Home > Farmers & Merchants Bank of Central California > Securities
Farmers & Merchants Bank of Central California, Securities
| 2023-09-30 | Rank | |
| Total securities | $931,748,000 | 261 |
| U.S. Government securities | $845,721,000 | 211 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $845,721,000 | 195 |
| Securities issued by states & political subdivisions | $76,584,000 | 580 |
| Other domestic debt securities | $4,912,000 | 1,349 |
| 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 | $4,912,000 | 968 |
| Foreign debt securities | $4,981,000 | 104 |
| 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 | $757,163,000 | 180 |
| Mortgage-backed securities | $842,112,000 | 166 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $765,160,000 | 103 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,507,000 | 292 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $882,000 | 1,243 |
| Other commercial mortgage-backed securities | $563,000 | 1,208 |
| Held to maturity securities (book value) | $826,015,000 | 107 |
| Available-for-sale securities (fair market value) | $106,183,000 | 1,423 |
| Total debt securities | $932,196,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $952,328,000 | 254 |
| U.S. Government securities | $866,812,000 | 204 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $866,812,000 | 194 |
| Securities issued by states & political subdivisions | $76,128,000 | 619 |
| Other domestic debt securities | $4,900,000 | 1,355 |
| 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 | $4,900,000 | 972 |
| Foreign debt securities | $4,938,000 | 109 |
| 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 | $582,188,000 | 218 |
| Mortgage-backed securities | $862,972,000 | 160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $784,169,000 | 99 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $77,290,000 | 295 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $927,000 | 1,218 |
| Other commercial mortgage-backed securities | $586,000 | 1,203 |
| Held to maturity securities (book value) | $838,446,000 | 106 |
| Available-for-sale securities (fair market value) | $114,332,000 | 1,385 |
| Total debt securities | $952,778,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $968,121,000 | 265 |
| U.S. Government securities | $882,543,000 | 214 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $882,543,000 | 190 |
| Securities issued by states & political subdivisions | $76,260,000 | 644 |
| Other domestic debt securities | $4,847,000 | 1,414 |
| 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 | $4,847,000 | 1,018 |
| Foreign debt securities | $4,864,000 | 93 |
| 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 | $498,486,000 | 231 |
| Mortgage-backed securities | $878,431,000 | 169 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $798,780,000 | 107 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,044,000 | 308 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $607,000 | 1,206 |
| Held to maturity securities (book value) | $850,387,000 | 110 |
| Available-for-sale securities (fair market value) | $118,127,000 | 1,413 |
| Total debt securities | $968,513,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $997,507,000 | 266 |
| U.S. Government securities | $926,017,000 | 216 |
| U.S. Treasury securities | $4,964,000 | 2,017 |
| U.S. Government agency obligations | $921,053,000 | 189 |
| Securities issued by states & political subdivisions | $62,302,000 | 814 |
| Other domestic debt securities | $4,769,000 | 1,444 |
| 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 | $4,769,000 | 1,044 |
| Foreign debt securities | $4,812,000 | 100 |
| 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 | $478,663,000 | 209 |
| Mortgage-backed securities | $916,626,000 | 172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $830,579,000 | 111 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $80,186,000 | 311 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,807,000 | 694 |
| Other commercial mortgage-backed securities | $1,054,000 | 1,096 |
| Held to maturity securities (book value) | $845,346,000 | 114 |
| Available-for-sale securities (fair market value) | $152,554,000 | 1,169 |
| Total debt securities | $997,899,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,029,416,000 | 265 |
| U.S. Government securities | $959,388,000 | 210 |
| U.S. Treasury securities | $4,941,000 | 2,055 |
| U.S. Government agency obligations | $954,447,000 | 187 |
| Securities issued by states & political subdivisions | $60,827,000 | 838 |
| Other domestic debt securities | $4,799,000 | 1,397 |
| 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 | $4,799,000 | 1,030 |
| Foreign debt securities | $4,795,000 | 100 |
| 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 | $493,772,000 | 198 |
| Mortgage-backed securities | $949,749,000 | 172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $861,239,000 | 112 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,297,000 | 310 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,755,000 | 708 |
| Other commercial mortgage-backed securities | $1,458,000 | 1,074 |
| Held to maturity securities (book value) | $852,665,000 | 113 |
| Available-for-sale securities (fair market value) | $177,144,000 | 1,042 |
| Total debt securities | $1,029,808,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,093,019,000 | 254 |
| U.S. Government securities | $1,021,426,000 | 205 |
| U.S. Treasury securities | $4,952,000 | 2,030 |
| U.S. Government agency obligations | $1,016,474,000 | 184 |
| Securities issued by states & political subdivisions | $62,460,000 | 846 |
| Other domestic debt securities | $4,788,000 | 1,331 |
| 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 | $4,788,000 | 1,043 |
| Foreign debt securities | $4,738,000 | 104 |
| 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 | $512,056,000 | 188 |
| Mortgage-backed securities | $1,011,033,000 | 168 |
| Certificates of participation in pools of residential mortgages | $913,501,000 | 111 |
| Issued or guaranteed by U.S. | $913,501,000 | 110 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $84,414,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $84,414,000 | 308 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $13,118,000 | 769 |
| Commercial mortgage pass-through securities | $11,617,000 | 450 |
| Other commercial mortgage-backed securities | $1,501,000 | 1,139 |
| Held to maturity securities (book value) | $868,384,000 | 105 |
| Available-for-sale securities (fair market value) | $225,028,000 | 839 |
| Total debt securities | $1,093,410,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,127,320,000 | 256 |
| U.S. Government securities | $1,053,905,000 | 201 |
| U.S. Treasury securities | $9,996,000 | 1,375 |
| U.S. Government agency obligations | $1,043,909,000 | 182 |
| Securities issued by states & political subdivisions | $63,581,000 | 839 |
| Other domestic debt securities | $4,903,000 | 1,322 |
| 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 | $4,903,000 | 1,028 |
| Foreign debt securities | $4,931,000 | 97 |
| 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 | $490,183,000 | 190 |
| Mortgage-backed securities | $1,038,120,000 | 167 |
| Certificates of participation in pools of residential mortgages | $907,192,000 | 116 |
| Issued or guaranteed by U.S. | $907,192,000 | 114 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $117,427,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $117,427,000 | 252 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,501,000 | 770 |
| Commercial mortgage pass-through securities | $11,957,000 | 446 |
| Other commercial mortgage-backed securities | $1,544,000 | 1,117 |
| Held to maturity securities (book value) | $876,257,000 | 93 |
| Available-for-sale securities (fair market value) | $251,063,000 | 779 |
| Total debt securities | $1,127,323,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,007,072,000 | 267 |
| U.S. Government securities | $940,576,000 | 215 |
| U.S. Treasury securities | $10,089,000 | 1,014 |
| U.S. Government agency obligations | $930,487,000 | 201 |
| Securities issued by states & political subdivisions | $66,496,000 | 833 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,017,000 | 209 |
| Mortgage-backed securities | $924,113,000 | 179 |
| Certificates of participation in pools of residential mortgages | $835,362,000 | 126 |
| Issued or guaranteed by U.S. | $835,362,000 | 125 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $73,781,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $73,781,000 | 334 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $14,970,000 | 732 |
| Commercial mortgage pass-through securities | $12,533,000 | 431 |
| Other commercial mortgage-backed securities | $2,437,000 | 997 |
| Held to maturity securities (book value) | $737,052,000 | 84 |
| Available-for-sale securities (fair market value) | $270,020,000 | 713 |
| Total debt securities | $1,007,070,000 | 266 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $883,334,000 | 287 |
| U.S. Government securities | $774,320,000 | 241 |
| U.S. Treasury securities | $10,150,000 | 844 |
| U.S. Government agency obligations | $764,170,000 | 222 |
| Securities issued by states & political subdivisions | $62,936,000 | 857 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,192,000 | 200 |
| Mortgage-backed securities | $757,251,000 | 204 |
| Certificates of participation in pools of residential mortgages | $742,103,000 | 131 |
| Issued or guaranteed by U.S. | $742,103,000 | 130 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $15,148,000 | 711 |
| Commercial mortgage pass-through securities | $12,661,000 | 427 |
| Other commercial mortgage-backed securities | $2,487,000 | 977 |
| Held to maturity securities (book value) | $550,618,000 | 94 |
| Available-for-sale securities (fair market value) | $286,638,000 | 653 |
| Total debt securities | $837,255,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $847,696,000 | 279 |
| U.S. Government securities | $733,150,000 | 238 |
| U.S. Treasury securities | $10,187,000 | 755 |
| U.S. Government agency obligations | $722,963,000 | 219 |
| Securities issued by states & political subdivisions | $68,471,000 | 771 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $465,822,000 | 193 |
| Mortgage-backed securities | $715,615,000 | 198 |
| Certificates of participation in pools of residential mortgages | $699,073,000 | 128 |
| Issued or guaranteed by U.S. | $699,073,000 | 127 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,542,000 | 664 |
| Commercial mortgage pass-through securities | $12,835,000 | 401 |
| Other commercial mortgage-backed securities | $3,707,000 | 852 |
| Held to maturity securities (book value) | $496,470,000 | 89 |
| Available-for-sale securities (fair market value) | $305,151,000 | 594 |
| Total debt securities | $801,620,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $945,593,000 | 248 |
| U.S. Government securities | $830,153,000 | 209 |
| U.S. Treasury securities | $15,233,000 | 441 |
| U.S. Government agency obligations | $814,920,000 | 197 |
| Securities issued by states & political subdivisions | $70,454,000 | 719 |
| Other domestic debt securities | $44,775,000 | 347 |
| 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 | $44,775,000 | 185 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,851,000 | 210 |
| Mortgage-backed securities | $807,111,000 | 180 |
| Certificates of participation in pools of residential mortgages | $789,845,000 | 109 |
| Issued or guaranteed by U.S. | $789,845,000 | 108 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $17,266,000 | 607 |
| Commercial mortgage pass-through securities | $12,706,000 | 390 |
| Other commercial mortgage-backed securities | $4,560,000 | 755 |
| Held to maturity securities (book value) | $385,054,000 | 104 |
| Available-for-sale securities (fair market value) | $560,328,000 | 320 |
| Total debt securities | $945,382,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $876,231,000 | 250 |
| U.S. Government securities | $761,321,000 | 207 |
| U.S. Treasury securities | $15,288,000 | 327 |
| U.S. Government agency obligations | $746,033,000 | 199 |
| Securities issued by states & political subdivisions | $68,933,000 | 700 |
| Other domestic debt securities | $45,919,000 | 325 |
| 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 | $45,919,000 | 172 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,701,000 | 190 |
| Mortgage-backed securities | $737,873,000 | 182 |
| Certificates of participation in pools of residential mortgages | $725,687,000 | 106 |
| Issued or guaranteed by U.S. | $725,687,000 | 105 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $12,186,000 | 688 |
| Commercial mortgage pass-through securities | $7,033,000 | 535 |
| Other commercial mortgage-backed securities | $5,153,000 | 690 |
| Held to maturity securities (book value) | $68,933,000 | 234 |
| Available-for-sale securities (fair market value) | $807,240,000 | 239 |
| Total debt securities | $876,172,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $638,037,000 | 292 |
| U.S. Government securities | $543,044,000 | 240 |
| U.S. Treasury securities | $95,341,000 | 94 |
| U.S. Government agency obligations | $447,703,000 | 251 |
| Securities issued by states & political subdivisions | $69,913,000 | 615 |
| Other domestic debt securities | $25,063,000 | 456 |
| 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 | $25,063,000 | 269 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,975,000 | 227 |
| Mortgage-backed securities | $439,274,000 | 229 |
| Certificates of participation in pools of residential mortgages | $425,783,000 | 149 |
| Issued or guaranteed by U.S. | $425,783,000 | 147 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $13,491,000 | 631 |
| Commercial mortgage pass-through securities | $7,310,000 | 514 |
| Other commercial mortgage-backed securities | $6,181,000 | 633 |
| Held to maturity securities (book value) | $69,913,000 | 228 |
| Available-for-sale securities (fair market value) | $568,107,000 | 279 |
| Total debt securities | $638,013,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $638,032,000 | 287 |
| U.S. Government securities | $543,896,000 | 235 |
| U.S. Treasury securities | $65,384,000 | 125 |
| U.S. Government agency obligations | $478,512,000 | 242 |
| Securities issued by states & political subdivisions | $69,036,000 | 566 |
| Other domestic debt securities | $10,203,000 | 706 |
| 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 | $10,203,000 | 474 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,368,000 | 218 |
| Mortgage-backed securities | $469,224,000 | 216 |
| Certificates of participation in pools of residential mortgages | $454,960,000 | 140 |
| Issued or guaranteed by U.S. | $454,960,000 | 138 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $14,264,000 | 600 |
| Commercial mortgage pass-through securities | $7,343,000 | 506 |
| Other commercial mortgage-backed securities | $6,921,000 | 574 |
| Held to maturity securities (book value) | $69,036,000 | 235 |
| Available-for-sale securities (fair market value) | $554,099,000 | 276 |
| Total debt securities | $623,135,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $590,536,000 | 296 |
| U.S. Government securities | $526,729,000 | 241 |
| U.S. Treasury securities | $15,399,000 | 328 |
| U.S. Government agency obligations | $511,330,000 | 235 |
| Securities issued by states & political subdivisions | $58,701,000 | 602 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $5,106,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,284,000 | 206 |
| Mortgage-backed securities | $501,376,000 | 213 |
| Certificates of participation in pools of residential mortgages | $487,111,000 | 125 |
| Issued or guaranteed by U.S. | $487,111,000 | 125 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $14,265,000 | 601 |
| Commercial mortgage pass-through securities | $7,313,000 | 502 |
| Other commercial mortgage-backed securities | $6,952,000 | 569 |
| Held to maturity securities (book value) | $58,701,000 | 260 |
| Available-for-sale securities (fair market value) | $531,835,000 | 278 |
| Total debt securities | $585,429,000 | 292 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $567,205,000 | 294 |
| U.S. Government securities | $506,871,000 | 249 |
| U.S. Treasury securities | $54,995,000 | 137 |
| U.S. Government agency obligations | $451,876,000 | 250 |
| Securities issued by states & political subdivisions | $60,229,000 | 549 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $105,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,507,000 | 205 |
| Mortgage-backed securities | $441,077,000 | 228 |
| Certificates of participation in pools of residential mortgages | $434,045,000 | 130 |
| Issued or guaranteed by U.S. | $434,045,000 | 129 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,032,000 | 848 |
| Commercial mortgage pass-through securities | $7,032,000 | 506 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $60,229,000 | 272 |
| Available-for-sale securities (fair market value) | $506,976,000 | 279 |
| Total debt securities | $567,101,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $549,748,000 | 301 |
| U.S. Government securities | $489,290,000 | 258 |
| U.S. Treasury securities | $129,989,000 | 87 |
| U.S. Government agency obligations | $359,301,000 | 282 |
| Securities issued by states & political subdivisions | $59,321,000 | 562 |
| Other domestic debt securities | $1,033,000 | 1,514 |
| 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 | $1,033,000 | 1,112 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $104,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,174,000 | 238 |
| Mortgage-backed securities | $347,557,000 | 256 |
| Certificates of participation in pools of residential mortgages | $340,427,000 | 153 |
| Issued or guaranteed by U.S. | $340,427,000 | 152 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $7,130,000 | 830 |
| Commercial mortgage pass-through securities | $7,130,000 | 503 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $60,354,000 | 286 |
| Available-for-sale securities (fair market value) | $489,394,000 | 290 |
| Total debt securities | $549,643,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $544,857,000 | 303 |
| U.S. Government securities | $483,281,000 | 260 |
| U.S. Treasury securities | $174,908,000 | 71 |
| U.S. Government agency obligations | $308,373,000 | 321 |
| Securities issued by states & political subdivisions | $61,473,000 | 533 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $103,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,856,000 | 252 |
| Mortgage-backed securities | $292,161,000 | 287 |
| Certificates of participation in pools of residential mortgages | $285,030,000 | 179 |
| Issued or guaranteed by U.S. | $285,030,000 | 178 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $7,131,000 | 811 |
| Commercial mortgage pass-through securities | $7,131,000 | 510 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $60,310,000 | 296 |
| Available-for-sale securities (fair market value) | $484,547,000 | 283 |
| Total debt securities | $544,752,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $542,045,000 | 308 |
| U.S. Government securities | $486,133,000 | 261 |
| U.S. Treasury securities | $164,674,000 | 77 |
| U.S. Government agency obligations | $321,459,000 | 310 |
| Securities issued by states & political subdivisions | $55,809,000 | 628 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $103,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,075,000 | 250 |
| Mortgage-backed securities | $304,020,000 | 275 |
| Certificates of participation in pools of residential mortgages | $296,923,000 | 172 |
| Issued or guaranteed by U.S. | $296,923,000 | 172 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,097,000 | 762 |
| Commercial mortgage pass-through securities | $7,097,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $54,412,000 | 324 |
| Available-for-sale securities (fair market value) | $487,633,000 | 287 |
| Total debt securities | $541,941,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $545,307,000 | 303 |
| U.S. Government securities | $490,045,000 | 262 |
| U.S. Treasury securities | $164,514,000 | 80 |
| U.S. Government agency obligations | $325,531,000 | 312 |
| Securities issued by states & political subdivisions | $55,159,000 | 652 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $103,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,671,000 | 247 |
| Mortgage-backed securities | $307,045,000 | 269 |
| Certificates of participation in pools of residential mortgages | $300,045,000 | 167 |
| Issued or guaranteed by U.S. | $300,045,000 | 167 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,000,000 | 744 |
| Commercial mortgage pass-through securities | $7,000,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $53,566,000 | 346 |
| Available-for-sale securities (fair market value) | $491,741,000 | 287 |
| Total debt securities | $545,204,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $506,861,000 | 319 |
| U.S. Government securities | $455,300,000 | 267 |
| U.S. Treasury securities | $164,208,000 | 80 |
| U.S. Government agency obligations | $291,092,000 | 337 |
| Securities issued by states & political subdivisions | $51,459,000 | 687 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $102,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,714,000 | 266 |
| Mortgage-backed securities | $271,068,000 | 296 |
| Certificates of participation in pools of residential mortgages | $264,221,000 | 185 |
| Issued or guaranteed by U.S. | $264,221,000 | 184 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $6,847,000 | 752 |
| Commercial mortgage pass-through securities | $6,847,000 | 476 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $51,459,000 | 366 |
| Available-for-sale securities (fair market value) | $455,402,000 | 302 |
| Total debt securities | $506,758,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $499,475,000 | 320 |
| U.S. Government securities | $447,163,000 | 275 |
| U.S. Treasury securities | $139,275,000 | 88 |
| U.S. Government agency obligations | $307,888,000 | 324 |
| Securities issued by states & political subdivisions | $52,210,000 | 695 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $102,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,042,000 | 313 |
| Mortgage-backed securities | $286,414,000 | 286 |
| Certificates of participation in pools of residential mortgages | $279,461,000 | 179 |
| Issued or guaranteed by U.S. | $279,461,000 | 178 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $6,953,000 | 738 |
| Commercial mortgage pass-through securities | $6,953,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $52,210,000 | 362 |
| Available-for-sale securities (fair market value) | $447,265,000 | 309 |
| Total debt securities | $499,373,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $546,432,000 | 305 |
| U.S. Government securities | $492,804,000 | 254 |
| U.S. Treasury securities | $143,409,000 | 80 |
| U.S. Government agency obligations | $349,395,000 | 303 |
| Securities issued by states & political subdivisions | $53,527,000 | 701 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $101,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,429,000 | 283 |
| Mortgage-backed securities | $318,763,000 | 267 |
| Certificates of participation in pools of residential mortgages | $311,701,000 | 170 |
| Issued or guaranteed by U.S. | $311,701,000 | 168 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $7,062,000 | 634 |
| Commercial mortgage pass-through securities | $7,062,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $53,527,000 | 362 |
| Available-for-sale securities (fair market value) | $492,905,000 | 288 |
| Total debt securities | $546,331,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $533,147,000 | 307 |
| U.S. Government securities | $478,587,000 | 254 |
| U.S. Treasury securities | $144,164,000 | 79 |
| U.S. Government agency obligations | $334,423,000 | 307 |
| Securities issued by states & political subdivisions | $54,459,000 | 726 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $101,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,684,000 | 315 |
| Mortgage-backed securities | $301,914,000 | 279 |
| Certificates of participation in pools of residential mortgages | $294,664,000 | 170 |
| Issued or guaranteed by U.S. | $294,664,000 | 169 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,250,000 | 618 |
| Commercial mortgage pass-through securities | $7,250,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $54,459,000 | 359 |
| Available-for-sale securities (fair market value) | $478,688,000 | 292 |
| Total debt securities | $533,046,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $510,955,000 | 320 |
| U.S. Government securities | $455,312,000 | 264 |
| U.S. Treasury securities | $144,410,000 | 77 |
| U.S. Government agency obligations | $310,902,000 | 330 |
| Securities issued by states & political subdivisions | $55,542,000 | 719 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $101,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,796,000 | 335 |
| Mortgage-backed securities | $276,043,000 | 288 |
| Certificates of participation in pools of residential mortgages | $268,729,000 | 182 |
| Issued or guaranteed by U.S. | $268,729,000 | 180 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,314,000 | 607 |
| Commercial mortgage pass-through securities | $7,314,000 | 352 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $55,542,000 | 368 |
| Available-for-sale securities (fair market value) | $455,413,000 | 298 |
| Total debt securities | $510,854,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $515,919,000 | 319 |
| U.S. Government securities | $459,437,000 | 263 |
| U.S. Treasury securities | $134,420,000 | 79 |
| U.S. Government agency obligations | $325,017,000 | 325 |
| Securities issued by states & political subdivisions | $56,381,000 | 717 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $101,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,656,000 | 322 |
| Mortgage-backed securities | $289,022,000 | 283 |
| Certificates of participation in pools of residential mortgages | $281,615,000 | 180 |
| Issued or guaranteed by U.S. | $281,615,000 | 178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,407,000 | 587 |
| Commercial mortgage pass-through securities | $7,407,000 | 342 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $56,381,000 | 368 |
| Available-for-sale securities (fair market value) | $459,538,000 | 301 |
| Total debt securities | $515,818,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $509,213,000 | 322 |
| U.S. Government securities | $451,832,000 | 267 |
| U.S. Treasury securities | $104,419,000 | 92 |
| U.S. Government agency obligations | $347,413,000 | 309 |
| Securities issued by states & political subdivisions | $57,281,000 | 687 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $100,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,770,000 | 345 |
| Mortgage-backed securities | $309,462,000 | 272 |
| Certificates of participation in pools of residential mortgages | $302,037,000 | 166 |
| Issued or guaranteed by U.S. | $302,037,000 | 163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $7,425,000 | 585 |
| Commercial mortgage pass-through securities | $7,425,000 | 333 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $57,281,000 | 374 |
| Available-for-sale securities (fair market value) | $451,932,000 | 308 |
| Total debt securities | $509,112,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $505,462,000 | 317 |
| U.S. Government securities | $439,677,000 | 266 |
| U.S. Treasury securities | $134,427,000 | 79 |
| U.S. Government agency obligations | $305,250,000 | 328 |
| Securities issued by states & political subdivisions | $58,109,000 | 673 |
| Other domestic debt securities | $7,576,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $7,576,000 | 66 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $100,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,846,000 | 379 |
| Mortgage-backed securities | $273,271,000 | 288 |
| Certificates of participation in pools of residential mortgages | $265,695,000 | 189 |
| Issued or guaranteed by U.S. | $265,695,000 | 186 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $7,576,000 | 552 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $7,576,000 | 334 |
| Held to maturity securities (book value) | $58,109,000 | 366 |
| Available-for-sale securities (fair market value) | $447,353,000 | 304 |
| Total debt securities | $505,352,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $416,852,000 | 369 |
| U.S. Government securities | $350,124,000 | 315 |
| U.S. Treasury securities | $85,680,000 | 95 |
| U.S. Government agency obligations | $264,444,000 | 372 |
| Securities issued by states & political subdivisions | $58,905,000 | 669 |
| Other domestic debt securities | $7,723,000 | 694 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $7,723,000 | 66 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $100,000 | 791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,110,000 | 369 |
| Mortgage-backed securities | $188,873,000 | 387 |
| Certificates of participation in pools of residential mortgages | $181,150,000 | 252 |
| Issued or guaranteed by U.S. | $181,150,000 | 251 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,723,000 | 517 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $7,723,000 | 324 |
| Held to maturity securities (book value) | $58,905,000 | 360 |
| Available-for-sale securities (fair market value) | $357,947,000 | 369 |
| Total debt securities | $416,750,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $422,263,000 | 369 |
| U.S. Government securities | $353,426,000 | 317 |
| U.S. Treasury securities | $65,979,000 | 106 |
| U.S. Government agency obligations | $287,447,000 | 356 |
| Securities issued by states & political subdivisions | $60,949,000 | 644 |
| Other domestic debt securities | $7,788,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $7,788,000 | 66 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $100,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,977,000 | 350 |
| Mortgage-backed securities | $201,904,000 | 375 |
| Certificates of participation in pools of residential mortgages | $194,116,000 | 241 |
| Issued or guaranteed by U.S. | $194,116,000 | 240 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,788,000 | 491 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $7,788,000 | 307 |
| Held to maturity securities (book value) | $60,949,000 | 364 |
| Available-for-sale securities (fair market value) | $361,314,000 | 365 |
| Total debt securities | $422,162,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $402,897,000 | 392 |
| U.S. Government securities | $333,648,000 | 331 |
| U.S. Treasury securities | $65,788,000 | 107 |
| U.S. Government agency obligations | $267,860,000 | 377 |
| Securities issued by states & political subdivisions | $61,535,000 | 625 |
| Other domestic debt securities | $7,614,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $7,614,000 | 69 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $100,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,961,000 | 374 |
| Mortgage-backed securities | $212,128,000 | 365 |
| Certificates of participation in pools of residential mortgages | $204,514,000 | 224 |
| Issued or guaranteed by U.S. | $204,514,000 | 223 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,614,000 | 483 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $7,614,000 | 299 |
| Held to maturity securities (book value) | $61,535,000 | 380 |
| Available-for-sale securities (fair market value) | $341,362,000 | 385 |
| Total debt securities | $402,797,000 | 383 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $430,123,000 | 367 |
| U.S. Government securities | $361,252,000 | 311 |
| U.S. Treasury securities | $72,884,000 | 108 |
| U.S. Government agency obligations | $288,368,000 | 358 |
| Securities issued by states & political subdivisions | $61,396,000 | 624 |
| Other domestic debt securities | $7,375,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $7,375,000 | 64 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $100,000 | 822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,169,000 | 365 |
| Mortgage-backed securities | $262,492,000 | 307 |
| Certificates of participation in pools of residential mortgages | $255,117,000 | 182 |
| Issued or guaranteed by U.S. | $255,117,000 | 181 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,375,000 | 459 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $7,375,000 | 280 |
| Held to maturity securities (book value) | $61,396,000 | 390 |
| Available-for-sale securities (fair market value) | $368,727,000 | 358 |
| Total debt securities | $430,023,000 | 360 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $410,575,000 | 381 |
| U.S. Government securities | $328,008,000 | 334 |
| U.S. Treasury securities | $30,300,000 | 186 |
| U.S. Government agency obligations | $297,708,000 | 349 |
| Securities issued by states & political subdivisions | $64,134,000 | 584 |
| Other domestic debt securities | $18,358,000 | 420 |
| 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 | $18,358,000 | 280 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $75,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,775,000 | 363 |
| Mortgage-backed securities | $256,195,000 | 313 |
| Certificates of participation in pools of residential mortgages | $256,195,000 | 181 |
| Issued or guaranteed by U.S. | $256,195,000 | 180 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $66,257,000 | 371 |
| Available-for-sale securities (fair market value) | $344,318,000 | 381 |
| Total debt securities | $410,501,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $418,415,000 | 378 |
| U.S. Government securities | $350,939,000 | 310 |
| U.S. Treasury securities | $80,238,000 | 91 |
| U.S. Government agency obligations | $270,701,000 | 385 |
| Securities issued by states & political subdivisions | $65,270,000 | 560 |
| Other domestic debt securities | $2,131,000 | 1,266 |
| 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 | $2,131,000 | 992 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $75,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,461,000 | 378 |
| Mortgage-backed securities | $259,580,000 | 306 |
| Certificates of participation in pools of residential mortgages | $259,580,000 | 177 |
| Issued or guaranteed by U.S. | $259,580,000 | 176 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $67,401,000 | 364 |
| Available-for-sale securities (fair market value) | $351,014,000 | 374 |
| Total debt securities | $418,340,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $428,236,000 | 370 |
| U.S. Government securities | $364,699,000 | 309 |
| U.S. Treasury securities | $19,966,000 | 245 |
| U.S. Government agency obligations | $344,733,000 | 315 |
| Securities issued by states & political subdivisions | $61,324,000 | 589 |
| Other domestic debt securities | $2,139,000 | 1,298 |
| 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 | $2,139,000 | 1,001 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $74,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,437,000 | 368 |
| Mortgage-backed securities | $276,601,000 | 295 |
| Certificates of participation in pools of residential mortgages | $276,601,000 | 174 |
| Issued or guaranteed by U.S. | $276,601,000 | 173 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $63,463,000 | 373 |
| Available-for-sale securities (fair market value) | $364,773,000 | 358 |
| Total debt securities | $428,161,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $429,994,000 | 363 |
| U.S. Government securities | $366,057,000 | 308 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $366,057,000 | 297 |
| Securities issued by states & political subdivisions | $61,715,000 | 571 |
| Other domestic debt securities | $2,147,000 | 1,303 |
| 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 | $2,147,000 | 1,005 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $75,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,756,000 | 396 |
| Mortgage-backed securities | $287,948,000 | 292 |
| Certificates of participation in pools of residential mortgages | $287,948,000 | 168 |
| Issued or guaranteed by U.S. | $287,948,000 | 167 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $63,862,000 | 374 |
| Available-for-sale securities (fair market value) | $366,132,000 | 350 |
| Total debt securities | $429,919,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $405,556,000 | 387 |
| U.S. Government securities | $336,040,000 | 332 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $336,040,000 | 323 |
| Securities issued by states & political subdivisions | $67,206,000 | 515 |
| Other domestic debt securities | $2,235,000 | 1,325 |
| 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 | $2,235,000 | 1,008 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $75,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,022,000 | 194 |
| Mortgage-backed securities | $322,679,000 | 270 |
| Certificates of participation in pools of residential mortgages | $322,679,000 | 153 |
| Issued or guaranteed by U.S. | $322,679,000 | 152 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $69,441,000 | 351 |
| Available-for-sale securities (fair market value) | $336,115,000 | 388 |
| Total debt securities | $405,481,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $471,662,000 | 323 |
| U.S. Government securities | $344,759,000 | 323 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $344,759,000 | 311 |
| Securities issued by states & political subdivisions | $67,866,000 | 498 |
| Other domestic debt securities | $57,135,000 | 198 |
| 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 | $57,135,000 | 124 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,902,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,011,000 | 217 |
| Mortgage-backed securities | $326,335,000 | 269 |
| Certificates of participation in pools of residential mortgages | $326,335,000 | 152 |
| Issued or guaranteed by U.S. | $326,335,000 | 151 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $70,340,000 | 344 |
| Available-for-sale securities (fair market value) | $401,322,000 | 326 |
| Total debt securities | $469,760,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $464,988,000 | 326 |
| U.S. Government securities | $348,160,000 | 323 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $348,160,000 | 311 |
| Securities issued by states & political subdivisions | $62,890,000 | 547 |
| Other domestic debt securities | $52,113,000 | 218 |
| 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 | $52,113,000 | 141 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,825,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,965,000 | 218 |
| Mortgage-backed securities | $329,734,000 | 264 |
| Certificates of participation in pools of residential mortgages | $329,734,000 | 153 |
| Issued or guaranteed by U.S. | $329,734,000 | 152 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $65,655,000 | 348 |
| Available-for-sale securities (fair market value) | $399,333,000 | 332 |
| Total debt securities | $463,162,000 | 320 |
| 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 | $472,734,000 | 322 |
| U.S. Government securities | $353,411,000 | 311 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $353,411,000 | 302 |
| Securities issued by states & political subdivisions | $65,685,000 | 507 |
| Other domestic debt securities | $52,154,000 | 234 |
| 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 | $52,154,000 | 140 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,484,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,837,000 | 211 |
| Mortgage-backed securities | $324,975,000 | 265 |
| Certificates of participation in pools of residential mortgages | $324,975,000 | 153 |
| Issued or guaranteed by U.S. | $324,975,000 | 152 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $68,505,000 | 331 |
| Available-for-sale securities (fair market value) | $404,229,000 | 331 |
| Total debt securities | $471,249,000 | 317 |
| 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 | $492,316,000 | 312 |
| U.S. Government securities | $370,841,000 | 290 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $370,841,000 | 281 |
| Securities issued by states & political subdivisions | $67,717,000 | 493 |
| Other domestic debt securities | $52,884,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $52,884,000 | 146 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $874,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,313,000 | 232 |
| Mortgage-backed securities | $342,198,000 | 252 |
| Certificates of participation in pools of residential mortgages | $342,198,000 | 142 |
| Issued or guaranteed by U.S. | $342,198,000 | 140 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $70,961,000 | 316 |
| Available-for-sale securities (fair market value) | $421,355,000 | 315 |
| Total debt securities | $491,442,000 | 306 |
| 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 | $542,063,000 | 279 |
| U.S. Government securities | $419,273,000 | 262 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $419,273,000 | 257 |
| Securities issued by states & political subdivisions | $70,260,000 | 463 |
| Other domestic debt securities | $51,754,000 | 236 |
| 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 | $0 | 318 |
| Other domestic debt securities - All other | $51,754,000 | 149 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $776,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,904,000 | 231 |
| Mortgage-backed securities | $392,791,000 | 231 |
| Certificates of participation in pools of residential mortgages | $392,791,000 | 128 |
| Issued or guaranteed by U.S. | $392,791,000 | 127 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $67,059,000 | 305 |
| Available-for-sale securities (fair market value) | $475,004,000 | 283 |
| Total debt securities | $541,287,000 | 274 |
| 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 | $582,871,000 | 268 |
| U.S. Government securities | $459,319,000 | 251 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $459,319,000 | 245 |
| Securities issued by states & political subdivisions | $70,808,000 | 456 |
| Other domestic debt securities | $52,330,000 | 231 |
| 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 | $0 | 323 |
| Other domestic debt securities - All other | $52,330,000 | 146 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $414,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,310,000 | 233 |
| Mortgage-backed securities | $432,626,000 | 218 |
| Certificates of participation in pools of residential mortgages | $432,626,000 | 125 |
| Issued or guaranteed by U.S. | $432,626,000 | 123 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $67,708,000 | 275 |
| Available-for-sale securities (fair market value) | $515,163,000 | 263 |
| Total debt securities | $582,455,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $485,973,000 | 316 |
| U.S. Government securities | $380,083,000 | 286 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $380,083,000 | 276 |
| Securities issued by states & political subdivisions | $71,359,000 | 441 |
| Other domestic debt securities | $24,768,000 | 386 |
| 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 | $0 | 329 |
| Other domestic debt securities - All other | $24,768,000 | 242 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $9,763,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,909,000 | 242 |
| Mortgage-backed securities | $353,256,000 | 251 |
| Certificates of participation in pools of residential mortgages | $353,256,000 | 138 |
| Issued or guaranteed by U.S. | $353,256,000 | 137 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $68,392,000 | 271 |
| Available-for-sale securities (fair market value) | $417,581,000 | 314 |
| Total debt securities | $476,209,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $531,726,000 | 290 |
| U.S. Government securities | $437,427,000 | 263 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $437,427,000 | 257 |
| Securities issued by states & political subdivisions | $71,802,000 | 414 |
| Other domestic debt securities | $17,081,000 | 508 |
| 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 | $0 | 340 |
| Other domestic debt securities - All other | $17,081,000 | 331 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,416,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,245,000 | 230 |
| Mortgage-backed securities | $390,452,000 | 251 |
| Certificates of participation in pools of residential mortgages | $390,452,000 | 140 |
| Issued or guaranteed by U.S. | $390,452,000 | 138 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $68,960,000 | 273 |
| Available-for-sale securities (fair market value) | $462,766,000 | 294 |
| Total debt securities | $526,311,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $571,677,000 | 271 |
| U.S. Government securities | $485,526,000 | 238 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $485,526,000 | 233 |
| Securities issued by states & political subdivisions | $72,883,000 | 389 |
| Other domestic debt securities | $11,221,000 | 671 |
| 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 | $0 | 339 |
| Other domestic debt securities - All other | $11,221,000 | 425 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,047,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,876,000 | 221 |
| Mortgage-backed securities | $428,443,000 | 230 |
| Certificates of participation in pools of residential mortgages | $428,443,000 | 131 |
| Issued or guaranteed by U.S. | $428,443,000 | 129 |
| 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) | $70,195,000 | 269 |
| Available-for-sale securities (fair market value) | $501,482,000 | 275 |
| Total debt securities | $569,629,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $597,823,000 | 266 |
| U.S. Government securities | $516,663,000 | 230 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $516,663,000 | 227 |
| Securities issued by states & political subdivisions | $68,927,000 | 397 |
| Other domestic debt securities | $2,577,000 | 1,432 |
| 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 | $0 | 346 |
| Other domestic debt securities - All other | $2,577,000 | 1,045 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $9,656,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,252,000 | 191 |
| Mortgage-backed securities | $449,315,000 | 220 |
| Certificates of participation in pools of residential mortgages | $449,315,000 | 131 |
| Issued or guaranteed by U.S. | $449,315,000 | 129 |
| 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) | $66,416,000 | 285 |
| Available-for-sale securities (fair market value) | $531,407,000 | 266 |
| Total debt securities | $588,166,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $542,501,000 | 280 |
| U.S. Government securities | $474,838,000 | 238 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $474,838,000 | 235 |
| Securities issued by states & political subdivisions | $65,422,000 | 406 |
| Other domestic debt securities | $2,241,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,241,000 | 1,057 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,248,000 | 177 |
| Mortgage-backed securities | $392,237,000 | 245 |
| Certificates of participation in pools of residential mortgages | $392,237,000 | 139 |
| Issued or guaranteed by U.S. | $392,237,000 | 139 |
| 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 | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $63,092,000 | 289 |
| Available-for-sale securities (fair market value) | $479,409,000 | 285 |
| Total debt securities | $542,501,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $484,252,000 | 305 |
| U.S. Government securities | $416,062,000 | 271 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $416,062,000 | 265 |
| Securities issued by states & political subdivisions | $65,942,000 | 373 |
| Other domestic debt securities | $2,248,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,248,000 | 1,028 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,924,000 | 171 |
| Mortgage-backed securities | $253,305,000 | 336 |
| Certificates of participation in pools of residential mortgages | $253,305,000 | 188 |
| Issued or guaranteed by U.S. | $253,305,000 | 187 |
| 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 | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $63,803,000 | 286 |
| Available-for-sale securities (fair market value) | $420,449,000 | 306 |
| Total debt securities | $484,252,000 | 298 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 584 |
| Fair value | $10,008,000 | 582 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $487,189,000 | 305 |
| U.S. Government securities | $419,665,000 | 264 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $419,665,000 | 256 |
| Securities issued by states & political subdivisions | $65,268,000 | 359 |
| Other domestic debt securities | $2,256,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,256,000 | 949 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,662,000 | 169 |
| Mortgage-backed securities | $201,822,000 | 385 |
| Certificates of participation in pools of residential mortgages | $201,822,000 | 230 |
| Issued or guaranteed by U.S. | $201,822,000 | 226 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $63,584,000 | 279 |
| Available-for-sale securities (fair market value) | $423,605,000 | 307 |
| Total debt securities | $487,189,000 | 297 |
| Structured notes | ||
| Amortized cost | $30,489,000 | 187 |
| Fair value | $30,470,000 | 189 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $526,419,000 | 284 |
| U.S. Government securities | $456,703,000 | 244 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $456,703,000 | 236 |
| Securities issued by states & political subdivisions | $67,452,000 | 343 |
| Other domestic debt securities | $2,264,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,264,000 | 969 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,848,000 | 172 |
| Mortgage-backed securities | $205,819,000 | 369 |
| Certificates of participation in pools of residential mortgages | $205,819,000 | 226 |
| Issued or guaranteed by U.S. | $205,819,000 | 224 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $65,315,000 | 275 |
| Available-for-sale securities (fair market value) | $461,104,000 | 285 |
| Total debt securities | $526,419,000 | 276 |
| Structured notes | ||
| Amortized cost | $50,483,000 | 111 |
| Fair value | $49,992,000 | 110 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $493,270,000 | 292 |
| U.S. Government securities | $424,181,000 | 251 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $424,181,000 | 244 |
| Securities issued by states & political subdivisions | $66,817,000 | 332 |
| Other domestic debt securities | $2,272,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,272,000 | 968 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,258,000 | 177 |
| Mortgage-backed securities | $187,855,000 | 387 |
| Certificates of participation in pools of residential mortgages | $187,855,000 | 233 |
| Issued or guaranteed by U.S. | $187,855,000 | 231 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $64,937,000 | 261 |
| Available-for-sale securities (fair market value) | $428,333,000 | 294 |
| Total debt securities | $493,270,000 | 286 |
| Structured notes | ||
| Amortized cost | $65,477,000 | 69 |
| Fair value | $65,153,000 | 66 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $412,491,000 | 321 |
| U.S. Government securities | $340,623,000 | 280 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $340,623,000 | 273 |
| Securities issued by states & political subdivisions | $69,887,000 | 307 |
| Other domestic debt securities | $1,981,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,981,000 | 1,065 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,716,000 | 186 |
| Mortgage-backed securities | $134,892,000 | 502 |
| Certificates of participation in pools of residential mortgages | $134,892,000 | 302 |
| Issued or guaranteed by U.S. | $134,892,000 | 298 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $67,985,000 | 262 |
| Available-for-sale securities (fair market value) | $344,506,000 | 346 |
| Total debt securities | $412,490,000 | 315 |
| Structured notes | ||
| Amortized cost | $65,501,000 | 56 |
| Fair value | $65,666,000 | 55 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $386,672,000 | 337 |
| U.S. Government securities | $314,351,000 | 301 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $314,351,000 | 292 |
| Securities issued by states & political subdivisions | $70,340,000 | 268 |
| Other domestic debt securities | $1,981,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,981,000 | 1,023 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,001,000 | 210 |
| Mortgage-backed securities | $147,427,000 | 448 |
| Certificates of participation in pools of residential mortgages | $147,427,000 | 271 |
| Issued or guaranteed by U.S. | $147,427,000 | 268 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $68,773,000 | 274 |
| Available-for-sale securities (fair market value) | $317,899,000 | 361 |
| Total debt securities | $386,671,000 | 333 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 148 |
| Fair value | $35,197,000 | 148 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $391,384,000 | 340 |
| U.S. Government securities | $318,064,000 | 302 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $318,064,000 | 291 |
| Securities issued by states & political subdivisions | $71,339,000 | 256 |
| Other domestic debt securities | $1,981,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,981,000 | 1,038 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,973,000 | 223 |
| Mortgage-backed securities | $155,529,000 | 455 |
| Certificates of participation in pools of residential mortgages | $155,529,000 | 274 |
| Issued or guaranteed by U.S. | $155,529,000 | 271 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $69,218,000 | 270 |
| Available-for-sale securities (fair market value) | $322,166,000 | 367 |
| Total debt securities | $391,383,000 | 336 |
| Structured notes | ||
| Amortized cost | $44,588,000 | 82 |
| Fair value | $44,784,000 | 81 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $429,477,000 | 306 |
| U.S. Government securities | $355,087,000 | 269 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $355,087,000 | 260 |
| Securities issued by states & political subdivisions | $72,409,000 | 246 |
| Other domestic debt securities | $1,981,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,981,000 | 1,070 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,773,000 | 227 |
| Mortgage-backed securities | $218,910,000 | 335 |
| Certificates of participation in pools of residential mortgages | $218,910,000 | 208 |
| Issued or guaranteed by U.S. | $218,910,000 | 206 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $69,617,000 | 266 |
| Available-for-sale securities (fair market value) | $359,860,000 | 322 |
| Total debt securities | $429,477,000 | 300 |
| Structured notes | ||
| Amortized cost | $29,579,000 | 94 |
| Fair value | $29,746,000 | 92 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $425,678,000 | 319 |
| U.S. Government securities | $348,421,000 | 264 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $348,421,000 | 253 |
| Securities issued by states & political subdivisions | $71,476,000 | 257 |
| Other domestic debt securities | $5,253,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,253,000 | 619 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $528,000 | 889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,119,000 | 217 |
| Mortgage-backed securities | $242,772,000 | 311 |
| Certificates of participation in pools of residential mortgages | $242,772,000 | 194 |
| Issued or guaranteed by U.S. | $242,772,000 | 192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $69,016,000 | 280 |
| Available-for-sale securities (fair market value) | $356,662,000 | 322 |
| Total debt securities | $425,149,000 | 308 |
| Structured notes | ||
| Amortized cost | $14,975,000 | 169 |
| Fair value | $15,140,000 | 162 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $439,960,000 | 305 |
| U.S. Government securities | $350,091,000 | 266 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $350,091,000 | 256 |
| Securities issued by states & political subdivisions | $72,901,000 | 245 |
| Other domestic debt securities | $4,728,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,728,000 | 699 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $12,240,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,405,000 | 233 |
| Mortgage-backed securities | $248,438,000 | 311 |
| Certificates of participation in pools of residential mortgages | $248,438,000 | 189 |
| Issued or guaranteed by U.S. | $248,438,000 | 186 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $70,589,000 | 277 |
| Available-for-sale securities (fair market value) | $369,371,000 | 320 |
| Total debt securities | $427,720,000 | 304 |
| Structured notes | ||
| Amortized cost | $14,965,000 | 99 |
| Fair value | $14,963,000 | 94 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $327,828,000 | 409 |
| U.S. Government securities | $251,400,000 | 373 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $251,400,000 | 366 |
| Securities issued by states & political subdivisions | $74,447,000 | 232 |
| Other domestic debt securities | $1,981,000 | 1,885 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,153 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,484,000 | 218 |
| Mortgage-backed securities | $251,390,000 | 310 |
| Certificates of participation in pools of residential mortgages | $251,390,000 | 203 |
| Issued or guaranteed by U.S. | $251,390,000 | 199 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,952,000 | 263 |
| Available-for-sale securities (fair market value) | $256,876,000 | 432 |
| Total debt securities | $327,829,000 | 400 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $358,297,000 | 364 |
| U.S. Government securities | $281,319,000 | 325 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $281,319,000 | 316 |
| Securities issued by states & political subdivisions | $74,997,000 | 218 |
| Other domestic debt securities | $1,981,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,132 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,898,000 | 230 |
| Mortgage-backed securities | $281,309,000 | 283 |
| Certificates of participation in pools of residential mortgages | $281,309,000 | 182 |
| Issued or guaranteed by U.S. | $281,309,000 | 176 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $71,890,000 | 259 |
| Available-for-sale securities (fair market value) | $286,407,000 | 379 |
| Total debt securities | $358,297,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $311,252,000 | 406 |
| U.S. Government securities | $232,340,000 | 373 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $232,340,000 | 361 |
| Securities issued by states & political subdivisions | $76,931,000 | 199 |
| Other domestic debt securities | $1,981,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,116 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,324,000 | 221 |
| Mortgage-backed securities | $201,973,000 | 349 |
| Certificates of participation in pools of residential mortgages | $201,973,000 | 230 |
| Issued or guaranteed by U.S. | $201,973,000 | 224 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,413,000 | 186 |
| Available-for-sale securities (fair market value) | $205,839,000 | 496 |
| Total debt securities | $311,252,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $305,246,000 | 416 |
| U.S. Government securities | $227,009,000 | 379 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $227,009,000 | 366 |
| Securities issued by states & political subdivisions | $76,256,000 | 204 |
| Other domestic debt securities | $1,981,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,207 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,317,000 | 232 |
| Mortgage-backed securities | $196,615,000 | 358 |
| Certificates of participation in pools of residential mortgages | $196,615,000 | 235 |
| Issued or guaranteed by U.S. | $196,615,000 | 228 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,418,000 | 181 |
| Available-for-sale securities (fair market value) | $198,828,000 | 523 |
| Total debt securities | $305,247,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $325,827,000 | 403 |
| U.S. Government securities | $249,468,000 | 343 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $249,468,000 | 335 |
| Securities issued by states & political subdivisions | $74,378,000 | 212 |
| Other domestic debt securities | $1,981,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,158 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,332,000 | 235 |
| Mortgage-backed securities | $219,047,000 | 330 |
| Certificates of participation in pools of residential mortgages | $219,047,000 | 212 |
| Issued or guaranteed by U.S. | $219,047,000 | 203 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $104,419,000 | 170 |
| Available-for-sale securities (fair market value) | $221,408,000 | 488 |
| Total debt securities | $325,826,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $241,716,000 | 510 |
| U.S. Government securities | $163,381,000 | 528 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $163,381,000 | 517 |
| Securities issued by states & political subdivisions | $76,354,000 | 204 |
| Other domestic debt securities | $1,981,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,074 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,687,000 | 287 |
| Mortgage-backed securities | $132,874,000 | 442 |
| Certificates of participation in pools of residential mortgages | $132,874,000 | 306 |
| Issued or guaranteed by U.S. | $132,874,000 | 300 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,594,000 | 179 |
| Available-for-sale securities (fair market value) | $136,122,000 | 751 |
| Total debt securities | $241,716,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $237,073,000 | 528 |
| U.S. Government securities | $155,440,000 | 551 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $155,440,000 | 539 |
| Securities issued by states & political subdivisions | $79,652,000 | 197 |
| Other domestic debt securities | $1,981,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,055 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,661,000 | 277 |
| Mortgage-backed securities | $124,855,000 | 454 |
| Certificates of participation in pools of residential mortgages | $124,855,000 | 305 |
| Issued or guaranteed by U.S. | $124,855,000 | 300 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,617,000 | 176 |
| Available-for-sale securities (fair market value) | $128,456,000 | 784 |
| Total debt securities | $237,072,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $240,864,000 | 514 |
| U.S. Government securities | $157,913,000 | 550 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $157,913,000 | 536 |
| Securities issued by states & political subdivisions | $80,970,000 | 188 |
| Other domestic debt securities | $1,981,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,023 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,323,000 | 288 |
| Mortgage-backed securities | $127,299,000 | 452 |
| Certificates of participation in pools of residential mortgages | $127,299,000 | 307 |
| Issued or guaranteed by U.S. | $127,299,000 | 300 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,690,000 | 180 |
| Available-for-sale securities (fair market value) | $131,174,000 | 776 |
| Total debt securities | $240,864,000 | 503 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $228,596,000 | 548 |
| U.S. Government securities | $145,463,000 | 608 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $145,463,000 | 595 |
| Securities issued by states & political subdivisions | $81,152,000 | 183 |
| Other domestic debt securities | $1,981,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,039 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,332,000 | 297 |
| Mortgage-backed securities | $114,820,000 | 486 |
| Certificates of participation in pools of residential mortgages | $114,820,000 | 341 |
| Issued or guaranteed by U.S. | $114,820,000 | 335 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,720,000 | 184 |
| Available-for-sale securities (fair market value) | $117,876,000 | 880 |
| Total debt securities | $228,596,000 | 529 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $231,899,000 | 537 |
| U.S. Government securities | $148,734,000 | 615 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $148,734,000 | 602 |
| Securities issued by states & political subdivisions | $81,184,000 | 188 |
| Other domestic debt securities | $1,981,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,064 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,923,000 | 299 |
| Mortgage-backed securities | $118,062,000 | 488 |
| Certificates of participation in pools of residential mortgages | $118,062,000 | 333 |
| Issued or guaranteed by U.S. | $118,062,000 | 327 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,240,000 | 183 |
| Available-for-sale securities (fair market value) | $120,659,000 | 865 |
| Total debt securities | $231,898,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $252,070,000 | 513 |
| U.S. Government securities | $164,009,000 | 578 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $164,009,000 | 560 |
| Securities issued by states & political subdivisions | $86,080,000 | 172 |
| Other domestic debt securities | $1,981,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,064 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,660,000 | 315 |
| Mortgage-backed securities | $103,581,000 | 546 |
| Certificates of participation in pools of residential mortgages | $103,581,000 | 381 |
| Issued or guaranteed by U.S. | $103,581,000 | 375 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,045,000 | 181 |
| Available-for-sale securities (fair market value) | $139,025,000 | 753 |
| Total debt securities | $252,070,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $258,544,000 | 506 |
| U.S. Government securities | $173,798,000 | 557 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $173,798,000 | 541 |
| Securities issued by states & political subdivisions | $82,765,000 | 177 |
| Other domestic debt securities | $1,981,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,086 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,979,000 | 322 |
| Mortgage-backed securities | $113,851,000 | 503 |
| Certificates of participation in pools of residential mortgages | $113,851,000 | 360 |
| Issued or guaranteed by U.S. | $113,851,000 | 357 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,720,000 | 194 |
| Available-for-sale securities (fair market value) | $149,824,000 | 701 |
| Total debt securities | $258,544,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $255,702,000 | 519 |
| U.S. Government securities | $171,903,000 | 574 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $171,903,000 | 558 |
| Securities issued by states & political subdivisions | $81,818,000 | 183 |
| Other domestic debt securities | $1,981,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,147 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,872,000 | 372 |
| Mortgage-backed securities | $111,391,000 | 522 |
| Certificates of participation in pools of residential mortgages | $111,391,000 | 372 |
| Issued or guaranteed by U.S. | $111,391,000 | 366 |
| 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) | $109,328,000 | 198 |
| Available-for-sale securities (fair market value) | $146,374,000 | 717 |
| Total debt securities | $255,703,000 | 505 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $261,846,000 | 517 |
| U.S. Government securities | $178,030,000 | 561 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $178,030,000 | 542 |
| Securities issued by states & political subdivisions | $81,836,000 | 181 |
| Other domestic debt securities | $1,980,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,980,000 | 1,210 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,013,000 | 426 |
| Mortgage-backed securities | $117,314,000 | 506 |
| Certificates of participation in pools of residential mortgages | $117,314,000 | 369 |
| Issued or guaranteed by U.S. | $117,314,000 | 363 |
| 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) | $109,911,000 | 196 |
| Available-for-sale securities (fair market value) | $151,935,000 | 695 |
| Total debt securities | $261,845,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $249,216,000 | 540 |
| U.S. Government securities | $165,403,000 | 590 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $165,403,000 | 570 |
| Securities issued by states & political subdivisions | $83,813,000 | 165 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,062,000 | 337 |
| Mortgage-backed securities | $82,487,000 | 651 |
| Certificates of participation in pools of residential mortgages | $82,487,000 | 479 |
| Issued or guaranteed by U.S. | $82,487,000 | 471 |
| 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) | $110,540,000 | 199 |
| Available-for-sale securities (fair market value) | $138,676,000 | 751 |
| Total debt securities | $249,217,000 | 526 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $264,025,000 | 518 |
| U.S. Government securities | $179,631,000 | 556 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $179,631,000 | 534 |
| Securities issued by states & political subdivisions | $84,394,000 | 159 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,146,000 | 341 |
| Mortgage-backed securities | $88,460,000 | 632 |
| Certificates of participation in pools of residential mortgages | $88,460,000 | 457 |
| Issued or guaranteed by U.S. | $88,460,000 | 447 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,467,000 | 200 |
| Available-for-sale securities (fair market value) | $152,558,000 | 694 |
| Total debt securities | $264,025,000 | 505 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $269,508,000 | 508 |
| U.S. Government securities | $183,390,000 | 555 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $183,390,000 | 531 |
| Securities issued by states & political subdivisions | $86,118,000 | 152 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,171,000 | 349 |
| Mortgage-backed securities | $92,993,000 | 626 |
| Certificates of participation in pools of residential mortgages | $92,993,000 | 455 |
| Issued or guaranteed by U.S. | $92,993,000 | 450 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,146,000 | 205 |
| Available-for-sale securities (fair market value) | $156,362,000 | 692 |
| Total debt securities | $269,508,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $268,857,000 | 519 |
| U.S. Government securities | $194,608,000 | 537 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $194,608,000 | 514 |
| Securities issued by states & political subdivisions | $74,249,000 | 193 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,018,000 | 340 |
| Mortgage-backed securities | $99,301,000 | 612 |
| Certificates of participation in pools of residential mortgages | $99,301,000 | 445 |
| Issued or guaranteed by U.S. | $99,301,000 | 441 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,952,000 | 258 |
| Available-for-sale securities (fair market value) | $178,905,000 | 622 |
| Total debt securities | $268,857,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $238,372,000 | 571 |
| U.S. Government securities | $183,277,000 | 571 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $183,277,000 | 546 |
| Securities issued by states & political subdivisions | $55,095,000 | 286 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,273,000 | 345 |
| Mortgage-backed securities | $93,327,000 | 655 |
| Certificates of participation in pools of residential mortgages | $93,327,000 | 475 |
| Issued or guaranteed by U.S. | $93,327,000 | 472 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,089,000 | 329 |
| Available-for-sale securities (fair market value) | $168,283,000 | 653 |
| Total debt securities | $238,371,000 | 556 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $250,782,000 | 557 |
| U.S. Government securities | $193,284,000 | 555 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $193,284,000 | 534 |
| Securities issued by states & political subdivisions | $56,567,000 | 258 |
| Other domestic debt securities | $931,000 | 2,539 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $931,000 | 2,162 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,775,000 | 334 |
| Mortgage-backed securities | $110,085,000 | 582 |
| Certificates of participation in pools of residential mortgages | $110,085,000 | 423 |
| Issued or guaranteed by U.S. | $110,085,000 | 422 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,159,000 | 323 |
| Available-for-sale securities (fair market value) | $178,623,000 | 631 |
| Total debt securities | $250,784,000 | 538 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $237,048,000 | 594 |
| U.S. Government securities | $180,742,000 | 595 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $180,742,000 | 573 |
| Securities issued by states & political subdivisions | $55,351,000 | 271 |
| Other domestic debt securities | $955,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $955,000 | 2,228 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,343,000 | 458 |
| Mortgage-backed securities | $114,534,000 | 584 |
| Certificates of participation in pools of residential mortgages | $114,534,000 | 418 |
| Issued or guaranteed by U.S. | $114,534,000 | 415 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,982,000 | 608 |
| Available-for-sale securities (fair market value) | $201,066,000 | 577 |
| Total debt securities | $237,047,000 | 572 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $253,061,000 | 575 |
| U.S. Government securities | $185,726,000 | 592 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $185,726,000 | 574 |
| Securities issued by states & political subdivisions | $66,377,000 | 215 |
| Other domestic debt securities | $958,000 | 2,657 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $958,000 | 2,347 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,400,000 | 450 |
| Mortgage-backed securities | $108,953,000 | 612 |
| Certificates of participation in pools of residential mortgages | $108,953,000 | 446 |
| Issued or guaranteed by U.S. | $108,953,000 | 442 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,957,000 | 585 |
| Available-for-sale securities (fair market value) | $215,104,000 | 559 |
| Total debt securities | $253,061,000 | 555 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $226,453,000 | 621 |
| U.S. Government securities | $150,482,000 | 679 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $150,482,000 | 655 |
| Securities issued by states & political subdivisions | $75,017,000 | 181 |
| Other domestic debt securities | $954,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $954,000 | 2,470 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,704,000 | 446 |
| Mortgage-backed securities | $103,861,000 | 631 |
| Certificates of participation in pools of residential mortgages | $95,586,000 | 498 |
| Issued or guaranteed by U.S. | $95,586,000 | 493 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,275,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $8,275,000 | 1,162 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,183,000 | 529 |
| Available-for-sale securities (fair market value) | $185,270,000 | 627 |
| Total debt securities | $226,453,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $252,305,000 | 556 |
| U.S. Government securities | $166,634,000 | 613 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $166,634,000 | 595 |
| Securities issued by states & political subdivisions | $77,321,000 | 174 |
| Other domestic debt securities | $8,350,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,350,000 | 780 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,949,000 | 381 |
| Mortgage-backed securities | $121,254,000 | 565 |
| Certificates of participation in pools of residential mortgages | $103,564,000 | 446 |
| Issued or guaranteed by U.S. | $103,564,000 | 443 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,690,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $17,690,000 | 820 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,907,000 | 489 |
| Available-for-sale securities (fair market value) | $209,398,000 | 567 |
| Total debt securities | $252,306,000 | 540 |
| Structured notes | ||
| Amortized cost | $6,966,000 | 287 |
| Fair value | $7,050,000 | 276 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $291,745,000 | 488 |
| U.S. Government securities | $209,039,000 | 518 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $209,039,000 | 497 |
| Securities issued by states & political subdivisions | $71,303,000 | 180 |
| Other domestic debt securities | $11,403,000 | 844 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,403,000 | 627 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,747,000 | 383 |
| Mortgage-backed securities | $164,685,000 | 455 |
| Certificates of participation in pools of residential mortgages | $126,016,000 | 384 |
| Issued or guaranteed by U.S. | $126,016,000 | 380 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $38,669,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $38,669,000 | 511 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,238,000 | 559 |
| Available-for-sale securities (fair market value) | $254,507,000 | 466 |
| Total debt securities | $291,747,000 | 472 |
| Structured notes | ||
| Amortized cost | $6,965,000 | 201 |
| Fair value | $6,915,000 | 202 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $227,063,000 | 585 |
| U.S. Government securities | $144,838,000 | 652 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $144,838,000 | 624 |
| Securities issued by states & political subdivisions | $59,429,000 | 227 |
| Other domestic debt securities | $22,796,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,796,000 | 391 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,775,000 | 435 |
| Mortgage-backed securities | $117,335,000 | 555 |
| Certificates of participation in pools of residential mortgages | $49,504,000 | 723 |
| Issued or guaranteed by U.S. | $49,504,000 | 716 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $67,831,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $67,831,000 | 342 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,596,000 | 764 |
| Available-for-sale securities (fair market value) | $201,467,000 | 553 |
| Total debt securities | $227,064,000 | 562 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $267,390,000 | 458 |
| U.S. Government securities | $209,716,000 | 432 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $209,716,000 | 410 |
| Securities issued by states & political subdivisions | $52,516,000 | 238 |
| Other domestic debt securities | $5,158,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,158,000 | 1,113 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,434,000 | 316 |
| Mortgage-backed securities | $196,383,000 | 348 |
| Certificates of participation in pools of residential mortgages | $20,687,000 | 1,257 |
| Issued or guaranteed by U.S. | $20,687,000 | 1,247 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $175,696,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $175,696,000 | 163 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,001,000 | 683 |
| Available-for-sale securities (fair market value) | $238,389,000 | 439 |
| Total debt securities | $267,390,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $319,830,000 | 388 |
| U.S. Government securities | $252,554,000 | 367 |
| U.S. Treasury securities | $5,047,000 | 1,044 |
| U.S. Government agency obligations | $247,507,000 | 340 |
| Securities issued by states & political subdivisions | $62,460,000 | 185 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,816,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,903,000 | 260 |
| Mortgage-backed securities | $237,734,000 | 269 |
| Certificates of participation in pools of residential mortgages | $28,233,000 | 833 |
| Issued or guaranteed by U.S. | $28,233,000 | 829 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $209,501,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $209,501,000 | 128 |
| 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) | $41,268,000 | 619 |
| Available-for-sale securities (fair market value) | $278,562,000 | 355 |
| Total debt securities | $315,014,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $516,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $346,855,000 | 394 |
| U.S. Government securities | $272,743,000 | 377 |
| U.S. Treasury securities | $11,875,000 | 768 |
| U.S. Government agency obligations | $260,868,000 | 358 |
| Securities issued by states & political subdivisions | $69,465,000 | 165 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,647,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,480,000 | 389 |
| Mortgage-backed securities | $251,004,000 | 296 |
| Certificates of participation in pools of residential mortgages | $39,720,000 | 714 |
| Issued or guaranteed by U.S. | $39,720,000 | 706 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $211,284,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $211,284,000 | 143 |
| 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) | $49,275,000 | 559 |
| Available-for-sale securities (fair market value) | $297,580,000 | 355 |
| Total debt securities | $342,208,000 | 386 |
| 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 | $372,457,000 | 373 |
| U.S. Government securities | $283,945,000 | 385 |
| U.S. Treasury securities | $11,105,000 | 1,170 |
| U.S. Government agency obligations | $272,840,000 | 350 |
| Securities issued by states & political subdivisions | $79,135,000 | 144 |
| Other domestic debt securities | $5,978,000 | 1,011 |
| 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 | $5,978,000 | 801 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,399,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,825,000 | 463 |
| Mortgage-backed securities | $257,644,000 | 291 |
| Certificates of participation in pools of residential mortgages | $54,544,000 | 597 |
| Issued or guaranteed by U.S. | $54,544,000 | 590 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $203,100,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $203,100,000 | 140 |
| 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) | $60,152,000 | 486 |
| Available-for-sale securities (fair market value) | $312,305,000 | 344 |
| Total debt securities | $369,058,000 | 362 |
| 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 | $346,125,000 | 402 |
| U.S. Government securities | $277,878,000 | 404 |
| U.S. Treasury securities | $20,314,000 | 938 |
| U.S. Government agency obligations | $257,564,000 | 370 |
| Securities issued by states & political subdivisions | $63,491,000 | 155 |
| Other domestic debt securities | $1,616,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $1,616,000 | 507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,140,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,850,000 | 688 |
| Mortgage-backed securities | $185,698,000 | 371 |
| Certificates of participation in pools of residential mortgages | $76,644,000 | 466 |
| Issued or guaranteed by U.S. | $76,644,000 | 458 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $109,054,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $107,438,000 | 206 |
| Privately issued | $1,616,000 | 382 |
| 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) | $98,929,000 | 356 |
| Available-for-sale securities (fair market value) | $247,196,000 | 387 |
| Total debt securities | $342,985,000 | 395 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 358 |
| Fair value | $3,999,000 | 359 |
| 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 | $314,881,000 | 443 |
| U.S. Government securities | $233,167,000 | 489 |
| U.S. Treasury securities | $16,158,000 | 1,417 |
| U.S. Government agency obligations | $217,009,000 | 438 |
| Securities issued by states & political subdivisions | $78,354,000 | 110 |
| Other domestic debt securities | $1,587,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $1,587,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,773,000 | 1,621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,851,000 | 882 |
| Mortgage-backed securities | $113,324,000 | 540 |
| Certificates of participation in pools of residential mortgages | $34,561,000 | 889 |
| Issued or guaranteed by U.S. | $34,561,000 | 873 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $78,763,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $77,176,000 | 274 |
| Privately issued | $1,587,000 | 441 |
| 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) | $116,766,000 | 344 |
| Available-for-sale securities (fair market value) | $198,115,000 | 458 |
| Total debt securities | $313,108,000 | 436 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 72 |
| Fair value | $17,896,000 | 73 |
| 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 | $287,413,000 | 498 |
| U.S. Government securities | $211,437,000 | 541 |
| U.S. Treasury securities | $22,217,000 | 1,273 |
| U.S. Government agency obligations | $189,220,000 | 463 |
| Securities issued by states & political subdivisions | $74,988,000 | 127 |
| Other domestic debt securities | $25,000 | 4,935 |
| Privately issued residential mortgage-backed securities | $25,000 | 2,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $963,000 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,969,000 | 857 |
| Mortgage-backed securities | $55,350,000 | 895 |
| Certificates of participation in pools of residential mortgages | $20,081,000 | 1,327 |
| Issued or guaranteed by U.S. | $20,081,000 | 1,307 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $35,269,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $35,244,000 | 510 |
| Privately issued | $25,000 | 1,999 |
| 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) | $143,117,000 | 304 |
| Available-for-sale securities (fair market value) | $144,296,000 | 625 |
| Total debt securities | $286,450,000 | 482 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 45 |
| Fair value | $40,546,000 | 46 |
| 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 | $311,967,000 | 482 |
| U.S. Government securities | $240,545,000 | 503 |
| U.S. Treasury securities | $48,406,000 | 725 |
| U.S. Government agency obligations | $192,139,000 | 452 |
| Securities issued by states & political subdivisions | $70,444,000 | 138 |
| Other domestic debt securities | $116,000 | 4,946 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,000 | 3,919 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $862,000 | 2,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,184,000 | 1,070 |
| Mortgage-backed securities | $47,629,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $12,980,000 | 1,901 |
| Issued or guaranteed by U.S. | $12,980,000 | 1,877 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $34,649,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $34,649,000 | 581 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,428,000 | 551 |
| Available-for-sale securities (fair market value) | $166,539,000 | 361 |
| Total debt securities | $311,105,000 | 476 |
| 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 | $325,338,000 | 485 |
| U.S. Government securities | $247,869,000 | 503 |
| U.S. Treasury securities | $50,686,000 | 746 |
| U.S. Government agency obligations | $197,183,000 | 437 |
| Securities issued by states & political subdivisions | $76,251,000 | 129 |
| Other domestic debt securities | $431,000 | 4,469 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $431,000 | 3,450 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $787,000 | 2,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,397,000 | 1,025 |
| Mortgage-backed securities | $41,061,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $11,263,000 | 2,295 |
| Issued or guaranteed by U.S. | $11,263,000 | 2,266 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $29,798,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $29,798,000 | 714 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $324,551,000 | 475 |
| 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 | $326,487,000 | 474 |
| U.S. Government securities | $245,259,000 | 494 |
| U.S. Treasury securities | $67,239,000 | 554 |
| U.S. Government agency obligations | $178,020,000 | 446 |
| Securities issued by states & political subdivisions | $75,102,000 | 126 |
| Other domestic debt securities | $5,443,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,443,000 | 1,126 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $683,000 | 2,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,242,000 | 1,043 |
| Mortgage-backed securities | $6,522,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $6,522,000 | 3,381 |
| Issued or guaranteed by U.S. | $6,522,000 | 3,335 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $325,804,000 | 461 |
| 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 |