331 |
| Issued or guaranteed by U.S. | $132,857,000 | 330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,279,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $20,508,000 | 703 |
| Privately issued | $1,771,000 | 262 |
| Commercial mortgage-backed securities | $12,810,000 | 394 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $12,810,000 | 246 |
| Held to maturity securities (book value) | $197,863,000 | 155 |
| Available-for-sale securities (fair market value) | $216,828,000 | 586 |
| Total debt securities | $363,813,000 | 410 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $18,816,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $18,783,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $20,034,000 | 60 |
| 2016-06-30 | Rank | |
| Total securities | $411,532,000 | 380 |
| U.S. Government securities | $196,452,000 | 502 |
| U.S. Treasury securities | $611,000 | 1,081 |
| U.S. Government agency obligations | $195,841,000 | 473 |
| Securities issued by states & political subdivisions | $8,463,000 | 3,002 |
| Other domestic debt securities | $130,867,000 | 115 |
| Privately issued residential mortgage-backed securities | $2,293,000 | 254 |
| Commercial mortgage-backed securities - Total | $9,800,000 | 62 |
| Asset backed securities | $8,838,000 | 128 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $109,936,000 | 72 |
| Foreign debt securities | $22,704,000 | 50 |
| Equity securities | $53,046,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,143,000 | 1,090 |
| Mortgage-backed securities | $175,506,000 | 421 |
| Certificates of participation in pools of residential mortgages | $142,214,000 | 316 |
| Issued or guaranteed by U.S. | $142,214,000 | 315 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,563,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $18,270,000 | 771 |
| Privately issued | $2,293,000 | 238 |
| Commercial mortgage-backed securities | $12,729,000 | 375 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $12,729,000 | 232 |
| Held to maturity securities (book value) | $196,452,000 | 161 |
| Available-for-sale securities (fair market value) | $215,080,000 | 596 |
| Total debt securities | $358,485,000 | 429 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $20,509,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $20,468,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $21,784,000 | 61 |
| 2016-03-31 | Rank | |
| Total securities | $442,468,000 | 352 |
| U.S. Government securities | $196,578,000 | 519 |
| U.S. Treasury securities | $623,000 | 1,107 |
| U.S. Government agency obligations | $195,955,000 | 493 |
| Securities issued by states & political subdivisions | $17,165,000 | 2,064 |
| Other domestic debt securities | $147,806,000 | 106 |
| Privately issued residential mortgage-backed securities | $2,259,000 | 254 |
| Commercial mortgage-backed securities - Total | $10,249,000 | 63 |
| Asset backed securities | $9,774,000 | 122 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $125,524,000 | 58 |
| Foreign debt securities | $24,724,000 | 45 |
| Equity securities | $56,195,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,515,000 | 1,108 |
| Mortgage-backed securities | $170,636,000 | 432 |
| Certificates of participation in pools of residential mortgages | $150,724,000 | 300 |
| Issued or guaranteed by U.S. | $150,724,000 | 299 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,731,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $4,472,000 | 1,633 |
| Privately issued | $2,259,000 | 242 |
| Commercial mortgage-backed securities | $13,181,000 | 356 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $13,181,000 | 215 |
| Held to maturity securities (book value) | $196,578,000 | 163 |
| Available-for-sale securities (fair market value) | $245,890,000 | 542 |
| Total debt securities | $386,273,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $16,573,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $16,537,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $17,421,000 | 61 |
| 2015-12-31 | Rank | |
| Total securities | $436,156,000 | 358 |
| U.S. Government securities | $200,140,000 | 509 |
| U.S. Treasury securities | $635,000 | 1,170 |
| U.S. Government agency obligations | $199,505,000 | 484 |
| Securities issued by states & political subdivisions | $16,315,000 | 2,160 |
| Other domestic debt securities | $139,885,000 | 112 |
| Privately issued residential mortgage-backed securities | $1,278,000 | 313 |
| Commercial mortgage-backed securities - Total | $11,653,000 | 57 |
| Asset backed securities | $11,253,000 | 118 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $115,701,000 | 67 |
| Foreign debt securities | $27,914,000 | 43 |
| Equity securities | $51,902,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,289,000 | 1,172 |
| Mortgage-backed securities | $168,163,000 | 428 |
| Certificates of participation in pools of residential mortgages | $147,683,000 | 294 |
| Issued or guaranteed by U.S. | $147,683,000 | 293 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,892,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $4,614,000 | 1,629 |
| Privately issued | $1,278,000 | 299 |
| Commercial mortgage-backed securities | $14,588,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $14,588,000 | 192 |
| Held to maturity securities (book value) | $200,140,000 | 164 |
| Available-for-sale securities (fair market value) | $236,016,000 | 551 |
| Total debt securities | $384,254,000 | 408 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $7,962,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $7,956,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $8,489,000 | 67 |
| 2015-09-30 | Rank | |
| Total securities | $435,449,000 | 358 |
| U.S. Government securities | $197,632,000 | 514 |
| U.S. Treasury securities | $646,000 | 1,098 |
| U.S. Government agency obligations | $196,986,000 | 498 |
| Securities issued by states & political subdivisions | $16,470,000 | 2,135 |
| Other domestic debt securities | $139,490,000 | 117 |
| Privately issued residential mortgage-backed securities | $1,296,000 | 313 |
| Commercial mortgage-backed securities - Total | $12,876,000 | 58 |
| Asset backed securities | $10,019,000 | 125 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $115,299,000 | 72 |
| Foreign debt securities | $28,998,000 | 47 |
| Equity securities | $52,859,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,385,000 | 1,157 |
| Mortgage-backed securities | $165,529,000 | 436 |
| Certificates of participation in pools of residential mortgages | $143,659,000 | 300 |
| Issued or guaranteed by U.S. | $143,659,000 | 299 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,057,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $4,761,000 | 1,626 |
| Privately issued | $1,296,000 | 298 |
| Commercial mortgage-backed securities | $15,813,000 | 290 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $15,813,000 | 171 |
| Held to maturity securities (book value) | $197,632,000 | 166 |
| Available-for-sale securities (fair market value) | $237,817,000 | 549 |
| Total debt securities | $382,591,000 | 402 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $9,742,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $9,730,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $10,474,000 | 70 |
| 2015-06-30 | Rank | |
| Total securities | $447,962,000 | 348 |
| U.S. Government securities | $200,350,000 | 523 |
| U.S. Treasury securities | $658,000 | 1,132 |
| U.S. Government agency obligations | $199,692,000 | 502 |
| Securities issued by states & political subdivisions | $16,457,000 | 2,121 |
| Other domestic debt securities | $139,842,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $15,560,000 | 52 |
| Asset backed securities | $9,961,000 | 129 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $114,321,000 | 71 |
| Foreign debt securities | $27,160,000 | 46 |
| Equity securities | $64,153,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,179,000 | 1,241 |
| Mortgage-backed securities | $166,300,000 | 443 |
| Certificates of participation in pools of residential mortgages | $144,618,000 | 308 |
| Issued or guaranteed by U.S. | $144,618,000 | 307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,200,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $3,200,000 | 1,961 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $18,482,000 | 243 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $18,482,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $447,962,000 | 287 |
| Total debt securities | $383,806,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $6,172,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $6,165,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $6,694,000 | 69 |
| 2015-03-31 | Rank | |
| Total securities | $433,265,000 | 365 |
| U.S. Government securities | $195,966,000 | 539 |
| U.S. Treasury securities | $668,000 | 1,114 |
| U.S. Government agency obligations | $195,298,000 | 524 |
| Securities issued by states & political subdivisions | $16,775,000 | 2,090 |
| Other domestic debt securities | $143,213,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $17,455,000 | 49 |
| Asset backed securities | $9,216,000 | 143 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $116,542,000 | 69 |
| Foreign debt securities | $25,561,000 | 49 |
| Equity securities | $51,750,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,575,000 | 2,132 |
| Mortgage-backed securities | $174,688,000 | 428 |
| Certificates of participation in pools of residential mortgages | $150,878,000 | 298 |
| Issued or guaranteed by U.S. | $150,878,000 | 296 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,353,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $3,353,000 | 1,966 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $20,457,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $20,457,000 | 137 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $433,265,000 | 301 |
| Total debt securities | $381,513,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $7,284,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $7,275,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $7,909,000 | 72 |
| 2014-12-31 | Rank | |
| Total securities | $438,462,000 | 354 |
| U.S. Government securities | $228,255,000 | 471 |
| U.S. Treasury securities | $13,219,000 | 320 |
| U.S. Government agency obligations | $215,036,000 | 476 |
| Securities issued by states & political subdivisions | $16,183,000 | 2,150 |
| Other domestic debt securities | $111,646,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $21,930,000 | 47 |
| Asset backed securities | $16,191,000 | 105 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $73,525,000 | 98 |
| Foreign debt securities | $17,065,000 | 50 |
| Equity securities | $65,313,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,520,000 | 1,672 |
| Mortgage-backed securities | $182,483,000 | 411 |
| Certificates of participation in pools of residential mortgages | $145,203,000 | 305 |
| Issued or guaranteed by U.S. | $145,203,000 | 303 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,646,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $4,646,000 | 1,782 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $32,634,000 | 164 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $32,634,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $438,462,000 | 294 |
| Total debt securities | $373,147,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $5,453,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $5,445,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $5,843,000 | 66 |
| 2014-09-30 | Rank | |
| Total securities | $423,870,000 | 370 |
| U.S. Government securities | $184,722,000 | 565 |
| U.S. Treasury securities | $93,651,000 | 76 |
| U.S. Government agency obligations | $91,071,000 | 1,039 |
| Securities issued by states & political subdivisions | $23,106,000 | 1,625 |
| Other domestic debt securities | $122,732,000 | 120 |
| Privately issued residential mortgage-backed securities | $5,574,000 | 197 |
| Commercial mortgage-backed securities - Total | $24,469,000 | 46 |
| Asset backed securities | $15,908,000 | 111 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $76,781,000 | 97 |
| Foreign debt securities | $40,832,000 | 40 |
| Equity securities | $52,478,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,103,000 | 1,646 |
| Mortgage-backed securities | $94,339,000 | 719 |
| Certificates of participation in pools of residential mortgages | $53,380,000 | 801 |
| Issued or guaranteed by U.S. | $53,380,000 | 800 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,740,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $5,166,000 | 1,717 |
| Privately issued | $5,574,000 | 188 |
| Commercial mortgage-backed securities | $30,219,000 | 166 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $30,219,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $423,870,000 | 307 |
| Total debt securities | $371,382,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $4,229,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $4,224,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $4,374,000 | 67 |
| 2014-06-30 | Rank | |
| Total securities | $430,219,000 | 376 |
| U.S. Government securities | $189,857,000 | 558 |
| U.S. Treasury securities | $96,520,000 | 66 |
| U.S. Government agency obligations | $93,337,000 | 1,042 |
| Securities issued by states & political subdivisions | $24,067,000 | 1,576 |
| Other domestic debt securities | $120,719,000 | 121 |
| Privately issued residential mortgage-backed securities | $6,241,000 | 193 |
| Commercial mortgage-backed securities - Total | $24,382,000 | 49 |
| Asset backed securities | $11,179,000 | 139 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $78,917,000 | 95 |
| Foreign debt securities | $34,877,000 | 42 |
| Equity securities | $60,699,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,546,000 | 1,606 |
| Mortgage-backed securities | $101,434,000 | 682 |
| Certificates of participation in pools of residential mortgages | $52,671,000 | 829 |
| Issued or guaranteed by U.S. | $52,671,000 | 828 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,345,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $9,104,000 | 1,347 |
| Privately issued | $6,241,000 | 185 |
| Commercial mortgage-backed securities | $33,418,000 | 152 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $33,418,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $430,219,000 | 309 |
| Total debt securities | $369,513,000 | 424 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $4,133,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $4,126,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $4,316,000 | 66 |
| 2014-03-31 | Rank | |
| Total securities | $462,165,000 | 329 |
| U.S. Government securities | $211,566,000 | 516 |
| U.S. Treasury securities | $122,637,000 | 53 |
| U.S. Government agency obligations | $88,929,000 | 1,096 |
| Securities issued by states & political subdivisions | $21,795,000 | 1,709 |
| Other domestic debt securities | $104,562,000 | 135 |
| Privately issued residential mortgage-backed securities | $3,468,000 | 262 |
| Commercial mortgage-backed securities - Total | $23,578,000 | 48 |
| Asset backed securities | $9,808,000 | 151 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $67,708,000 | 112 |
| Foreign debt securities | $25,765,000 | 44 |
| Equity securities | $98,477,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,139,000 | 1,586 |
| Mortgage-backed securities | $93,396,000 | 733 |
| Certificates of participation in pools of residential mortgages | $46,907,000 | 916 |
| Issued or guaranteed by U.S. | $46,907,000 | 916 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,260,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $9,792,000 | 1,308 |
| Privately issued | $3,468,000 | 253 |
| Commercial mortgage-backed securities | $33,229,000 | 146 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $33,229,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $462,165,000 | 279 |
| Total debt securities | $363,687,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,376,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $3,370,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $3,400,000 | 68 |
| 2013-12-31 | Rank | |
| Total securities | $454,466,000 | 339 |
| U.S. Government securities | $219,047,000 | 497 |
| U.S. Treasury securities | $128,202,000 | 46 |
| U.S. Government agency obligations | $90,845,000 | 1,059 |
| Securities issued by states & political subdivisions | $15,739,000 | 2,219 |
| Other domestic debt securities | $108,109,000 | 134 |
| Privately issued residential mortgage-backed securities | $3,390,000 | 285 |
| Commercial mortgage-backed securities - Total | $22,667,000 | 45 |
| Asset backed securities | $9,320,000 | 152 |
| Structured financial products - Total | $1,703,000 | 144 |
| Other domestic debt securities - All other | $71,029,000 | 106 |
| Foreign debt securities | $18,179,000 | 54 |
| Equity securities | $93,392,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,724,000 | 1,556 |
| Mortgage-backed securities | $93,550,000 | 719 |
| Certificates of participation in pools of residential mortgages | $46,732,000 | 904 |
| Issued or guaranteed by U.S. | $46,732,000 | 904 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,083,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $12,693,000 | 1,134 |
| Privately issued | $3,390,000 | 275 |
| Commercial mortgage-backed securities | $30,735,000 | 147 |
| Commercial mortgage pass-through securities | $10,371,000 | 152 |
| Other commercial mortgage-backed securities | $20,364,000 | 110 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $454,466,000 | 292 |
| Total debt securities | $361,071,000 | 425 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 1,363 |
| Fair value | $1,703,000 | 1,346 |
| Trading account assets | $3,497,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $2,482,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $2,717,000 | 73 |
| 2013-09-30 | Rank | |
| Total securities | $437,718,000 | 354 |
| U.S. Government securities | $209,479,000 | 520 |
| U.S. Treasury securities | $112,721,000 | 48 |
| U.S. Government agency obligations | $96,758,000 | 1,009 |
| Securities issued by states & political subdivisions | $14,865,000 | 2,314 |
| Other domestic debt securities | $126,799,000 | 127 |
| Privately issued residential mortgage-backed securities | $3,620,000 | 291 |
| Commercial mortgage-backed securities - Total | $26,576,000 | 44 |
| Asset backed securities | $10,498,000 | 144 |
| Structured financial products - Total | $582,000 | 227 |
| Other domestic debt securities - All other | $85,523,000 | 95 |
| Foreign debt securities | $7,162,000 | 75 |
| Equity securities | $79,413,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,242,000 | 1,915 |
| Mortgage-backed securities | $102,418,000 | 654 |
| Certificates of participation in pools of residential mortgages | $50,305,000 | 860 |
| Issued or guaranteed by U.S. | $50,305,000 | 860 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $17,374,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $13,754,000 | 1,103 |
| Privately issued | $3,620,000 | 277 |
| Commercial mortgage-backed securities | $34,739,000 | 136 |
| Commercial mortgage pass-through securities | $9,432,000 | 158 |
| Other commercial mortgage-backed securities | $25,307,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $437,718,000 | 305 |
| Total debt securities | $358,304,000 | 423 |
| Structured notes | ||
| Amortized cost | $580,000 | 1,908 |
| Fair value | $580,000 | 1,903 |
| Trading account assets | $4,685,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $2,958,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $3,539,000 | 69 |
| 2013-06-30 | Rank | |
| Total securities | $510,106,000 | 302 |
| U.S. Government securities | $240,047,000 | 461 |
| U.S. Treasury securities | $118,732,000 | 48 |
| U.S. Government agency obligations | $121,315,000 | 812 |
| Securities issued by states & political subdivisions | $17,822,000 | 2,025 |
| Other domestic debt securities | $141,986,000 | 119 |
| Privately issued residential mortgage-backed securities | $6,073,000 | 236 |
| Commercial mortgage-backed securities - Total | $29,893,000 | 44 |
| Asset backed securities | $13,733,000 | 122 |
| Structured financial products - Total | $539,000 | 232 |
| Other domestic debt securities - All other | $91,748,000 | 91 |
| Foreign debt securities | $8,460,000 | 74 |
| Equity securities | $101,791,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,735,000 | 1,809 |
| Mortgage-backed securities | $132,725,000 | 538 |
| Certificates of participation in pools of residential mortgages | $78,853,000 | 576 |
| Issued or guaranteed by U.S. | $78,853,000 | 574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,857,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $9,784,000 | 1,347 |
| Privately issued | $6,073,000 | 225 |
| Commercial mortgage-backed securities | $38,015,000 | 125 |
| Commercial mortgage pass-through securities | $14,954,000 | 111 |
| Other commercial mortgage-backed securities | $23,061,000 | 94 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $510,106,000 | 259 |
| Total debt securities | $408,315,000 | 366 |
| Structured notes | ||
| Amortized cost | $521,000 | 1,911 |
| Fair value | $539,000 | 1,906 |
| Trading account assets | $25,407,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $2,111,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $1,892,000 | 80 |
| 2013-03-31 | Rank | |
| Total securities | $510,915,000 | 304 |
| U.S. Government securities | $233,192,000 | 481 |
| U.S. Treasury securities | $112,892,000 | 49 |
| U.S. Government agency obligations | $120,300,000 | 842 |
| Securities issued by states & political subdivisions | $19,588,000 | 1,857 |
| Other domestic debt securities | $147,272,000 | 111 |
| Privately issued residential mortgage-backed securities | $7,065,000 | 235 |
| Commercial mortgage-backed securities - Total | $31,660,000 | 44 |
| Asset backed securities | $16,798,000 | 101 |
| Structured financial products - Total | $1,219,000 | 167 |
| Other domestic debt securities - All other | $90,530,000 | 91 |
| Foreign debt securities | $11,906,000 | 62 |
| Equity securities | $98,957,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,487,000 | 1,710 |
| Mortgage-backed securities | $133,433,000 | 548 |
| Certificates of participation in pools of residential mortgages | $77,031,000 | 604 |
| Issued or guaranteed by U.S. | $77,031,000 | 603 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,702,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $10,637,000 | 1,321 |
| Privately issued | $7,065,000 | 228 |
| Commercial mortgage-backed securities | $38,700,000 | 114 |
| Commercial mortgage pass-through securities | $16,281,000 | 99 |
| Other commercial mortgage-backed securities | $22,419,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $510,915,000 | 268 |
| Total debt securities | $411,958,000 | 366 |
| Structured notes | ||
| Amortized cost | $1,202,000 | 1,515 |
| Fair value | $1,219,000 | 1,516 |
| Trading account assets | $50,717,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $629,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $1,077,000 | 92 |
| 2012-12-31 | Rank | |
| Total securities | $533,285,000 | 293 |
| U.S. Government securities | $240,370,000 | 464 |
| U.S. Treasury securities | $108,789,000 | 56 |
| U.S. Government agency obligations | $131,581,000 | 757 |
| Securities issued by states & political subdivisions | $18,588,000 | 1,912 |
| Other domestic debt securities | $137,178,000 | 121 |
| Privately issued residential mortgage-backed securities | $4,171,000 | 310 |
| Commercial mortgage-backed securities - Total | $27,005,000 | 44 |
| Asset backed securities | $16,650,000 | 97 |
| Structured financial products - Total | $1,622,000 | 146 |
| Other domestic debt securities - All other | $87,730,000 | 87 |
| Foreign debt securities | $10,329,000 | 66 |
| Equity securities | $126,820,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,624,000 | 1,607 |
| Mortgage-backed securities | $136,907,000 | 537 |
| Certificates of participation in pools of residential mortgages | $90,629,000 | 494 |
| Issued or guaranteed by U.S. | $90,629,000 | 492 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,082,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $9,911,000 | 1,415 |
| Privately issued | $4,171,000 | 303 |
| Commercial mortgage-backed securities | $32,196,000 | 105 |
| Commercial mortgage pass-through securities | $13,590,000 | 91 |
| Other commercial mortgage-backed securities | $18,606,000 | 86 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $533,285,000 | 257 |
| Total debt securities | $406,465,000 | 365 |
| Structured notes | ||
| Amortized cost | $1,618,000 | 1,404 |
| Fair value | $1,622,000 | 1,406 |
| Trading account assets | $28,867,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $581,250,000 | 263 |
| U.S. Government securities | $286,397,000 | 392 |
| U.S. Treasury securities | $101,406,000 | 55 |
| U.S. Government agency obligations | $184,991,000 | 564 |
| Securities issued by states & political subdivisions | $17,169,000 | 1,992 |
| Other domestic debt securities | $134,463,000 | 123 |
| Privately issued residential mortgage-backed securities | $4,298,000 | 339 |
| Commercial mortgage-backed securities - Total | $30,800,000 | 42 |
| Asset backed securities | $15,317,000 | 96 |
| Structured financial products - Total | $576,000 | 223 |
| Other domestic debt securities - All other | $83,472,000 | 95 |
| Foreign debt securities | $17,300,000 | 49 |
| Equity securities | $125,921,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,626,000 | 989 |
| Mortgage-backed securities | $151,418,000 | 532 |
| Certificates of participation in pools of residential mortgages | $106,836,000 | 455 |
| Issued or guaranteed by U.S. | $106,836,000 | 454 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,557,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,259,000 | 2,142 |
| Privately issued | $4,298,000 | 328 |
| Commercial mortgage-backed securities | $36,025,000 | 92 |
| Commercial mortgage pass-through securities | $10,005,000 | 101 |
| Other commercial mortgage-backed securities | $26,020,000 | 79 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $581,250,000 | 235 |
| Total debt securities | $455,329,000 | 334 |
| Structured notes | ||
| Amortized cost | $576,000 | 2,140 |
| Fair value | $576,000 | 2,140 |
| Trading account assets | $16,758,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $103,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $84,000 | 111 |
| 2012-06-30 | Rank | |
| Total securities | $569,233,000 | 274 |
| U.S. Government securities | $290,598,000 | 385 |
| U.S. Treasury securities | $95,030,000 | 59 |
| U.S. Government agency obligations | $195,568,000 | 541 |
| Securities issued by states & political subdivisions | $14,671,000 | 2,169 |
| Other domestic debt securities | $135,004,000 | 123 |
| Privately issued residential mortgage-backed securities | $4,034,000 | 379 |
| Commercial mortgage-backed securities - Total | $29,340,000 | 43 |
| Asset backed securities | $11,970,000 | 104 |
| Structured financial products - Total | $178,000 | 289 |
| Other domestic debt securities - All other | $89,482,000 | 93 |
| Foreign debt securities | $8,228,000 | 69 |
| Equity securities | $120,732,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000,000 | 2,708 |
| Mortgage-backed securities | $156,244,000 | 523 |
| Certificates of participation in pools of residential mortgages | $113,435,000 | 432 |
| Issued or guaranteed by U.S. | $113,435,000 | 431 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,385,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $4,351,000 | 2,128 |
| Privately issued | $4,034,000 | 367 |
| Commercial mortgage-backed securities | $34,424,000 | 87 |
| Commercial mortgage pass-through securities | $14,533,000 | 73 |
| Other commercial mortgage-backed securities | $19,891,000 | 75 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $569,233,000 | 245 |
| Total debt securities | $448,501,000 | 337 |
| Structured notes | ||
| Amortized cost | $179,000 | 2,837 |
| Fair value | $178,000 | 2,837 |
| Trading account assets | $10,354,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $572,173,000 | 276 |
| U.S. Government securities | $302,887,000 | 375 |
| U.S. Treasury securities | $88,405,000 | 59 |
| U.S. Government agency obligations | $214,482,000 | 505 |
| Securities issued by states & political subdivisions | $12,824,000 | 2,318 |
| Other domestic debt securities | $125,733,000 | 134 |
| Privately issued residential mortgage-backed securities | $3,809,000 | 407 |
| Commercial mortgage-backed securities - Total | $27,785,000 | 43 |
| Asset backed securities | $7,591,000 | 109 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $86,548,000 | 95 |
| Foreign debt securities | $7,671,000 | 64 |
| Equity securities | $123,058,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $168,343,000 | 506 |
| Certificates of participation in pools of residential mortgages | $128,572,000 | 395 |
| Issued or guaranteed by U.S. | $128,572,000 | 394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,021,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,212,000 | 2,368 |
| Privately issued | $3,809,000 | 394 |
| Commercial mortgage-backed securities | $32,750,000 | 78 |
| Commercial mortgage pass-through securities | $15,369,000 | 66 |
| Other commercial mortgage-backed securities | $17,381,000 | 71 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $572,173,000 | 243 |
| Total debt securities | $449,115,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $547,475,000 | 277 |
| U.S. Government securities | $284,893,000 | 383 |
| U.S. Treasury securities | $68,256,000 | 69 |
| U.S. Government agency obligations | $216,637,000 | 483 |
| Securities issued by states & political subdivisions | $12,949,000 | 2,256 |
| Other domestic debt securities | $137,019,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $26,896,000 | 35 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $110,123,000 | 82 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $112,614,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $165,732,000 | 490 |
| Certificates of participation in pools of residential mortgages | $137,282,000 | 357 |
| Issued or guaranteed by U.S. | $137,282,000 | 356 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $499,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,117 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $27,951,000 | 70 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $27,951,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $547,475,000 | 247 |
| Total debt securities | $434,861,000 | 346 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $471,631,000 | 313 |
| U.S. Government securities | $216,172,000 | 498 |
| U.S. Treasury securities | $796,000 | 885 |
| U.S. Government agency obligations | $215,376,000 | 485 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,622 |
| Other domestic debt securities | $150,353,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $21,000,000 | 30 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $129,353,000 | 75 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $103,497,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $164,878,000 | 479 |
| Certificates of participation in pools of residential mortgages | $143,878,000 | 324 |
| Issued or guaranteed by U.S. | $143,878,000 | 322 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $21,000,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $21,000,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $471,631,000 | 276 |
| Total debt securities | $368,134,000 | 387 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $494,750,000 | 302 |
| U.S. Government securities | $291,562,000 | 374 |
| U.S. Treasury securities | $774,000 | 968 |
| U.S. Government agency obligations | $290,788,000 | 364 |
| Securities issued by states & political subdivisions | $254,000 | 5,502 |
| Other domestic debt securities | $139,454,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $139,454,000 | 69 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $63,480,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $145,653,000 | 524 |
| Certificates of participation in pools of residential mortgages | $136,896,000 | 329 |
| Issued or guaranteed by U.S. | $136,896,000 | 327 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,757,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $8,757,000 | 1,481 |
| 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) | $494,750,000 | 264 |
| Total debt securities | $431,270,000 | 335 |
| Structured notes | ||
| Amortized cost | $19,989,000 | 314 |
| Fair value | $20,048,000 | 314 |
| 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 | $515,362,000 | 290 |
| U.S. Government securities | $367,417,000 | 288 |
| U.S. Treasury securities | $39,760,000 | 128 |
| U.S. Government agency obligations | $327,657,000 | 314 |
| Securities issued by states & political subdivisions | $507,000 | 5,270 |
| Other domestic debt securities | $144,858,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $144,858,000 | 66 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,580,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $163,133,000 | 446 |
| Certificates of participation in pools of residential mortgages | $144,872,000 | 315 |
| Issued or guaranteed by U.S. | $144,872,000 | 314 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,261,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $18,261,000 | 929 |
| 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) | $515,362,000 | 256 |
| Total debt securities | $512,782,000 | 284 |
| Structured notes | ||
| Amortized cost | $19,989,000 | 364 |
| Fair value | $19,861,000 | 361 |
| 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 | $543,891,000 | 271 |
| U.S. Government securities | $386,271,000 | 267 |
| U.S. Treasury securities | $80,754,000 | 82 |
| U.S. Government agency obligations | $305,517,000 | 331 |
| Securities issued by states & political subdivisions | $1,381,000 | 4,706 |
| Other domestic debt securities | $153,650,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $153,650,000 | 63 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,589,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $132,065,000 | 528 |
| Certificates of participation in pools of residential mortgages | $112,940,000 | 369 |
| Issued or guaranteed by U.S. | $112,940,000 | 367 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,125,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $19,125,000 | 874 |
| 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) | $543,891,000 | 238 |
| Total debt securities | $541,302,000 | 266 |
| Structured notes | ||
| Amortized cost | $29,988,000 | 188 |
| Fair value | $29,817,000 | 188 |
| 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 | $553,452,000 | 256 |
| U.S. Government securities | $328,145,000 | 292 |
| U.S. Treasury securities | $803,000 | 916 |
| U.S. Government agency obligations | $327,342,000 | 281 |
| Securities issued by states & political subdivisions | $720,000 | 5,049 |
| Other domestic debt securities | $173,765,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $173,765,000 | 53 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $50,822,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $108,610,000 | 613 |
| Certificates of participation in pools of residential mortgages | $108,610,000 | 369 |
| Issued or guaranteed by U.S. | $108,610,000 | 367 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $553,452,000 | 220 |
| Total debt securities | $502,630,000 | 266 |
| Structured notes | ||
| Amortized cost | $33,738,000 | 152 |
| Fair value | $33,807,000 | 152 |
| 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 | $521,797,000 | 258 |
| U.S. Government securities | $287,330,000 | 330 |
| U.S. Treasury securities | $786,000 | 872 |
| U.S. Government agency obligations | $286,544,000 | 323 |
| Securities issued by states & political subdivisions | $726,000 | 5,027 |
| Other domestic debt securities | $187,105,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $187,105,000 | 46 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $46,636,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $90,379,000 | 703 |
| Certificates of participation in pools of residential mortgages | $90,379,000 | 432 |
| Issued or guaranteed by U.S. | $90,379,000 | 428 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $521,797,000 | 222 |
| Total debt securities | $475,161,000 | 277 |
| Structured notes | ||
| Amortized cost | $18,750,000 | 349 |
| Fair value | $18,810,000 | 351 |
| 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 | $532,795,000 | 248 |
| U.S. Government securities | $277,848,000 | 351 |
| U.S. Treasury securities | $758,000 | 889 |
| U.S. Government agency obligations | $277,090,000 | 337 |
| Securities issued by states & political subdivisions | $988,000 | 4,862 |
| Other domestic debt securities | $203,619,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $203,619,000 | 44 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $50,340,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $69,260,000 | 892 |
| Certificates of participation in pools of residential mortgages | $69,260,000 | 567 |
| Issued or guaranteed by U.S. | $69,260,000 | 565 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $532,795,000 | 212 |
| Total debt securities | $482,455,000 | 274 |
| Structured notes | ||
| Amortized cost | $23,750,000 | 206 |
| Fair value | $23,711,000 | 208 |
| 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 | $459,887,000 | 284 |
| U.S. Government securities | $200,680,000 | 463 |
| U.S. Treasury securities | $756,000 | 827 |
| U.S. Government agency obligations | $199,924,000 | 449 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,336 |
| Other domestic debt securities | $209,067,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $209,067,000 | 44 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $48,142,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $73,985,000 | 841 |
| Certificates of participation in pools of residential mortgages | $73,985,000 | 549 |
| Issued or guaranteed by U.S. | $73,985,000 | 546 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $459,887,000 | 250 |
| Total debt securities | $411,745,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $485,745,000 | 278 |
| U.S. Government securities | $208,908,000 | 445 |
| U.S. Treasury securities | $774,000 | 778 |
| U.S. Government agency obligations | $208,134,000 | 425 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,309 |
| Other domestic debt securities | $219,651,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $219,651,000 | 42 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $55,068,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $79,099,000 | 801 |
| Certificates of participation in pools of residential mortgages | $79,099,000 | 533 |
| Issued or guaranteed by U.S. | $79,099,000 | 529 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $485,745,000 | 237 |
| Total debt securities | $430,677,000 | 305 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $481,525,000 | 281 |
| U.S. Government securities | $200,618,000 | 449 |
| U.S. Treasury securities | $766,000 | 765 |
| U.S. Government agency obligations | $199,852,000 | 434 |
| Securities issued by states & political subdivisions | $2,120,000 | 4,284 |
| Other domestic debt securities | $229,665,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $229,665,000 | 40 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $49,122,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $79,707,000 | 793 |
| Certificates of participation in pools of residential mortgages | $79,707,000 | 535 |
| Issued or guaranteed by U.S. | $79,707,000 | 529 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $481,525,000 | 238 |
| Total debt securities | $432,403,000 | 298 |
| 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 | $519,051,000 | 268 |
| U.S. Government securities | $286,052,000 | 329 |
| U.S. Treasury securities | $806,000 | 703 |
| U.S. Government agency obligations | $285,246,000 | 321 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,078 |
| Other domestic debt securities | $186,939,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,939,000 | 44 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $43,679,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $88,210,000 | 739 |
| Certificates of participation in pools of residential mortgages | $88,210,000 | 506 |
| Issued or guaranteed by U.S. | $88,210,000 | 499 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $519,051,000 | 227 |
| Total debt securities | $475,372,000 | 274 |
| 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 | $594,037,000 | 238 |
| U.S. Government securities | $365,910,000 | 259 |
| U.S. Treasury securities | $819,000 | 670 |
| U.S. Government agency obligations | $365,091,000 | 254 |
| Securities issued by states & political subdivisions | $1,780,000 | 4,332 |
| Other domestic debt securities | $175,808,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,808,000 | 34 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $50,539,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $93,447,000 | 691 |
| Certificates of participation in pools of residential mortgages | $93,447,000 | 479 |
| Issued or guaranteed by U.S. | $93,447,000 | 475 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $594,037,000 | 201 |
| Total debt securities | $543,498,000 | 248 |
| 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 | $607,078,000 | 220 |
| U.S. Government securities | $378,453,000 | 235 |
| U.S. Treasury securities | $754,000 | 714 |
| U.S. Government agency obligations | $377,699,000 | 232 |
| Securities issued by states & political subdivisions | $2,693,000 | 3,881 |
| Other domestic debt securities | $163,939,000 | 145 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $163,939,000 | 38 |
| Foreign debt securities | $500,000 | 80 |
| Equity securities | $61,493,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $89,394,000 | 685 |
| Certificates of participation in pools of residential mortgages | $89,394,000 | 473 |
| Issued or guaranteed by U.S. | $89,394,000 | 469 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $607,078,000 | 186 |
| Total debt securities | $545,585,000 | 241 |
| 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 | $637,241,000 | 215 |
| U.S. Government securities | $385,413,000 | 235 |
| U.S. Treasury securities | $749,000 | 719 |
| U.S. Government agency obligations | $384,664,000 | 233 |
| Securities issued by states & political subdivisions | $2,707,000 | 3,908 |
| Other domestic debt securities | $189,942,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,942,000 | 45 |
| Foreign debt securities | $504,000 | 84 |
| Equity securities | $58,675,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $90,009,000 | 672 |
| Certificates of participation in pools of residential mortgages | $90,009,000 | 470 |
| Issued or guaranteed by U.S. | $90,009,000 | 465 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $637,241,000 | 183 |
| Total debt securities | $578,566,000 | 235 |
| 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 | $453,735,000 | 291 |
| U.S. Government securities | $231,133,000 | 380 |
| U.S. Treasury securities | $783,000 | 733 |
| U.S. Government agency obligations | $230,350,000 | 373 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,650 |
| Other domestic debt securities | $155,667,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,667,000 | 53 |
| Foreign debt securities | $508,000 | 96 |
| Equity securities | $63,085,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $8,496,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $8,496,000 | 2,768 |
| Issued or guaranteed by U.S. | $8,496,000 | 2,756 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $453,735,000 | 249 |
| Total debt securities | $390,650,000 | 325 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 774 |
| Fair value | $2,003,000 | 745 |
| 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 | $654,703,000 | 209 |
| U.S. Government securities | $481,003,000 | 199 |
| U.S. Treasury securities | $753,000 | 832 |
| U.S. Government agency obligations | $480,250,000 | 194 |
| Securities issued by states & political subdivisions | $3,312,000 | 3,663 |
| Other domestic debt securities | $100,820,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,820,000 | 74 |
| Foreign debt securities | $1,005,000 | 74 |
| Equity securities | $68,563,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $7,972,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $7,972,000 | 2,589 |
| Issued or guaranteed by U.S. | $7,972,000 | 2,574 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $654,703,000 | 181 |
| Total debt securities | $586,140,000 | 220 |
| Structured notes | ||
| Amortized cost | $11,215,000 | 185 |
| Fair value | $11,257,000 | 183 |
| 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 | $679,636,000 | 208 |
| U.S. Government securities | $517,908,000 | 198 |
| U.S. Treasury securities | $729,000 | 899 |
| U.S. Government agency obligations | $517,179,000 | 193 |
| Securities issued by states & political subdivisions | $4,185,000 | 3,351 |
| Other domestic debt securities | $87,625,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,625,000 | 85 |
| Foreign debt securities | $1,007,000 | 74 |
| Equity securities | $68,911,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $7,022,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $7,022,000 | 2,595 |
| Issued or guaranteed by U.S. | $7,022,000 | 2,583 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $679,636,000 | 175 |
| Total debt securities | $610,725,000 | 214 |
| Structured notes | ||
| Amortized cost | $11,213,000 | 243 |
| Fair value | $11,190,000 | 240 |
| 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 | $659,979,000 | 219 |
| U.S. Government securities | $498,357,000 | 209 |
| U.S. Treasury securities | $708,000 | 1,007 |
| U.S. Government agency obligations | $497,649,000 | 205 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,251 |
| Other domestic debt securities | $84,545,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,545,000 | 82 |
| Foreign debt securities | $1,004,000 | 74 |
| Equity securities | $71,645,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $12,465,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $12,465,000 | 1,800 |
| Issued or guaranteed by U.S. | $12,465,000 | 1,794 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $659,979,000 | 186 |
| Total debt securities | $588,334,000 | 230 |
| Structured notes | ||
| Amortized cost | $13,207,000 | 213 |
| Fair value | $12,972,000 | 213 |
| 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 | $641,068,000 | 221 |
| U.S. Government securities | $484,297,000 | 212 |
| U.S. Treasury securities | $729,000 | 1,078 |
| U.S. Government agency obligations | $483,568,000 | 207 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,596 |
| Other domestic debt securities | $80,225,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,225,000 | 92 |
| Foreign debt securities | $1,007,000 | 73 |
| Equity securities | $72,014,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $7,831,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $7,831,000 | 2,382 |
| Issued or guaranteed by U.S. | $7,831,000 | 2,373 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $641,068,000 | 187 |
| Total debt securities | $569,054,000 | 239 |
| Structured notes | ||
| Amortized cost | $13,943,000 | 218 |
| Fair value | $13,812,000 | 217 |
| 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 | $621,004,000 | 232 |
| U.S. Government securities | $465,102,000 | 224 |
| U.S. Treasury securities | $729,000 | 1,127 |
| U.S. Government agency obligations | $464,373,000 | 216 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,596 |
| Other domestic debt securities | $81,410,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,410,000 | 94 |
| Foreign debt securities | $1,007,000 | 72 |
| Equity securities | $69,955,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $6,853,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $6,853,000 | 2,576 |
| Issued or guaranteed by U.S. | $6,853,000 | 2,563 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $621,004,000 | 195 |
| Total debt securities | $551,049,000 | 245 |
| Structured notes | ||
| Amortized cost | $13,941,000 | 240 |
| Fair value | $13,719,000 | 240 |
| 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 | $636,137,000 | 231 |
| U.S. Government securities | $481,452,000 | 216 |
| U.S. Treasury securities | $2,736,000 | 677 |
| U.S. Government agency obligations | $478,716,000 | 212 |
| Securities issued by states & political subdivisions | $3,882,000 | 3,458 |
| Other domestic debt securities | $82,866,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,866,000 | 96 |
| Foreign debt securities | $1,011,000 | 77 |
| Equity securities | $66,926,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,693,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 2,829 |
| Issued or guaranteed by U.S. | $5,693,000 | 2,816 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $636,137,000 | 195 |
| Total debt securities | $569,211,000 | 242 |
| Structured notes | ||
| Amortized cost | $15,939,000 | 225 |
| Fair value | $15,712,000 | 225 |
| 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 | $615,477,000 | 242 |
| U.S. Government securities | $460,894,000 | 231 |
| U.S. Treasury securities | $2,716,000 | 723 |
| U.S. Government agency obligations | $458,178,000 | 226 |
| Securities issued by states & political subdivisions | $4,116,000 | 3,361 |
| Other domestic debt securities | $85,811,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,811,000 | 93 |
| Foreign debt securities | $1,004,000 | 82 |
| Equity securities | $63,652,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $5,833,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $5,833,000 | 2,822 |
| Issued or guaranteed by U.S. | $5,833,000 | 2,810 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $615,477,000 | 206 |
| Total debt securities | $551,827,000 | 256 |
| Structured notes | ||
| Amortized cost | $15,937,000 | 241 |
| Fair value | $15,410,000 | 241 |
| 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 | $625,677,000 | 247 |
| U.S. Government securities | $465,548,000 | 240 |
| U.S. Treasury securities | $2,742,000 | 766 |
| U.S. Government agency obligations | $462,806,000 | 232 |
| Securities issued by states & political subdivisions | $4,398,000 | 3,278 |
| Other domestic debt securities | $90,416,000 | 214 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,416,000 | 97 |
| Foreign debt securities | $1,011,000 | 81 |
| Equity securities | $64,304,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $10,127,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $10,127,000 | 2,135 |
| Issued or guaranteed by U.S. | $10,127,000 | 2,123 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $625,677,000 | 207 |
| Total debt securities | $561,373,000 | 262 |
| Structured notes | ||
| Amortized cost | $19,914,000 | 188 |
| Fair value | $19,481,000 | 191 |
| 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 | $612,125,000 | 256 |
| U.S. Government securities | $452,212,000 | 255 |
| U.S. Treasury securities | $5,790,000 | 505 |
| U.S. Government agency obligations | $446,422,000 | 246 |
| Securities issued by states & political subdivisions | $4,431,000 | 3,264 |
| Other domestic debt securities | $91,627,000 | 214 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,627,000 | 93 |
| Foreign debt securities | $1,023,000 | 79 |
| Equity securities | $62,832,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $6,487,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $6,487,000 | 2,755 |
| Issued or guaranteed by U.S. | $6,487,000 | 2,744 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $612,125,000 | 219 |
| Total debt securities | $549,293,000 | 271 |
| Structured notes | ||
| Amortized cost | $19,911,000 | 189 |
| Fair value | $19,619,000 | 188 |
| 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 | $593,285,000 | 261 |
| U.S. Government securities | $430,589,000 | 256 |
| U.S. Treasury securities | $8,332,000 | 375 |
| U.S. Government agency obligations | $422,257,000 | 251 |
| Securities issued by states & political subdivisions | $5,645,000 | 2,866 |
| Other domestic debt securities | $93,625,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,625,000 | 90 |
| Foreign debt securities | $1,033,000 | 82 |
| Equity securities | $62,393,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $6,737,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $6,737,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,737,000 | 2,714 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $593,285,000 | 224 |
| Total debt securities | $530,892,000 | 280 |
| Structured notes | ||
| Amortized cost | $20,908,000 | 166 |
| Fair value | $20,767,000 | 165 |
| 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 | $566,993,000 | 267 |
| U.S. Government securities | $405,462,000 | 272 |
| U.S. Treasury securities | $8,423,000 | 385 |
| U.S. Government agency obligations | $397,039,000 | 268 |
| Securities issued by states & political subdivisions | $6,031,000 | 2,721 |
| Other domestic debt securities | $92,523,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,523,000 | 82 |
| Foreign debt securities | $1,050,000 | 84 |
| Equity securities | $61,927,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $7,287,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $7,287,000 | 2,670 |
| Issued or guaranteed by U.S. | $7,287,000 | 2,659 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $566,993,000 | 228 |
| Total debt securities | $505,066,000 | 285 |
| Structured notes | ||
| Amortized cost | $18,913,000 | 197 |
| Fair value | $18,935,000 | 191 |
| 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 | $556,314,000 | 276 |
| U.S. Government securities | $394,955,000 | 279 |
| U.S. Treasury securities | $8,435,000 | 426 |
| U.S. Government agency obligations | $386,520,000 | 273 |
| Securities issued by states & political subdivisions | $6,359,000 | 2,646 |
| Other domestic debt securities | $91,678,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,678,000 | 85 |
| Foreign debt securities | $1,042,000 | 87 |
| Equity securities | $62,280,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $7,616,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $7,616,000 | 2,681 |
| Issued or guaranteed by U.S. | $7,616,000 | 2,673 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $556,314,000 | 232 |
| Total debt securities | $494,034,000 | 297 |
| Structured notes | ||
| Amortized cost | $18,910,000 | 201 |
| Fair value | $18,752,000 | 196 |
| 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 | $538,477,000 | 289 |
| U.S. Government securities | $374,199,000 | 301 |
| U.S. Treasury securities | $8,546,000 | 432 |
| U.S. Government agency obligations | $365,653,000 | 285 |
| Securities issued by states & political subdivisions | $6,447,000 | 2,648 |
| Other domestic debt securities | $92,353,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,000 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,338,000 | 85 |
| Foreign debt securities | $1,065,000 | 90 |
| Equity securities | $64,413,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $8,057,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $8,057,000 | 2,632 |
| Issued or guaranteed by U.S. | $8,057,000 | 2,626 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $538,477,000 | 243 |
| Total debt securities | $474,064,000 | 318 |
| Structured notes | ||
| Amortized cost | $18,906,000 | 199 |
| Fair value | $18,937,000 | 195 |
| 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 | $528,354,000 | 292 |
| U.S. Government securities | $368,066,000 | 307 |
| U.S. Treasury securities | $8,657,000 | 422 |
| U.S. Government agency obligations | $359,409,000 | 294 |
| Securities issued by states & political subdivisions | $9,444,000 | 2,038 |
| Other domestic debt securities | $89,933,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $78,000 | 333 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,855,000 | 89 |
| Foreign debt securities | $1,079,000 | 87 |
| Equity securities | $59,832,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $8,531,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $8,531,000 | 2,578 |
| Issued or guaranteed by U.S. | $8,531,000 | 2,568 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $528,354,000 | 255 |
| Total debt securities | $468,522,000 | 316 |
| Structured notes | ||
| Amortized cost | $23,884,000 | 146 |
| Fair value | $23,947,000 | 145 |
| 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 | $509,461,000 | 311 |
| U.S. Government securities | $350,858,000 | 327 |
| U.S. Treasury securities | $10,678,000 | 373 |
| U.S. Government agency obligations | $340,180,000 | 316 |
| Securities issued by states & political subdivisions | $10,455,000 | 1,834 |
| Other domestic debt securities | $87,665,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,665,000 | 92 |
| Foreign debt securities | $1,065,000 | 84 |
| Equity securities | $59,418,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $9,100,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $9,100,000 | 2,519 |
| Issued or guaranteed by U.S. | $9,100,000 | 2,512 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $509,461,000 | 273 |
| Total debt securities | $450,043,000 | 333 |
| Structured notes | ||
| Amortized cost | $24,876,000 | 133 |
| Fair value | $24,598,000 | 128 |
| 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 | $454,115,000 | 338 |
| U.S. Government securities | $294,771,000 | 371 |
| U.S. Treasury securities | $10,968,000 | 361 |
| U.S. Government agency obligations | $283,803,000 | 367 |
| Securities issued by states & political subdivisions | $9,138,000 | 2,121 |
| Other domestic debt securities | $83,716,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,716,000 | 102 |
| Foreign debt securities | $1,114,000 | 92 |
| Equity securities | $65,376,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $9,005,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $9,005,000 | 2,567 |
| Issued or guaranteed by U.S. | $9,005,000 | 2,556 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $454,115,000 | 291 |
| Total debt securities | $388,739,000 | 362 |
| Structured notes | ||
| Amortized cost | $23,878,000 | 108 |
| Fair value | $24,232,000 | 105 |
| 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 | $474,964,000 | 336 |
| U.S. Government securities | $316,268,000 | 372 |
| U.S. Treasury securities | $14,993,000 | 312 |
| U.S. Government agency obligations | $301,275,000 | 367 |
| Securities issued by states & political subdivisions | $8,073,000 | 2,308 |
| Other domestic debt securities | $81,634,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,634,000 | 115 |
| Foreign debt securities | $1,097,000 | 94 |
| Equity securities | $67,892,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $9,375,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $9,375,000 | 2,517 |
| Issued or guaranteed by U.S. | $9,375,000 | 2,505 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $474,964,000 | 290 |
| Total debt securities | $407,072,000 | 360 |
| Structured notes | ||
| Amortized cost | $24,981,000 | 94 |
| Fair value | $25,020,000 | 91 |
| 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 | $429,711,000 | 354 |
| U.S. Government securities | $270,514,000 | 423 |
| U.S. Treasury securities | $15,295,000 | 302 |
| U.S. Government agency obligations | $255,219,000 | 432 |
| Securities issued by states & political subdivisions | $8,857,000 | 2,170 |
| Other domestic debt securities | $86,929,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,929,000 | 112 |
| Foreign debt securities | $1,113,000 | 97 |
| Equity securities | $62,298,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $8,672,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $8,672,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,672,000 | 2,594 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $429,711,000 | 310 |
| Total debt securities | $367,413,000 | 393 |
| Structured notes | ||
| Amortized cost | $16,027,000 | 139 |
| Fair value | $16,131,000 | 135 |
| 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 | $396,506,000 | 370 |
| U.S. Government securities | $233,219,000 | 480 |
| U.S. Treasury securities | $19,517,000 | 260 |
| U.S. Government agency obligations | $213,702,000 | 495 |
| Securities issued by states & political subdivisions | $9,411,000 | 2,013 |
| Other domestic debt securities | $86,243,000 | 204 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,243,000 | 108 |
| Foreign debt securities | $1,140,000 | 95 |
| Equity securities | $66,493,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $8,636,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $8,636,000 | 2,602 |
| Issued or guaranteed by U.S. | $8,636,000 | 2,589 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $396,506,000 | 323 |
| Total debt securities | $330,013,000 | 435 |
| Structured notes | ||
| Amortized cost | $17,306,000 | 88 |
| Fair value | $17,429,000 | 88 |
| 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 | $384,382,000 | 379 |
| U.S. Government securities | $230,721,000 | 477 |
| U.S. Treasury securities | $19,571,000 | 270 |
| U.S. Government agency obligations | $211,150,000 | 492 |
| Securities issued by states & political subdivisions | $10,112,000 | 1,809 |
| Other domestic debt securities | $81,662,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,662,000 | 118 |
| Foreign debt securities | $1,126,000 | 94 |
| Equity securities | $60,761,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $9,698,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $9,698,000 | 2,417 |
| Issued or guaranteed by U.S. | $9,698,000 | 2,404 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $384,382,000 | 326 |
| Total debt securities | $323,621,000 | 440 |
| Structured notes | ||
| Amortized cost | $17,663,000 | 64 |
| Fair value | $17,666,000 | 64 |
| 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 | $348,773,000 | 394 |
| U.S. Government securities | $188,310,000 | 536 |
| U.S. Treasury securities | $19,695,000 | 277 |
| U.S. Government agency obligations | $168,615,000 | 564 |
| Securities issued by states & political subdivisions | $10,918,000 | 1,655 |
| Other domestic debt securities | $76,744,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,744,000 | 128 |
| Foreign debt securities | $1,116,000 | 95 |
| Equity securities | $71,685,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $10,951,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $10,951,000 | 2,224 |
| Issued or guaranteed by U.S. | $10,951,000 | 2,210 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $348,773,000 | 340 |
| Total debt securities | $277,088,000 | 464 |
| Structured notes | ||
| Amortized cost | $6,982,000 | 149 |
| Fair value | $7,023,000 | 147 |
| 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 | $345,765,000 | 361 |
| U.S. Government securities | $199,388,000 | 460 |
| U.S. Treasury securities | $19,276,000 | 273 |
| U.S. Government agency obligations | $180,112,000 | 476 |
| Securities issued by states & political subdivisions | $10,220,000 | 1,687 |
| Other domestic debt securities | $65,165,000 | 262 |
| 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 | $65,165,000 | 147 |
| Foreign debt securities | $1,019,000 | 110 |
| Equity securities | $69,973,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $13,365,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $13,365,000 | 1,749 |
| Issued or guaranteed by U.S. | $13,365,000 | 1,738 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $345,765,000 | 316 |
| Total debt securities | $275,792,000 | 429 |
| 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 | $292,761,000 | 417 |
| U.S. Government securities | $155,477,000 | 551 |
| U.S. Treasury securities | $20,797,000 | 333 |
| U.S. Government agency obligations | $134,680,000 | 595 |
| Securities issued by states & political subdivisions | $10,507,000 | 1,600 |
| Other domestic debt securities | $62,602,000 | 240 |
| 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 | $62,602,000 | 168 |
| Foreign debt securities | $1,002,000 | 105 |
| Equity securities | $63,173,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $15,921,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $15,921,000 | 1,250 |
| Issued or guaranteed by U.S. | $15,921,000 | 1,242 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $292,761,000 | 346 |
| Total debt securities | $229,588,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $268,065,000 | 479 |
| U.S. Government securities | $143,684,000 | 623 |
| U.S. Treasury securities | $20,954,000 | 450 |
| U.S. Government agency obligations | $122,730,000 | 662 |
| Securities issued by states & political subdivisions | $10,709,000 | 1,572 |
| Other domestic debt securities | $57,780,000 | 272 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,780,000 | 188 |
| Foreign debt securities | $1,478,000 | 100 |
| Equity securities | $54,414,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $16,847,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $16,847,000 | 1,295 |
| Issued or guaranteed by U.S. | $16,847,000 | 1,286 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $268,065,000 | 386 |
| Total debt securities | $213,651,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $269,403,000 | 479 |
| U.S. Government securities | $147,512,000 | 628 |
| U.S. Treasury securities | $27,806,000 | 507 |
| U.S. Government agency obligations | $119,706,000 | 659 |
| Securities issued by states & political subdivisions | $11,331,000 | 1,493 |
| Other domestic debt securities | $54,121,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,121,000 | 157 |
| Foreign debt securities | $1,566,000 | 93 |
| Equity securities | $54,873,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $20,891,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $20,891,000 | 1,196 |
| Issued or guaranteed by U.S. | $20,891,000 | 1,187 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $269,403,000 | 379 |
| Total debt securities | $214,530,000 | 559 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $218,465,000 | 571 |
| U.S. Government securities | $117,875,000 | 810 |
| U.S. Treasury securities | $34,763,000 | 545 |
| U.S. Government agency obligations | $83,112,000 | 911 |
| Securities issued by states & political subdivisions | $7,739,000 | 1,916 |
| Other domestic debt securities | $44,920,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,920,000 | 137 |
| Foreign debt securities | $1,040,000 | 107 |
| Equity securities | $46,891,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $24,797,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $24,797,000 | 1,061 |
| Issued or guaranteed by U.S. | $24,797,000 | 1,047 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $218,465,000 | 422 |
| Total debt securities | $171,574,000 | 680 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,003,000 | 1,185 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $216,577,000 | 591 |
| U.S. Government securities | $123,824,000 | 819 |
| U.S. Treasury securities | $36,485,000 | 637 |
| U.S. Government agency obligations | $87,339,000 | 878 |
| Securities issued by states & political subdivisions | $6,416,000 | 2,278 |
| Other domestic debt securities | $46,466,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,466,000 | 116 |
| Foreign debt securities | $1,031,000 | 135 |
| Equity securities | $38,840,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $26,998,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $26,998,000 | 1,064 |
| Issued or guaranteed by U.S. | $26,998,000 | 1,044 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $216,577,000 | 431 |
| Total debt securities | $177,541,000 | 690 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $1,000,000 | 1,698 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $231,286,000 | 596 |
| U.S. Government securities | $136,376,000 | 778 |
| U.S. Treasury securities | $51,669,000 | 536 |
| U.S. Government agency obligations | $84,707,000 | 902 |
| Securities issued by states & political subdivisions | $6,390,000 | 2,292 |
| Other domestic debt securities | $53,320,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,320,000 | 124 |
| Foreign debt securities | $1,069,000 | 153 |
| Equity securities | $34,131,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $24,454,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $24,029,000 | 1,176 |
| Issued or guaranteed by U.S. | $24,029,000 | 1,155 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $425,000 | 5,039 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 4,849 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $231,286,000 | 430 |
| Total debt securities | $192,326,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $188,069,000 | 728 |
| U.S. Government securities | $101,723,000 | 1,063 |
| U.S. Treasury securities | $51,798,000 | 670 |
| U.S. Government agency obligations | $49,925,000 | 1,396 |
| Securities issued by states & political subdivisions | $5,211,000 | 2,838 |
| Other domestic debt securities | $48,986,000 | 264 |
| Privately issued residential mortgage-backed securities | $1,452,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,534,000 | 149 |
| Foreign debt securities | $1,592,000 | 145 |
| Equity securities | $30,557,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $23,369,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $21,917,000 | 1,293 |
| Issued or guaranteed by U.S. | $21,917,000 | 1,277 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,452,000 | 4,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $1,452,000 | 588 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $188,069,000 | 314 |
| Total debt securities | $164,958,000 | 791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $195,912,000 | 735 |
| U.S. Government securities | $105,910,000 | 1,050 |
| U.S. Treasury securities | $55,128,000 | 673 |
| U.S. Government agency obligations | $50,782,000 | 1,411 |
| Securities issued by states & political subdivisions | $4,136,000 | 3,490 |
| Other domestic debt securities | $57,127,000 | 260 |
| Privately issued residential mortgage-backed securities | $1,965,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,162,000 | 148 |
| Foreign debt securities | $1,186,000 | 171 |
| Equity securities | $27,553,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $19,142,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $17,177,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,177,000 | 1,650 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,965,000 | 4,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $1,965,000 | 611 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $168,359,000 | 811 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $179,657,000 | 769 |
| U.S. Government securities | $91,984,000 | 1,186 |
| U.S. Treasury securities | $44,952,000 | 830 |
| U.S. Government agency obligations | $47,032,000 | 1,462 |
| Securities issued by states & political subdivisions | $2,965,000 | 4,094 |
| Other domestic debt securities | $59,298,000 | 278 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,298,000 | 157 |
| Foreign debt securities | $1,188,000 | 170 |
| Equity securities | $24,222,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $21,902,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $19,791,000 | 1,528 |
| Issued or guaranteed by U.S. | $19,791,000 | 1,492 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,111,000 | 3,965 |
| CMOs issued by government agencies or sponsored agencies | $2,111,000 | 3,644 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $155,435,000 | 853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |