Home > First Citizens National Bank > Securities
First Citizens National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $743,016,000 | 303 |
| U.S. Government securities | $443,969,000 | 330 |
| U.S. Treasury securities | $2,912,000 | 2,122 |
| U.S. Government agency obligations | $441,057,000 | 307 |
| Securities issued by states & political subdivisions | $290,987,000 | 134 |
| Other domestic debt securities | $7,254,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $7,254,000 | 305 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,612,000 | 289 |
| Mortgage-backed securities | $406,786,000 | 278 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $305,743,000 | 215 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,177,000 | 831 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $81,907,000 | 124 |
| Other commercial mortgage-backed securities | $2,959,000 | 852 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $742,210,000 | 247 |
| Total debt securities | $742,208,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $694,850,000 | 322 |
| U.S. Government securities | $424,939,000 | 338 |
| U.S. Treasury securities | $9,948,000 | 1,422 |
| U.S. Government agency obligations | $414,991,000 | 316 |
| Securities issued by states & political subdivisions | $262,476,000 | 148 |
| Other domestic debt securities | $6,706,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $6,706,000 | 310 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,797,000 | 294 |
| Mortgage-backed securities | $379,463,000 | 277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $291,352,000 | 222 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,512,000 | 797 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $68,747,000 | 135 |
| Other commercial mortgage-backed securities | $2,852,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $694,121,000 | 263 |
| Total debt securities | $694,122,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $732,431,000 | 309 |
| U.S. Government securities | $444,615,000 | 328 |
| U.S. Treasury securities | $23,827,000 | 855 |
| U.S. Government agency obligations | $420,788,000 | 316 |
| Securities issued by states & political subdivisions | $279,949,000 | 142 |
| Other domestic debt securities | $7,150,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $7,150,000 | 287 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,574,000 | 275 |
| Mortgage-backed securities | $387,286,000 | 270 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $300,324,000 | 223 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,674,000 | 779 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,338,000 | 137 |
| Other commercial mortgage-backed securities | $2,950,000 | 842 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $731,714,000 | 256 |
| Total debt securities | $731,715,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $744,707,000 | 326 |
| U.S. Government securities | $438,372,000 | 352 |
| U.S. Treasury securities | $4,910,000 | 1,986 |
| U.S. Government agency obligations | $433,462,000 | 301 |
| Securities issued by states & political subdivisions | $298,277,000 | 141 |
| Other domestic debt securities | $7,357,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $7,357,000 | 281 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,192,000 | 282 |
| Mortgage-backed securities | $399,578,000 | 283 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $312,567,000 | 229 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,924,000 | 783 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $65,054,000 | 151 |
| Other commercial mortgage-backed securities | $3,033,000 | 855 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $744,006,000 | 266 |
| Total debt securities | $744,006,000 | 319 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $743,775,000 | 331 |
| U.S. Government securities | $432,802,000 | 359 |
| U.S. Treasury securities | $4,878,000 | 2,031 |
| U.S. Government agency obligations | $427,924,000 | 307 |
| Securities issued by states & political subdivisions | $301,128,000 | 150 |
| Other domestic debt securities | $9,188,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $9,188,000 | 277 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,938,000 | 299 |
| Mortgage-backed securities | $395,006,000 | 291 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $313,326,000 | 232 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,576,000 | 770 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,073,000 | 158 |
| Other commercial mortgage-backed securities | $3,031,000 | 857 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $743,118,000 | 271 |
| Total debt securities | $743,118,000 | 326 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $741,221,000 | 332 |
| U.S. Government securities | $434,214,000 | 369 |
| U.S. Treasury securities | $4,876,000 | 2,071 |
| U.S. Government agency obligations | $429,338,000 | 310 |
| Securities issued by states & political subdivisions | $297,657,000 | 149 |
| Other domestic debt securities | $8,709,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $8,709,000 | 215 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,745,000 | 282 |
| Mortgage-backed securities | $396,461,000 | 300 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $315,323,000 | 233 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,830,000 | 763 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $57,203,000 | 166 |
| Other commercial mortgage-backed securities | $3,105,000 | 876 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $740,580,000 | 270 |
| Total debt securities | $740,582,000 | 328 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $790,737,000 | 325 |
| U.S. Government securities | $476,877,000 | 352 |
| U.S. Treasury securities | $4,949,000 | 2,032 |
| U.S. Government agency obligations | $471,928,000 | 304 |
| Securities issued by states & political subdivisions | $313,198,000 | 150 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,938,000 | 284 |
| Mortgage-backed securities | $437,091,000 | 285 |
| Certificates of participation in pools of residential mortgages | $345,466,000 | 227 |
| Issued or guaranteed by U.S. | $345,466,000 | 226 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $23,384,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $23,384,000 | 716 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $68,241,000 | 295 |
| Commercial mortgage pass-through securities | $61,809,000 | 158 |
| Other commercial mortgage-backed securities | $6,432,000 | 735 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $790,075,000 | 271 |
| Total debt securities | $790,074,000 | 322 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $832,826,000 | 319 |
| U.S. Government securities | $512,962,000 | 330 |
| U.S. Treasury securities | $5,011,000 | 1,799 |
| U.S. Government agency obligations | $507,951,000 | 290 |
| Securities issued by states & political subdivisions | $319,162,000 | 149 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,938,000 | 280 |
| Mortgage-backed securities | $471,905,000 | 275 |
| Certificates of participation in pools of residential mortgages | $373,630,000 | 220 |
| Issued or guaranteed by U.S. | $373,630,000 | 220 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $26,040,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $26,040,000 | 669 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $72,235,000 | 287 |
| Commercial mortgage pass-through securities | $65,557,000 | 157 |
| Other commercial mortgage-backed securities | $6,678,000 | 715 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $832,124,000 | 274 |
| Total debt securities | $832,124,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $875,578,000 | 307 |
| U.S. Government securities | $528,848,000 | 311 |
| U.S. Treasury securities | $5,152,000 | 1,360 |
| U.S. Government agency obligations | $523,696,000 | 286 |
| Securities issued by states & political subdivisions | $345,984,000 | 139 |
| 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 | $315,273,000 | 264 |
| Mortgage-backed securities | $490,562,000 | 274 |
| Certificates of participation in pools of residential mortgages | $394,061,000 | 212 |
| Issued or guaranteed by U.S. | $394,061,000 | 211 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,559,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $24,559,000 | 674 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $71,942,000 | 290 |
| Commercial mortgage pass-through securities | $69,810,000 | 150 |
| Other commercial mortgage-backed securities | $2,132,000 | 1,021 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $874,832,000 | 269 |
| Total debt securities | $874,832,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $836,410,000 | 302 |
| U.S. Government securities | $496,972,000 | 317 |
| U.S. Treasury securities | $4,999,000 | 1,177 |
| U.S. Government agency obligations | $491,973,000 | 300 |
| Securities issued by states & political subdivisions | $338,720,000 | 131 |
| 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 | $312,984,000 | 258 |
| Mortgage-backed securities | $463,511,000 | 284 |
| Certificates of participation in pools of residential mortgages | $366,321,000 | 221 |
| Issued or guaranteed by U.S. | $366,321,000 | 220 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $29,689,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $29,689,000 | 595 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $67,501,000 | 296 |
| Commercial mortgage pass-through securities | $65,194,000 | 154 |
| Other commercial mortgage-backed securities | $2,307,000 | 991 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $835,692,000 | 263 |
| Total debt securities | $835,691,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $824,178,000 | 283 |
| U.S. Government securities | $499,760,000 | 300 |
| U.S. Treasury securities | $4,999,000 | 1,078 |
| U.S. Government agency obligations | $494,761,000 | 283 |
| Securities issued by states & political subdivisions | $323,709,000 | 134 |
| 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 | $315,273,000 | 253 |
| Mortgage-backed securities | $466,411,000 | 262 |
| Certificates of participation in pools of residential mortgages | $370,835,000 | 207 |
| Issued or guaranteed by U.S. | $370,835,000 | 206 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $35,659,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $35,659,000 | 498 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $59,917,000 | 308 |
| Commercial mortgage pass-through securities | $57,546,000 | 154 |
| Other commercial mortgage-backed securities | $2,371,000 | 972 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $823,469,000 | 256 |
| Total debt securities | $823,468,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $814,005,000 | 277 |
| U.S. Government securities | $508,917,000 | 278 |
| U.S. Treasury securities | $7,509,000 | 688 |
| U.S. Government agency obligations | $501,408,000 | 267 |
| Securities issued by states & political subdivisions | $304,388,000 | 133 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,726,000 | 241 |
| Mortgage-backed securities | $473,171,000 | 249 |
| Certificates of participation in pools of residential mortgages | $379,585,000 | 193 |
| Issued or guaranteed by U.S. | $379,585,000 | 192 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $44,420,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $44,420,000 | 418 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $49,166,000 | 329 |
| Commercial mortgage pass-through securities | $46,543,000 | 174 |
| Other commercial mortgage-backed securities | $2,623,000 | 914 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $813,305,000 | 247 |
| Total debt securities | $813,305,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $741,596,000 | 278 |
| U.S. Government securities | $436,715,000 | 279 |
| U.S. Treasury securities | $5,525,000 | 558 |
| U.S. Government agency obligations | $431,190,000 | 268 |
| Securities issued by states & political subdivisions | $304,222,000 | 129 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,273,000 | 234 |
| Mortgage-backed securities | $417,305,000 | 250 |
| Certificates of participation in pools of residential mortgages | $320,123,000 | 201 |
