Home > Brookline Bank > Securities
Brookline Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $307,129,000 | 666 |
| U.S. Government securities | $300,217,000 | 471 |
| U.S. Treasury securities | $131,221,000 | 199 |
| U.S. Government agency obligations | $168,996,000 | 651 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $6,427,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,427,000 | 849 |
| Foreign debt securities | $485,000 | 255 |
| 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 | $296,912,000 | 371 |
| Mortgage-backed securities | $71,923,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,679,000 | 681 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,728,000 | 1,359 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $516,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $307,129,000 | 554 |
| Total debt securities | $307,129,000 | 655 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $81,723,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,404,000 | 43 |
| 2023-09-30 | Rank | |
| Total securities | $297,142,000 | 691 |
| U.S. Government securities | $290,286,000 | 494 |
| U.S. Treasury securities | $137,384,000 | 212 |
| U.S. Government agency obligations | $152,902,000 | 712 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $6,377,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,377,000 | 851 |
| Foreign debt securities | $479,000 | 265 |
| 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 | $241,616,000 | 431 |
| Mortgage-backed securities | $70,648,000 | 995 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,207,000 | 686 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,947,000 | 1,312 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $494,000 | 1,223 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $297,142,000 | 578 |
| Total debt securities | $297,142,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $128,055,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $134,790,000 | 44 |
| 2023-06-30 | Rank | |
| Total securities | $309,842,000 | 680 |
| U.S. Government securities | $295,535,000 | 485 |
| U.S. Treasury securities | $138,564,000 | 207 |
| U.S. Government agency obligations | $156,971,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $13,830,000 | 855 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $13,830,000 | 520 |
| Foreign debt securities | $477,000 | 263 |
| 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 | $210,792,000 | 479 |
| Mortgage-backed securities | $76,452,000 | 972 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,585,000 | 662 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,342,000 | 1,297 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $525,000 | 1,217 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $309,842,000 | 569 |
| Total debt securities | $309,842,000 | 671 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $104,869,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $109,172,000 | 40 |
| 2023-03-31 | Rank | |
| Total securities | $351,095,000 | 629 |
| U.S. Government securities | $336,806,000 | 455 |
| U.S. Treasury securities | $175,046,000 | 179 |
| U.S. Government agency obligations | $161,760,000 | 689 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $13,814,000 | 904 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $13,814,000 | 553 |
| Foreign debt securities | $475,000 | 240 |
| 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 | $211,848,000 | 456 |
| Mortgage-backed securities | $80,202,000 | 988 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,821,000 | 671 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,836,000 | 1,300 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $545,000 | 1,221 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $351,095,000 | 528 |
| Total debt securities | $351,095,000 | 621 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $88,164,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $87,688,000 | 43 |
| 2022-12-31 | Rank | |
| Total securities | $354,389,000 | 635 |
| U.S. Government securities | $340,148,000 | 450 |
| U.S. Treasury securities | $172,482,000 | 186 |
| U.S. Government agency obligations | $167,666,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $13,764,000 | 931 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $13,764,000 | 563 |
| Foreign debt securities | $477,000 | 243 |
| 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 | $192,754,000 | 447 |
| Mortgage-backed securities | $81,872,000 | 976 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,250,000 | 673 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,065,000 | 1,288 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $557,000 | 1,212 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $354,389,000 | 530 |
| Total debt securities | $354,389,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $99,126,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $101,930,000 | 46 |
| 2022-09-30 | Rank | |
| Total securities | $297,524,000 | 741 |
| U.S. Government securities | $283,281,000 | 541 |
| U.S. Treasury securities | $110,367,000 | 286 |
| U.S. Government agency obligations | $172,914,000 | 657 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $13,762,000 | 893 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $13,762,000 | 564 |
| Foreign debt securities | $481,000 | 252 |
| 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 | $132,212,000 | 578 |
| Mortgage-backed securities | $84,532,000 | 949 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,396,000 | 665 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,563,000 | 1,258 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $573,000 | 1,251 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $297,524,000 | 634 |
| Total debt securities | $297,523,000 | 731 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $103,325,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $105,911,000 | 51 |
| 2022-06-30 | Rank | |
| Total securities | $316,598,000 | 718 |
| U.S. Government securities | $302,132,000 | 522 |
| U.S. Treasury securities | $114,362,000 | 273 |
| U.S. Government agency obligations | $187,770,000 | 631 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $13,986,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $13,986,000 | 567 |
| Foreign debt securities | $480,000 | 254 |
| 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 | $37,513,000 | 1,447 |
| Mortgage-backed securities | $93,655,000 | 907 |
| Certificates of participation in pools of residential mortgages | $84,621,000 | 649 |
| Issued or guaranteed by U.S. | $84,621,000 | 640 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,429,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $8,429,000 | 1,224 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $605,000 | 1,846 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $605,000 | 1,320 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $316,598,000 | 626 |
| Total debt securities | $316,598,000 | 711 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $60,389,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,895,000 | 51 |
| 2022-03-31 | Rank | |
| Total securities | $328,747,000 | 697 |
| U.S. Government securities | $306,043,000 | 510 |
| U.S. Treasury securities | $97,059,000 | 293 |
| U.S. Government agency obligations | $208,984,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $22,209,000 | 632 |
| 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 | $22,209,000 | 406 |
| Foreign debt securities | $495,000 | 246 |
| 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 | $60,237,000 | 1,004 |
| Mortgage-backed securities | $103,195,000 | 864 |
| Certificates of participation in pools of residential mortgages | $93,315,000 | 615 |
| Issued or guaranteed by U.S. | $93,315,000 | 609 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,230,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $9,230,000 | 1,193 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $650,000 | 1,822 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $650,000 | 1,292 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $328,747,000 | 608 |
| Total debt securities | $328,747,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $41,645,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,925,000 | 55 |
| 2021-12-31 | Rank | |
| Total securities | $335,655,000 | 660 |
| U.S. Government securities | $312,473,000 | 470 |
| U.S. Treasury securities | $81,933,000 | 226 |
| U.S. Government agency obligations | $230,540,000 | 536 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $22,683,000 | 608 |
| 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 | $22,683,000 | 377 |
| Foreign debt securities | $499,000 | 236 |
| 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 | $138,139,000 | 508 |
| Mortgage-backed securities | $117,540,000 | 773 |
| Certificates of participation in pools of residential mortgages | $106,282,000 | 559 |
| Issued or guaranteed by U.S. | $106,282,000 | 552 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,551,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $10,551,000 | 1,107 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $707,000 | 1,788 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $707,000 | 1,265 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $335,655,000 | 589 |
| Total debt securities | $335,655,000 | 650 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $62,512,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,418,000 | 35 |
| 2021-09-30 | Rank | |
| Total securities | $350,684,000 | 609 |
| U.S. Government securities | $327,217,000 | 438 |
| U.S. Treasury securities | $82,336,000 | 178 |
| U.S. Government agency obligations | $244,881,000 | 490 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $22,969,000 | 579 |
| 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 | $22,969,000 | 353 |
| Foreign debt securities | $498,000 | 226 |
| 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 | $138,139,000 | 500 |
| Mortgage-backed securities | $131,088,000 | 683 |
| Certificates of participation in pools of residential mortgages | $118,642,000 | 490 |
| Issued or guaranteed by U.S. | $118,642,000 | 487 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $11,690,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $11,690,000 | 1,049 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $756,000 | 1,787 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $756,000 | 1,261 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $350,684,000 | 537 |
| Total debt securities | $350,684,000 | 598 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $65,751,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $64,784,000 | 38 |
| 2021-06-30 | Rank | |
| Total securities | $366,728,000 | 545 |
| U.S. Government securities | $343,123,000 | 396 |
| U.S. Treasury securities | $82,820,000 | 146 |
| U.S. Government agency obligations | $260,303,000 | 458 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $23,108,000 | 557 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $23,108,000 | 338 |
| Foreign debt securities | $497,000 | 225 |
| 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 | $144,573,000 | 486 |
| Mortgage-backed securities | $145,800,000 | 599 |
| Certificates of participation in pools of residential mortgages | $131,862,000 | 424 |
| Issued or guaranteed by U.S. | $131,862,000 | 420 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $13,133,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,133,000 | 944 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $805,000 | 1,771 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $805,000 | 1,232 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $366,728,000 | 487 |
| Total debt securities | $366,728,000 | 538 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $71,885,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $70,780,000 | 36 |
| 2021-03-31 | Rank | |
| Total securities | $382,568,000 | 494 |
| U.S. Government securities | $358,825,000 | 349 |
| U.S. Treasury securities | $59,551,000 | 143 |
| U.S. Government agency obligations | $299,274,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $23,247,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $23,247,000 | 319 |
| Foreign debt securities | $496,000 | 233 |
| 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 | $150,911,000 | 456 |
| Mortgage-backed securities | $164,849,000 | 516 |
| Certificates of participation in pools of residential mortgages | $149,096,000 | 364 |
| Issued or guaranteed by U.S. | $149,096,000 | 359 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $14,906,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $14,906,000 | 863 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $847,000 | 1,741 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $847,000 | 1,206 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $382,568,000 | 448 |
| Total debt securities | $382,568,000 | 487 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $67,685,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $66,834,000 | 43 |
| 2020-12-31 | Rank | |
| Total securities | $397,643,000 | 432 |
| U.S. Government securities | $373,680,000 | 311 |
