Home > BNC National Bank > Securities
BNC National Bank, Securities
| 2024-09-30 | Rank | |
| Total securities | $135,594,000 | 1,320 |
| U.S. Government securities | $92,322,000 | 1,197 |
| U.S. Treasury securities | $10,257,000 | 1,192 |
| U.S. Government agency obligations | $82,065,000 | 1,107 |
| Securities issued by states & political subdivisions | $7,255,000 | 2,655 |
| Other domestic debt securities | $36,017,000 | 486 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $12,743,000 | 252 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,192,000 | 1,830 |
| Mortgage-backed securities | $95,883,000 | 825 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,862,000 | 1,633 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,604,000 | 402 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $26,417,000 | 278 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $135,594,000 | 1,154 |
| Total debt securities | $135,593,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $135,082,000 | 1,303 |
| U.S. Government securities | $92,796,000 | 1,169 |
| U.S. Treasury securities | $9,907,000 | 1,243 |
| U.S. Government agency obligations | $82,889,000 | 1,072 |
| Securities issued by states & political subdivisions | $6,887,000 | 2,705 |
| Other domestic debt securities | $35,399,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $12,313,000 | 256 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,563,000 | 1,707 |
| Mortgage-backed securities | $95,938,000 | 802 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,597,000 | 1,609 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $53,121,000 | 385 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $26,220,000 | 271 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $135,082,000 | 1,133 |
| Total debt securities | $135,081,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $139,484,000 | 1,300 |
| U.S. Government securities | $96,726,000 | 1,181 |
| U.S. Treasury securities | $9,881,000 | 1,337 |
| U.S. Government agency obligations | $86,845,000 | 1,096 |
| Securities issued by states & political subdivisions | $6,941,000 | 2,695 |
| Other domestic debt securities | $35,817,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $12,355,000 | 238 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,570,000 | 1,702 |
| Mortgage-backed securities | $99,583,000 | 794 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,280,000 | 1,588 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,660,000 | 372 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $26,643,000 | 275 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $139,484,000 | 1,141 |
| Total debt securities | $139,483,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $159,772,000 | 1,195 |
| U.S. Government securities | $116,132,000 | 1,025 |
| U.S. Treasury securities | $24,880,000 | 793 |
| U.S. Government agency obligations | $91,252,000 | 1,041 |
| Securities issued by states & political subdivisions | $6,951,000 | 2,726 |
| Other domestic debt securities | $36,689,000 | 500 |
| Privately issued residential mortgage-backed securities | $4,140,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $12,476,000 | 233 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,098,000 | 1,643 |
| Mortgage-backed securities | $104,200,000 | 753 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,095,000 | 1,562 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,654,000 | 356 |
| Privately issued | $4,140,000 | 297 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $23,311,000 | 289 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $159,772,000 | 1,029 |
| Total debt securities | $159,772,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $158,016,000 | 1,195 |
| U.S. Government securities | $115,630,000 | 1,032 |
| U.S. Treasury securities | $24,353,000 | 836 |
| U.S. Government agency obligations | $91,277,000 | 1,034 |
| Securities issued by states & political subdivisions | $6,540,000 | 2,776 |
| Other domestic debt securities | $35,846,000 | 490 |
| Privately issued residential mortgage-backed securities | $4,177,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $12,016,000 | 232 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,235,000 | 1,643 |
| Mortgage-backed securities | $103,451,000 | 743 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,696,000 | 1,560 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,770,000 | 353 |
| Privately issued | $4,177,000 | 285 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $22,808,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $158,016,000 | 1,031 |
| Total debt securities | $158,015,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $165,745,000 | 1,180 |
| U.S. Government securities | $122,252,000 | 1,017 |
| U.S. Treasury securities | $24,267,000 | 843 |
| U.S. Government agency obligations | $97,985,000 | 1,020 |
| Securities issued by states & political subdivisions | $6,847,000 | 2,792 |
| Other domestic debt securities | $36,646,000 | 480 |
| Privately issued residential mortgage-backed securities | $4,283,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $12,292,000 | 216 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,232,000 | 1,550 |
| Mortgage-backed securities | $109,475,000 | 731 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,014,000 | 1,539 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,662,000 | 346 |
| Privately issued | $4,283,000 | 283 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $23,516,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $165,745,000 | 1,023 |
| Total debt securities | $165,744,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $172,507,000 | 1,187 |
| U.S. Government securities | $140,507,000 | 938 |
| U.S. Treasury securities | $24,333,000 | 899 |
| U.S. Government agency obligations | $116,174,000 | 884 |
| Securities issued by states & political subdivisions | $6,994,000 | 2,827 |
| Other domestic debt securities | $25,006,000 | 662 |
| Privately issued residential mortgage-backed securities | $4,464,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,750,000 | 1,456 |
| Mortgage-backed securities | $127,587,000 | 669 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,878,000 | 1,547 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,677,000 | 349 |
| Privately issued | $4,464,000 | 289 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $36,568,000 | 245 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $172,507,000 | 1,030 |
| Total debt securities | $172,507,000 | 1,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $174,876,000 | 1,200 |
| U.S. Government securities | $124,843,000 | 1,050 |
| U.S. Treasury securities | $18,036,000 | 1,138 |
| U.S. Government agency obligations | $106,807,000 | 948 |
| Securities issued by states & political subdivisions | $12,432,000 | 2,395 |
| Other domestic debt securities | $37,601,000 | 516 |
| Privately issued residential mortgage-backed securities | $4,443,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $12,312,000 | 234 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,244,000 | 1,318 |
| Mortgage-backed securities | $117,715,000 | 723 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,147,000 | 1,560 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,510,000 | 350 |
| Privately issued | $4,443,000 | 278 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $24,615,000 | 297 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $174,876,000 | 1,039 |
| Total debt securities | $174,876,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $13,128,000 | 159 |
| Fair value | $12,312,000 | 156 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $180,760,000 | 1,167 |
| U.S. Government securities | $142,929,000 | 941 |
| U.S. Treasury securities | $17,884,000 | 1,168 |
| U.S. Government agency obligations | $125,045,000 | 847 |
| Securities issued by states & political subdivisions | $12,216,000 | 2,412 |
| Other domestic debt securities | $25,615,000 | 641 |
| Privately issued residential mortgage-backed securities | $4,545,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,832,000 | 1,315 |
| Mortgage-backed securities | $133,714,000 | 663 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,760,000 | 1,547 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,194,000 | 338 |
| Privately issued | $4,545,000 | 283 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $37,215,000 | 267 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $180,760,000 | 1,016 |
| Total debt securities | $180,761,000 | 1,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $192,743,000 | 1,104 |
| U.S. Government securities | $154,431,000 | 897 |
| U.S. Treasury securities | $18,552,000 | 1,149 |
| U.S. Government agency obligations | $135,879,000 | 808 |
| Securities issued by states & political subdivisions | $13,024,000 | 2,412 |
| Other domestic debt securities | $25,288,000 | 613 |
| Privately issued residential mortgage-backed securities | $4,848,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,362,000 | 1,305 |
| Mortgage-backed securities | $142,456,000 | 652 |
| Certificates of participation in pools of residential mortgages | $22,708,000 | 1,556 |
| Issued or guaranteed by U.S. | $22,708,000 | 1,523 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $82,157,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $77,309,000 | 326 |
| Privately issued | $4,848,000 | 270 |
| Commercial mortgage-backed securities | $37,591,000 | 420 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $37,591,000 | 292 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $192,743,000 | 978 |
| Total debt securities | $192,744,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $196,030,000 | 1,092 |
| U.S. Government securities | $167,446,000 | 827 |
| U.S. Treasury securities | $18,939,000 | 1,003 |
| U.S. Government agency obligations | $148,507,000 | 767 |
| Securities issued by states & political subdivisions | $13,918,000 | 2,369 |
| Other domestic debt securities | $14,666,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,377,000 | 1,152 |
| Mortgage-backed securities | $142,362,000 | 670 |
| Certificates of participation in pools of residential mortgages | $25,106,000 | 1,498 |
| Issued or guaranteed by U.S. | $25,106,000 | 1,473 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $84,867,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $84,867,000 | 307 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $32,389,000 | 460 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $32,389,000 | 310 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $196,030,000 | 974 |
| Total debt securities | $196,030,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $208,978,000 | 1,003 |
| U.S. Government securities | $177,918,000 | 741 |
| U.S. Treasury securities | $14,855,000 | 838 |
| U.S. Government agency obligations | $163,063,000 | 708 |
| Securities issued by states & political subdivisions | $14,979,000 | 2,345 |
| Other domestic debt securities | $16,081,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,584,000 | 1,147 |
| Mortgage-backed securities | $157,280,000 | 607 |
| Certificates of participation in pools of residential mortgages | $28,157,000 | 1,405 |
| Issued or guaranteed by U.S. | $28,157,000 | 1,374 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $94,053,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $94,053,000 | 291 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $35,070,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $35,070,000 | 299 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $208,978,000 | 916 |
| Total debt securities | $208,978,000 | 991 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $207,044,000 | 950 |
| U.S. Government securities | $180,539,000 | 693 |
| U.S. Treasury securities | $5,011,000 | 1,165 |
| U.S. Government agency obligations | $175,528,000 | 645 |
| Securities issued by states & political subdivisions | $15,029,000 | 2,320 |
| Other domestic debt securities | $11,476,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,951,000 | 1,764 |
| Mortgage-backed securities | $162,996,000 | 576 |
| Certificates of participation in pools of residential mortgages | $30,173,000 | 1,306 |
| Issued or guaranteed by U.S. | $30,173,000 | 1,276 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $102,060,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $102,060,000 | 275 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $30,763,000 | 471 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $30,763,000 | 318 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $207,044,000 | 866 |
| Total debt securities | $207,042,000 | 937 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $186,326,000 | 997 |
| U.S. Government securities | $158,370,000 | 725 |
| U.S. Treasury securities | $5,030,000 | 1,060 |
| U.S. Government agency obligations | $153,340,000 | 687 |
| Securities issued by states & political subdivisions | $15,235,000 | 2,270 |
| Other domestic debt securities | $12,721,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,000 | 546 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,643,000 | 1,565 |
| Mortgage-backed securities | $140,818,000 | 620 |
| Certificates of participation in pools of residential mortgages | $13,390,000 | 1,997 |
| Issued or guaranteed by U.S. | $13,390,000 | 1,948 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $95,415,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $95,415,000 | 277 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $32,013,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $32,013,000 | 305 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $186,326,000 | 918 |
| Total debt securities | $186,325,000 | 985 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $171,755,000 | 996 |
| U.S. Government securities | $142,946,000 | 731 |
| U.S. Treasury securities | $5,047,000 | 803 |
| U.S. Government agency obligations | $137,899,000 | 708 |
| Securities issued by states & political subdivisions | $14,967,000 | 2,228 |
| Other domestic debt securities | $13,842,000 | 706 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,041,000 | 477 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,163,000 | 1,307 |
| Mortgage-backed securities | $123,796,000 | 640 |
| Certificates of participation in pools of residential mortgages | $13,856,000 | 1,903 |
| Issued or guaranteed by U.S. | $13,856,000 | 1,846 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $82,665,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $82,665,000 | 289 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $27,275,000 | 456 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $27,275,000 | 308 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $171,755,000 | 918 |
| Total debt securities | $171,755,000 | 985 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $183,717,000 | 865 |
| U.S. Government securities | $151,795,000 | 624 |
| U.S. Treasury securities | $5,063,000 | 578 |
| U.S. Government agency obligations | $146,732,000 | 610 |
| Securities issued by states & political subdivisions | $15,472,000 | 2,170 |
| Other domestic debt securities | $16,450,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,079,000 | 379 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,807,000 | 996 |
| Mortgage-backed securities | $131,780,000 | 570 |
| Certificates of participation in pools of residential mortgages | $14,646,000 | 1,753 |
| Issued or guaranteed by U.S. | $14,646,000 | 1,709 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $88,586,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $88,586,000 | 275 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $28,548,000 | 421 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $28,548,000 | 281 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $183,717,000 | 783 |
| Total debt securities | $183,718,000 | 851 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $186,536,000 | 779 |
| U.S. Government securities | $151,915,000 | 587 |
| U.S. Treasury securities | $5,079,000 | 565 |
| U.S. Government agency obligations | $146,836,000 | 570 |
| Securities issued by states & political subdivisions | $15,440,000 | 2,062 |
| Other domestic debt securities | $19,181,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,228,000 | 318 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,583,000 | 927 |
| Mortgage-backed securities | $131,610,000 | 535 |
| Certificates of participation in pools of residential mortgages | $8,322,000 | 2,234 |
| Issued or guaranteed by U.S. | $8,322,000 | 2,168 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $94,157,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $94,157,000 | 254 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $29,131,000 | 402 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $29,131,000 | 265 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $186,536,000 | 715 |
| Total debt securities | $186,534,000 | 768 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $189,703,000 | 745 |
| U.S. Government securities | $151,694,000 | 589 |
| U.S. Treasury securities | $5,094,000 | 592 |
| U.S. Government agency obligations | $146,600,000 | 563 |
| Securities issued by states & political subdivisions | $15,279,000 | 2,000 |
| Other domestic debt securities | $22,730,000 | 475 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,008,000 | 237 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,299,000 | 903 |
| Mortgage-backed securities | $131,157,000 | 540 |
| Certificates of participation in pools of residential mortgages | $4,891,000 | 2,676 |
| Issued or guaranteed by U.S. | $4,891,000 | 2,601 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $96,392,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $96,392,000 | 250 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $29,874,000 | 389 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $29,874,000 | 261 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $189,703,000 | 684 |
| Total debt securities | $189,704,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $223,371,000 | 636 |
| U.S. Government securities | $163,544,000 | 561 |
| U.S. Treasury securities | $5,103,000 | 588 |
| U.S. Government agency obligations | $158,441,000 | 537 |
| Securities issued by states & political subdivisions | $14,663,000 | 1,917 |
| Other domestic debt securities | $45,164,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,819,000 | 184 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,254,000 | 706 |
| Mortgage-backed securities | $145,684,000 | 506 |
| Certificates of participation in pools of residential mortgages | $5,092,000 | 2,651 |
| Issued or guaranteed by U.S. | $5,092,000 | 2,565 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $91,650,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $91,650,000 | 266 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $48,942,000 | 280 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $48,942,000 | 206 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $223,371,000 | 579 |
| Total debt securities | $223,371,000 | 628 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $265,279,000 | 533 |
| U.S. Government securities | $175,235,000 | 540 |
| U.S. Treasury securities | $4,993,000 | 674 |
| U.S. Government agency obligations | $170,242,000 | 513 |
| Securities issued by states & political subdivisions | $20,372,000 | 1,502 |
| Other domestic debt securities | $69,672,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $56,779,000 | 38 |
| Asset backed securities | $12,893,000 | 167 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,573,000 | 647 |
| Mortgage-backed securities | $175,384,000 | 431 |
| Certificates of participation in pools of residential mortgages | $5,643,000 | 2,531 |
| Issued or guaranteed by U.S. | $5,643,000 | 2,460 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $90,406,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $90,406,000 | 272 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $79,335,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $79,335,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $265,279,000 | 475 |
| Total debt securities | $265,278,000 | 525 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $386,157,000 | 378 |
| U.S. Government securities | $293,825,000 | 344 |
| U.S. Treasury securities | $25,345,000 | 236 |
| U.S. Government agency obligations | $268,480,000 | 351 |
| Securities issued by states & political subdivisions | $12,518,000 | 2,074 |
| Other domestic debt securities | $79,814,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $59,267,000 | 43 |
| Asset backed securities | $20,547,000 | 130 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,622,000 | 506 |
| Mortgage-backed securities | $189,937,000 | 391 |
| Certificates of participation in pools of residential mortgages | $5,933,000 | 2,457 |
| Issued or guaranteed by U.S. | $5,933,000 | 2,381 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $92,806,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $92,806,000 | 264 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $91,198,000 | 197 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $91,198,000 | 142 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $386,157,000 | 338 |
| Total debt securities | $386,157,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $402,864,000 | 373 |
| U.S. Government securities | $317,153,000 | 328 |
| U.S. Treasury securities | $35,386,000 | 187 |
| U.S. Government agency obligations | $281,767,000 | 342 |
| Securities issued by states & political subdivisions | $24,849,000 | 1,310 |
| Other domestic debt securities | $60,862,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $37,384,000 | 51 |
| Asset backed securities | $23,478,000 | 111 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,782,000 | 737 |
| Mortgage-backed securities | $169,980,000 | 426 |
| Certificates of participation in pools of residential mortgages | $6,565,000 | 2,353 |
| Issued or guaranteed by U.S. | $6,565,000 | 2,302 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $94,772,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $94,772,000 | 260 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $68,643,000 | 236 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $68,643,000 | 164 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $402,864,000 | 328 |
| Total debt securities | $402,865,000 | 365 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $435,659,000 | 356 |
| U.S. Government securities | $335,138,000 | 317 |
| U.S. Treasury securities | $59,346,000 | 139 |
| U.S. Government agency obligations | $275,792,000 | 353 |
| Securities issued by states & political subdivisions | $69,568,000 | 472 |
| Other domestic debt securities | $30,953,000 | 315 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $9,751,000 | 82 |
| Asset backed securities | $21,202,000 | 115 |
| 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 | $94,484,000 | 594 |
| Mortgage-backed securities | $143,214,000 | 479 |
| Certificates of participation in pools of residential mortgages | $5,621,000 | 2,517 |
| Issued or guaranteed by U.S. | $5,621,000 | 2,459 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $121,655,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $121,655,000 | 221 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $15,938,000 | 509 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $15,938,000 | 314 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $435,659,000 | 313 |
| Total debt securities | $435,659,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $411,509,000 | 372 |
| U.S. Government securities | $333,927,000 | 322 |
| U.S. Treasury securities | $58,794,000 | 138 |
| U.S. Government agency obligations | $275,133,000 | 353 |
| Securities issued by states & political subdivisions | $53,536,000 | 666 |
| Other domestic debt securities | $24,046,000 | 355 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $24,046,000 | 100 |
| 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 | $113,903,000 | 510 |
| Mortgage-backed securities | $124,167,000 | 534 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 2,800 |
| Issued or guaranteed by U.S. | $4,132,000 | 2,747 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $114,036,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $114,036,000 | 231 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,999,000 | 799 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $5,999,000 | 473 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $411,509,000 | 330 |
| Total debt securities | $411,507,000 | 365 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $432,294,000 | 362 |
| U.S. Government securities | $345,523,000 | 319 |
| U.S. Treasury securities | $57,650,000 | 139 |
| U.S. Government agency obligations | $287,873,000 | 340 |
| Securities issued by states & political subdivisions | $59,644,000 | 593 |
| Other domestic debt securities | $27,127,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $27,127,000 | 95 |
| 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 | $107,891,000 | 539 |
| Mortgage-backed securities | $125,207,000 | 530 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 2,807 |
| Issued or guaranteed by U.S. | $4,248,000 | 2,787 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $115,079,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $115,079,000 | 233 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,880,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $5,880,000 | 473 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $432,294,000 | 315 |
| Total debt securities | $432,293,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $425,443,000 | 367 |
| U.S. Government securities | $350,089,000 | 317 |
| U.S. Treasury securities | $58,027,000 | 139 |
| U.S. Government agency obligations | $292,062,000 | 340 |
| Securities issued by states & political subdivisions | $54,775,000 | 661 |
| Other domestic debt securities | $20,579,000 | 424 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $20,579,000 | 107 |
| 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 | $107,074,000 | 551 |
| Mortgage-backed securities | $118,242,000 | 556 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 2,847 |
| Issued or guaranteed by U.S. | $4,324,000 | 2,704 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $107,970,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $107,970,000 | 238 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,948,000 | 778 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $5,948,000 | 462 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $425,443,000 | 321 |
| Total debt securities | $425,443,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $441,019,000 | 361 |
| U.S. Government securities | $366,039,000 | 311 |
| U.S. Treasury securities | $58,369,000 | 133 |
| U.S. Government agency obligations | $307,670,000 | 326 |
| Securities issued by states & political subdivisions | $60,889,000 | 609 |
| Other domestic debt securities | $14,091,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $14,091,000 | 120 |
| 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 | $112,937,000 | 534 |
| Mortgage-backed securities | $120,346,000 | 552 |
| Certificates of participation in pools of residential mortgages | $4,378,000 | 2,887 |
| Issued or guaranteed by U.S. | $4,378,000 | 2,880 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $115,968,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $115,968,000 | 226 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $441,019,000 | 313 |
| Total debt securities | $441,019,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $411,917,000 | 376 |
| U.S. Government securities | $301,804,000 | 352 |
| U.S. Treasury securities | $39,466,000 | 160 |
| U.S. Government agency obligations | $262,338,000 | 374 |
| Securities issued by states & political subdivisions | $94,104,000 | 374 |
| Other domestic debt securities | $16,009,000 | 436 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,009,000 | 111 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,777,000 | 518 |
| Mortgage-backed securities | $122,946,000 | 539 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 2,893 |
| Issued or guaranteed by U.S. | $4,512,000 | 2,889 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $118,434,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $118,434,000 | 220 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $411,917,000 | 331 |
| Total debt securities | $411,917,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $450,126,000 | 358 |
| U.S. Government securities | $337,286,000 | 320 |
| U.S. Treasury securities | $39,858,000 | 154 |
| U.S. Government agency obligations | $297,428,000 | 339 |
| Securities issued by states & political subdivisions | $94,877,000 | 374 |
| Other domestic debt securities | $17,963,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $17,963,000 | 100 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,519,000 | 506 |
| Mortgage-backed securities | $147,674,000 | 460 |
| Certificates of participation in pools of residential mortgages | $21,157,000 | 1,393 |
| Issued or guaranteed by U.S. | $21,157,000 | 1,391 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $126,517,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $126,517,000 | 214 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $450,126,000 | 305 |
| Total debt securities | $450,126,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $440,542,000 | 364 |
| U.S. Government securities | $345,531,000 | 322 |
| U.S. Treasury securities | $29,880,000 | 193 |
| U.S. Government agency obligations | $315,651,000 | 328 |
| Securities issued by states & political subdivisions | $82,476,000 | 441 |
| Other domestic debt securities | $12,535,000 | 523 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $12,535,000 | 112 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,305,000 | 537 |
| Mortgage-backed securities | $159,464,000 | 445 |
| Certificates of participation in pools of residential mortgages | $30,229,000 | 1,104 |
| Issued or guaranteed by U.S. | $30,229,000 | 1,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $129,235,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $129,235,000 | 210 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $440,542,000 | 313 |
| Total debt securities | $440,542,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $420,316,000 | 379 |
| U.S. Government securities | $331,967,000 | 335 |
| U.S. Treasury securities | $24,802,000 | 231 |
| U.S. Government agency obligations | $307,165,000 | 329 |
| Securities issued by states & political subdivisions | $88,349,000 | 413 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,184,000 | 548 |
| Mortgage-backed securities | $156,853,000 | 453 |
| Certificates of participation in pools of residential mortgages | $30,361,000 | 1,124 |
| Issued or guaranteed by U.S. | $30,361,000 | 1,123 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $126,492,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $126,492,000 | 216 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $420,316,000 | 330 |
| Total debt securities | $420,316,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $400,136,000 | 381 |
| U.S. Government securities | $312,410,000 | 339 |
| U.S. Treasury securities | $24,715,000 | 233 |
| U.S. Government agency obligations | $287,695,000 | 348 |
| Securities issued by states & political subdivisions | $87,726,000 | 412 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,840,000 | 521 |
| Mortgage-backed securities | $164,832,000 | 431 |
| Certificates of participation in pools of residential mortgages | $45,269,000 | 840 |
| Issued or guaranteed by U.S. | $45,269,000 | 840 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $119,563,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $119,563,000 | 217 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $400,136,000 | 329 |
| Total debt securities | $400,136,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $409,719,000 | 379 |
| U.S. Government securities | $317,338,000 | 336 |
| U.S. Treasury securities | $25,607,000 | 199 |
| U.S. Government agency obligations | $291,731,000 | 347 |
| Securities issued by states & political subdivisions | $92,381,000 | 392 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,905,000 | 503 |
| Mortgage-backed securities | $182,424,000 | 397 |
| Certificates of participation in pools of residential mortgages | $61,159,000 | 661 |
| Issued or guaranteed by U.S. | $61,159,000 | 661 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $121,265,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $121,265,000 | 226 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $409,719,000 | 321 |
| Total debt securities | $409,719,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $415,499,000 | 376 |
| U.S. Government securities | $324,754,000 | 338 |
| U.S. Treasury securities | $25,794,000 | 202 |
| U.S. Government agency obligations | $298,960,000 | 344 |
| Securities issued by states & political subdivisions | $90,745,000 | 399 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,685,000 | 442 |
| Mortgage-backed securities | $202,777,000 | 373 |
| Certificates of participation in pools of residential mortgages | $93,058,000 | 452 |
| Issued or guaranteed by U.S. | $93,058,000 | 452 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $109,719,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $109,719,000 | 251 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $415,499,000 | 314 |
| Total debt securities | $415,499,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $415,370,000 | 381 |
| U.S. Government securities | $321,286,000 | 341 |
| U.S. Treasury securities | $33,604,000 | 173 |
| U.S. Government agency obligations | $287,682,000 | 358 |
| Securities issued by states & political subdivisions | $94,084,000 | 371 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,787,000 | 540 |
| Mortgage-backed securities | $186,183,000 | 403 |
| Certificates of participation in pools of residential mortgages | $105,165,000 | 405 |
| Issued or guaranteed by U.S. | $105,165,000 | 404 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $81,018,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $81,018,000 | 296 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $415,370,000 | 315 |
| Total debt securities | $415,370,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $419,346,000 | 379 |
| U.S. Government securities | $326,312,000 | 339 |
| U.S. Treasury securities | $32,649,000 | 194 |
| U.S. Government agency obligations | $293,663,000 | 352 |
| Securities issued by states & political subdivisions | $93,034,000 | 376 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,086,000 | 783 |
| Mortgage-backed securities | $187,985,000 | 395 |
| Certificates of participation in pools of residential mortgages | $104,431,000 | 407 |
| Issued or guaranteed by U.S. | $104,431,000 | 406 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $83,554,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $83,554,000 | 291 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $419,346,000 | 307 |
| Total debt securities | $419,346,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $436,680,000 | 357 |
| U.S. Government securities | $341,852,000 | 323 |
| U.S. Treasury securities | $33,257,000 | 171 |
| U.S. Government agency obligations | $308,595,000 | 338 |
| Securities issued by states & political subdivisions | $94,828,000 | 362 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,557,000 | 743 |
| Mortgage-backed securities | $185,628,000 | 410 |
| Certificates of participation in pools of residential mortgages | $93,427,000 | 452 |
| Issued or guaranteed by U.S. | $93,427,000 | 452 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $88,563,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $88,563,000 | 277 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,638,000 | 587 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,638,000 | 374 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $436,680,000 | 294 |
| Total debt securities | $436,680,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $437,036,000 | 352 |
| U.S. Government securities | $351,067,000 | 309 |
| U.S. Treasury securities | $20,055,000 | 239 |
| U.S. Government agency obligations | $331,012,000 | 318 |
| Securities issued by states & political subdivisions | $85,969,000 | 387 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,381,000 | 783 |
| Mortgage-backed securities | $213,397,000 | 366 |
| Certificates of participation in pools of residential mortgages | $89,167,000 | 471 |
| Issued or guaranteed by U.S. | $89,167,000 | 471 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $119,080,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $119,080,000 | 236 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,150,000 | 495 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $5,150,000 | 304 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $437,036,000 | 291 |
| Total debt securities | $437,036,000 | 346 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $458,641,000 | 341 |
| U.S. Government securities | $377,925,000 | 299 |
| U.S. Treasury securities | $20,190,000 | 240 |
| U.S. Government agency obligations | $357,735,000 | 302 |
| Securities issued by states & political subdivisions | $80,716,000 | 398 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,939,000 | 751 |
| Mortgage-backed securities | $255,362,000 | 321 |
| Certificates of participation in pools of residential mortgages | $109,055,000 | 389 |
| Issued or guaranteed by U.S. | $109,055,000 | 388 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $141,124,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $141,124,000 | 217 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $5,183,000 | 475 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $5,183,000 | 294 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $458,641,000 | 284 |
| Total debt securities | $458,641,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $449,333,000 | 345 |
| U.S. Government securities | $367,459,000 | 307 |
| U.S. Treasury securities | $19,921,000 | 251 |
| U.S. Government agency obligations | $347,538,000 | 309 |
| Securities issued by states & political subdivisions | $81,874,000 | 395 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,596,000 | 798 |
| Mortgage-backed securities | $263,160,000 | 318 |
| Certificates of participation in pools of residential mortgages | $101,638,000 | 435 |
| Issued or guaranteed by U.S. | $101,638,000 | 434 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $156,349,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $156,349,000 | 204 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $5,173,000 | 460 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $5,173,000 | 268 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $449,333,000 | 288 |
| Total debt securities | $449,333,000 | 336 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $456,192,000 | 340 |
| U.S. Government securities | $386,456,000 | 293 |
| U.S. Treasury securities | $11,886,000 | 331 |
| U.S. Government agency obligations | $374,570,000 | 293 |
| Securities issued by states & political subdivisions | $69,736,000 | 483 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,169,000 | 831 |
| Mortgage-backed securities | $299,403,000 | 282 |
| Certificates of participation in pools of residential mortgages | $82,414,000 | 547 |
| Issued or guaranteed by U.S. | $82,414,000 | 546 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $206,788,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $206,788,000 | 176 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $10,201,000 | 320 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $10,201,000 | 178 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $456,192,000 | 284 |
| Total debt securities | $456,192,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $451,974,000 | 343 |
| U.S. Government securities | $383,585,000 | 297 |
| U.S. Treasury securities | $11,934,000 | 304 |
| U.S. Government agency obligations | $371,651,000 | 296 |
| Securities issued by states & political subdivisions | $68,389,000 | 491 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,288,000 | 856 |
| Mortgage-backed securities | $303,506,000 | 283 |
| Certificates of participation in pools of residential mortgages | $84,633,000 | 538 |
| Issued or guaranteed by U.S. | $84,633,000 | 538 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $208,536,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $208,536,000 | 174 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,337,000 | 311 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $10,337,000 | 173 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $451,974,000 | 282 |
| Total debt securities | $451,974,000 | 333 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $437,893,000 | 361 |
| U.S. Government securities | $374,516,000 | 301 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $374,516,000 | 293 |
| Securities issued by states & political subdivisions | $63,377,000 | 539 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,733,000 | 853 |
| Mortgage-backed securities | $320,617,000 | 268 |
| Certificates of participation in pools of residential mortgages | $94,649,000 | 493 |
| Issued or guaranteed by U.S. | $94,649,000 | 492 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $215,666,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $215,666,000 | 164 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,302,000 | 294 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $10,302,000 | 166 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $437,893,000 | 301 |
| Total debt securities | $437,893,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $435,719,000 | 357 |
| U.S. Government securities | $370,154,000 | 297 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $370,154,000 | 289 |
| Securities issued by states & political subdivisions | $63,771,000 | 530 |
| Other domestic debt securities | $1,794,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $1,794,000 | 384 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,782,000 | 850 |
| Mortgage-backed securities | $324,124,000 | 266 |
| Certificates of participation in pools of residential mortgages | $105,144,000 | 416 |
| Issued or guaranteed by U.S. | $105,144,000 | 416 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $208,576,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $206,782,000 | 167 |
| Privately issued | $1,794,000 | 368 |
| Commercial mortgage-backed securities | $10,404,000 | 277 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $10,404,000 | 154 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $435,719,000 | 307 |
| Total debt securities | $435,719,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $405,300,000 | 381 |
| U.S. Government securities | $346,708,000 | 310 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $346,708,000 | 300 |
| Securities issued by states & political subdivisions | $56,659,000 | 641 |
| Other domestic debt securities | $1,933,000 | 1,592 |
| Privately issued residential mortgage-backed securities | $1,933,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,635,000 | 741 |
| Mortgage-backed securities | $299,115,000 | 281 |
| Certificates of participation in pools of residential mortgages | $96,745,000 | 465 |
| Issued or guaranteed by U.S. | $96,745,000 | 465 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $191,949,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $190,016,000 | 182 |
| Privately issued | $1,933,000 | 379 |
| Commercial mortgage-backed securities | $10,421,000 | 267 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $10,421,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $405,300,000 | 333 |
| Total debt securities | $405,300,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $342,723,000 | 445 |
| U.S. Government securities | $301,624,000 | 353 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $301,624,000 | 342 |
| Securities issued by states & political subdivisions | $38,160,000 | 988 |
| Other domestic debt securities | $2,939,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $2,939,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,401,000 | 749 |
| Mortgage-backed securities | $254,061,000 | 321 |
| Certificates of participation in pools of residential mortgages | $85,823,000 | 533 |
| Issued or guaranteed by U.S. | $85,823,000 | 531 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $157,613,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $154,674,000 | 210 |
| Privately issued | $2,939,000 | 312 |
| Commercial mortgage-backed securities | $10,625,000 | 248 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $10,625,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $342,723,000 | 388 |
| Total debt securities | $342,723,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $319,488,000 | 483 |
| U.S. Government securities | $276,824,000 | 410 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $276,824,000 | 391 |
| Securities issued by states & political subdivisions | $38,774,000 | 964 |
| Other domestic debt securities | $3,890,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $3,890,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,709,000 | 993 |
| Mortgage-backed securities | $239,476,000 | 355 |
| Certificates of participation in pools of residential mortgages | $62,640,000 | 712 |
| Issued or guaranteed by U.S. | $62,640,000 | 710 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $165,809,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $161,919,000 | 211 |
| Privately issued | $3,890,000 | 300 |
| Commercial mortgage-backed securities | $11,027,000 | 223 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $11,027,000 | 119 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $319,488,000 | 428 |
| Total debt securities | $319,488,000 | 473 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $300,549,000 | 504 |
| U.S. Government securities | $257,175,000 | 439 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $257,175,000 | 422 |
| Securities issued by states & political subdivisions | $38,571,000 | 943 |
| Other domestic debt securities | $4,803,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $4,803,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,969,000 | 973 |
| Mortgage-backed securities | $248,424,000 | 345 |
| Certificates of participation in pools of residential mortgages | $84,194,000 | 540 |
| Issued or guaranteed by U.S. | $84,194,000 | 538 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $158,803,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $154,000,000 | 223 |
| Privately issued | $4,803,000 | 278 |
| Commercial mortgage-backed securities | $5,427,000 | 266 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $5,427,000 | 142 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $300,549,000 | 449 |
| Total debt securities | $300,549,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $283,835,000 | 544 |
| U.S. Government securities | $242,846,000 | 471 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $242,846,000 | 453 |
| Securities issued by states & political subdivisions | $35,369,000 | 1,004 |
| Other domestic debt securities | $5,620,000 | 988 |
| Privately issued residential mortgage-backed securities | $5,620,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,279,000 | 927 |
| Mortgage-backed securities | $248,466,000 | 355 |
| Certificates of participation in pools of residential mortgages | $76,649,000 | 599 |
| Issued or guaranteed by U.S. | $76,649,000 | 598 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $171,817,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $166,197,000 | 220 |
| Privately issued | $5,620,000 | 286 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $283,835,000 | 495 |
| Total debt securities | $283,835,000 | 537 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $285,096,000 | 547 |
| U.S. Government securities | $243,459,000 | 464 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $243,459,000 | 444 |
| Securities issued by states & political subdivisions | $34,730,000 | 994 |
| Other domestic debt securities | $6,907,000 | 895 |
| Privately issued residential mortgage-backed securities | $6,907,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,902,000 | 841 |
| Mortgage-backed securities | $250,366,000 | 356 |
| Certificates of participation in pools of residential mortgages | $83,588,000 | 579 |
| Issued or guaranteed by U.S. | $83,588,000 | 578 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $166,778,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $159,871,000 | 227 |
| Privately issued | $6,907,000 | 281 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $285,096,000 | 486 |
| Total debt securities | $285,096,000 | 538 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $254,588,000 | 626 |
| U.S. Government securities | $221,182,000 | 509 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $221,182,000 | 491 |
| Securities issued by states & political subdivisions | $24,047,000 | 1,374 |
| Other domestic debt securities | $9,359,000 | 760 |
| Privately issued residential mortgage-backed securities | $9,359,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,541,000 | 817 |
| Mortgage-backed securities | $230,541,000 | 381 |
| Certificates of participation in pools of residential mortgages | $65,902,000 | 723 |
| Issued or guaranteed by U.S. | $65,902,000 | 723 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $164,639,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $155,280,000 | 240 |
| Privately issued | $9,359,000 | 253 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $254,588,000 | 557 |
| Total debt securities | $254,588,000 | 617 |
| 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 | $242,630,000 | 623 |
| U.S. Government securities | $206,339,000 | 525 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $206,339,000 | 509 |
| Securities issued by states & political subdivisions | $24,804,000 | 1,301 |
| Other domestic debt securities | $11,487,000 | 668 |
| Privately issued residential mortgage-backed securities | $11,487,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,733,000 | 747 |
| Mortgage-backed securities | $217,826,000 | 377 |
| Certificates of participation in pools of residential mortgages | $65,471,000 | 695 |
| Issued or guaranteed by U.S. | $65,471,000 | 693 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $152,355,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $140,868,000 | 243 |
| Privately issued | $11,487,000 | 278 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $242,630,000 | 551 |
| Total debt securities | $242,630,000 | 612 |
| 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 | $227,842,000 | 649 |
| U.S. Government securities | $190,762,000 | 561 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $190,762,000 | 539 |
| Securities issued by states & political subdivisions | $22,592,000 | 1,380 |
| Other domestic debt securities | $14,488,000 | 583 |
| Privately issued residential mortgage-backed securities | $14,488,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,510,000 | 712 |
| Mortgage-backed securities | $205,250,000 | 387 |
| Certificates of participation in pools of residential mortgages | $49,617,000 | 856 |
| Issued or guaranteed by U.S. | $49,617,000 | 852 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $155,633,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $141,145,000 | 235 |
| Privately issued | $14,488,000 | 250 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $227,842,000 | 573 |
| Total debt securities | $227,842,000 | 641 |
| 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 | $220,498,000 | 667 |
| U.S. Government securities | $201,335,000 | 534 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $201,335,000 | 512 |
| Securities issued by states & political subdivisions | $2,212,000 | 4,362 |
| Other domestic debt securities | $16,951,000 | 513 |
| Privately issued residential mortgage-backed securities | $16,951,000 | 242 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,143,000 | 685 |
| Mortgage-backed securities | $218,286,000 | 363 |
| Certificates of participation in pools of residential mortgages | $34,026,000 | 1,113 |
| Issued or guaranteed by U.S. | $34,026,000 | 1,108 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $184,260,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $167,309,000 | 200 |
| Privately issued | $16,951,000 | 234 |
| 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) | $220,498,000 | 592 |
| Total debt securities | $220,498,000 | 655 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $213,556,000 | 689 |
| U.S. Government securities | $177,100,000 | 596 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $177,100,000 | 573 |
| Securities issued by states & political subdivisions | $2,189,000 | 4,347 |
| Other domestic debt securities | $34,267,000 | 315 |
| Privately issued residential mortgage-backed securities | $34,267,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,691,000 | 908 |
| Mortgage-backed securities | $211,367,000 | 362 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 4,027 |
| Issued or guaranteed by U.S. | $2,917,000 | 4,018 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $208,450,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $174,183,000 | 187 |
| Privately issued | $34,267,000 | 159 |
| 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) | $213,556,000 | 610 |
| Total debt securities | $213,556,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $137,032,000 | 1,004 |
| U.S. Government securities | $93,663,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $93,663,000 | 971 |
| Securities issued by states & political subdivisions | $2,113,000 | 4,366 |
| Other domestic debt securities | $41,256,000 | 293 |
| Privately issued residential mortgage-backed securities | $41,256,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,977,000 | 732 |
| Mortgage-backed securities | $134,919,000 | 514 |
| Certificates of participation in pools of residential mortgages | $2,977,000 | 3,899 |
| Issued or guaranteed by U.S. | $2,977,000 | 3,890 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $131,942,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $90,686,000 | 295 |
| Privately issued | $41,256,000 | 151 |
| 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) | $137,032,000 | 888 |
| Total debt securities | $137,032,000 | 993 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $150,322,000 | 881 |
| U.S. Government securities | $99,687,000 | 935 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $99,687,000 | 895 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,259 |
| Other domestic debt securities | $48,421,000 | 266 |
| Privately issued residential mortgage-backed securities | $48,421,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,004,000 | 623 |
| Mortgage-backed securities | $148,108,000 | 456 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 3,821 |
| Issued or guaranteed by U.S. | $3,169,000 | 3,812 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $144,939,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $96,518,000 | 286 |
| Privately issued | $48,421,000 | 141 |
| 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) | $150,322,000 | 780 |
| Total debt securities | $150,322,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $157,201,000 | 853 |
| U.S. Government securities | $87,383,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $87,383,000 | 1,033 |
| Securities issued by states & political subdivisions | $2,077,000 | 4,269 |
| Other domestic debt securities | $67,741,000 | 212 |
| Privately issued residential mortgage-backed securities | $67,741,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,671,000 | 622 |
| Mortgage-backed securities | $155,124,000 | 427 |
| Certificates of participation in pools of residential mortgages | $3,261,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,261,000 | 3,828 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $151,863,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $84,122,000 | 293 |
| Privately issued | $67,741,000 | 114 |
| 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) | $157,201,000 | 753 |
| Total debt securities | $157,201,000 | 840 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $179,170,000 | 746 |
| U.S. Government securities | $87,998,000 | 1,062 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $87,998,000 | 1,023 |
| Securities issued by states & political subdivisions | $2,006,000 | 4,295 |
| Other domestic debt securities | $89,166,000 | 174 |
| Privately issued residential mortgage-backed securities | $89,166,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,635,000 | 661 |
| Mortgage-backed securities | $177,164,000 | 397 |
| Certificates of participation in pools of residential mortgages | $3,766,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,766,000 | 3,793 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $173,398,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $84,232,000 | 296 |
| Privately issued | $89,166,000 | 96 |
| 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) | $179,170,000 | 652 |
| Total debt securities | $179,170,000 | 733 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $211,197,000 | 608 |
| U.S. Government securities | $92,765,000 | 973 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $92,765,000 | 939 |
| Securities issued by states & political subdivisions | $2,685,000 | 4,020 |
| Other domestic debt securities | $115,747,000 | 158 |
| Privately issued residential mortgage-backed securities | $115,747,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,966,000 | 468 |
| Mortgage-backed securities | $208,512,000 | 350 |
| Certificates of participation in pools of residential mortgages | $3,861,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,861,000 | 3,845 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $204,651,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $88,904,000 | 266 |
| Privately issued | $115,747,000 | 88 |
| 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) | $211,197,000 | 530 |
| Total debt securities | $211,197,000 | 597 |
| 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 | $243,404,000 | 538 |
| U.S. Government securities | $92,637,000 | 957 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $92,637,000 | 926 |
| Securities issued by states & political subdivisions | $5,838,000 | 3,036 |
| Other domestic debt securities | $144,929,000 | 142 |
| Privately issued residential mortgage-backed securities | $144,929,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,045,000 | 384 |
| Mortgage-backed securities | $237,566,000 | 318 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,895 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $233,592,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $88,663,000 | 257 |
| Privately issued | $144,929,000 | 82 |
| 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) | $243,404,000 | 466 |
| Total debt securities | $243,404,000 | 524 |
| 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 | $236,904,000 | 539 |
| U.S. Government securities | $85,008,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $85,008,000 | 976 |
| Securities issued by states & political subdivisions | $6,167,000 | 2,923 |
| Other domestic debt securities | $145,729,000 | 153 |
| Privately issued residential mortgage-backed securities | $145,729,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,977,000 | 351 |
| Mortgage-backed securities | $230,737,000 | 332 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 3,929 |
| Issued or guaranteed by U.S. | $4,076,000 | 3,915 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $226,661,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $80,932,000 | 254 |
| Privately issued | $145,729,000 | 85 |
| 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) | $236,904,000 | 468 |
| Total debt securities | $236,904,000 | 526 |
| 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 | $227,810,000 | 546 |
| U.S. Government securities | $68,828,000 | 1,264 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $68,828,000 | 1,227 |
| Securities issued by states & political subdivisions | $14,069,000 | 1,631 |
| Other domestic debt securities | $144,913,000 | 158 |
| Privately issued residential mortgage-backed securities | $144,913,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,911,000 | 339 |
| Mortgage-backed securities | $213,741,000 | 369 |
| Certificates of participation in pools of residential mortgages | $4,389,000 | 3,941 |
| Issued or guaranteed by U.S. | $4,389,000 | 3,929 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $209,352,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $64,439,000 | 292 |
| Privately issued | $144,913,000 | 98 |
| 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) | $227,810,000 | 476 |
| Total debt securities | $227,810,000 | 534 |
| 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 | $209,857,000 | 582 |
| U.S. Government securities | $66,654,000 | 1,286 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $66,654,000 | 1,259 |
| Securities issued by states & political subdivisions | $14,018,000 | 1,597 |
| Other domestic debt securities | $129,185,000 | 164 |
| Privately issued residential mortgage-backed securities | $129,185,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,517,000 | 324 |
| Mortgage-backed securities | $195,839,000 | 375 |
| Certificates of participation in pools of residential mortgages | $4,460,000 | 3,879 |
| Issued or guaranteed by U.S. | $4,460,000 | 3,866 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $191,379,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $62,194,000 | 294 |
| Privately issued | $129,185,000 | 100 |
| 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) | $209,857,000 | 501 |
| Total debt securities | $209,857,000 | 570 |
| 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 | $211,763,000 | 568 |
| U.S. Government securities | $64,357,000 | 1,310 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $64,357,000 | 1,281 |
| Securities issued by states & political subdivisions | $13,913,000 | 1,582 |
| Other domestic debt securities | $133,493,000 | 164 |
| Privately issued residential mortgage-backed securities | $133,493,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,981,000 | 309 |
| Mortgage-backed securities | $197,850,000 | 356 |
| Certificates of participation in pools of residential mortgages | $4,566,000 | 3,767 |
| Issued or guaranteed by U.S. | $4,566,000 | 3,755 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $193,284,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $59,791,000 | 277 |
| Privately issued | $133,493,000 | 103 |
| 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) | $211,763,000 | 482 |
| Total debt securities | $211,763,000 | 560 |
| 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 | $200,312,000 | 611 |
| U.S. Government securities | $61,682,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $61,682,000 | 1,346 |
| Securities issued by states & political subdivisions | $18,832,000 | 1,168 |
| Other domestic debt securities | $119,798,000 | 187 |
| Privately issued residential mortgage-backed securities | $119,798,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,107,000 | 321 |
| Mortgage-backed securities | $181,480,000 | 386 |
| Certificates of participation in pools of residential mortgages | $4,642,000 | 3,744 |
| Issued or guaranteed by U.S. | $4,642,000 | 3,731 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $176,838,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $57,040,000 | 282 |
| Privately issued | $119,798,000 | 112 |
| 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) | $200,312,000 | 515 |
| Total debt securities | $200,312,000 | 596 |
| 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 | $160,452,000 | 750 |
| U.S. Government securities | $66,823,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $66,823,000 | 1,232 |
| Securities issued by states & political subdivisions | $19,163,000 | 1,143 |
| Other domestic debt securities | $74,466,000 | 250 |
| Privately issued residential mortgage-backed securities | $74,466,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,374,000 | 365 |
| Mortgage-backed securities | $141,289,000 | 453 |
| Certificates of participation in pools of residential mortgages | $4,921,000 | 3,548 |
| Issued or guaranteed by U.S. | $4,921,000 | 3,534 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $136,368,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $61,902,000 | 269 |
| Privately issued | $74,466,000 | 152 |
| 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) | $160,452,000 | 648 |
| Total debt securities | $160,452,000 | 726 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $122,899,000 | 979 |
| U.S. Government securities | $70,837,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $70,837,000 | 1,162 |
| Securities issued by states & political subdivisions | $18,983,000 | 1,137 |
| Other domestic debt securities | $33,079,000 | 392 |
| Privately issued residential mortgage-backed securities | $33,079,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,256,000 | 465 |
| Mortgage-backed securities | $103,916,000 | 548 |
| Certificates of participation in pools of residential mortgages | $5,117,000 | 3,191 |
| Issued or guaranteed by U.S. | $5,117,000 | 3,176 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $98,799,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $65,720,000 | 254 |
| Privately issued | $33,079,000 | 238 |
| 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) | $122,899,000 | 842 |
| Total debt securities | $122,899,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $104,624,000 | 1,160 |
| U.S. Government securities | $74,251,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $74,251,000 | 1,127 |
| Securities issued by states & political subdivisions | $18,901,000 | 1,108 |
| Other domestic debt securities | $11,472,000 | 689 |
| Privately issued residential mortgage-backed securities | $11,472,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,931,000 | 523 |
| Mortgage-backed securities | $85,723,000 | 606 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 2,986 |
| Issued or guaranteed by U.S. | $5,377,000 | 2,970 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $80,346,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $68,874,000 | 236 |
| Privately issued | $11,472,000 | 369 |
| 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) | $104,624,000 | 1,014 |
| Total debt securities | $104,624,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $107,306,000 | 1,132 |
| U.S. Government securities | $88,655,000 | 970 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $88,655,000 | 939 |
| Securities issued by states & political subdivisions | $18,651,000 | 1,108 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,525,000 | 540 |
| Mortgage-backed securities | $88,655,000 | 586 |
| Certificates of participation in pools of residential mortgages | $5,514,000 | 2,871 |
| Issued or guaranteed by U.S. | $5,514,000 | 2,858 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $83,141,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $83,141,000 | 208 |
| 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) | $107,306,000 | 981 |
| Total debt securities | $107,306,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $176,554,000 | 698 |
| U.S. Government securities | $157,644,000 | 564 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $157,644,000 | 548 |
| Securities issued by states & political subdivisions | $18,910,000 | 1,094 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,687,000 | 348 |
| Mortgage-backed securities | $157,644,000 | 393 |
| Certificates of participation in pools of residential mortgages | $9,204,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,204,000 | 2,167 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $148,440,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $148,440,000 | 146 |
| 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) | $176,554,000 | 577 |
| Total debt securities | $176,554,000 | 681 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $182,974,000 | 683 |
| U.S. Government securities | $164,109,000 | 558 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $164,109,000 | 547 |
| Securities issued by states & political subdivisions | $18,865,000 | 1,072 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,849,000 | 341 |
| Mortgage-backed securities | $164,109,000 | 377 |
| Certificates of participation in pools of residential mortgages | $10,261,000 | 2,040 |
| Issued or guaranteed by U.S. | $10,261,000 | 2,029 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $153,848,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $153,848,000 | 146 |
| 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) | $182,974,000 | 561 |
| Total debt securities | $182,974,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $194,798,000 | 659 |
| U.S. Government securities | $171,400,000 | 552 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $171,400,000 | 536 |
| Securities issued by states & political subdivisions | $23,398,000 | 854 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,153,000 | 337 |
| Mortgage-backed securities | $171,400,000 | 369 |
| Certificates of participation in pools of residential mortgages | $10,946,000 | 1,981 |
| Issued or guaranteed by U.S. | $10,946,000 | 1,966 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $160,454,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $160,454,000 | 145 |
| 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) | $194,798,000 | 545 |
| Total debt securities | $194,798,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $203,619,000 | 632 |
| U.S. Government securities | $167,027,000 | 575 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $167,027,000 | 563 |
| Securities issued by states & political subdivisions | $36,592,000 | 477 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,300,000 | 318 |
| Mortgage-backed securities | $167,027,000 | 389 |
| Certificates of participation in pools of residential mortgages | $11,677,000 | 1,914 |
| Issued or guaranteed by U.S. | $11,677,000 | 1,903 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $155,350,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $155,350,000 | 145 |
| 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) | $203,619,000 | 527 |
| Total debt securities | $203,619,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $211,434,000 | 620 |
| U.S. Government securities | $166,817,000 | 588 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $166,817,000 | 568 |
| Securities issued by states & political subdivisions | $44,617,000 | 390 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,105,000 | 311 |
| Mortgage-backed securities | $166,817,000 | 394 |
| Certificates of participation in pools of residential mortgages | $13,218,000 | 1,799 |
| Issued or guaranteed by U.S. | $13,218,000 | 1,787 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $153,599,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $153,599,000 | 153 |
| 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) | $211,434,000 | 520 |
| Total debt securities | $211,434,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $227,185,000 | 591 |
| U.S. Government securities | $180,213,000 | 553 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $180,213,000 | 537 |
| Securities issued by states & political subdivisions | $46,972,000 | 360 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,597,000 | 298 |
| Mortgage-backed securities | $180,213,000 | 376 |
| Certificates of participation in pools of residential mortgages | $8,550,000 | 2,361 |
| Issued or guaranteed by U.S. | $8,550,000 | 2,352 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $171,663,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $171,663,000 | 142 |
| 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) | $227,185,000 | 494 |
| Total debt securities | $227,184,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $223,845,000 | 592 |
| U.S. Government securities | $176,528,000 | 569 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $176,528,000 | 545 |
| Securities issued by states & political subdivisions | $47,317,000 | 352 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,980,000 | 299 |
| Mortgage-backed securities | $175,525,000 | 387 |
| Certificates of participation in pools of residential mortgages | $9,556,000 | 2,250 |
| Issued or guaranteed by U.S. | $9,556,000 | 2,240 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $165,969,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $165,969,000 | 152 |
| 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) | $223,845,000 | 496 |
| Total debt securities | $223,844,000 | 574 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,269 |
| Fair value | $1,003,000 | 2,035 |
| 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 | $232,896,000 | 567 |
| U.S. Government securities | $185,748,000 | 546 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $185,748,000 | 523 |
| Securities issued by states & political subdivisions | $47,148,000 | 358 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,762,000 | 280 |
| Mortgage-backed securities | $184,739,000 | 382 |
| Certificates of participation in pools of residential mortgages | $10,432,000 | 2,206 |
| Issued or guaranteed by U.S. | $10,432,000 | 2,194 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $174,307,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $174,307,000 | 155 |
| 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) | $232,896,000 | 477 |
| Total debt securities | $232,896,000 | 552 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,292 |
| Fair value | $1,009,000 | 2,025 |
| 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 | $232,314,000 | 571 |
| U.S. Government securities | $189,062,000 | 543 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $189,062,000 | 519 |
| Securities issued by states & political subdivisions | $41,254,000 | 407 |
| Other domestic debt securities | $1,998,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,364 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,929,000 | 289 |
| Mortgage-backed securities | $188,039,000 | 384 |
| Certificates of participation in pools of residential mortgages | $8,978,000 | 2,460 |
| Issued or guaranteed by U.S. | $8,978,000 | 2,452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $179,061,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $179,061,000 | 151 |
| 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) | $232,314,000 | 481 |
| Total debt securities | $232,314,000 | 557 |
| Structured notes | ||
| Amortized cost | $986,000 | 2,303 |
| Fair value | $1,023,000 | 2,008 |
| 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 | $235,916,000 | 580 |
| U.S. Government securities | $198,617,000 | 533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $198,617,000 | 511 |
| Securities issued by states & political subdivisions | $35,301,000 | 495 |
| Other domestic debt securities | $1,998,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,435 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,438,000 | 287 |
| Mortgage-backed securities | $197,581,000 | 376 |
| Certificates of participation in pools of residential mortgages | $9,877,000 | 2,375 |
| Issued or guaranteed by U.S. | $9,877,000 | 2,369 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $187,704,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $187,704,000 | 150 |
| 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) | $235,916,000 | 491 |
| Total debt securities | $235,916,000 | 565 |
| Structured notes | ||
| Amortized cost | $981,000 | 2,249 |
| Fair value | $1,036,000 | 1,961 |
| 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 | $236,317,000 | 576 |
| U.S. Government securities | $199,137,000 | 541 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $199,137,000 | 514 |
| Securities issued by states & political subdivisions | $35,182,000 | 496 |
| Other domestic debt securities | $1,998,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,482 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,311,000 | 277 |
| Mortgage-backed securities | $198,058,000 | 376 |
| Certificates of participation in pools of residential mortgages | $24,064,000 | 1,304 |
| Issued or guaranteed by U.S. | $24,064,000 | 1,294 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $173,994,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $173,994,000 | 160 |
| 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) | $236,317,000 | 487 |
| Total debt securities | $236,317,000 | 562 |
| Structured notes | ||
| Amortized cost | $976,000 | 2,252 |
| Fair value | $1,046,000 | 1,949 |
| 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 | $263,395,000 | 539 |
| U.S. Government securities | $222,878,000 | 487 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $222,878,000 | 467 |
| Securities issued by states & political subdivisions | $33,565,000 | 512 |
| Other domestic debt securities | $6,952,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $4,954,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,562 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,437,000 | 253 |
| Mortgage-backed securities | $226,742,000 | 345 |
| Certificates of participation in pools of residential mortgages | $12,090,000 | 2,132 |
| Issued or guaranteed by U.S. | $12,090,000 | 2,123 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $214,652,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $209,698,000 | 136 |
| Privately issued | $4,954,000 | 412 |
| 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) | $263,395,000 | 454 |
| Total debt securities | $263,395,000 | 514 |
| Structured notes | ||
| Amortized cost | $971,000 | 2,221 |
| Fair value | $1,056,000 | 1,926 |
| 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 | $288,359,000 | 512 |
| U.S. Government securities | $240,800,000 | 459 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $240,800,000 | 439 |
| Securities issued by states & political subdivisions | $34,879,000 | 488 |
| Other domestic debt securities | $12,680,000 | 767 |
| Privately issued residential mortgage-backed securities | $10,682,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,662 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,047,000 | 244 |
| Mortgage-backed securities | $250,370,000 | 329 |
| Certificates of participation in pools of residential mortgages | $13,596,000 | 2,016 |
| Issued or guaranteed by U.S. | $13,596,000 | 2,007 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $236,774,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $226,092,000 | 133 |
| Privately issued | $10,682,000 | 313 |
| 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) | $288,359,000 | 440 |
| Total debt securities | $288,359,000 | 492 |
| Structured notes | ||
| Amortized cost | $966,000 | 1,995 |
| Fair value | $1,077,000 | 1,710 |
| 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 | $262,568,000 | 559 |
| U.S. Government securities | $213,450,000 | 531 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $213,450,000 | 513 |
| Securities issued by states & political subdivisions | $35,057,000 | 492 |
| Other domestic debt securities | $14,061,000 | 697 |
| Privately issued residential mortgage-backed securities | $12,063,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,763 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,958,000 | 253 |
| Mortgage-backed securities | $224,394,000 | 358 |
| Certificates of participation in pools of residential mortgages | $14,719,000 | 1,921 |
| Issued or guaranteed by U.S. | $14,719,000 | 1,908 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $209,675,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $197,612,000 | 155 |
| Privately issued | $12,063,000 | 217 |
| 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) | $262,568,000 | 488 |
| Total debt securities | $262,568,000 | 540 |
| Structured notes | ||
| Amortized cost | $961,000 | 1,850 |
| Fair value | $1,083,000 | 1,561 |
| 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 | $246,268,000 | 571 |
| U.S. Government securities | $195,794,000 | 571 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $195,794,000 | 555 |
| Securities issued by states & political subdivisions | $34,516,000 | 497 |
| Other domestic debt securities | $15,958,000 | 652 |
| Privately issued residential mortgage-backed securities | $13,960,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,862 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,800,000 | 266 |
| Mortgage-backed securities | $208,627,000 | 377 |
| Certificates of participation in pools of residential mortgages | $22,808,000 | 1,397 |
| Issued or guaranteed by U.S. | $22,808,000 | 1,391 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $185,819,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $171,859,000 | 182 |
| Privately issued | $13,960,000 | 202 |
| 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) | $246,268,000 | 500 |
| Total debt securities | $246,268,000 | 552 |
| Structured notes | ||
| Amortized cost | $957,000 | 1,598 |
| Fair value | $1,090,000 | 1,342 |
| 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 | $209,900,000 | 655 |
| U.S. Government securities | $161,722,000 | 627 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $161,722,000 | 608 |
| Securities issued by states & political subdivisions | $35,310,000 | 469 |
| Other domestic debt securities | $12,868,000 | 785 |
| Privately issued residential mortgage-backed securities | $10,870,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,917 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,199,000 | 297 |
| Mortgage-backed securities | $171,457,000 | 457 |
| Certificates of participation in pools of residential mortgages | $34,353,000 | 1,026 |
| Issued or guaranteed by U.S. | $34,353,000 | 1,020 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $137,104,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $126,234,000 | 239 |
| Privately issued | $10,870,000 | 252 |
| 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) | $209,900,000 | 566 |
| Total debt securities | $209,900,000 | 636 |
| Structured notes | ||
| Amortized cost | $952,000 | 1,402 |
| Fair value | $1,097,000 | 1,146 |
| 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 | $202,364,000 | 663 |
| U.S. Government securities | $158,239,000 | 640 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $158,239,000 | 617 |
| Securities issued by states & political subdivisions | $31,079,000 | 525 |
| Other domestic debt securities | $13,046,000 | 782 |
| Privately issued residential mortgage-backed securities | $11,057,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,000 | 1,929 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,714,000 | 298 |
| Mortgage-backed securities | $164,099,000 | 457 |
| Certificates of participation in pools of residential mortgages | $38,472,000 | 912 |
| Issued or guaranteed by U.S. | $38,472,000 | 908 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $125,627,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $114,570,000 | 255 |
| Privately issued | $11,057,000 | 261 |
| 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) | $202,364,000 | 571 |
| Total debt securities | $202,364,000 | 642 |
| Structured notes | ||
| Amortized cost | $948,000 | 1,151 |
| Fair value | $1,103,000 | 869 |
| 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 | $208,072,000 | 630 |
| U.S. Government securities | $165,419,000 | 592 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $165,419,000 | 570 |
| Securities issued by states & political subdivisions | $28,816,000 | 560 |
| Other domestic debt securities | $13,837,000 | 759 |
| Privately issued residential mortgage-backed securities | $11,839,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,932 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,782,000 | 293 |
| Mortgage-backed securities | $172,015,000 | 416 |
| Certificates of participation in pools of residential mortgages | $47,536,000 | 751 |
| Issued or guaranteed by U.S. | $47,536,000 | 744 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $124,479,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $112,640,000 | 230 |
| Privately issued | $11,839,000 | 237 |
| 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) | $208,072,000 | 537 |
| Total debt securities | $208,072,000 | 608 |
| Structured notes | ||
| Amortized cost | $943,000 | 997 |
| Fair value | $1,098,000 | 721 |
| 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 | $2,660,000 | 8,678 |
| U.S. Government securities | $2,660,000 | 8,208 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,660,000 | 7,989 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,600,000 | 5,571 |
| Mortgage-backed securities | $2,660,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,660,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $2,660,000 | 2,316 |
| 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) | $2,660,000 | 7,722 |
| Total debt securities | $2,660,000 | 8,585 |
| 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 |