| Issued or guaranteed by U.S. | $320,123,000 | 200 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $55,028,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $55,028,000 | 361 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $42,154,000 | 333 |
| Commercial mortgage pass-through securities | $39,317,000 | 178 |
| Other commercial mortgage-backed securities | $2,837,000 | 861 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $740,937,000 | 254 |
| Total debt securities | $740,935,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $670,030,000 | 279 |
| U.S. Government securities | $389,925,000 | 284 |
| U.S. Treasury securities | $5,548,000 | 540 |
| U.S. Government agency obligations | $384,377,000 | 272 |
| Securities issued by states & political subdivisions | $279,465,000 | 132 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,720,000 | 235 |
| Mortgage-backed securities | $374,383,000 | 256 |
| Certificates of participation in pools of residential mortgages | $287,379,000 | 195 |
| Issued or guaranteed by U.S. | $287,379,000 | 194 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $67,598,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $67,598,000 | 318 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $19,406,000 | 515 |
| Commercial mortgage pass-through securities | $18,635,000 | 276 |
| Other commercial mortgage-backed securities | $771,000 | 1,157 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $669,390,000 | 255 |
| Total debt securities | $669,390,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $666,761,000 | 276 |
| U.S. Government securities | $401,352,000 | 279 |
| U.S. Treasury securities | $5,569,000 | 565 |
| U.S. Government agency obligations | $395,783,000 | 267 |
| Securities issued by states & political subdivisions | $264,769,000 | 129 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,150,000 | 238 |
| Mortgage-backed securities | $385,795,000 | 244 |
| Certificates of participation in pools of residential mortgages | $295,201,000 | 181 |
| Issued or guaranteed by U.S. | $295,201,000 | 179 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $81,595,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $81,595,000 | 287 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,999,000 | 790 |
| Commercial mortgage pass-through securities | $8,192,000 | 483 |
| Other commercial mortgage-backed securities | $807,000 | 1,125 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $666,121,000 | 250 |
| Total debt securities | $666,120,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $668,332,000 | 266 |
| U.S. Government securities | $411,638,000 | 279 |
| U.S. Treasury securities | $3,046,000 | 756 |
| U.S. Government agency obligations | $408,592,000 | 261 |
| Securities issued by states & political subdivisions | $256,069,000 | 120 |
| 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 | $625,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,111,000 | 239 |
| Mortgage-backed securities | $408,592,000 | 240 |
| Certificates of participation in pools of residential mortgages | $307,921,000 | 175 |
| Issued or guaranteed by U.S. | $307,921,000 | 174 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $95,527,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $95,527,000 | 259 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,144,000 | 978 |
| Commercial mortgage pass-through securities | $4,236,000 | 659 |
| Other commercial mortgage-backed securities | $908,000 | 1,076 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $668,332,000 | 242 |
| Total debt securities | $667,707,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $627,003,000 | 276 |
| U.S. Government securities | $366,717,000 | 295 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $366,717,000 | 286 |
| Securities issued by states & political subdivisions | $259,619,000 | 105 |
| 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 | $667,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,184,000 | 218 |
| Mortgage-backed securities | $366,717,000 | 260 |
| Certificates of participation in pools of residential mortgages | $261,526,000 | 198 |
| Issued or guaranteed by U.S. | $261,526,000 | 197 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $100,201,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $100,201,000 | 251 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,990,000 | 979 |
| Commercial mortgage pass-through securities | $3,982,000 | 671 |
| Other commercial mortgage-backed securities | $1,008,000 | 990 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $627,003,000 | 248 |
| Total debt securities | $626,337,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $585,063,000 | 289 |
| U.S. Government securities | $325,617,000 | 317 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $325,617,000 | 303 |
| Securities issued by states & political subdivisions | $258,781,000 | 103 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $665,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,853,000 | 225 |
| Mortgage-backed securities | $325,617,000 | 267 |
| Certificates of participation in pools of residential mortgages | $210,445,000 | 221 |
| Issued or guaranteed by U.S. | $210,445,000 | 220 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $110,086,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $110,086,000 | 232 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,086,000 | 960 |
| Commercial mortgage pass-through securities | $4,071,000 | 664 |
| Other commercial mortgage-backed securities | $1,015,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $585,063,000 | 258 |
| Total debt securities | $584,398,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $576,296,000 | 297 |
| U.S. Government securities | $325,338,000 | 321 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $325,338,000 | 308 |
| Securities issued by states & political subdivisions | $250,325,000 | 104 |
| 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 | $633,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,881,000 | 222 |
| Mortgage-backed securities | $325,338,000 | 269 |
| Certificates of participation in pools of residential mortgages | $202,137,000 | 226 |
| Issued or guaranteed by U.S. | $202,137,000 | 226 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $118,217,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $118,217,000 | 226 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,984,000 | 947 |
| Commercial mortgage pass-through securities | $3,969,000 | 689 |
| Other commercial mortgage-backed securities | $1,015,000 | 930 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $576,296,000 | 262 |
| Total debt securities | $575,662,000 | 293 |
| 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 | $549,689,000 | 306 |
| U.S. Government securities | $297,787,000 | 350 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $297,787,000 | 332 |
| Securities issued by states & political subdivisions | $251,265,000 | 108 |
| 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 | $637,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,290,000 | 233 |
| Mortgage-backed securities | $297,787,000 | 281 |
| Certificates of participation in pools of residential mortgages | $174,974,000 | 253 |
| Issued or guaranteed by U.S. | $174,974,000 | 252 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $119,851,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $119,851,000 | 222 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,962,000 | 1,096 |
| Commercial mortgage pass-through securities | $1,972,000 | 865 |
| Other commercial mortgage-backed securities | $990,000 | 894 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $549,689,000 | 268 |
| Total debt securities | $549,053,000 | 302 |
| 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 | $538,243,000 | 309 |
| U.S. Government securities | $291,039,000 | 356 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $291,039,000 | 340 |
| Securities issued by states & political subdivisions | $246,600,000 | 113 |
| 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 | $604,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,903,000 | 236 |
| Mortgage-backed securities | $291,039,000 | 278 |
| Certificates of participation in pools of residential mortgages | $173,938,000 | 257 |
| Issued or guaranteed by U.S. | $173,938,000 | 256 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $114,214,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $114,214,000 | 230 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,887,000 | 1,084 |
| Commercial mortgage pass-through securities | $1,900,000 | 874 |
| Other commercial mortgage-backed securities | $987,000 | 849 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $538,243,000 | 270 |
| Total debt securities | $537,638,000 | 305 |
| 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 | $521,777,000 | 314 |
| U.S. Government securities | $291,875,000 | 355 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $291,875,000 | 336 |
| Securities issued by states & political subdivisions | $229,262,000 | 125 |
| 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 | $640,000 | 316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,276,000 | 248 |
| Mortgage-backed securities | $291,875,000 | 285 |
| Certificates of participation in pools of residential mortgages | $172,502,000 | 260 |
| Issued or guaranteed by U.S. | $172,502,000 | 259 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $117,473,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $117,473,000 | 230 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,900,000 | 1,210 |
| Commercial mortgage pass-through securities | $1,900,000 | 866 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $521,777,000 | 275 |
| Total debt securities | $521,136,000 | 309 |
| 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 | $536,730,000 | 306 |
| U.S. Government securities | $295,669,000 | 353 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $295,669,000 | 336 |
| Securities issued by states & political subdivisions | $240,388,000 | 119 |
| 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 | $673,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,387,000 | 245 |
| Mortgage-backed securities | $295,669,000 | 279 |
| Certificates of participation in pools of residential mortgages | $175,955,000 | 259 |
| Issued or guaranteed by U.S. | $175,955,000 | 258 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $117,797,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $117,797,000 | 228 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,917,000 | 1,181 |
| Commercial mortgage pass-through securities | $1,917,000 | 842 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $536,730,000 | 267 |
| Total debt securities | $536,057,000 | 302 |
| 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 | $535,321,000 | 311 |
| U.S. Government securities | $301,189,000 | 351 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $301,189,000 | 337 |
| Securities issued by states & political subdivisions | $233,500,000 | 127 |
| 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 | $632,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,301,000 | 247 |
| Mortgage-backed securities | $301,187,000 | 276 |
| Certificates of participation in pools of residential mortgages | $183,351,000 | 258 |
| Issued or guaranteed by U.S. | $183,351,000 | 257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $115,889,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $115,889,000 | 227 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,947,000 | 1,041 |
| Commercial mortgage pass-through securities | $1,947,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $535,321,000 | 271 |
| Total debt securities | $534,690,000 | 306 |
| 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 | $565,073,000 | 286 |
| U.S. Government securities | $318,399,000 | 330 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $318,399,000 | 317 |
| Securities issued by states & political subdivisions | $246,044,000 | 123 |
| 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 | $630,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,229,000 | 244 |
| Mortgage-backed securities | $318,397,000 | 264 |
| Certificates of participation in pools of residential mortgages | $199,420,000 | 237 |
| Issued or guaranteed by U.S. | $199,420,000 | 236 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $116,977,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $116,977,000 | 224 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,000,000 | 1,017 |
| Commercial mortgage pass-through securities | $2,000,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $565,073,000 | 252 |
| Total debt securities | $564,444,000 | 280 |
| 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 | $563,385,000 | 287 |
| U.S. Government securities | $315,049,000 | 339 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $315,049,000 | 326 |
| Securities issued by states & political subdivisions | $248,216,000 | 120 |
| 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 | $120,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,803,000 | 247 |
| Mortgage-backed securities | $315,047,000 | 266 |
| Certificates of participation in pools of residential mortgages | $206,857,000 | 235 |
| Issued or guaranteed by U.S. | $206,857,000 | 234 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $108,190,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $108,190,000 | 239 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $563,385,000 | 251 |
| Total debt securities | $563,265,000 | 282 |
| 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 | $582,895,000 | 280 |
| U.S. Government securities | $331,164,000 | 333 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $331,164,000 | 319 |
| Securities issued by states & political subdivisions | $251,617,000 | 119 |
| 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 | $114,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,803,000 | 241 |
| Mortgage-backed securities | $331,162,000 | 258 |
| Certificates of participation in pools of residential mortgages | $225,454,000 | 220 |
| Issued or guaranteed by U.S. | $225,454,000 | 219 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $105,708,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $105,708,000 | 247 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $582,895,000 | 248 |
| Total debt securities | $582,782,000 | 272 |
| 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 | $587,605,000 | 283 |
| U.S. Government securities | $340,504,000 | 328 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $340,504,000 | 316 |
| Securities issued by states & political subdivisions | $247,003,000 | 124 |
| 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 | $98,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,980,000 | 266 |
| Mortgage-backed securities | $340,502,000 | 256 |
| Certificates of participation in pools of residential mortgages | $220,104,000 | 232 |
| Issued or guaranteed by U.S. | $220,104,000 | 231 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $120,398,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $120,398,000 | 226 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $587,605,000 | 246 |
| Total debt securities | $587,506,000 | 275 |
| 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 | $581,532,000 | 276 |
| U.S. Government securities | $342,698,000 | 320 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $342,698,000 | 306 |
| Securities issued by states & political subdivisions | $238,734,000 | 126 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $266,657,000 | 256 |
| Mortgage-backed securities | $342,696,000 | 249 |
| Certificates of participation in pools of residential mortgages | $231,902,000 | 215 |
| Issued or guaranteed by U.S. | $231,902,000 | 214 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $110,298,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $110,298,000 | 234 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $496,000 | 1,237 |
| Commercial mortgage pass-through securities | $496,000 | 846 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $581,532,000 | 239 |
| Total debt securities | $581,434,000 | 269 |
| 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 | $569,184,000 | 276 |
| U.S. Government securities | $326,633,000 | 330 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $326,633,000 | 314 |
| Securities issued by states & political subdivisions | $242,477,000 | 120 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $74,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,229,000 | 259 |
| Mortgage-backed securities | $326,631,000 | 260 |
| Certificates of participation in pools of residential mortgages | $206,037,000 | 229 |
| Issued or guaranteed by U.S. | $206,037,000 | 228 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $120,082,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $120,082,000 | 229 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $512,000 | 1,181 |
| Commercial mortgage pass-through securities | $512,000 | 779 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $569,184,000 | 237 |
| Total debt securities | $569,109,000 | 270 |
| 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 | $479,931,000 | 318 |
| U.S. Government securities | $288,878,000 | 369 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $288,878,000 | 355 |
| Securities issued by states & political subdivisions | $190,991,000 | 155 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $62,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,338,000 | 262 |
| Mortgage-backed securities | $288,869,000 | 282 |
| Certificates of participation in pools of residential mortgages | $161,633,000 | 279 |
| Issued or guaranteed by U.S. | $161,633,000 | 278 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $126,721,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $126,721,000 | 221 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $515,000 | 1,114 |
| Commercial mortgage pass-through securities | $515,000 | 738 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $479,931,000 | 273 |
| Total debt securities | $479,869,000 | 314 |
| 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 | $486,006,000 | 322 |
| U.S. Government securities | $306,891,000 | 354 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $306,891,000 | 338 |
| Securities issued by states & political subdivisions | $179,045,000 | 163 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $70,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,338,000 | 277 |
| Mortgage-backed securities | $306,781,000 | 269 |
| Certificates of participation in pools of residential mortgages | $160,989,000 | 286 |
| Issued or guaranteed by U.S. | $160,989,000 | 285 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $145,278,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $145,278,000 | 204 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $514,000 | 1,080 |
| Commercial mortgage pass-through securities | $514,000 | 712 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $486,006,000 | 277 |
| Total debt securities | $485,937,000 | 318 |
| 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 | $476,976,000 | 327 |
| U.S. Government securities | $306,084,000 | 358 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $306,084,000 | 342 |
| Securities issued by states & political subdivisions | $170,830,000 | 176 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $62,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,789,000 | 282 |
| Mortgage-backed securities | $305,972,000 | 275 |
| Certificates of participation in pools of residential mortgages | $147,281,000 | 296 |
| Issued or guaranteed by U.S. | $147,281,000 | 295 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $158,179,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $158,179,000 | 189 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $512,000 | 1,033 |
| Commercial mortgage pass-through securities | $512,000 | 683 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $476,976,000 | 278 |
| Total debt securities | $476,914,000 | 323 |
| 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 | $471,173,000 | 330 |
| U.S. Government securities | $301,432,000 | 362 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $301,432,000 | 345 |
| Securities issued by states & political subdivisions | $169,688,000 | 168 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $53,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,820,000 | 279 |
| Mortgage-backed securities | $300,674,000 | 276 |
| Certificates of participation in pools of residential mortgages | $119,715,000 | 355 |
| Issued or guaranteed by U.S. | $119,715,000 | 354 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $180,438,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $180,438,000 | 176 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $521,000 | 989 |
| Commercial mortgage pass-through securities | $521,000 | 658 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $471,173,000 | 280 |
| Total debt securities | $471,119,000 | 324 |
| 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 | $485,317,000 | 323 |
| U.S. Government securities | $319,711,000 | 342 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $319,711,000 | 327 |
| Securities issued by states & political subdivisions | $165,548,000 | 165 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $58,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,315,000 | 270 |
| Mortgage-backed securities | $318,955,000 | 265 |
| Certificates of participation in pools of residential mortgages | $118,261,000 | 361 |
| Issued or guaranteed by U.S. | $118,261,000 | 360 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $200,173,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $200,173,000 | 169 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $521,000 | 943 |
| Commercial mortgage pass-through securities | $521,000 | 621 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $485,317,000 | 271 |
| Total debt securities | $485,259,000 | 314 |
| 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 | $508,084,000 | 305 |
| U.S. Government securities | $352,416,000 | 318 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $352,416,000 | 305 |
| Securities issued by states & political subdivisions | $155,614,000 | 180 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $54,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,009,000 | 273 |
| Mortgage-backed securities | $351,254,000 | 253 |
| Certificates of participation in pools of residential mortgages | $125,863,000 | 346 |
| Issued or guaranteed by U.S. | $125,863,000 | 344 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $224,858,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $224,858,000 | 158 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $533,000 | 919 |
| Commercial mortgage pass-through securities | $533,000 | 603 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $508,084,000 | 263 |
| Total debt securities | $508,028,000 | 293 |
| Structured notes | ||
| Amortized cost | $394,000 | 1,840 |
| Fair value | $403,000 | 1,834 |
| 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 | $506,767,000 | 300 |
| U.S. Government securities | $359,000,000 | 313 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $359,000,000 | 302 |
| Securities issued by states & political subdivisions | $147,713,000 | 188 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $54,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,275,000 | 294 |
| Mortgage-backed securities | $357,905,000 | 257 |
| Certificates of participation in pools of residential mortgages | $112,245,000 | 393 |
| Issued or guaranteed by U.S. | $112,245,000 | 392 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $245,131,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $245,131,000 | 154 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $529,000 | 899 |
| Commercial mortgage pass-through securities | $529,000 | 606 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $506,767,000 | 259 |
| Total debt securities | $506,714,000 | 292 |
| Structured notes | ||
| Amortized cost | $423,000 | 1,927 |
| Fair value | $430,000 | 1,922 |
| 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 | $437,789,000 | 358 |
| U.S. Government securities | $290,017,000 | 388 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $290,017,000 | 372 |
| Securities issued by states & political subdivisions | $147,711,000 | 185 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $61,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,364,000 | 329 |
| Mortgage-backed securities | $288,885,000 | 294 |
| Certificates of participation in pools of residential mortgages | $60,429,000 | 728 |
| Issued or guaranteed by U.S. | $60,429,000 | 727 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $227,930,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $227,930,000 | 162 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $526,000 | 867 |
| Commercial mortgage pass-through securities | $526,000 | 600 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $437,789,000 | 297 |
| Total debt securities | $437,725,000 | 351 |
| Structured notes | ||
| Amortized cost | $461,000 | 2,020 |
| Fair value | $465,000 | 2,012 |
| 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 | $446,907,000 | 354 |
| U.S. Government securities | $300,166,000 | 377 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $300,166,000 | 363 |
| Securities issued by states & political subdivisions | $146,689,000 | 185 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $52,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,616,000 | 315 |
| Mortgage-backed securities | $298,981,000 | 288 |
| Certificates of participation in pools of residential mortgages | $63,556,000 | 699 |
| Issued or guaranteed by U.S. | $63,556,000 | 697 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $234,892,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $234,892,000 | 159 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $533,000 | 856 |
| Commercial mortgage pass-through securities | $533,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $446,907,000 | 290 |
| Total debt securities | $446,854,000 | 347 |
| Structured notes | ||
| Amortized cost | $510,000 | 1,908 |
| Fair value | $513,000 | 1,906 |
| 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 | $459,504,000 | 332 |
| U.S. Government securities | $316,339,000 | 362 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $316,339,000 | 349 |
| Securities issued by states & political subdivisions | $143,109,000 | 187 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $56,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,304,000 | 335 |
| Mortgage-backed securities | $315,738,000 | 277 |
| Certificates of participation in pools of residential mortgages | $75,235,000 | 605 |
| Issued or guaranteed by U.S. | $75,235,000 | 603 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $239,978,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $239,978,000 | 155 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $525,000 | 845 |
| Commercial mortgage pass-through securities | $525,000 | 591 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $459,504,000 | 281 |
| Total debt securities | $459,448,000 | 323 |
| Structured notes | ||
| Amortized cost | $566,000 | 1,929 |
| Fair value | $569,000 | 1,924 |
| 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 | $456,525,000 | 336 |
| U.S. Government securities | $321,703,000 | 345 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $321,703,000 | 332 |
| Securities issued by states & political subdivisions | $134,751,000 | 196 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $71,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,900,000 | 328 |
| Mortgage-backed securities | $321,025,000 | 268 |
| Certificates of participation in pools of residential mortgages | $80,443,000 | 572 |
| Issued or guaranteed by U.S. | $80,443,000 | 572 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $240,058,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $240,058,000 | 153 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $524,000 | 791 |
| Commercial mortgage pass-through securities | $524,000 | 544 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $456,525,000 | 289 |
| Total debt securities | $456,453,000 | 331 |
| Structured notes | ||
| Amortized cost | $634,000 | 1,896 |
| Fair value | $639,000 | 1,884 |
| 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 | $428,014,000 | 359 |
| U.S. Government securities | $300,231,000 | 364 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $300,231,000 | 352 |
| Securities issued by states & political subdivisions | $126,545,000 | 207 |
| Other domestic debt securities | $1,165,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,165,000 | 183 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $73,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,829,000 | 309 |
| Mortgage-backed securities | $299,451,000 | 280 |
| Certificates of participation in pools of residential mortgages | $90,728,000 | 498 |
| Issued or guaranteed by U.S. | $90,728,000 | 498 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $208,198,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $208,198,000 | 170 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $525,000 | 774 |
| Commercial mortgage pass-through securities | $525,000 | 517 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $428,014,000 | 308 |
| Total debt securities | $427,940,000 | 354 |
| Structured notes | ||
| Amortized cost | $734,000 | 1,851 |
| Fair value | $739,000 | 1,830 |
| 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 | $435,407,000 | 351 |
| U.S. Government securities | $311,494,000 | 339 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $311,494,000 | 329 |
| Securities issued by states & political subdivisions | $122,672,000 | 217 |
| Other domestic debt securities | $1,179,000 | 1,870 |
| 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 | $1,179,000 | 174 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $62,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,886,000 | 315 |
| Mortgage-backed securities | $310,551,000 | 267 |
| Certificates of participation in pools of residential mortgages | $95,965,000 | 467 |
| Issued or guaranteed by U.S. | $95,965,000 | 466 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $214,050,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $214,050,000 | 169 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $536,000 | 749 |
| Commercial mortgage pass-through securities | $536,000 | 514 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $435,407,000 | 304 |
| Total debt securities | $435,345,000 | 344 |
| Structured notes | ||
| Amortized cost | $894,000 | 1,760 |
| Fair value | $901,000 | 1,751 |
| 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 | $474,713,000 | 327 |
| U.S. Government securities | $347,687,000 | 317 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $347,687,000 | 308 |
| Securities issued by states & political subdivisions | $126,105,000 | 209 |
| Other domestic debt securities | $853,000 | 2,101 |
| 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 | $853,000 | 196 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $68,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,949,000 | 334 |
| Mortgage-backed securities | $346,532,000 | 259 |
| Certificates of participation in pools of residential mortgages | $117,267,000 | 395 |
| Issued or guaranteed by U.S. | $117,267,000 | 394 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $228,705,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $228,705,000 | 166 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $560,000 | 665 |
| Commercial mortgage pass-through securities | $560,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $474,713,000 | 284 |
| Total debt securities | $474,613,000 | 316 |
| Structured notes | ||
| Amortized cost | $1,280,000 | 1,491 |
| Fair value | $1,309,000 | 1,483 |
| 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 | $466,419,000 | 327 |
| U.S. Government securities | $346,452,000 | 319 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $346,452,000 | 309 |
| Securities issued by states & political subdivisions | $119,143,000 | 211 |
| Other domestic debt securities | $755,000 | 2,154 |
| 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 | $755,000 | 202 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $69,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,467,000 | 333 |
| Mortgage-backed securities | $345,098,000 | 258 |
| Certificates of participation in pools of residential mortgages | $125,591,000 | 365 |
| Issued or guaranteed by U.S. | $125,591,000 | 363 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $218,938,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $218,938,000 | 173 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $569,000 | 554 |
| Commercial mortgage pass-through securities | $569,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $466,419,000 | 285 |
| Total debt securities | $465,947,000 | 322 |
| Structured notes | ||
| Amortized cost | $1,280,000 | 1,530 |
| Fair value | $1,309,000 | 1,523 |
| 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 | $408,008,000 | 376 |
| U.S. Government securities | $289,297,000 | 384 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $289,297,000 | 371 |
| Securities issued by states & political subdivisions | $118,009,000 | 203 |
| Other domestic debt securities | $653,000 | 2,262 |
| 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 | $653,000 | 212 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $49,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,136,000 | 340 |
| Mortgage-backed securities | $287,746,000 | 311 |
| Certificates of participation in pools of residential mortgages | $109,274,000 | 445 |
| Issued or guaranteed by U.S. | $109,274,000 | 444 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $177,905,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $177,905,000 | 210 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $567,000 | 527 |
| Commercial mortgage pass-through securities | $567,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $408,008,000 | 333 |
| Total debt securities | $407,690,000 | 369 |
| Structured notes | ||
| Amortized cost | $1,481,000 | 1,611 |
| Fair value | $1,505,000 | 1,567 |
| 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 | $408,310,000 | 372 |
| U.S. Government securities | $291,208,000 | 383 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $291,208,000 | 368 |
| Securities issued by states & political subdivisions | $116,441,000 | 198 |
| Other domestic debt securities | $612,000 | 2,286 |
| 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 | $612,000 | 221 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $49,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,926,000 | 332 |
| Mortgage-backed securities | $289,433,000 | 315 |
| Certificates of participation in pools of residential mortgages | $126,144,000 | 392 |
| Issued or guaranteed by U.S. | $126,144,000 | 391 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $162,728,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $162,728,000 | 223 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $561,000 | 489 |
| Commercial mortgage pass-through securities | $561,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $408,310,000 | 335 |
| Total debt securities | $407,925,000 | 367 |
| Structured notes | ||
| Amortized cost | $1,698,000 | 1,680 |
| Fair value | $1,727,000 | 1,668 |
| 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 | $372,743,000 | 409 |
| U.S. Government securities | $256,130,000 | 455 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $256,130,000 | 436 |
| Securities issued by states & political subdivisions | $116,094,000 | 196 |
| Other domestic debt securities | $475,000 | 2,406 |
| 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 | $475,000 | 233 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $44,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,824,000 | 337 |
| Mortgage-backed securities | $254,160,000 | 357 |
| Certificates of participation in pools of residential mortgages | $106,666,000 | 464 |
| Issued or guaranteed by U.S. | $106,666,000 | 464 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $146,947,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $146,947,000 | 249 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $547,000 | 453 |
| Commercial mortgage pass-through securities | $547,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $372,743,000 | 365 |
| Total debt securities | $372,434,000 | 404 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,828 |
| Fair value | $1,921,000 | 1,823 |
| 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 | $365,465,000 | 411 |
| U.S. Government securities | $249,240,000 | 445 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $249,240,000 | 429 |
| Securities issued by states & political subdivisions | $115,634,000 | 197 |
| Other domestic debt securities | $553,000 | 2,266 |
| 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 | $553,000 | 205 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $38,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,675,000 | 316 |
| Mortgage-backed securities | $245,695,000 | 356 |
| Certificates of participation in pools of residential mortgages | $109,601,000 | 434 |
| Issued or guaranteed by U.S. | $109,601,000 | 431 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $135,544,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $135,544,000 | 252 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $550,000 | 387 |
| Commercial mortgage pass-through securities | $550,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $365,465,000 | 365 |
| Total debt securities | $365,075,000 | 407 |
| 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 | $335,014,000 | 429 |
| U.S. Government securities | $221,546,000 | 480 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $221,546,000 | 467 |
| Securities issued by states & political subdivisions | $112,915,000 | 179 |
| Other domestic debt securities | $515,000 | 2,284 |
| 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 | $515,000 | 214 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $38,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,042,000 | 299 |
| Mortgage-backed securities | $217,978,000 | 374 |
| Certificates of participation in pools of residential mortgages | $81,442,000 | 534 |
| Issued or guaranteed by U.S. | $81,442,000 | 532 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $136,536,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $136,536,000 | 241 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $335,014,000 | 376 |
| Total debt securities | $334,656,000 | 426 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $324,432,000 | 450 |
| U.S. Government securities | $213,583,000 | 506 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $213,583,000 | 486 |
| Securities issued by states & political subdivisions | $110,244,000 | 175 |
| Other domestic debt securities | $563,000 | 2,178 |
| 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 | $563,000 | 221 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $42,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,613,000 | 306 |
| Mortgage-backed securities | $210,030,000 | 370 |
| Certificates of participation in pools of residential mortgages | $78,904,000 | 544 |
| Issued or guaranteed by U.S. | $78,904,000 | 542 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $131,126,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $131,126,000 | 235 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $324,432,000 | 396 |
| Total debt securities | $324,022,000 | 443 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $308,459,000 | 463 |
| U.S. Government securities | $202,276,000 | 518 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $202,276,000 | 499 |
| Securities issued by states & political subdivisions | $105,778,000 | 183 |
| Other domestic debt securities | $366,000 | 2,472 |
| 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 | $366,000 | 236 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $39,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,685,000 | 333 |
| Mortgage-backed securities | $202,221,000 | 374 |
| Certificates of participation in pools of residential mortgages | $90,900,000 | 469 |
| Issued or guaranteed by U.S. | $90,900,000 | 465 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $111,321,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $111,321,000 | 255 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $308,459,000 | 414 |
| Total debt securities | $308,258,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $294,823,000 | 479 |
| U.S. Government securities | $191,443,000 | 526 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $191,443,000 | 503 |
| Securities issued by states & political subdivisions | $102,450,000 | 184 |
| Other domestic debt securities | $885,000 | 2,215 |
| 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 | $439,000 | 226 |
| Other domestic debt securities - All other | $446,000 | 1,769 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $45,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,943,000 | 331 |
| Mortgage-backed securities | $191,387,000 | 382 |
| Certificates of participation in pools of residential mortgages | $100,288,000 | 410 |
| Issued or guaranteed by U.S. | $100,288,000 | 407 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $91,099,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $91,099,000 | 293 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $294,823,000 | 432 |
| Total debt securities | $294,538,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $247,903,000 | 545 |
| U.S. Government securities | $150,690,000 | 648 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $150,690,000 | 619 |
| Securities issued by states & political subdivisions | $95,492,000 | 196 |
| Other domestic debt securities | $1,687,000 | 1,840 |
| 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 | $1,260,000 | 166 |
| Other domestic debt securities - All other | $427,000 | 1,797 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $34,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,875,000 | 375 |
| Mortgage-backed securities | $150,630,000 | 444 |
| Certificates of participation in pools of residential mortgages | $94,538,000 | 417 |
| Issued or guaranteed by U.S. | $94,538,000 | 415 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $56,092,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $56,092,000 | 421 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $247,903,000 | 476 |
| Total debt securities | $247,160,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $264,377,000 | 501 |
| U.S. Government securities | $170,206,000 | 572 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $170,206,000 | 545 |
| Securities issued by states & political subdivisions | $92,222,000 | 182 |
| Other domestic debt securities | $1,901,000 | 1,766 |
| 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 | $1,509,000 | 159 |
| Other domestic debt securities - All other | $392,000 | 1,776 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $48,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,099,000 | 383 |
| Mortgage-backed securities | $168,636,000 | 400 |
| Certificates of participation in pools of residential mortgages | $97,877,000 | 404 |
| Issued or guaranteed by U.S. | $97,877,000 | 401 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $70,759,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $70,759,000 | 344 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $264,377,000 | 441 |
| Total debt securities | $264,309,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $249,277,000 | 527 |
| U.S. Government securities | $153,660,000 | 627 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $153,660,000 | 597 |
| Securities issued by states & political subdivisions | $93,531,000 | 182 |
| Other domestic debt securities | $2,046,000 | 1,757 |
| 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 | $1,641,000 | 161 |
| Other domestic debt securities - All other | $405,000 | 1,776 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $40,000 | 1,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,520,000 | 399 |
| Mortgage-backed securities | $150,157,000 | 468 |
| Certificates of participation in pools of residential mortgages | $71,893,000 | 546 |
| Issued or guaranteed by U.S. | $71,893,000 | 544 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $78,264,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $78,264,000 | 315 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $249,277,000 | 465 |
| Total debt securities | $249,120,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $249,791,000 | 524 |
| U.S. Government securities | $158,458,000 | 584 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $158,458,000 | 563 |
| Securities issued by states & political subdivisions | $89,211,000 | 187 |
| Other domestic debt securities | $2,102,000 | 1,781 |
| 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 | $1,727,000 | 166 |
| Other domestic debt securities - All other | $375,000 | 1,835 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $20,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,901,000 | 414 |
| Mortgage-backed securities | $155,031,000 | 454 |
| Certificates of participation in pools of residential mortgages | $66,919,000 | 598 |
| Issued or guaranteed by U.S. | $66,919,000 | 594 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $88,112,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $88,112,000 | 268 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $249,791,000 | 456 |
| Total debt securities | $249,251,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $220,323,000 | 588 |
| U.S. Government securities | $134,827,000 | 675 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $134,827,000 | 648 |
| Securities issued by states & political subdivisions | $82,972,000 | 209 |
| Other domestic debt securities | $2,504,000 | 1,766 |
| 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 | $2,194,000 | 168 |
| Other domestic debt securities - All other | $310,000 | 1,978 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $20,000 | 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 | $129,721,000 | 453 |
| Mortgage-backed securities | $133,183,000 | 531 |
| Certificates of participation in pools of residential mortgages | $56,319,000 | 720 |
| Issued or guaranteed by U.S. | $56,319,000 | 712 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $76,864,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $76,864,000 | 288 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $220,323,000 | 503 |
| Total debt securities | $220,304,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $222,248,000 | 573 |
| U.S. Government securities | $143,530,000 | 627 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $143,530,000 | 600 |
| Securities issued by states & political subdivisions | $76,783,000 | 225 |
| Other domestic debt securities | $1,915,000 | 1,982 |
| 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 | $1,615,000 | 203 |
| Other domestic debt securities - All other | $300,000 | 2,052 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $20,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,963,000 | 419 |
| Mortgage-backed securities | $140,167,000 | 509 |
| Certificates of participation in pools of residential mortgages | $58,064,000 | 721 |
| Issued or guaranteed by U.S. | $58,064,000 | 710 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $82,103,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $82,103,000 | 252 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $222,248,000 | 498 |
| Total debt securities | $222,219,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $208,351,000 | 591 |
| U.S. Government securities | $138,356,000 | 655 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $138,356,000 | 634 |
| Securities issued by states & political subdivisions | $68,235,000 | 258 |
| Other domestic debt securities | $1,740,000 | 1,972 |
| 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 | $1,740,000 | 1,226 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,145,000 | 431 |
| Mortgage-backed securities | $134,172,000 | 526 |
| Certificates of participation in pools of residential mortgages | $48,021,000 | 891 |
| Issued or guaranteed by U.S. | $48,021,000 | 880 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $86,151,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $86,151,000 | 242 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $208,351,000 | 512 |
| Total debt securities | $208,325,000 | 579 |
| 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 | $210,500,000 | 580 |
| U.S. Government securities | $148,270,000 | 596 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $148,270,000 | 583 |
| Securities issued by states & political subdivisions | $59,588,000 | 286 |
| Other domestic debt securities | $2,622,000 | 1,627 |
| 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 | $2,622,000 | 953 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $20,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,867,000 | 463 |
| Mortgage-backed securities | $143,044,000 | 489 |
| Certificates of participation in pools of residential mortgages | $61,767,000 | 682 |
| Issued or guaranteed by U.S. | $61,767,000 | 675 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $81,277,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $81,277,000 | 243 |
| 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) | $115,000 | 3,214 |
| Available-for-sale securities (fair market value) | $210,385,000 | 499 |
| Total debt securities | $210,479,000 | 568 |
| 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 | $194,713,000 | 624 |
| U.S. Government securities | $137,488,000 | 624 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $137,488,000 | 612 |
| Securities issued by states & political subdivisions | $54,282,000 | 310 |
| Other domestic debt securities | $2,867,000 | 1,545 |
| 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 | $2,867,000 | 896 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $76,000 | 1,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,432,000 | 412 |
| Mortgage-backed securities | $129,278,000 | 498 |
| Certificates of participation in pools of residential mortgages | $77,230,000 | 526 |
| Issued or guaranteed by U.S. | $77,230,000 | 520 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $52,048,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $52,048,000 | 312 |
| 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) | $115,000 | 3,231 |
| Available-for-sale securities (fair market value) | $194,598,000 | 525 |
| Total debt securities | $194,639,000 | 614 |
| 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 | $195,455,000 | 626 |
| U.S. Government securities | $135,965,000 | 621 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $135,965,000 | 608 |
| Securities issued by states & political subdivisions | $54,244,000 | 322 |
| Other domestic debt securities | $5,246,000 | 1,212 |
| 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 | $5,246,000 | 680 |
| 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 | $132,626,000 | 419 |
| Mortgage-backed securities | $127,736,000 | 509 |
| Certificates of participation in pools of residential mortgages | $78,698,000 | 516 |
| Issued or guaranteed by U.S. | $78,698,000 | 512 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $49,038,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $49,038,000 | 311 |
| 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) | $290,000 | 3,029 |
| Available-for-sale securities (fair market value) | $195,165,000 | 535 |
| Total debt securities | $195,456,000 | 608 |
| 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 | $195,646,000 | 629 |
| U.S. Government securities | $137,242,000 | 596 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $137,242,000 | 586 |
| Securities issued by states & political subdivisions | $53,805,000 | 321 |
| Other domestic debt securities | $4,599,000 | 1,252 |
| 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 | $4,599,000 | 748 |
| 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 | $135,446,000 | 411 |
| Mortgage-backed securities | $122,698,000 | 503 |
| Certificates of participation in pools of residential mortgages | $80,124,000 | 492 |
| Issued or guaranteed by U.S. | $80,124,000 | 486 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $42,574,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $42,574,000 | 341 |
| 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) | $290,000 | 3,071 |
| Available-for-sale securities (fair market value) | $195,356,000 | 542 |
| Total debt securities | $195,646,000 | 607 |
| 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 | $190,407,000 | 632 |
| U.S. Government securities | $132,892,000 | 624 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $132,892,000 | 614 |
| Securities issued by states & political subdivisions | $51,327,000 | 337 |
| Other domestic debt securities | $6,188,000 | 1,021 |
| 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 | $6,188,000 | 586 |
| 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 | $130,106,000 | 421 |
| Mortgage-backed securities | $100,766,000 | 561 |
| Certificates of participation in pools of residential mortgages | $73,236,000 | 495 |
| Issued or guaranteed by U.S. | $73,236,000 | 490 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,530,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $27,530,000 | 452 |
| 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) | $290,000 | 3,111 |
| Available-for-sale securities (fair market value) | $190,117,000 | 533 |
| Total debt securities | $190,405,000 | 617 |
| 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 | $184,806,000 | 665 |
| U.S. Government securities | $129,629,000 | 638 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $129,629,000 | 627 |
| Securities issued by states & political subdivisions | $48,475,000 | 364 |
| Other domestic debt securities | $6,702,000 | 938 |
| 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 | $6,702,000 | 548 |
| 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 | $124,839,000 | 429 |
| Mortgage-backed securities | $89,200,000 | 587 |
| Certificates of participation in pools of residential mortgages | $62,456,000 | 532 |
| Issued or guaranteed by U.S. | $62,456,000 | 525 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $26,744,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $26,744,000 | 446 |
| 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) | $290,000 | 3,183 |
| Available-for-sale securities (fair market value) | $184,516,000 | 569 |
| Total debt securities | $184,805,000 | 647 |
| 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 | $183,282,000 | 668 |
| U.S. Government securities | $130,556,000 | 660 |
| U.S. Treasury securities | $1,254,000 | 799 |
| U.S. Government agency obligations | $129,302,000 | 651 |
| Securities issued by states & political subdivisions | $45,850,000 | 386 |
| Other domestic debt securities | $6,876,000 | 881 |
| 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 | $6,876,000 | 515 |
| 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 | $125,055,000 | 429 |
| Mortgage-backed securities | $82,948,000 | 616 |
| Certificates of participation in pools of residential mortgages | $56,553,000 | 581 |
| Issued or guaranteed by U.S. | $56,553,000 | 571 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,395,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $26,395,000 | 453 |
| 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) | $290,000 | 3,220 |
| Available-for-sale securities (fair market value) | $182,992,000 | 563 |
| Total debt securities | $183,282,000 | 650 |
| 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 | $179,935,000 | 687 |
| U.S. Government securities | $129,240,000 | 660 |
| U.S. Treasury securities | $1,797,000 | 773 |
| U.S. Government agency obligations | $127,443,000 | 652 |
| Securities issued by states & political subdivisions | $43,773,000 | 409 |
| Other domestic debt securities | $6,922,000 | 886 |
| 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 | $6,922,000 | 528 |
| 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 | $121,915,000 | 439 |
| Mortgage-backed securities | $80,851,000 | 626 |
| Certificates of participation in pools of residential mortgages | $55,425,000 | 600 |
| Issued or guaranteed by U.S. | $55,425,000 | 589 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $25,426,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $25,426,000 | 463 |
| 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) | $290,000 | 3,288 |
| Available-for-sale securities (fair market value) | $179,645,000 | 567 |
| Total debt securities | $179,935,000 | 668 |
| 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 | $177,376,000 | 702 |
| U.S. Government securities | $125,902,000 | 712 |
| U.S. Treasury securities | $1,793,000 | 811 |
| U.S. Government agency obligations | $124,109,000 | 697 |
| Securities issued by states & political subdivisions | $44,628,000 | 394 |
| Other domestic debt securities | $6,846,000 | 874 |
| 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 | $6,846,000 | 533 |
| 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 | $121,630,000 | 455 |
| Mortgage-backed securities | $73,030,000 | 697 |
| Certificates of participation in pools of residential mortgages | $49,245,000 | 672 |
| Issued or guaranteed by U.S. | $49,245,000 | 664 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $23,785,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $23,785,000 | 499 |
| 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) | $290,000 | 3,366 |
| Available-for-sale securities (fair market value) | $177,086,000 | 578 |
| Total debt securities | $177,376,000 | 689 |
| 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 | $171,866,000 | 746 |
| U.S. Government securities | $120,687,000 | 747 |
| U.S. Treasury securities | $2,288,000 | 730 |
| U.S. Government agency obligations | $118,399,000 | 743 |
| Securities issued by states & political subdivisions | $44,379,000 | 391 |
| Other domestic debt securities | $6,800,000 | 877 |
| 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 | $6,800,000 | 539 |
| 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 | $113,961,000 | 476 |
| Mortgage-backed securities | $68,490,000 | 744 |
| Certificates of participation in pools of residential mortgages | $51,249,000 | 669 |
| Issued or guaranteed by U.S. | $51,249,000 | 659 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,241,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $17,241,000 | 604 |
| 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) | $290,000 | 3,452 |
| Available-for-sale securities (fair market value) | $171,576,000 | 614 |
| Total debt securities | $171,866,000 | 729 |
| 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 | $168,919,000 | 758 |
| U.S. Government securities | $118,132,000 | 764 |
| U.S. Treasury securities | $2,443,000 | 762 |
| U.S. Government agency obligations | $115,689,000 | 753 |
| Securities issued by states & political subdivisions | $42,619,000 | 405 |
| Other domestic debt securities | $6,548,000 | 892 |
| 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 | $6,548,000 | 574 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,620,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,782,000 | 441 |
| Mortgage-backed securities | $68,034,000 | 740 |
| Certificates of participation in pools of residential mortgages | $51,161,000 | 674 |
| Issued or guaranteed by U.S. | $51,161,000 | 667 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,873,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $16,873,000 | 610 |
| 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) | $290,000 | 3,505 |
| Available-for-sale securities (fair market value) | $168,629,000 | 629 |
| Total debt securities | $167,299,000 | 746 |
| 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 | $166,476,000 | 766 |
| U.S. Government securities | $117,151,000 | 788 |
| U.S. Treasury securities | $2,669,000 | 772 |
| U.S. Government agency obligations | $114,482,000 | 776 |
| Securities issued by states & political subdivisions | $41,086,000 | 415 |
| Other domestic debt securities | $6,570,000 | 919 |
| 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 | $6,570,000 | 585 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,669,000 | 885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,507,000 | 468 |
| Mortgage-backed securities | $67,345,000 | 746 |
| Certificates of participation in pools of residential mortgages | $50,294,000 | 691 |
| Issued or guaranteed by U.S. | $50,294,000 | 680 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,051,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $17,051,000 | 614 |
| 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) | $290,000 | 3,563 |
| Available-for-sale securities (fair market value) | $166,186,000 | 639 |
| Total debt securities | $164,813,000 | 760 |
| 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 | $161,168,000 | 790 |
| U.S. Government securities | $111,249,000 | 836 |
| U.S. Treasury securities | $2,677,000 | 791 |
| U.S. Government agency obligations | $108,572,000 | 825 |
| Securities issued by states & political subdivisions | $41,777,000 | 409 |
| Other domestic debt securities | $6,589,000 | 927 |
| 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 | $6,589,000 | 604 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,553,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,968,000 | 467 |
| Mortgage-backed securities | $65,898,000 | 772 |
| Certificates of participation in pools of residential mortgages | $51,399,000 | 680 |
| Issued or guaranteed by U.S. | $51,399,000 | 672 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,499,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $14,499,000 | 673 |
| 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) | $290,000 | 3,630 |
| Available-for-sale securities (fair market value) | $160,878,000 | 658 |
| Total debt securities | $159,616,000 | 776 |
| 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 | $158,274,000 | 798 |
| U.S. Government securities | $109,468,000 | 832 |
| U.S. Treasury securities | $2,695,000 | 785 |
| U.S. Government agency obligations | $106,773,000 | 826 |
| Securities issued by states & political subdivisions | $40,594,000 | 423 |
| Other domestic debt securities | $6,627,000 | 939 |
| 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 | $6,627,000 | 614 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,585,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,254,000 | 509 |
| Mortgage-backed securities | $67,269,000 | 754 |
| Certificates of participation in pools of residential mortgages | $50,062,000 | 697 |
| Issued or guaranteed by U.S. | $50,062,000 | 689 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,207,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $17,207,000 | 605 |
| 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) | $290,000 | 3,687 |
| Available-for-sale securities (fair market value) | $157,984,000 | 672 |
| Total debt securities | $156,689,000 | 789 |
| 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 | $155,350,000 | 802 |
| U.S. Government securities | $107,309,000 | 850 |
| U.S. Treasury securities | $900,000 | 1,319 |
| U.S. Government agency obligations | $106,409,000 | 828 |
| Securities issued by states & political subdivisions | $39,804,000 | 434 |
| Other domestic debt securities | $6,636,000 | 946 |
| 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 | $6,636,000 | 628 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,601,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,918,000 | 463 |
| Mortgage-backed securities | $69,184,000 | 750 |
| Certificates of participation in pools of residential mortgages | $49,087,000 | 717 |
| Issued or guaranteed by U.S. | $49,087,000 | 710 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,097,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $20,097,000 | 573 |
| 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) | $290,000 | 3,737 |
| Available-for-sale securities (fair market value) | $155,060,000 | 683 |
| Total debt securities | $153,749,000 | 792 |
| 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 | $144,631,000 | 870 |
| U.S. Government securities | $95,449,000 | 983 |
| U.S. Treasury securities | $521,000 | 1,510 |
| U.S. Government agency obligations | $94,928,000 | 949 |
| Securities issued by states & political subdivisions | $40,949,000 | 414 |
| Other domestic debt securities | $6,619,000 | 982 |
| 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 | $6,619,000 | 678 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,614,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,886,000 | 470 |
| Mortgage-backed securities | $65,025,000 | 815 |
| Certificates of participation in pools of residential mortgages | $38,460,000 | 912 |
| Issued or guaranteed by U.S. | $38,460,000 | 905 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,565,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $26,565,000 | 490 |
| 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) | $785,000 | 3,349 |
| Available-for-sale securities (fair market value) | $143,846,000 | 737 |
| Total debt securities | $143,017,000 | 862 |
| 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 | $147,137,000 | 874 |
| U.S. Government securities | $99,563,000 | 950 |
| U.S. Treasury securities | $531,000 | 1,534 |
| U.S. Government agency obligations | $99,032,000 | 920 |
| Securities issued by states & political subdivisions | $39,352,000 | 432 |
| Other domestic debt securities | $6,680,000 | 997 |
| 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 | $6,680,000 | 700 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,542,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,116,000 | 460 |
| Mortgage-backed securities | $74,499,000 | 763 |
| Certificates of participation in pools of residential mortgages | $40,414,000 | 890 |
| Issued or guaranteed by U.S. | $40,414,000 | 883 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $34,085,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,085,000 | 418 |
| 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) | $785,000 | 3,378 |
| Available-for-sale securities (fair market value) | $146,352,000 | 745 |
| Total debt securities | $145,595,000 | 862 |
| 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 | $149,702,000 | 858 |
| U.S. Government securities | $101,694,000 | 922 |
| U.S. Treasury securities | $540,000 | 1,520 |
| U.S. Government agency obligations | $101,154,000 | 891 |
| Securities issued by states & political subdivisions | $39,726,000 | 430 |
| Other domestic debt securities | $6,670,000 | 1,007 |
| 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 | $6,670,000 | 720 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,612,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,402,000 | 471 |
| Mortgage-backed securities | $80,757,000 | 716 |
| Certificates of participation in pools of residential mortgages | $40,009,000 | 905 |
| Issued or guaranteed by U.S. | $40,009,000 | 897 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,748,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $40,748,000 | 378 |
| 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) | $795,000 | 3,446 |
| Available-for-sale securities (fair market value) | $148,907,000 | 734 |
| Total debt securities | $148,090,000 | 843 |
| 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 | $147,644,000 | 882 |
| U.S. Government securities | $103,162,000 | 935 |
| U.S. Treasury securities | $539,000 | 1,611 |
| U.S. Government agency obligations | $102,623,000 | 904 |
| Securities issued by states & political subdivisions | $36,219,000 | 466 |
| Other domestic debt securities | $6,653,000 | 1,023 |
| 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 | $6,653,000 | 747 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,610,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,023,000 | 454 |
| Mortgage-backed securities | $84,220,000 | 699 |
| Certificates of participation in pools of residential mortgages | $38,608,000 | 931 |
| Issued or guaranteed by U.S. | $38,608,000 | 925 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $45,612,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $45,612,000 | 370 |
| 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) | $795,000 | 3,474 |
| Available-for-sale securities (fair market value) | $146,849,000 | 765 |
| Total debt securities | $146,034,000 | 863 |
| 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 | $155,596,000 | 847 |
| U.S. Government securities | $111,510,000 | 874 |
| U.S. Treasury securities | $559,000 | 1,578 |
| U.S. Government agency obligations | $110,951,000 | 844 |
| Securities issued by states & political subdivisions | $36,098,000 | 468 |
| Other domestic debt securities | $6,306,000 | 1,123 |
| 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 | $6,306,000 | 830 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,682,000 | 1,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,051,000 | 453 |
| Mortgage-backed securities | $90,645,000 | 692 |
| Certificates of participation in pools of residential mortgages | $38,749,000 | 952 |
| Issued or guaranteed by U.S. | $38,749,000 | 944 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $51,896,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $51,896,000 | 349 |
| 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) | $795,000 | 3,498 |
| Available-for-sale securities (fair market value) | $154,801,000 | 727 |
| Total debt securities | $153,914,000 | 831 |
| 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 | $149,680,000 | 902 |
| U.S. Government securities | $102,117,000 | 977 |
| U.S. Treasury securities | $558,000 | 1,685 |
| U.S. Government agency obligations | $101,559,000 | 939 |
| Securities issued by states & political subdivisions | $38,719,000 | 437 |
| Other domestic debt securities | $7,193,000 | 1,039 |
| 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 | $7,193,000 | 815 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,651,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,188,000 | 440 |
| Mortgage-backed securities | $88,739,000 | 709 |
| Certificates of participation in pools of residential mortgages | $33,395,000 | 1,072 |
| Issued or guaranteed by U.S. | $33,395,000 | 1,063 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $55,344,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $55,344,000 | 370 |
| 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) | $825,000 | 3,523 |
| Available-for-sale securities (fair market value) | $148,855,000 | 774 |
| Total debt securities | $148,029,000 | 886 |
| 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 | $145,628,000 | 925 |
| U.S. Government securities | $97,804,000 | 1,001 |
| U.S. Treasury securities | $563,000 | 1,742 |
| U.S. Government agency obligations | $97,241,000 | 971 |
| Securities issued by states & political subdivisions | $38,971,000 | 439 |
| Other domestic debt securities | $7,181,000 | 1,091 |
| 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 | $7,181,000 | 866 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,672,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,663,000 | 473 |
| Mortgage-backed securities | $78,375,000 | 764 |
| Certificates of participation in pools of residential mortgages | $21,811,000 | 1,440 |
| Issued or guaranteed by U.S. | $21,811,000 | 1,434 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $56,564,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $56,564,000 | 369 |
| 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) | $1,045,000 | 3,378 |
| Available-for-sale securities (fair market value) | $144,583,000 | 797 |
| Total debt securities | $143,956,000 | 899 |
| 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 | $141,607,000 | 929 |
| U.S. Government securities | $95,940,000 | 984 |
| U.S. Treasury securities | $503,000 | 1,895 |
| U.S. Government agency obligations | $95,437,000 | 946 |
| Securities issued by states & political subdivisions | $36,705,000 | 455 |
| Other domestic debt securities | $7,302,000 | 1,107 |
| 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 | $7,302,000 | 859 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,660,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,577,000 | 446 |
| Mortgage-backed securities | $75,906,000 | 780 |
| Certificates of participation in pools of residential mortgages | $7,932,000 | 2,720 |
| Issued or guaranteed by U.S. | $7,932,000 | 2,708 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $67,974,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $67,974,000 | 347 |
| 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) | $1,045,000 | 3,406 |
| Available-for-sale securities (fair market value) | $140,562,000 | 802 |
| Total debt securities | $139,947,000 | 900 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $105,521,000 | 1,215 |
| U.S. Government securities | $82,745,000 | 1,128 |
| U.S. Treasury securities | $505,000 | 1,921 |
| U.S. Government agency obligations | $82,240,000 | 1,087 |
| Securities issued by states & political subdivisions | $16,772,000 | 1,091 |
| Other domestic debt securities | $4,586,000 | 1,481 |
| 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 | $4,586,000 | 1,209 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,418,000 | 1,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,411,000 | 486 |
| Mortgage-backed securities | $58,050,000 | 947 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,938,000 | 4,201 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $55,112,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $55,112,000 | 392 |
| 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) | $1,140,000 | 3,406 |
| Available-for-sale securities (fair market value) | $104,381,000 | 1,042 |
| Total debt securities | $104,103,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $103,942,000 | 1,195 |
| U.S. Government securities | $81,474,000 | 1,115 |
| U.S. Treasury securities | $508,000 | 2,017 |
| U.S. Government agency obligations | $80,966,000 | 1,074 |
| Securities issued by states & political subdivisions | $17,071,000 | 1,046 |
| Other domestic debt securities | $4,016,000 | 1,575 |
| 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 | $4,016,000 | 1,330 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,381,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,481,000 | 516 |
| Mortgage-backed securities | $58,735,000 | 902 |
| Certificates of participation in pools of residential mortgages | $3,303,000 | 4,027 |
| Issued or guaranteed by U.S. | $3,303,000 | 4,014 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $55,432,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $55,432,000 | 387 |
| 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) | $1,190,000 | 3,462 |
| Available-for-sale securities (fair market value) | $102,752,000 | 1,012 |
| Total debt securities | $102,561,000 | 1,163 |
| 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 | $100,508,000 | 1,128 |
| U.S. Government securities | $74,335,000 | 1,089 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $74,335,000 | 1,027 |
| Securities issued by states & political subdivisions | $17,797,000 | 941 |
| Other domestic debt securities | $6,897,000 | 1,172 |
| 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 | $6,897,000 | 931 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,479,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,316,000 | 555 |
| Mortgage-backed securities | $52,454,000 | 919 |
| Certificates of participation in pools of residential mortgages | $6,271,000 | 2,813 |
| Issued or guaranteed by U.S. | $6,271,000 | 2,796 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $46,183,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $46,183,000 | 428 |
| 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) | $2,615,000 | 2,934 |
| Available-for-sale securities (fair market value) | $97,893,000 | 969 |
| Total debt securities | $99,029,000 | 1,105 |
| 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 | $103,094,000 | 1,075 |
| U.S. Government securities | $82,704,000 | 997 |
| U.S. Treasury securities | $2,037,000 | 1,854 |
| U.S. Government agency obligations | $80,667,000 | 958 |
| Securities issued by states & political subdivisions | $13,961,000 | 1,186 |
| Other domestic debt securities | $2,925,000 | 1,611 |
| 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 | $2,925,000 | 1,367 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,504,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,452,000 | 504 |
| Mortgage-backed securities | $11,831,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $7,955,000 | 2,010 |
| Issued or guaranteed by U.S. | $7,955,000 | 1,994 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,876,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $3,876,000 | 1,590 |
| 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) | $16,705,000 | 1,313 |
| Available-for-sale securities (fair market value) | $86,389,000 | 1,014 |
| Total debt securities | $99,585,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $99,137,000 | 1,154 |
| U.S. Government securities | $83,372,000 | 1,033 |
| U.S. Treasury securities | $1,969,000 | 2,867 |
| U.S. Government agency obligations | $81,403,000 | 962 |
| Securities issued by states & political subdivisions | $12,515,000 | 1,341 |
| 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 | $3,250,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,289,000 | 519 |
| Mortgage-backed securities | $11,217,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $9,297,000 | 1,969 |
| Issued or guaranteed by U.S. | $9,297,000 | 1,957 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,920,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 2,348 |
| 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) | $20,345,000 | 1,241 |
| Available-for-sale securities (fair market value) | $78,792,000 | 1,114 |
| Total debt securities | $95,887,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $498,000 | 782 |
| 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 | $83,370,000 | 1,412 |
| U.S. Government securities | $67,839,000 | 1,305 |
| U.S. Treasury securities | $3,159,000 | 2,984 |
| U.S. Government agency obligations | $64,680,000 | 1,177 |
| Securities issued by states & political subdivisions | $12,981,000 | 1,280 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,550,000 | 1,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,119,000 | 532 |
| Mortgage-backed securities | $9,446,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $7,760,000 | 2,329 |
| Issued or guaranteed by U.S. | $7,760,000 | 2,313 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,686,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,661 |
| 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) | $23,886,000 | 1,189 |
| Available-for-sale securities (fair market value) | $59,484,000 | 1,461 |
| Total debt securities | $80,820,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 336 |
| Fair value | $1,984,000 | 373 |
| 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 | $71,176,000 | 1,612 |
| U.S. Government securities | $58,150,000 | 1,562 |
| U.S. Treasury securities | $6,088,000 | 2,703 |
| U.S. Government agency obligations | $52,062,000 | 1,386 |
| Securities issued by states & political subdivisions | $10,631,000 | 1,373 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,395,000 | 1,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,775,000 | 560 |
| Mortgage-backed securities | $8,995,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,083 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,557,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $4,557,000 | 1,734 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,580,000 | 1,562 |
| Available-for-sale securities (fair market value) | $49,596,000 | 1,619 |
| Total debt securities | $68,781,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $2,743,000 | 570 |
| Fair value | $2,707,000 | 565 |
| 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 | $75,549,000 | 1,607 |
| U.S. Government securities | $58,740,000 | 1,654 |
| U.S. Treasury securities | $10,055,000 | 2,222 |
| U.S. Government agency obligations | $48,685,000 | 1,504 |
| Securities issued by states & political subdivisions | $13,790,000 | 1,016 |
| Other domestic debt securities | $535,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,041 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,484,000 | 1,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,980,000 | 632 |
| Mortgage-backed securities | $6,072,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $1,154,000 | 5,616 |
| Issued or guaranteed by U.S. | $1,154,000 | 5,599 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,918,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $4,883,000 | 1,885 |
| Privately issued | $35,000 | 1,553 |
| 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) | $28,055,000 | 1,428 |
| Available-for-sale securities (fair market value) | $47,494,000 | 1,736 |
| Total debt securities | $73,065,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 404 |
| Fair value | $4,943,000 | 388 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $72,793,000 | 1,750 |
| U.S. Government securities | $58,362,000 | 1,733 |
| U.S. Treasury securities | $12,162,000 | 2,241 |
| U.S. Government agency obligations | $46,200,000 | 1,528 |
| Securities issued by states & political subdivisions | $10,776,000 | 1,366 |
| Other domestic debt securities | $1,247,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,247,000 | 1,736 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,408,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,227,000 | 853 |
| Mortgage-backed securities | $8,956,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $3,082,000 | 4,123 |
| Issued or guaranteed by U.S. | $3,082,000 | 4,094 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,874,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $5,874,000 | 1,892 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,947,000 | 1,268 |
| Available-for-sale securities (fair market value) | $38,846,000 | 2,207 |
| Total debt securities | $70,385,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $5,527,000 | 597 |
| Fair value | $5,471,000 | 594 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $62,726,000 | 2,100 |
| U.S. Government securities | $47,040,000 | 2,231 |
| U.S. Treasury securities | $11,750,000 | 2,945 |
| U.S. Government agency obligations | $35,290,000 | 1,924 |
| Securities issued by states & political subdivisions | $10,883,000 | 1,351 |
| Other domestic debt securities | $2,642,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $600,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,042,000 | 1,564 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,161,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,488,000 | 799 |
| Mortgage-backed securities | $9,452,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $3,066,000 | 4,332 |
| Issued or guaranteed by U.S. | $3,066,000 | 4,306 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,386,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $5,786,000 | 2,002 |
| Privately issued | $600,000 | 936 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,292,000 | 1,567 |
| Available-for-sale securities (fair market value) | $15,434,000 | 3,492 |
| Total debt securities | $60,565,000 | 2,133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $60,747,000 | 2,249 |
| U.S. Government securities | $42,502,000 | 2,592 |
| U.S. Treasury securities | $16,613,000 | 2,208 |
| U.S. Government agency obligations | $25,889,000 | 2,637 |
| Securities issued by states & political subdivisions | $12,774,000 | 1,142 |
| Other domestic debt securities | $3,456,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $600,000 | 1,570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,856,000 | 1,474 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,015,000 | 1,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,336,000 | 856 |
| Mortgage-backed securities | $10,108,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $5,522,000 | 3,552 |
| Issued or guaranteed by U.S. | $5,522,000 | 3,516 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,586,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $3,986,000 | 2,821 |
| Privately issued | $600,000 | 1,243 |
| 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 | $58,732,000 | 2,274 |
| 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 | $74,448,000 | 1,808 |
| U.S. Government securities | $59,019,000 | 1,814 |
| U.S. Treasury securities | $24,694,000 | 1,529 |
| U.S. Government agency obligations | $34,325,000 | 1,979 |
| Securities issued by states & political subdivisions | $9,300,000 | 1,463 |
| Other domestic debt securities | $4,953,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,359,000 | 1,533 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,176,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,809,000 | 681 |
| Mortgage-backed securities | $10,168,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $7,574,000 | 3,068 |
| Issued or guaranteed by U.S. | $7,574,000 | 3,021 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,594,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,684 |
| Privately issued | $1,594,000 | 1,071 |
| 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 | $73,272,000 | 1,787 |
| 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 |