| U.S. Treasury securities | $42,118,000 | 156 |
| U.S. Government agency obligations | $331,562,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $23,467,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $23,467,000 | 305 |
| Foreign debt securities | $496,000 | 234 |
| 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 | $167,262,000 | 399 |
| Mortgage-backed securities | $192,351,000 | 427 |
| Certificates of participation in pools of residential mortgages | $174,627,000 | 285 |
| Issued or guaranteed by U.S. | $174,627,000 | 284 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $16,732,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $16,732,000 | 808 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $992,000 | 1,661 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $992,000 | 1,136 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $397,643,000 | 388 |
| Total debt securities | $397,643,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $106,174,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $104,625,000 | 36 |
| 2020-09-30 | Rank | |
| Total securities | $426,816,000 | 389 |
| U.S. Government securities | $402,800,000 | 279 |
| U.S. Treasury securities | $42,589,000 | 155 |
| U.S. Government agency obligations | $360,211,000 | 289 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $23,525,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $23,525,000 | 286 |
| Foreign debt securities | $491,000 | 239 |
| 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 | $177,314,000 | 370 |
| Mortgage-backed securities | $220,198,000 | 377 |
| Certificates of participation in pools of residential mortgages | $197,154,000 | 252 |
| Issued or guaranteed by U.S. | $197,154,000 | 251 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,094,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $19,094,000 | 761 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,950,000 | 1,136 |
| Commercial mortgage pass-through securities | $2,668,000 | 835 |
| Other commercial mortgage-backed securities | $1,282,000 | 1,025 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $426,816,000 | 351 |
| Total debt securities | $426,816,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $121,697,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,862,000 | 37 |
| 2020-06-30 | Rank | |
| Total securities | $443,855,000 | 371 |
| U.S. Government securities | $416,797,000 | 273 |
| U.S. Treasury securities | $42,701,000 | 173 |
| U.S. Government agency obligations | $374,096,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $26,571,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,571,000 | 244 |
| Foreign debt securities | $487,000 | 245 |
| 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 | $372,927,000 | 213 |
| Mortgage-backed securities | $228,167,000 | 367 |
| Certificates of participation in pools of residential mortgages | $202,578,000 | 244 |
| Issued or guaranteed by U.S. | $202,578,000 | 243 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $21,512,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $21,512,000 | 724 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,077,000 | 1,093 |
| Commercial mortgage pass-through securities | $2,684,000 | 825 |
| Other commercial mortgage-backed securities | $1,393,000 | 985 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $443,855,000 | 326 |
| Total debt securities | $443,855,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $136,742,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $134,488,000 | 36 |
| 2020-03-31 | Rank | |
| Total securities | $419,849,000 | 374 |
| U.S. Government securities | $354,369,000 | 306 |
| U.S. Treasury securities | $42,628,000 | 161 |
| U.S. Government agency obligations | $311,741,000 | 325 |
| Securities issued by states & political subdivisions | $39,036,000 | 885 |
| Other domestic debt securities | $25,959,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $25,959,000 | 237 |
| Foreign debt securities | $485,000 | 244 |
| 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 | $272,668,000 | 258 |
| Mortgage-backed securities | $206,246,000 | 394 |
| Certificates of participation in pools of residential mortgages | $178,572,000 | 272 |
| Issued or guaranteed by U.S. | $178,572,000 | 266 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $23,503,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $23,503,000 | 704 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,171,000 | 1,060 |
| Commercial mortgage pass-through securities | $2,698,000 | 796 |
| Other commercial mortgage-backed securities | $1,473,000 | 945 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $419,849,000 | 334 |
| Total debt securities | $419,849,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $127,768,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $125,131,000 | 40 |
| 2019-12-31 | Rank | |
| Total securities | $258,689,000 | 546 |
| U.S. Government securities | $190,851,000 | 495 |
| U.S. Treasury securities | $24,028,000 | 254 |
| U.S. Government agency obligations | $166,823,000 | 521 |
| Securities issued by states & political subdivisions | $38,351,000 | 865 |
| Other domestic debt securities | $28,987,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $28,987,000 | 201 |
| Foreign debt securities | $500,000 | 214 |
| 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 | $180,914,000 | 331 |
| Mortgage-backed securities | $102,325,000 | 659 |
| Certificates of participation in pools of residential mortgages | $67,724,000 | 546 |
| Issued or guaranteed by U.S. | $67,724,000 | 534 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $30,410,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $30,410,000 | 578 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,191,000 | 1,041 |
| Commercial mortgage pass-through securities | $2,713,000 | 794 |
| Other commercial mortgage-backed securities | $1,478,000 | 907 |
| Held to maturity securities (book value) | $68,716,000 | 254 |
| Available-for-sale securities (fair market value) | $189,973,000 | 648 |
| Total debt securities | $258,689,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $45,310,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,464,000 | 37 |
| 2019-09-30 | Rank | |
| Total securities | $253,122,000 | 555 |
| U.S. Government securities | $179,961,000 | 516 |
| U.S. Treasury securities | $9,014,000 | 495 |
| U.S. Government agency obligations | $170,947,000 | 511 |
| Securities issued by states & political subdivisions | $39,681,000 | 822 |
| Other domestic debt securities | $32,980,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $32,980,000 | 187 |
| Foreign debt securities | $500,000 | 221 |
| 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 | $154,497,000 | 384 |
| Mortgage-backed securities | $98,926,000 | 646 |
| Certificates of participation in pools of residential mortgages | $61,936,000 | 568 |
| Issued or guaranteed by U.S. | $61,936,000 | 554 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $32,719,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $32,719,000 | 548 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,271,000 | 1,030 |
| Commercial mortgage pass-through securities | $2,728,000 | 798 |
| Other commercial mortgage-backed securities | $1,543,000 | 875 |
| Held to maturity securities (book value) | $77,873,000 | 245 |
| Available-for-sale securities (fair market value) | $175,249,000 | 692 |
| Total debt securities | $253,120,000 | 544 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $60,976,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,944,000 | 38 |
| 2019-06-30 | Rank | |
| Total securities | $263,174,000 | 537 |
| U.S. Government securities | $188,415,000 | 503 |
| U.S. Treasury securities | $8,963,000 | 509 |
| U.S. Government agency obligations | $179,452,000 | 492 |
| Securities issued by states & political subdivisions | $41,442,000 | 801 |
| Other domestic debt securities | $32,817,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $32,817,000 | 179 |
| Foreign debt securities | $500,000 | 235 |
| 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 | $163,667,000 | 368 |
| Mortgage-backed securities | $107,459,000 | 604 |
| Certificates of participation in pools of residential mortgages | $66,134,000 | 542 |
| Issued or guaranteed by U.S. | $66,134,000 | 538 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $34,264,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $34,264,000 | 509 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $7,061,000 | 816 |
| Commercial mortgage pass-through securities | $5,510,000 | 582 |
| Other commercial mortgage-backed securities | $1,551,000 | 856 |
| Held to maturity securities (book value) | $80,104,000 | 251 |
| Available-for-sale securities (fair market value) | $183,070,000 | 651 |
| Total debt securities | $263,174,000 | 529 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $42,366,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,602,000 | 41 |
| 2019-03-31 | Rank | |
| Total securities | $268,664,000 | 526 |
| U.S. Government securities | $192,102,000 | 491 |
| U.S. Treasury securities | $8,786,000 | 525 |
| U.S. Government agency obligations | $183,316,000 | 482 |
| Securities issued by states & political subdivisions | $43,707,000 | 796 |
| Other domestic debt securities | $32,355,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $32,355,000 | 178 |
| Foreign debt securities | $500,000 | 244 |
| 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 | $161,816,000 | 381 |
| Mortgage-backed securities | $112,110,000 | 574 |
| Certificates of participation in pools of residential mortgages | $69,550,000 | 533 |
| Issued or guaranteed by U.S. | $69,550,000 | 530 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $35,430,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $35,430,000 | 483 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,130,000 | 756 |
| Commercial mortgage pass-through securities | $5,549,000 | 565 |
| Other commercial mortgage-backed securities | $1,581,000 | 777 |
| Held to maturity securities (book value) | $82,758,000 | 253 |
| Available-for-sale securities (fair market value) | $185,906,000 | 640 |
| Total debt securities | $268,663,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $23,177,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,714,000 | 55 |
| 2018-12-31 | Rank | |
| Total securities | $280,193,000 | 507 |
| U.S. Government securities | $195,548,000 | 494 |
| U.S. Treasury securities | $8,680,000 | 507 |
| U.S. Government agency obligations | $186,868,000 | 481 |
| Securities issued by states & political subdivisions | $44,437,000 | 811 |
| Other domestic debt securities | $39,708,000 | 268 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $39,708,000 | 150 |
| Foreign debt securities | $500,000 | 248 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,198,000 | 379 |
| Mortgage-backed securities | $116,162,000 | 563 |
| Certificates of participation in pools of residential mortgages | $72,467,000 | 522 |
| Issued or guaranteed by U.S. | $72,467,000 | 519 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $36,467,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $36,467,000 | 464 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,228,000 | 732 |
| Commercial mortgage pass-through securities | $5,530,000 | 553 |
| Other commercial mortgage-backed securities | $1,698,000 | 737 |
| Held to maturity securities (book value) | $83,732,000 | 263 |
| Available-for-sale securities (fair market value) | $196,461,000 | 623 |
| Total debt securities | $280,193,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $16,244,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,025,000 | 62 |
| 2018-09-30 | Rank | |
| Total securities | $304,601,000 | 466 |
| U.S. Government securities | $213,627,000 | 456 |
| U.S. Treasury securities | $23,183,000 | 256 |
| U.S. Government agency obligations | $190,444,000 | 474 |
| Securities issued by states & political subdivisions | $44,840,000 | 803 |
| Other domestic debt securities | $45,634,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $45,634,000 | 133 |
| Foreign debt securities | $500,000 | 242 |
| 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 | $124,812,000 | 474 |
| Mortgage-backed securities | $120,409,000 | 551 |
| Certificates of participation in pools of residential mortgages | $75,464,000 | 501 |
| Issued or guaranteed by U.S. | $75,464,000 | 499 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,360,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $37,360,000 | 445 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,585,000 | 706 |
| Commercial mortgage pass-through securities | $5,502,000 | 546 |
| Other commercial mortgage-backed securities | $2,083,000 | 674 |
| Held to maturity securities (book value) | $84,459,000 | 266 |
| Available-for-sale securities (fair market value) | $220,142,000 | 547 |
| Total debt securities | $304,601,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $16,480,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,391,000 | 68 |
| 2018-06-30 | Rank | |
| Total securities | $317,694,000 | 460 |
| U.S. Government securities | $222,541,000 | 441 |
| U.S. Treasury securities | $23,390,000 | 251 |
| U.S. Government agency obligations | $199,151,000 | 451 |
| Securities issued by states & political subdivisions | $44,958,000 | 824 |
| Other domestic debt securities | $49,695,000 | 230 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $49,695,000 | 127 |
| Foreign debt securities | $500,000 | 242 |
| 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 | $208,426,000 | 316 |
| Mortgage-backed securities | $128,661,000 | 516 |
| Certificates of participation in pools of residential mortgages | $80,978,000 | 489 |
| Issued or guaranteed by U.S. | $80,978,000 | 483 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $39,489,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $39,489,000 | 433 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,194,000 | 672 |
| Commercial mortgage pass-through securities | $5,558,000 | 519 |
| Other commercial mortgage-backed securities | $2,636,000 | 629 |
| Held to maturity securities (book value) | $85,147,000 | 257 |
| Available-for-sale securities (fair market value) | $232,547,000 | 526 |
| Total debt securities | $317,694,000 | 453 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $12,173,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,146,000 | 71 |
| 2018-03-31 | Rank | |
| Total securities | $317,051,000 | 465 |
| U.S. Government securities | $215,604,000 | 456 |
| U.S. Treasury securities | $8,597,000 | 467 |
| U.S. Government agency obligations | $207,007,000 | 444 |
| Securities issued by states & political subdivisions | $45,075,000 | 840 |
| Other domestic debt securities | $55,872,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $55,872,000 | 115 |
| Foreign debt securities | $500,000 | 234 |
| 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 | $210,801,000 | 320 |
| Mortgage-backed securities | $136,224,000 | 496 |
| Certificates of participation in pools of residential mortgages | $86,125,000 | 484 |
| Issued or guaranteed by U.S. | $86,125,000 | 483 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $41,636,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $41,636,000 | 421 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $8,463,000 | 584 |
| Commercial mortgage pass-through securities | $5,546,000 | 414 |
| Other commercial mortgage-backed securities | $2,917,000 | 589 |
| Held to maturity securities (book value) | $85,690,000 | 265 |
| Available-for-sale securities (fair market value) | $231,361,000 | 540 |
| Total debt securities | $317,051,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $9,561,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $9,561,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $9,527,000 | 71 |
| 2017-12-31 | Rank | |
| Total securities | $305,720,000 | 482 |
| U.S. Government securities | $195,360,000 | 498 |
| U.S. Treasury securities | $8,730,000 | 431 |
| U.S. Government agency obligations | $186,630,000 | 489 |
| Securities issued by states & political subdivisions | $45,779,000 | 867 |
| Other domestic debt securities | $64,081,000 | 184 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $64,081,000 | 101 |
| Foreign debt securities | $500,000 | 232 |
| 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 | $182,087,000 | 353 |
| Mortgage-backed securities | $134,333,000 | 496 |
| Certificates of participation in pools of residential mortgages | $81,617,000 | 494 |
| Issued or guaranteed by U.S. | $81,617,000 | 493 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $43,904,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $43,904,000 | 415 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $8,812,000 | 567 |
| Commercial mortgage pass-through securities | $5,659,000 | 413 |
| Other commercial mortgage-backed securities | $3,153,000 | 540 |
| Held to maturity securities (book value) | $86,893,000 | 268 |
| Available-for-sale securities (fair market value) | $218,827,000 | 570 |
| Total debt securities | $305,720,000 | 475 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $6,081,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $6,081,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $6,031,000 | 71 |
| 2017-09-30 | Rank | |
| Total securities | $292,745,000 | 513 |
| U.S. Government securities | $186,051,000 | 518 |
| U.S. Treasury securities | $4,811,000 | 577 |
| U.S. Government agency obligations | $181,240,000 | 495 |
| Securities issued by states & political subdivisions | $45,900,000 | 878 |
| Other domestic debt securities | $60,294,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $60,294,000 | 106 |
| Foreign debt securities | $500,000 | 246 |
| 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 | $173,979,000 | 378 |
| Mortgage-backed securities | $137,769,000 | 482 |
| Certificates of participation in pools of residential mortgages | $82,212,000 | 484 |
| Issued or guaranteed by U.S. | $82,212,000 | 483 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $46,434,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $46,434,000 | 396 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $9,123,000 | 537 |
| Commercial mortgage pass-through securities | $5,730,000 | 413 |
| Other commercial mortgage-backed securities | $3,393,000 | 504 |
| Held to maturity securities (book value) | $84,674,000 | 278 |
| Available-for-sale securities (fair market value) | $208,071,000 | 596 |
| Total debt securities | $292,745,000 | 502 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $7,139,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $7,139,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $7,112,000 | 67 |
| 2017-06-30 | Rank | |
| Total securities | $300,767,000 | 504 |
| U.S. Government securities | $193,983,000 | 501 |
| U.S. Treasury securities | $4,804,000 | 594 |
| U.S. Government agency obligations | $189,179,000 | 485 |
| Securities issued by states & political subdivisions | $46,020,000 | 887 |
| Other domestic debt securities | $60,264,000 | 180 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $60,264,000 | 105 |
| Foreign debt securities | $500,000 | 252 |
| 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 | $200,176,000 | 337 |
| Mortgage-backed securities | $145,717,000 | 469 |
| Certificates of participation in pools of residential mortgages | $87,632,000 | 471 |
| Issued or guaranteed by U.S. | $87,632,000 | 470 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,737,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $48,737,000 | 392 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $9,348,000 | 529 |
| Commercial mortgage pass-through securities | $5,772,000 | 398 |
| Other commercial mortgage-backed securities | $3,576,000 | 477 |
| Held to maturity securities (book value) | $85,508,000 | 284 |
| Available-for-sale securities (fair market value) | $215,259,000 | 587 |
| Total debt securities | $300,767,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $6,971,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $6,971,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $6,977,000 | 68 |
| 2017-03-31 | Rank | |
| Total securities | $285,740,000 | 533 |
| U.S. Government securities | $189,226,000 | 515 |
| U.S. Treasury securities | $4,765,000 | 628 |
| U.S. Government agency obligations | $184,461,000 | 496 |
| Securities issued by states & political subdivisions | $46,137,000 | 900 |
| Other domestic debt securities | $49,877,000 | 213 |
| 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 | $49,877,000 | 134 |
| Foreign debt securities | $500,000 | 251 |
| 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 | $176,584,000 | 390 |
| Mortgage-backed securities | $153,056,000 | 459 |
| Certificates of participation in pools of residential mortgages | $92,786,000 | 464 |
| Issued or guaranteed by U.S. | $92,786,000 | 462 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,868,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $50,868,000 | 382 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $9,402,000 | 509 |
| Commercial mortgage pass-through securities | $5,774,000 | 386 |
| Other commercial mortgage-backed securities | $3,628,000 | 470 |
| Held to maturity securities (book value) | $80,052,000 | 301 |
| Available-for-sale securities (fair market value) | $205,688,000 | 630 |
| Total debt securities | $285,740,000 | 524 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $6,412,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $6,412,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $6,418,000 | 68 |
| 2016-12-31 | Rank | |
| Total securities | $279,909,000 | 541 |
| U.S. Government securities | $183,310,000 | 532 |
| U.S. Treasury securities | $4,737,000 | 617 |
| U.S. Government agency obligations | $178,573,000 | 505 |
| Securities issued by states & political subdivisions | $46,256,000 | 886 |
| Other domestic debt securities | $49,843,000 | 207 |
| 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 | $49,843,000 | 128 |
| Foreign debt securities | $500,000 | 249 |
| 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 | $169,845,000 | 384 |
| Mortgage-backed securities | $162,097,000 | 436 |
| Certificates of participation in pools of residential mortgages | $99,060,000 | 431 |
| Issued or guaranteed by U.S. | $99,060,000 | 430 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $53,465,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $53,465,000 | 366 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,572,000 | 488 |
| Commercial mortgage pass-through securities | $5,787,000 | 371 |
| Other commercial mortgage-backed securities | $3,785,000 | 458 |
| Held to maturity securities (book value) | $66,218,000 | 338 |
| Available-for-sale securities (fair market value) | $213,691,000 | 590 |
| Total debt securities | $279,909,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $6,711,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $6,711,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $6,711,000 | 71 |
| 2016-09-30 | Rank | |
| Total securities | $273,854,000 | 554 |
| U.S. Government securities | $187,562,000 | 510 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $187,562,000 | 487 |
| Securities issued by states & political subdivisions | $35,175,000 | 1,145 |
| Other domestic debt securities | $50,617,000 | 212 |
| 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 | $50,617,000 | 132 |
| Foreign debt securities | $500,000 | 252 |
| 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 | $174,256,000 | 384 |
| Mortgage-backed securities | $176,944,000 | 409 |
| Certificates of participation in pools of residential mortgages | $108,569,000 | 398 |
| Issued or guaranteed by U.S. | $108,569,000 | 397 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,100,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $58,100,000 | 352 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $10,275,000 | 450 |
| Commercial mortgage pass-through securities | $6,075,000 | 328 |
| Other commercial mortgage-backed securities | $4,200,000 | 432 |
| Held to maturity securities (book value) | $55,815,000 | 376 |
| Available-for-sale securities (fair market value) | $218,039,000 | 583 |
| Total debt securities | $273,854,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $18,460,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $18,460,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $18,460,000 | 63 |
| 2016-06-30 | Rank | |
| Total securities | $264,816,000 | 569 |
| U.S. Government securities | $180,774,000 | 550 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $180,774,000 | 522 |
| Securities issued by states & political subdivisions | $35,272,000 | 1,145 |
| Other domestic debt securities | $48,270,000 | 226 |
| 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 | $48,270,000 | 142 |
| Foreign debt securities | $500,000 | 251 |
| 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 | $168,493,000 | 399 |
| Mortgage-backed securities | $179,153,000 | 415 |
| Certificates of participation in pools of residential mortgages | $109,712,000 | 392 |
| Issued or guaranteed by U.S. | $109,712,000 | 391 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $58,590,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $58,590,000 | 361 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $10,851,000 | 411 |
| Commercial mortgage pass-through securities | $6,156,000 | 302 |
| Other commercial mortgage-backed securities | $4,695,000 | 403 |
| Held to maturity securities (book value) | $50,845,000 | 411 |
| Available-for-sale securities (fair market value) | $213,971,000 | 597 |
| Total debt securities | $264,816,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $19,796,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $19,796,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $19,796,000 | 66 |
| 2016-03-31 | Rank | |
| Total securities | $262,971,000 | 588 |
| U.S. Government securities | $181,701,000 | 552 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $181,701,000 | 526 |
| Securities issued by states & political subdivisions | $35,367,000 | 1,123 |
| Other domestic debt securities | $45,403,000 | 233 |
| 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 | $45,403,000 | 152 |
| Foreign debt securities | $500,000 | 247 |
| 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 | $170,613,000 | 398 |
| Mortgage-backed securities | $178,724,000 | 415 |
| Certificates of participation in pools of residential mortgages | $106,737,000 | 399 |
| Issued or guaranteed by U.S. | $106,737,000 | 398 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $61,178,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $61,178,000 | 356 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $10,809,000 | 405 |
| Commercial mortgage pass-through securities | $6,122,000 | 295 |
| Other commercial mortgage-backed securities | $4,687,000 | 392 |
| Held to maturity securities (book value) | $52,268,000 | 413 |
| Available-for-sale securities (fair market value) | $210,703,000 | 611 |
| Total debt securities | $262,971,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $13,585,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $13,585,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $13,585,000 | 68 |
| 2015-12-31 | Rank | |
| Total securities | $274,096,000 | 567 |
| U.S. Government securities | $190,379,000 | 528 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $190,379,000 | 503 |
| Securities issued by states & political subdivisions | $35,462,000 | 1,121 |
| Other domestic debt securities | $48,255,000 | 223 |
| 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 | $48,255,000 | 143 |
| 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 | $189,881,000 | 363 |
| Mortgage-backed securities | $184,405,000 | 401 |
| Certificates of participation in pools of residential mortgages | $111,236,000 | 389 |
| Issued or guaranteed by U.S. | $111,236,000 | 388 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,529,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $62,529,000 | 351 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $10,640,000 | 384 |
| Commercial mortgage pass-through securities | $5,979,000 | 275 |
| Other commercial mortgage-backed securities | $4,661,000 | 357 |
| Held to maturity securities (book value) | $55,869,000 | 409 |
| Available-for-sale securities (fair market value) | $218,227,000 | 598 |
| Total debt securities | $274,096,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $6,118,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $6,118,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $6,199,000 | 74 |
| 2015-09-30 | Rank | |
| Total securities | $269,933,000 | 575 |
| U.S. Government securities | $204,838,000 | 502 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $204,838,000 | 481 |
| Securities issued by states & political subdivisions | $16,610,000 | 2,129 |
| Other domestic debt securities | $48,485,000 | 217 |
| 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 | $48,485,000 | 141 |
| 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 | $204,805,000 | 346 |
| Mortgage-backed securities | $195,870,000 | 383 |
| Certificates of participation in pools of residential mortgages | $118,630,000 | 356 |
| Issued or guaranteed by U.S. | $118,630,000 | 355 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $68,216,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $68,216,000 | 336 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $9,024,000 | 398 |
| Commercial mortgage pass-through securities | $6,149,000 | 277 |
| Other commercial mortgage-backed securities | $2,875,000 | 419 |
| Held to maturity securities (book value) | $40,527,000 | 507 |
| Available-for-sale securities (fair market value) | $229,406,000 | 572 |
| Total debt securities | $269,933,000 | 562 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $6,205,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $6,205,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $6,325,000 | 82 |
| 2015-06-30 | Rank | |
| Total securities | $263,956,000 | 594 |
| U.S. Government securities | $213,388,000 | 497 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $213,388,000 | 475 |
| Securities issued by states & political subdivisions | $8,494,000 | 3,044 |
| Other domestic debt securities | $42,074,000 | 239 |
| 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 | $42,074,000 | 152 |
| 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 | $210,892,000 | 342 |
| Mortgage-backed securities | $204,422,000 | 373 |
| Certificates of participation in pools of residential mortgages | $125,037,000 | 347 |
| Issued or guaranteed by U.S. | $125,037,000 | 345 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,463,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $70,463,000 | 333 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $8,922,000 | 374 |
| Commercial mortgage pass-through securities | $6,057,000 | 254 |
| Other commercial mortgage-backed securities | $2,865,000 | 404 |
| Held to maturity securities (book value) | $33,224,000 | 588 |
| Available-for-sale securities (fair market value) | $230,732,000 | 574 |
| Total debt securities | $263,956,000 | 581 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $1,635,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $1,635,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,497,000 | 104 |
| 2015-03-31 | Rank | |
| Total securities | $245,981,000 | 631 |
| U.S. Government securities | $203,678,000 | 519 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $203,678,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $42,303,000 | 238 |
| 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 | $42,303,000 | 153 |
| 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 | $200,989,000 | 363 |
| Mortgage-backed securities | $201,680,000 | 380 |
| Certificates of participation in pools of residential mortgages | $118,257,000 | 361 |
| Issued or guaranteed by U.S. | $118,257,000 | 359 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $74,234,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $74,234,000 | 334 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $9,189,000 | 352 |
| Commercial mortgage pass-through securities | $6,179,000 | 245 |
| Other commercial mortgage-backed securities | $3,010,000 | 382 |
| Held to maturity securities (book value) | $500,000 | 2,083 |
| Available-for-sale securities (fair market value) | $245,481,000 | 541 |
| Total debt securities | $245,981,000 | 622 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $2,236,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $2,236,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $2,333,000 | 99 |
| 2014-12-31 | Rank | |
| Total securities | $232,214,000 | 646 |
| U.S. Government securities | $190,267,000 | 551 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $190,267,000 | 534 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $41,447,000 | 240 |
| 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 | $41,447,000 | 153 |
| Foreign debt securities | $500,000 | 227 |
| 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 | $190,187,000 | 376 |
| Mortgage-backed securities | $188,291,000 | 400 |
| Certificates of participation in pools of residential mortgages | $103,289,000 | 426 |
| Issued or guaranteed by U.S. | $103,289,000 | 425 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $75,851,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $75,851,000 | 326 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $9,151,000 | 353 |
| Commercial mortgage pass-through securities | $6,144,000 | 244 |
| Other commercial mortgage-backed securities | $3,007,000 | 359 |
| Held to maturity securities (book value) | $500,000 | 2,101 |
| Available-for-sale securities (fair market value) | $231,714,000 | 551 |
| Total debt securities | $232,214,000 | 637 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $1,599,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $1,599,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $1,635,000 | 99 |
| 2014-09-30 | Rank | |
| Total securities | $219,586,000 | 685 |
| U.S. Government securities | $177,682,000 | 589 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $177,682,000 | 565 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $41,404,000 | 238 |
| 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 | $41,404,000 | 154 |
| Foreign debt securities | $500,000 | 228 |
| 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 | $174,373,000 | 396 |
| Mortgage-backed securities | $170,698,000 | 437 |
| Certificates of participation in pools of residential mortgages | $93,177,000 | 487 |
| Issued or guaranteed by U.S. | $93,177,000 | 485 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $77,521,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $77,521,000 | 326 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $500,000 | 2,137 |
| Available-for-sale securities (fair market value) | $219,086,000 | 582 |
| Total debt securities | $219,586,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $638,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $638,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $609,000 | 110 |
| 2014-06-30 | Rank | |
| Total securities | $226,622,000 | 669 |
| U.S. Government securities | $184,493,000 | 575 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $184,493,000 | 554 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $41,629,000 | 252 |
| 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 | $41,629,000 | 161 |
| Foreign debt securities | $500,000 | 230 |
| 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 | $180,783,000 | 388 |
| Mortgage-backed securities | $170,453,000 | 442 |
| Certificates of participation in pools of residential mortgages | $89,948,000 | 510 |
| Issued or guaranteed by U.S. | $89,948,000 | 509 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,505,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $80,505,000 | 320 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $500,000 | 2,148 |
| Available-for-sale securities (fair market value) | $226,122,000 | 573 |
| Total debt securities | $226,622,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $106,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $106,000 | 129 |
| Revaluation losses on off-balance sheet contracts | $102,000 | 134 |
| 2014-03-31 | Rank | |
| Total securities | $224,928,000 | 683 |
| U.S. Government securities | $183,238,000 | 579 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $183,238,000 | 561 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $41,690,000 | 258 |
| 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 | $41,690,000 | 166 |
| 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 | $179,099,000 | 384 |
| Mortgage-backed securities | $171,116,000 | 443 |
| Certificates of participation in pools of residential mortgages | $93,894,000 | 500 |
| Issued or guaranteed by U.S. | $93,894,000 | 499 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $77,222,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $77,222,000 | 325 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $500,000 | 2,158 |
| Available-for-sale securities (fair market value) | $224,428,000 | 592 |
| Total debt securities | $224,928,000 | 673 |
| 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 | $196,980,000 | 776 |
| U.S. Government securities | $166,508,000 | 635 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $166,508,000 | 616 |
| Securities issued by states & political subdivisions | $752,000 | 5,044 |
| Other domestic debt securities | $29,220,000 | 345 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $29,220,000 | 216 |
| Foreign debt securities | $500,000 | 223 |
| 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 | $161,905,000 | 410 |
| Mortgage-backed securities | $154,327,000 | 478 |
| Certificates of participation in pools of residential mortgages | $43,128,000 | 972 |
| Issued or guaranteed by U.S. | $43,128,000 | 971 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $111,199,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $111,199,000 | 254 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $500,000 | 2,162 |
| Available-for-sale securities (fair market value) | $196,480,000 | 680 |
| Total debt securities | $196,980,000 | 765 |
| 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 | $179,464,000 | 856 |
| U.S. Government securities | $152,948,000 | 681 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $152,948,000 | 657 |
| Securities issued by states & political subdivisions | $758,000 | 5,059 |
| Other domestic debt securities | $25,248,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $788,000 | 204 |
| Other domestic debt securities - All other | $24,460,000 | 250 |
| Foreign debt securities | $500,000 | 232 |
| Equity securities | $10,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,897,000 | 438 |
| Mortgage-backed securities | $132,706,000 | 538 |
| Certificates of participation in pools of residential mortgages | $39,878,000 | 1,038 |
| Issued or guaranteed by U.S. | $39,878,000 | 1,037 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $92,828,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $92,828,000 | 284 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $500,000 | 2,149 |
| Available-for-sale securities (fair market value) | $178,964,000 | 757 |
| Total debt securities | $179,454,000 | 843 |
| 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 | $175,858,000 | 880 |
| U.S. Government securities | $162,262,000 | 646 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $162,262,000 | 625 |
| Securities issued by states & political subdivisions | $764,000 | 5,065 |
| Other domestic debt securities | $12,322,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $730,000 | 207 |
| Other domestic debt securities - All other | $11,592,000 | 421 |
| Foreign debt securities | $500,000 | 225 |
| Equity securities | $10,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,544,000 | 412 |
| Mortgage-backed securities | $124,924,000 | 561 |
| Certificates of participation in pools of residential mortgages | $44,231,000 | 953 |
| Issued or guaranteed by U.S. | $44,231,000 | 950 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $80,693,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $80,693,000 | 313 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $500,000 | 2,092 |
| Available-for-sale securities (fair market value) | $175,358,000 | 782 |
| Total debt securities | $175,848,000 | 871 |
| 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 | $183,331,000 | 849 |
| U.S. Government securities | $169,662,000 | 630 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $169,662,000 | 610 |
| Securities issued by states & political subdivisions | $769,000 | 5,080 |
| Other domestic debt securities | $12,390,000 | 622 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $700,000 | 207 |
| Other domestic debt securities - All other | $11,690,000 | 419 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $10,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,832,000 | 411 |
| Mortgage-backed securities | $115,137,000 | 632 |
| Certificates of participation in pools of residential mortgages | $50,826,000 | 866 |
| Issued or guaranteed by U.S. | $50,826,000 | 866 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $64,311,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $64,311,000 | 387 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $500,000 | 2,085 |
| Available-for-sale securities (fair market value) | $182,831,000 | 758 |
| Total debt securities | $183,321,000 | 838 |
| Structured notes | ||
| Amortized cost | $5,008,000 | 697 |
| Fair value | $5,015,000 | 704 |
| 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 | $183,622,000 | 828 |
| U.S. Government securities | $169,956,000 | 615 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $169,956,000 | 589 |
| Securities issued by states & political subdivisions | $774,000 | 5,099 |
| Other domestic debt securities | $12,382,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $729,000 | 207 |
| Other domestic debt securities - All other | $11,653,000 | 405 |
| Foreign debt securities | $500,000 | 231 |
| Equity securities | $10,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,021,000 | 407 |
| Mortgage-backed securities | $102,192,000 | 685 |
| Certificates of participation in pools of residential mortgages | $57,211,000 | 766 |
| Issued or guaranteed by U.S. | $57,211,000 | 764 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $44,981,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $44,981,000 | 519 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $500,000 | 2,114 |
| Available-for-sale securities (fair market value) | $183,122,000 | 735 |
| Total debt securities | $183,612,000 | 816 |
| Structured notes | ||
| Amortized cost | $5,016,000 | 723 |
| Fair value | $5,031,000 | 724 |
| 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 | $179,820,000 | 861 |
| U.S. Government securities | $164,784,000 | 644 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $164,784,000 | 627 |
| Securities issued by states & political subdivisions | $779,000 | 5,106 |
| Other domestic debt securities | $13,757,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $776,000 | 201 |
| Other domestic debt securities - All other | $12,981,000 | 400 |
| Foreign debt securities | $500,000 | 230 |
| 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 | $155,610,000 | 430 |
| Mortgage-backed securities | $85,596,000 | 845 |
| Certificates of participation in pools of residential mortgages | $55,625,000 | 819 |
| Issued or guaranteed by U.S. | $55,625,000 | 819 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $29,971,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $29,971,000 | 756 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $500,000 | 2,157 |
| Available-for-sale securities (fair market value) | $179,320,000 | 768 |
| Total debt securities | $179,820,000 | 853 |
| Structured notes | ||
| Amortized cost | $5,024,000 | 756 |
| Fair value | $5,049,000 | 752 |
| 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 | $158,306,000 | 980 |
| U.S. Government securities | $142,077,000 | 754 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $142,077,000 | 729 |
| Securities issued by states & political subdivisions | $783,000 | 5,098 |
| Other domestic debt securities | $14,946,000 | 565 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $739,000 | 208 |
| Other domestic debt securities - All other | $14,207,000 | 372 |
| Foreign debt securities | $500,000 | 218 |
| 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 | $131,743,000 | 500 |
| Mortgage-backed securities | $51,705,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $51,705,000 | 896 |
| Issued or guaranteed by U.S. | $51,705,000 | 894 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $500,000 | 2,183 |
| Available-for-sale securities (fair market value) | $157,806,000 | 873 |
| Total debt securities | $158,306,000 | 968 |
| Structured notes | ||
| Amortized cost | $11,017,000 | 443 |
| Fair value | $11,017,000 | 450 |
| 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 | $166,963,000 | 924 |
| U.S. Government securities | $149,260,000 | 749 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $149,260,000 | 728 |
| Securities issued by states & political subdivisions | $789,000 | 5,076 |
| Other domestic debt securities | $16,414,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $700,000 | 208 |
| Other domestic debt securities - All other | $15,714,000 | 352 |
| Foreign debt securities | $500,000 | 161 |
| 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 | $137,586,000 | 484 |
| Mortgage-backed securities | $58,574,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $58,574,000 | 793 |
| Issued or guaranteed by U.S. | $58,574,000 | 793 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $500,000 | 2,223 |
| Available-for-sale securities (fair market value) | $166,463,000 | 821 |
| Total debt securities | $166,963,000 | 912 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 538 |
| Fair value | $11,029,000 | 537 |
| 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 | $194,382,000 | 773 |
| U.S. Government securities | $156,785,000 | 677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $156,785,000 | 656 |
| Securities issued by states & political subdivisions | $790,000 | 5,069 |
| Other domestic debt securities | $16,697,000 | 541 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,697,000 | 321 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,110,000 | 83 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,838,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $65,838,000 | 689 |
| Issued or guaranteed by U.S. | $65,838,000 | 687 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,840,000 | 410 |
| Available-for-sale securities (fair market value) | $153,542,000 | 864 |
| Total debt securities | $174,272,000 | 854 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $267,464,000 | 561 |
| U.S. Government securities | $228,072,000 | 468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $228,072,000 | 451 |
| Securities issued by states & political subdivisions | $797,000 | 5,064 |
| Other domestic debt securities | $18,485,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,485,000 | 276 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,110,000 | 85 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,552,000 | 924 |
| Certificates of participation in pools of residential mortgages | $74,552,000 | 582 |
| Issued or guaranteed by U.S. | $74,552,000 | 578 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,392,000 | 403 |
| Available-for-sale securities (fair market value) | $228,072,000 | 572 |
| Total debt securities | $247,354,000 | 597 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $279,548,000 | 534 |
| U.S. Government securities | $248,072,000 | 433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $248,072,000 | 417 |
| Securities issued by states & political subdivisions | $795,000 | 5,044 |
| Other domestic debt securities | $18,571,000 | 488 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,455,000 | 262 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,110,000 | 130 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $80,350,000 | 850 |
| Certificates of participation in pools of residential mortgages | $80,234,000 | 530 |
| Issued or guaranteed by U.S. | $80,234,000 | 528 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $116,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $116,000 | 1,128 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,485,000 | 393 |
| Available-for-sale securities (fair market value) | $239,063,000 | 548 |
| Total debt securities | $267,438,000 | 542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $311,640,000 | 461 |
| U.S. Government securities | $279,130,000 | 384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $279,130,000 | 369 |
| Securities issued by states & political subdivisions | $796,000 | 5,050 |
| Other domestic debt securities | $19,004,000 | 488 |
| Privately issued residential mortgage-backed securities | $464,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,540,000 | 259 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,710,000 | 127 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $89,025,000 | 770 |
| Certificates of participation in pools of residential mortgages | $88,561,000 | 482 |
| Issued or guaranteed by U.S. | $88,561,000 | 478 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $464,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $464,000 | 980 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,991,000 | 527 |
| Available-for-sale securities (fair market value) | $282,649,000 | 465 |
| Total debt securities | $298,930,000 | 479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $312,452,000 | 449 |
| U.S. Government securities | $277,619,000 | 372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $277,619,000 | 359 |
| Securities issued by states & political subdivisions | $791,000 | 5,075 |
| Other domestic debt securities | $19,632,000 | 504 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,327,000 | 255 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,410,000 | 117 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $101,866,000 | 655 |
| Certificates of participation in pools of residential mortgages | $100,561,000 | 408 |
| Issued or guaranteed by U.S. | $100,561,000 | 405 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,305,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,305,000 | 790 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,293,000 | 562 |
| Available-for-sale securities (fair market value) | $287,159,000 | 445 |
| Total debt securities | $298,042,000 | 466 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $319,157,000 | 413 |
| U.S. Government securities | $280,989,000 | 345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $280,989,000 | 335 |
| Securities issued by states & political subdivisions | $804,000 | 4,996 |
| Other domestic debt securities | $21,354,000 | 470 |
| Privately issued residential mortgage-backed securities | $2,936,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,418,000 | 240 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,010,000 | 110 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $116,558,000 | 582 |
| Certificates of participation in pools of residential mortgages | $113,622,000 | 351 |
| Issued or guaranteed by U.S. | $113,622,000 | 347 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,936,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,936,000 | 657 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,281,000 | 575 |
| Available-for-sale securities (fair market value) | $293,876,000 | 400 |
| Total debt securities | $303,147,000 | 430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $329,261,000 | 392 |
| U.S. Government securities | $288,661,000 | 329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $288,661,000 | 320 |
| Securities issued by states & political subdivisions | $797,000 | 4,985 |
| Other domestic debt securities | $21,693,000 | 465 |
| Privately issued residential mortgage-backed securities | $6,452,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,241,000 | 259 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,110,000 | 95 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,696,000 | 501 |
| Certificates of participation in pools of residential mortgages | $128,244,000 | 313 |
| Issued or guaranteed by U.S. | $128,244,000 | 310 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,452,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $6,452,000 | 511 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,096,000 | 446 |
| Available-for-sale securities (fair market value) | $292,165,000 | 393 |
| Total debt securities | $311,151,000 | 412 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $309,468,000 | 432 |
| U.S. Government securities | $257,465,000 | 377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $257,465,000 | 364 |
| Securities issued by states & political subdivisions | $798,000 | 4,993 |
| Other domestic debt securities | $28,595,000 | 403 |
| Privately issued residential mortgage-backed securities | $13,245,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,350,000 | 254 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,610,000 | 72 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $143,936,000 | 486 |
| Certificates of participation in pools of residential mortgages | $130,691,000 | 323 |
| Issued or guaranteed by U.S. | $130,691,000 | 319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,245,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $13,245,000 | 365 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,110,000 | 734 |
| Available-for-sale securities (fair market value) | $290,358,000 | 401 |
| Total debt securities | $286,858,000 | 452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $300,826,000 | 433 |
| U.S. Government securities | $247,268,000 | 380 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $247,268,000 | 362 |
| Securities issued by states & political subdivisions | $788,000 | 5,027 |
| Other domestic debt securities | $30,160,000 | 404 |
| Privately issued residential mortgage-backed securities | $22,518,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,642,000 | 442 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,610,000 | 79 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $150,110,000 | 470 |
| Certificates of participation in pools of residential mortgages | $127,592,000 | 341 |
| Issued or guaranteed by U.S. | $127,592,000 | 339 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,518,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $22,518,000 | 280 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,105,000 | 747 |
| Available-for-sale securities (fair market value) | $281,721,000 | 403 |
| Total debt securities | $278,216,000 | 461 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $327,835,000 | 407 |
| U.S. Government securities | $269,759,000 | 331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $269,759,000 | 321 |
| Securities issued by states & political subdivisions | $792,000 | 5,070 |
| Other domestic debt securities | $34,674,000 | 402 |
| Privately issued residential mortgage-backed securities | $33,027,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,647,000 | 1,222 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,610,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $195,599,000 | 383 |
| Certificates of participation in pools of residential mortgages | $162,572,000 | 281 |
| Issued or guaranteed by U.S. | $162,572,000 | 278 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $33,027,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $33,027,000 | 235 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,117,000 | 286 |
| Available-for-sale securities (fair market value) | $261,718,000 | 425 |
| Total debt securities | $305,225,000 | 419 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $373,751,000 | 364 |
| U.S. Government securities | $269,344,000 | 335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $269,344,000 | 323 |
| Securities issued by states & political subdivisions | $768,000 | 5,103 |
| Other domestic debt securities | $89,129,000 | 215 |
| Privately issued residential mortgage-backed securities | $61,033,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,096,000 | 183 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,510,000 | 157 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $247,308,000 | 314 |
| Certificates of participation in pools of residential mortgages | $186,275,000 | 253 |
| Issued or guaranteed by U.S. | $186,275,000 | 250 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,033,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $61,033,000 | 168 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,130,000 | 246 |
| Available-for-sale securities (fair market value) | $293,621,000 | 385 |
| Total debt securities | $359,241,000 | 367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $376,115,000 | 359 |
| U.S. Government securities | $288,103,000 | 327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $288,103,000 | 319 |
| Securities issued by states & political subdivisions | $775,000 | 5,024 |
| Other domestic debt securities | $85,227,000 | 212 |
| Privately issued residential mortgage-backed securities | $84,018,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,209,000 | 1,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,010,000 | 592 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $304,767,000 | 268 |
| Certificates of participation in pools of residential mortgages | $220,749,000 | 234 |
| Issued or guaranteed by U.S. | $220,749,000 | 229 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $84,018,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $84,018,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,444,000 | 291 |
| Available-for-sale securities (fair market value) | $311,671,000 | 363 |
| Total debt securities | $374,105,000 | 350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $370,893,000 | 355 |
| U.S. Government securities | $264,904,000 | 342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $264,904,000 | 332 |
| Securities issued by states & political subdivisions | $752,000 | 4,994 |
| Other domestic debt securities | $103,227,000 | 190 |
| Privately issued residential mortgage-backed securities | $101,633,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,594,000 | 1,249 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,010,000 | 566 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $279,536,000 | 287 |
| Certificates of participation in pools of residential mortgages | $177,903,000 | 271 |
| Issued or guaranteed by U.S. | $177,903,000 | 266 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $101,633,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $101,633,000 | 118 |
| 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) | $84,072,000 | 229 |
| Available-for-sale securities (fair market value) | $286,821,000 | 378 |
| Total debt securities | $368,883,000 | 346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $365,656,000 | 349 |
| U.S. Government securities | $249,709,000 | 342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $249,709,000 | 334 |
| Securities issued by states & political subdivisions | $2,136,000 | 4,123 |
| Other domestic debt securities | $111,801,000 | 184 |
| Privately issued residential mortgage-backed securities | $110,272,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,529,000 | 1,247 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,010,000 | 578 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $256,358,000 | 287 |
| Certificates of participation in pools of residential mortgages | $146,086,000 | 310 |
| Issued or guaranteed by U.S. | $146,086,000 | 305 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $110,272,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $110,272,000 | 116 |
| 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) | $92,004,000 | 208 |
| Available-for-sale securities (fair market value) | $273,652,000 | 385 |
| Total debt securities | $363,646,000 | 343 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $369,084,000 | 346 |
| U.S. Government securities | $229,685,000 | 375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $229,685,000 | 363 |
| Securities issued by states & political subdivisions | $3,760,000 | 3,482 |
| Other domestic debt securities | $121,629,000 | 185 |
| Privately issued residential mortgage-backed securities | $119,160,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,469,000 | 1,060 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,010,000 | 207 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $257,738,000 | 285 |
| Certificates of participation in pools of residential mortgages | $138,578,000 | 330 |
| Issued or guaranteed by U.S. | $138,578,000 | 324 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $119,160,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $119,160,000 | 113 |
| 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) | $49,991,000 | 351 |
| Available-for-sale securities (fair market value) | $319,093,000 | 343 |
| Total debt securities | $355,074,000 | 349 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $376,790,000 | 350 |
| U.S. Government securities | $230,880,000 | 382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $230,880,000 | 371 |
| Securities issued by states & political subdivisions | $4,559,000 | 3,241 |
| Other domestic debt securities | $129,941,000 | 174 |
| Privately issued residential mortgage-backed securities | $127,252,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,689,000 | 986 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,410,000 | 284 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $236,081,000 | 307 |
| Certificates of participation in pools of residential mortgages | $108,829,000 | 391 |
| Issued or guaranteed by U.S. | $108,829,000 | 385 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $127,252,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $127,252,000 | 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) | $44,125,000 | 376 |
| Available-for-sale securities (fair market value) | $332,665,000 | 342 |
| Total debt securities | $365,380,000 | 353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $345,776,000 | 377 |
| U.S. Government securities | $170,960,000 | 508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $170,960,000 | 497 |
| Securities issued by states & political subdivisions | $4,513,000 | 3,249 |
| Other domestic debt securities | $132,368,000 | 165 |
| Privately issued residential mortgage-backed securities | $129,551,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,817,000 | 914 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,935,000 | 101 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $176,644,000 | 369 |
| Certificates of participation in pools of residential mortgages | $47,093,000 | 725 |
| Issued or guaranteed by U.S. | $47,093,000 | 716 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $129,551,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $129,551,000 | 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) | $47,900,000 | 358 |
| Available-for-sale securities (fair market value) | $297,876,000 | 366 |
| Total debt securities | $307,841,000 | 396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $336,791,000 | 388 |
| U.S. Government securities | $223,108,000 | 401 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,108,000 | 392 |
| Securities issued by states & political subdivisions | $5,548,000 | 2,930 |
| Other domestic debt securities | $90,900,000 | 206 |
| Privately issued residential mortgage-backed securities | $88,543,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,357,000 | 966 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,235,000 | 187 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $122,027,000 | 464 |
| Certificates of participation in pools of residential mortgages | $33,484,000 | 891 |
| Issued or guaranteed by U.S. | $33,484,000 | 884 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $88,543,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $88,543,000 | 132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,898,000 | 251 |
| Available-for-sale securities (fair market value) | $258,893,000 | 410 |
| Total debt securities | $319,556,000 | 389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $338,659,000 | 384 |
| U.S. Government securities | $233,693,000 | 395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $233,693,000 | 384 |
| Securities issued by states & political subdivisions | $7,006,000 | 2,584 |
| Other domestic debt securities | $90,725,000 | 211 |
| Privately issued residential mortgage-backed securities | $88,266,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,459,000 | 910 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,235,000 | 348 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $123,255,000 | 469 |
| Certificates of participation in pools of residential mortgages | $34,989,000 | 858 |
| Issued or guaranteed by U.S. | $34,989,000 | 849 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $88,266,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $88,266,000 | 127 |
| 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) | $78,939,000 | 247 |
| Available-for-sale securities (fair market value) | $259,720,000 | 407 |
| Total debt securities | $331,424,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $335,164,000 | 393 |
| U.S. Government securities | $232,281,000 | 399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $232,281,000 | 390 |
| Securities issued by states & political subdivisions | $8,080,000 | 2,362 |
| Other domestic debt securities | $85,868,000 | 220 |
| Privately issued residential mortgage-backed securities | $83,404,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,464,000 | 924 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,935,000 | 312 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,686,000 | 474 |
| Certificates of participation in pools of residential mortgages | $37,282,000 | 816 |
| Issued or guaranteed by U.S. | $37,282,000 | 806 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $83,404,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $83,404,000 | 132 |
| 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) | $51,079,000 | 385 |
| Available-for-sale securities (fair market value) | $284,085,000 | 379 |
| Total debt securities | $326,229,000 | 385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $335,376,000 | 392 |
| U.S. Government securities | $272,415,000 | 351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,415,000 | 343 |
| Securities issued by states & political subdivisions | $8,507,000 | 2,272 |
| Other domestic debt securities | $54,419,000 | 272 |
| Privately issued residential mortgage-backed securities | $51,971,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,448,000 | 958 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 1,768 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $91,266,000 | 586 |
| Certificates of participation in pools of residential mortgages | $39,295,000 | 796 |
| Issued or guaranteed by U.S. | $39,295,000 | 786 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $51,971,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $51,971,000 | 169 |
| 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) | $39,143,000 | 498 |
| Available-for-sale securities (fair market value) | $296,233,000 | 373 |
| Total debt securities | $335,341,000 | 378 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $340,485,000 | 393 |
| U.S. Government securities | $321,005,000 | 316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $321,005,000 | 304 |
| Securities issued by states & political subdivisions | $8,484,000 | 2,269 |
| Other domestic debt securities | $10,961,000 | 664 |
| Privately issued residential mortgage-backed securities | $8,014,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,947,000 | 872 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,566,000 | 936 |
| Certificates of participation in pools of residential mortgages | $41,552,000 | 782 |
| Issued or guaranteed by U.S. | $41,552,000 | 772 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,014,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,014,000 | 410 |
| 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) | $46,801,000 | 455 |
| Available-for-sale securities (fair market value) | $293,684,000 | 381 |
| Total debt securities | $340,450,000 | 380 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $335,270,000 | 409 |
| U.S. Government securities | $316,237,000 | 316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $316,237,000 | 303 |
| Securities issued by states & political subdivisions | $8,405,000 | 2,268 |
| Other domestic debt securities | $10,593,000 | 684 |
| Privately issued residential mortgage-backed securities | $8,050,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,543,000 | 941 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 1,835 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,003,000 | 918 |
| Certificates of participation in pools of residential mortgages | $42,953,000 | 764 |
| Issued or guaranteed by U.S. | $42,953,000 | 756 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,050,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $8,050,000 | 407 |
| 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) | $33,828,000 | 600 |
| Available-for-sale securities (fair market value) | $301,442,000 | 381 |
| Total debt securities | $335,235,000 | 397 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $332,600,000 | 421 |
| U.S. Government securities | $321,567,000 | 324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $321,567,000 | 311 |
| Securities issued by states & political subdivisions | $8,462,000 | 2,247 |
| Other domestic debt securities | $2,536,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,536,000 | 984 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 1,872 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,740,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $45,740,000 | 733 |
| Issued or guaranteed by U.S. | $45,740,000 | 724 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,036,000 | 554 |
| Available-for-sale securities (fair market value) | $294,564,000 | 389 |
| Total debt securities | $332,565,000 | 413 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $332,409,000 | 422 |
| U.S. Government securities | $319,636,000 | 335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $319,636,000 | 321 |
| Securities issued by states & political subdivisions | $8,504,000 | 2,219 |
| Other domestic debt securities | $3,534,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,534,000 | 860 |
| Foreign debt securities | NA | NA |
| Equity securities | $735,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,672,000 | 974 |
| Certificates of participation in pools of residential mortgages | $48,672,000 | 715 |
| Issued or guaranteed by U.S. | $48,672,000 | 708 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,827,000 | 834 |
| Available-for-sale securities (fair market value) | $309,582,000 | 381 |
| Total debt securities | $331,674,000 | 415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $331,384,000 | 429 |
| U.S. Government securities | $317,661,000 | 339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $317,661,000 | 324 |
| Securities issued by states & political subdivisions | $8,549,000 | 2,200 |
| Other domestic debt securities | $4,439,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,439,000 | 792 |
| Foreign debt securities | NA | NA |
| Equity securities | $735,000 | 1,253 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,284,000 | 920 |
| Certificates of participation in pools of residential mortgages | $52,284,000 | 673 |
| Issued or guaranteed by U.S. | $52,284,000 | 666 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,495,000 | 579 |
| Available-for-sale securities (fair market value) | $293,889,000 | 394 |
| Total debt securities | $330,649,000 | 419 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $331,529,000 | 426 |
| U.S. Government securities | $309,044,000 | 342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $309,044,000 | 325 |
| Securities issued by states & political subdivisions | $8,609,000 | 2,147 |
| Other domestic debt securities | $7,916,000 | 864 |
| Privately issued residential mortgage-backed securities | $3,480,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,436,000 | 818 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,960,000 | 440 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,170,000 | 835 |
| Certificates of participation in pools of residential mortgages | $56,690,000 | 635 |
| Issued or guaranteed by U.S. | $56,690,000 | 628 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,480,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $3,480,000 | 519 |
| 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) | $37,501,000 | 594 |
| Available-for-sale securities (fair market value) | $294,028,000 | 395 |
| Total debt securities | $325,569,000 | 420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $348,187,000 | 404 |
| U.S. Government securities | $329,029,000 | 330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $329,029,000 | 314 |
| Securities issued by states & political subdivisions | $8,554,000 | 2,161 |
| Other domestic debt securities | $4,455,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,455,000 | 867 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,149,000 | 438 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,480,000 | 790 |
| Certificates of participation in pools of residential mortgages | $59,301,000 | 634 |
| Issued or guaranteed by U.S. | $59,301,000 | 628 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,179,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $8,179,000 | 1,048 |
| 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) | $36,355,000 | 616 |
| Available-for-sale securities (fair market value) | $311,832,000 | 381 |
| Total debt securities | $342,038,000 | 399 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $238,764,000 | 574 |
| U.S. Government securities | $225,239,000 | 477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $225,239,000 | 451 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,000,000 | 2,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,922 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,525,000 | 264 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,646,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $24,735,000 | 1,278 |
| Issued or guaranteed by U.S. | $24,735,000 | 1,270 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,911,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $10,911,000 | 907 |
| 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) | $48,851,000 | 473 |
| Available-for-sale securities (fair market value) | $189,913,000 | 585 |
| Total debt securities | $226,239,000 | 581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $229,327,000 | 590 |
| U.S. Government securities | $223,927,000 | 486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,927,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,250,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,250,000 | 1,788 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,150,000 | 638 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,327,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $21,059,000 | 1,433 |
| Issued or guaranteed by U.S. | $21,059,000 | 1,423 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,268,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $14,268,000 | 755 |
| 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) | $38,787,000 | 586 |
| Available-for-sale securities (fair market value) | $190,540,000 | 587 |
| Total debt securities | $225,177,000 | 590 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $237,186,000 | 581 |
| U.S. Government securities | $221,536,000 | 492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $221,536,000 | 471 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,250,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,250,000 | 1,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,400,000 | 263 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,285,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $22,047,000 | 1,414 |
| Issued or guaranteed by U.S. | $22,047,000 | 1,403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,238,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $18,238,000 | 661 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,573,000 | 492 |
| Available-for-sale securities (fair market value) | $189,613,000 | 600 |
| Total debt securities | $222,786,000 | 595 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $266,125,000 | 546 |
| U.S. Government securities | $214,416,000 | 510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $214,416,000 | 491 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,609,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,609,000 | 1,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,100,000 | 92 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,700,000 | 978 |
| Certificates of participation in pools of residential mortgages | $24,504,000 | 1,317 |
| Issued or guaranteed by U.S. | $24,504,000 | 1,310 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $32,196,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $32,196,000 | 481 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,749,000 | 787 |
| Available-for-sale securities (fair market value) | $240,376,000 | 505 |
| Total debt securities | $218,025,000 | 620 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $242,973,000 | 592 |
| U.S. Government securities | $213,423,000 | 532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $213,423,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,600,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,600,000 | 1,269 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,950,000 | 169 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,605,000 | 876 |
| Certificates of participation in pools of residential mortgages | $25,776,000 | 1,285 |
| Issued or guaranteed by U.S. | $25,776,000 | 1,276 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $39,829,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $39,829,000 | 450 |
| Privately issued | NA | NA |
| 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) | $25,837,000 | 776 |
| Available-for-sale securities (fair market value) | $217,136,000 | 552 |
| Total debt securities | $217,023,000 | 621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $239,340,000 | 588 |
| U.S. Government securities | $207,760,000 | 544 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $207,760,000 | 522 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $5,627,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,627,000 | 1,019 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,953,000 | 176 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $86,457,000 | 721 |
| Certificates of participation in pools of residential mortgages | $27,802,000 | 1,197 |
| Issued or guaranteed by U.S. | $27,802,000 | 1,194 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $58,655,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $58,655,000 | 364 |
| Privately issued | NA | NA |
| 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) | $18,404,000 | 998 |
| Available-for-sale securities (fair market value) | $220,936,000 | 556 |
| Total debt securities | $213,387,000 | 633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $244,398,000 | 572 |
| U.S. Government securities | $235,426,000 | 475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $235,426,000 | 456 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $7,444,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,444,000 | 848 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,528,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $190,673,000 | 411 |
| Certificates of participation in pools of residential mortgages | $32,143,000 | 1,076 |
| Issued or guaranteed by U.S. | $32,143,000 | 1,072 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $158,530,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $158,530,000 | 201 |
| Privately issued | NA | NA |
| 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) | $1,549,000 | 3,113 |
| Available-for-sale securities (fair market value) | $242,849,000 | 493 |
| Total debt securities | $242,870,000 | 556 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $348,430,000 | 419 |
| U.S. Government securities | $292,695,000 | 391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $292,695,000 | 376 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $9,532,000 | 949 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,532,000 | 732 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,203,000 | 99 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $247,621,000 | 346 |
| Certificates of participation in pools of residential mortgages | $34,448,000 | 995 |
| Issued or guaranteed by U.S. | $34,448,000 | 991 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $213,173,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $213,173,000 | 167 |
| Privately issued | NA | NA |
| 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) | $3,718,000 | 2,402 |
| Available-for-sale securities (fair market value) | $344,712,000 | 364 |
| Total debt securities | $302,227,000 | 458 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $364,873,000 | 379 |
| U.S. Government securities | $294,328,000 | 369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $294,328,000 | 355 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,486,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,486,000 | 688 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,059,000 | 83 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,999,000 | 322 |
| Certificates of participation in pools of residential mortgages | $13,960,000 | 1,877 |
| Issued or guaranteed by U.S. | $13,960,000 | 1,868 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $235,039,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $235,039,000 | 144 |
| Privately issued | NA | NA |
| 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) | $4,860,000 | 2,197 |
| Available-for-sale securities (fair market value) | $360,013,000 | 329 |
| Total debt securities | $304,814,000 | 430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $159,615,000 | 724 |
| U.S. Government securities | $89,771,000 | 905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,771,000 | 857 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $43,931,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,931,000 | 225 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,913,000 | 165 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $80,493,000 | 671 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,894 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,879 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $77,510,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $77,510,000 | 306 |
| Privately issued | NA | NA |
| 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) | $35,724,000 | 572 |
| Available-for-sale securities (fair market value) | $123,891,000 | 779 |
| Total debt securities | $133,702,000 | 840 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $170,185,000 | 662 |
| U.S. Government securities | $71,341,000 | 1,139 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $71,341,000 | 1,066 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $65,942,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,942,000 | 162 |
| Foreign debt securities | $1,250,000 | 95 |
| Equity securities | $31,652,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,641,000 | 5,302 |
| Mortgage-backed securities | $66,308,000 | 641 |
| Certificates of participation in pools of residential mortgages | $2,389,000 | 3,705 |
| Issued or guaranteed by U.S. | $2,389,000 | 3,690 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $63,919,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $63,919,000 | 283 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,959,000 | 752 |
| Available-for-sale securities (fair market value) | $137,226,000 | 630 |
| Total debt securities | $138,533,000 | 784 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $185,549,000 | 647 |
| U.S. Government securities | $88,529,000 | 972 |
| U.S. Treasury securities | $2,003,000 | 2,677 |
| U.S. Government agency obligations | $86,526,000 | 907 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $68,674,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,674,000 | 158 |
| Foreign debt securities | $1,250,000 | 104 |
| Equity securities | $27,096,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,448,000 | 2,878 |
| Mortgage-backed securities | $47,635,000 | 905 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,448 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $45,996,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $45,996,000 | 382 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,351,000 | 441 |
| Available-for-sale securities (fair market value) | $123,198,000 | 722 |
| Total debt securities | $158,453,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $222,171,000 | 560 |
| U.S. Government securities | $99,715,000 | 910 |
| U.S. Treasury securities | $18,133,000 | 741 |
| U.S. Government agency obligations | $81,582,000 | 946 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $82,620,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,620,000 | 112 |
| Foreign debt securities | $1,000,000 | 111 |
| Equity securities | $38,836,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $6,891,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $950,000 | 5,333 |
| Issued or guaranteed by U.S. | $950,000 | 5,316 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,941,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $5,941,000 | 1,511 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,453,000 | 343 |
| Available-for-sale securities (fair market value) | $139,718,000 | 645 |
| Total debt securities | $183,335,000 | 642 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $194,371,000 | 625 |
| U.S. Government securities | $83,583,000 | 1,112 |
| U.S. Treasury securities | $30,146,000 | 615 |
| U.S. Government agency obligations | $53,437,000 | 1,360 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $70,480,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,480,000 | 92 |
| Foreign debt securities | $1,000,000 | 113 |
| Equity securities | $39,308,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,265,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 5,038 |
| Issued or guaranteed by U.S. | $1,265,000 | 5,020 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,444,000 | 538 |
| Available-for-sale securities (fair market value) | $128,927,000 | 654 |
| Total debt securities | $155,063,000 | 744 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $178,424,000 | 705 |
| U.S. Government securities | $71,609,000 | 1,346 |
| U.S. Treasury securities | $26,171,000 | 897 |
| U.S. Government agency obligations | $45,438,000 | 1,615 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $66,118,000 | 175 |
| Privately issued residential mortgage-backed securities | $1,210,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,908,000 | 88 |
| Foreign debt securities | $900,000 | 151 |
| Equity securities | $39,797,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,764,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $2,764,000 | 4,239 |
| Issued or guaranteed by U.S. | $1,554,000 | 5,127 |
| Privately issued | $1,210,000 | 241 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,620,000 | 991 |
| Available-for-sale securities (fair market value) | $136,804,000 | 630 |
| Total debt securities | $138,599,000 | 860 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $179,594,000 | 739 |
| U.S. Government securities | $73,754,000 | 1,389 |
| U.S. Treasury securities | $41,497,000 | 674 |
| U.S. Government agency obligations | $32,257,000 | 2,158 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $75,354,000 | 186 |
| Privately issued residential mortgage-backed securities | $1,242,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,112,000 | 95 |
| Foreign debt securities | $2,924,000 | 106 |
| Equity securities | $27,562,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $3,149,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 4,087 |
| Issued or guaranteed by U.S. | $1,907,000 | 4,974 |
| Privately issued | $1,242,000 | 264 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,342,000 | 461 |
| Available-for-sale securities (fair market value) | $90,252,000 | 943 |
| Total debt securities | $151,733,000 | 830 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,995,000 | 1,652 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $175,996,000 | 766 |
| U.S. Government securities | $77,777,000 | 1,364 |
| U.S. Treasury securities | $67,064,000 | 506 |
| U.S. Government agency obligations | $10,713,000 | 5,116 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $74,436,000 | 192 |
| Privately issued residential mortgage-backed securities | $2,115,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,321,000 | 104 |
| Foreign debt securities | $4,498,000 | 77 |
| Equity securities | $19,285,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $4,407,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $4,203,000 | 3,727 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,904 |
| Privately issued | $1,911,000 | 220 |
| Collaterized mortgage obligations | $204,000 | 5,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $204,000 | 1,523 |
| 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) | $125,126,000 | 608 |
| Available-for-sale securities (fair market value) | $50,870,000 | 1,119 |
| Total debt securities | $157,332,000 | 823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $158,455,000 | 867 |
| U.S. Government securities | $82,859,000 | 1,341 |
| U.S. Treasury securities | $71,989,000 | 527 |
| U.S. Government agency obligations | $10,870,000 | 5,276 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $63,617,000 | 241 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,481,000 | 134 |
| Foreign debt securities | $4,655,000 | 75 |
| Equity securities | $7,324,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $6,002,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 4,953 |
| Issued or guaranteed by U.S. | $2,910,000 | 4,915 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,092,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 3,934 |
| Privately issued | $1,136,000 | 863 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $151,131,000 | 887 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $148,616,000 | 915 |
| U.S. Government securities | $77,192,000 | 1,409 |
| U.S. Treasury securities | $55,669,000 | 668 |
| U.S. Government agency obligations | $21,523,000 | 3,054 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $61,356,000 | 268 |
| Privately issued residential mortgage-backed securities | $2,375,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,981,000 | 158 |
| Foreign debt securities | $900,000 | 202 |
| Equity securities | $9,168,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $11,877,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $3,737,000 | 4,599 |
| Issued or guaranteed by U.S. | $3,737,000 | 4,545 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,140,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $5,765,000 | 2,192 |
| Privately issued | $2,375,000 | 807 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $139,448,000 | 941 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |