Home > Hilltop National Bank > Securities
Hilltop National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $435,332,000 | 483 |
| U.S. Government securities | $312,502,000 | 452 |
| U.S. Treasury securities | $24,775,000 | 797 |
| U.S. Government agency obligations | $287,727,000 | 434 |
| Securities issued by states & political subdivisions | $122,673,000 | 363 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $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 | $133,300,000 | 702 |
| Mortgage-backed securities | $152,959,000 | 547 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,510,000 | 405 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,449,000 | 703 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $435,175,000 | 394 |
| Total debt securities | $435,175,000 | 473 |
| 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 | $438,752,000 | 470 |
| U.S. Government securities | $315,871,000 | 454 |
| U.S. Treasury securities | $30,875,000 | 709 |
| U.S. Government agency obligations | $284,996,000 | 442 |
| Securities issued by states & political subdivisions | $122,773,000 | 335 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $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 | $132,571,000 | 693 |
| Mortgage-backed securities | $151,094,000 | 544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $129,742,000 | 400 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,352,000 | 690 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $438,644,000 | 380 |
| Total debt securities | $438,644,000 | 460 |
| 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 | $455,442,000 | 465 |
| U.S. Government securities | $326,426,000 | 442 |
| U.S. Treasury securities | $31,044,000 | 704 |
| U.S. Government agency obligations | $295,382,000 | 425 |
| Securities issued by states & political subdivisions | $128,908,000 | 340 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $128,500,000 | 710 |
| Mortgage-backed securities | $160,476,000 | 530 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $137,750,000 | 396 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,726,000 | 675 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $455,334,000 | 376 |
| Total debt securities | $455,336,000 | 456 |
| 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 | $486,281,000 | 469 |
| U.S. Government securities | $342,684,000 | 450 |
| U.S. Treasury securities | $37,436,000 | 663 |
| U.S. Government agency obligations | $305,248,000 | 410 |
| Securities issued by states & political subdivisions | $143,489,000 | 309 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $130,514,000 | 665 |
| Mortgage-backed securities | $168,519,000 | 540 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $144,382,000 | 401 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,137,000 | 683 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $486,173,000 | 382 |
| Total debt securities | $486,174,000 | 460 |
| 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 | $482,333,000 | 480 |
| U.S. Government securities | $342,002,000 | 449 |
| U.S. Treasury securities | $36,937,000 | 711 |
| U.S. Government agency obligations | $305,065,000 | 405 |
| Securities issued by states & political subdivisions | $140,240,000 | 340 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $84,547,000 | 846 |
| Mortgage-backed securities | $170,125,000 | 547 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $145,731,000 | 405 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,394,000 | 673 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $482,242,000 | 388 |
| Total debt securities | $482,242,000 | 474 |
| 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 | $482,899,000 | 480 |
| U.S. Government securities | $342,725,000 | 453 |
| U.S. Treasury securities | $36,640,000 | 722 |
| U.S. Government agency obligations | $306,085,000 | 407 |
| Securities issued by states & political subdivisions | $140,084,000 | 340 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $81,559,000 | 830 |
| Mortgage-backed securities | $172,500,000 | 546 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $146,505,000 | 401 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,995,000 | 660 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $482,809,000 | 392 |
| Total debt securities | $482,808,000 | 473 |
| 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 | $508,302,000 | 464 |
| U.S. Government securities | $363,669,000 | 446 |
| U.S. Treasury securities | $37,681,000 | 690 |
| U.S. Government agency obligations | $325,988,000 | 407 |
| Securities issued by states & political subdivisions | $144,554,000 | 345 |
| 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 | $84,688,000 | 790 |
| Mortgage-backed securities | $186,782,000 | 535 |
| Certificates of participation in pools of residential mortgages | $158,478,000 | 390 |
| Issued or guaranteed by U.S. | $158,478,000 | 387 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,304,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $28,304,000 | 632 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $508,223,000 | 389 |
| Total debt securities | $508,223,000 | 457 |
| 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 | $534,499,000 | 443 |
| U.S. Government securities | $375,300,000 | 425 |
| U.S. Treasury securities | $27,578,000 | 777 |
| U.S. Government agency obligations | $347,722,000 | 391 |
| Securities issued by states & political subdivisions | $159,109,000 | 317 |
| 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 | $88,298,000 | 722 |
| Mortgage-backed securities | $200,462,000 | 520 |
| Certificates of participation in pools of residential mortgages | $168,458,000 | 380 |
| Issued or guaranteed by U.S. | $168,458,000 | 378 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $32,004,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $32,004,000 | 591 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $534,409,000 | 381 |
| Total debt securities | $534,409,000 | 436 |
| 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 | $540,142,000 | 427 |
| U.S. Government securities | $370,135,000 | 412 |
| U.S. Treasury securities | $21,313,000 | 664 |
| U.S. Government agency obligations | $348,822,000 | 399 |
| Securities issued by states & political subdivisions | $169,906,000 | 307 |
| 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 | $92,127,000 | 700 |
| Mortgage-backed securities | $207,166,000 | 504 |
| Certificates of participation in pools of residential mortgages | $170,292,000 | 371 |
| Issued or guaranteed by U.S. | $170,292,000 | 369 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $36,874,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $36,874,000 | 519 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $540,041,000 | 374 |
| Total debt securities | $540,041,000 | 418 |
| 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 | $495,396,000 | 440 |
| U.S. Government securities | $330,539,000 | 432 |
| U.S. Treasury securities | $30,043,000 | 413 |
| U.S. Government agency obligations | $300,496,000 | 429 |
| Securities issued by states & political subdivisions | $164,768,000 | 307 |
| 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 | $89,184,000 | 715 |
| Mortgage-backed securities | $199,863,000 | 501 |
| Certificates of participation in pools of residential mortgages | $163,478,000 | 376 |
| Issued or guaranteed by U.S. | $163,478,000 | 375 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $36,385,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $36,385,000 | 519 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $495,307,000 | 390 |
| Total debt securities | $495,308,000 | 432 |
| 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 | $504,938,000 | 418 |
| U.S. Government securities | $339,540,000 | 400 |
| U.S. Treasury securities | $34,629,000 | 318 |
| U.S. Government agency obligations | $304,911,000 | 402 |
| Securities issued by states & political subdivisions | $165,315,000 | 295 |
| 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 | $79,334,000 | 759 |
| Mortgage-backed securities | $207,391,000 | 465 |
| Certificates of participation in pools of residential mortgages | $171,838,000 | 346 |
| Issued or guaranteed by U.S. | $171,838,000 | 342 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $35,553,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $35,553,000 | 500 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $504,855,000 | 372 |
| Total debt securities | $504,855,000 | 413 |
| 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 | $461,477,000 | 417 |
| U.S. Government securities | $310,597,000 | 393 |
| U.S. Treasury securities | $39,367,000 | 206 |
| U.S. Government agency obligations | $271,230,000 | 415 |
| Securities issued by states & political subdivisions | $150,795,000 | 302 |
| 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 | $79,581,000 | 736 |
| Mortgage-backed securities | $183,005,000 | 480 |
| Certificates of participation in pools of residential mortgages | $130,103,000 | 403 |
| Issued or guaranteed by U.S. | $130,103,000 | 395 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $52,902,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $52,902,000 | 370 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $461,392,000 | 375 |
| Total debt securities | $461,391,000 | 411 |
| 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 | $382,636,000 | 446 |
| U.S. Government securities | $244,430,000 | 421 |
| U.S. Treasury securities | $44,132,000 | 152 |
| U.S. Government agency obligations | $200,298,000 | 473 |
| Securities issued by states & political subdivisions | $138,150,000 | 317 |
| 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 | $73,453,000 | 780 |
| Mortgage-backed securities | $157,417,000 | 499 |
| Certificates of participation in pools of residential mortgages | $91,568,000 | 476 |
| Issued or guaranteed by U.S. | $91,568,000 | 470 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $65,849,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $65,849,000 | 325 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $382,580,000 | 404 |
| Total debt securities | $382,580,000 | 439 |
| 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 | $329,236,000 | 480 |
| U.S. Government securities | $235,829,000 | 418 |
| U.S. Treasury securities | $48,907,000 | 146 |
| U.S. Government agency obligations | $186,922,000 | 472 |
| Securities issued by states & political subdivisions | $93,351,000 | 451 |
| 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 | $76,921,000 | 746 |
| Mortgage-backed securities | $149,791,000 | 497 |
| Certificates of participation in pools of residential mortgages | $71,537,000 | 548 |
| Issued or guaranteed by U.S. | $71,537,000 | 536 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $78,254,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $78,254,000 | 283 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $329,180,000 | 433 |
| Total debt securities | $329,180,000 | 471 |
| 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 | $324,189,000 | 469 |
| U.S. Government securities | $235,722,000 | 417 |
| U.S. Treasury securities | $49,143,000 | 154 |
| U.S. Government agency obligations | $186,579,000 | 464 |
| Securities issued by states & political subdivisions | $88,411,000 | 433 |
| 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 | $56,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,687,000 | 750 |
| Mortgage-backed securities | $149,420,000 | 495 |
| Certificates of participation in pools of residential mortgages | $61,768,000 | 602 |
| Issued or guaranteed by U.S. | $61,768,000 | 590 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $87,652,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $87,652,000 | 272 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $324,189,000 | 421 |
| Total debt securities | $324,133,000 | 460 |
| 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 | $324,787,000 | 462 |
| U.S. Government securities | $241,424,000 | 414 |
| U.S. Treasury securities | $49,260,000 | 146 |
| U.S. Government agency obligations | $192,164,000 | 464 |
| Securities issued by states & political subdivisions | $83,315,000 | 411 |
| 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 | $48,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,136,000 | 752 |
| Mortgage-backed securities | $131,225,000 | 552 |
| Certificates of participation in pools of residential mortgages | $55,550,000 | 650 |
| Issued or guaranteed by U.S. | $55,550,000 | 634 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $75,675,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $75,675,000 | 306 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $324,787,000 | 411 |
| Total debt securities | $324,739,000 | 452 |
| Structured notes | ||
| Amortized cost | $15,104,000 | 31 |
| Fair value | $15,221,000 | 31 |
| 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 | $386,096,000 | 390 |
| U.S. Government securities | $295,100,000 | 340 |
| U.S. Treasury securities | $31,950,000 | 208 |
| U.S. Government agency obligations | $263,150,000 | 360 |
| Securities issued by states & political subdivisions | $90,923,000 | 342 |
| 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 | $73,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,445,000 | 723 |
| Mortgage-backed securities | $101,307,000 | 662 |
| Certificates of participation in pools of residential mortgages | $34,748,000 | 897 |
| Issued or guaranteed by U.S. | $34,748,000 | 878 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $66,559,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $66,559,000 | 336 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $386,096,000 | 344 |
| Total debt securities | $386,023,000 | 383 |
| Structured notes | ||
| Amortized cost | $34,498,000 | 23 |
| Fair value | $34,445,000 | 23 |
| 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 | $400,815,000 | 374 |
| U.S. Government securities | $306,079,000 | 333 |
| U.S. Treasury securities | $33,375,000 | 195 |
| U.S. Government agency obligations | $272,704,000 | 349 |
| Securities issued by states & political subdivisions | $94,661,000 | 314 |
| 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 | $75,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,586,000 | 860 |
| Mortgage-backed securities | $62,337,000 | 934 |
| Certificates of participation in pools of residential mortgages | $14,372,000 | 1,626 |
| Issued or guaranteed by U.S. | $14,372,000 | 1,576 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $47,965,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $47,965,000 | 409 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $400,815,000 | 332 |
| Total debt securities | $400,740,000 | 368 |
| Structured notes | ||
| Amortized cost | $61,985,000 | 14 |
| Fair value | $62,088,000 | 14 |
| 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 | $398,023,000 | 375 |
| U.S. Government securities | $303,336,000 | 339 |
| U.S. Treasury securities | $35,724,000 | 185 |
| U.S. Government agency obligations | $267,612,000 | 359 |
| Securities issued by states & political subdivisions | $94,622,000 | 320 |
| 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 | $65,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,084,000 | 861 |
| Mortgage-backed securities | $37,205,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $15,173,000 | 1,558 |
| Issued or guaranteed by U.S. | $15,173,000 | 1,532 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $22,032,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $22,032,000 | 701 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $398,023,000 | 331 |
| Total debt securities | $397,958,000 | 368 |
| Structured notes | ||
| Amortized cost | $76,959,000 | 18 |
| Fair value | $76,499,000 | 18 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $394,406,000 | 380 |
| U.S. Government securities | $297,691,000 | 351 |
| U.S. Treasury securities | $36,466,000 | 188 |
| U.S. Government agency obligations | $261,225,000 | 371 |
| Securities issued by states & political subdivisions | $96,650,000 | 332 |
| 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 | $65,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,812,000 | 1,181 |
| Mortgage-backed securities | $27,755,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $7,209,000 | 2,282 |
| Issued or guaranteed by U.S. | $7,209,000 | 2,231 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,546,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $20,546,000 | 724 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $394,406,000 | 336 |
| Total debt securities | $394,341,000 | 372 |
| Structured notes | ||
| Amortized cost | $82,935,000 | 19 |
| Fair value | $81,574,000 | 19 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $387,442,000 | 385 |
| U.S. Government securities | $289,833,000 | 358 |
| U.S. Treasury securities | $32,291,000 | 208 |
| U.S. Government agency obligations | $257,542,000 | 369 |
| Securities issued by states & political subdivisions | $97,558,000 | 332 |
| 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 | $51,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,449,000 | 1,169 |
| Mortgage-backed securities | $23,704,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $7,416,000 | 2,258 |
| Issued or guaranteed by U.S. | $7,416,000 | 2,226 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,288,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $16,288,000 | 829 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $387,442,000 | 341 |
| Total debt securities | $387,392,000 | 379 |
| Structured notes | ||
| Amortized cost | $84,930,000 | 19 |
| Fair value | $82,462,000 | 19 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $380,113,000 | 397 |
| U.S. Government securities | $283,216,000 | 361 |
| U.S. Treasury securities | $31,683,000 | 202 |
| U.S. Government agency obligations | $251,533,000 | 376 |
| Securities issued by states & political subdivisions | $96,828,000 | 341 |
| 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 | $69,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,928,000 | 1,270 |
| Mortgage-backed securities | $14,646,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $7,663,000 | 2,256 |
| Issued or guaranteed by U.S. | $7,663,000 | 2,245 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,983,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $6,983,000 | 1,312 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $380,113,000 | 346 |
| Total debt securities | $380,050,000 | 387 |
| Structured notes | ||
| Amortized cost | $84,925,000 | 19 |
| Fair value | $81,274,000 | 19 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $396,188,000 | 386 |
| U.S. Government securities | $295,974,000 | 352 |
| U.S. Treasury securities | $33,641,000 | 188 |
| U.S. Government agency obligations | $262,333,000 | 367 |
| Securities issued by states & political subdivisions | $100,145,000 | 345 |
| 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 | $69,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,315,000 | 1,157 |
| Mortgage-backed securities | $6,085,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $3,871,000 | 2,932 |
| Issued or guaranteed by U.S. | $3,871,000 | 2,785 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,214,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 1,988 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $396,188,000 | 342 |
| Total debt securities | $396,118,000 | 377 |
| Structured notes | ||
| Amortized cost | $84,920,000 | 18 |
| Fair value | $82,115,000 | 18 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $397,634,000 | 392 |
| U.S. Government securities | $298,400,000 | 352 |
| U.S. Treasury securities | $33,644,000 | 185 |
| U.S. Government agency obligations | $264,756,000 | 372 |
| Securities issued by states & political subdivisions | $99,165,000 | 347 |
| 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 | $69,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,365,000 | 1,182 |
| Mortgage-backed securities | $2,316,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $42,000 | 4,282 |
| Issued or guaranteed by U.S. | $42,000 | 4,275 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,274,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,274,000 | 1,964 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $397,634,000 | 345 |
| Total debt securities | $397,565,000 | 384 |
| Structured notes | ||
| Amortized cost | $84,916,000 | 18 |
| Fair value | $82,281,000 | 19 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $409,267,000 | 378 |
| U.S. Government securities | $307,628,000 | 343 |
| U.S. Treasury securities | $30,795,000 | 184 |
| U.S. Government agency obligations | $276,833,000 | 359 |
| Securities issued by states & political subdivisions | $101,570,000 | 345 |
| 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 | $69,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,615,000 | 1,217 |
| Mortgage-backed securities | $60,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $47,000 | 4,325 |
| Issued or guaranteed by U.S. | $47,000 | 4,320 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,909 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $409,267,000 | 332 |
| Total debt securities | $409,198,000 | 372 |
| Structured notes | ||
| Amortized cost | $84,910,000 | 17 |
| Fair value | $83,240,000 | 17 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $407,991,000 | 386 |
| U.S. Government securities | $300,576,000 | 351 |
| U.S. Treasury securities | $21,959,000 | 239 |
| U.S. Government agency obligations | $278,617,000 | 360 |
| Securities issued by states & political subdivisions | $107,350,000 | 328 |
| 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 | $65,000 | 827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,843,000 | 1,233 |
| Mortgage-backed securities | $78,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $55,000 | 4,367 |
| Issued or guaranteed by U.S. | $55,000 | 4,363 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $23,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,915 |
| 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) | $407,991,000 | 333 |
| Total debt securities | $407,926,000 | 379 |
| Structured notes | ||
| Amortized cost | $84,254,000 | 18 |
| Fair value | $83,221,000 | 18 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $406,156,000 | 388 |
| U.S. Government securities | $298,449,000 | 356 |
| U.S. Treasury securities | $15,962,000 | 298 |
| U.S. Government agency obligations | $282,487,000 | 361 |
| Securities issued by states & political subdivisions | $107,650,000 | 334 |
| 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 | $57,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,888,000 | 1,233 |
| Mortgage-backed securities | $99,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $64,000 | 4,394 |
| Issued or guaranteed by U.S. | $64,000 | 4,389 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,926 |
| 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) | $406,156,000 | 336 |
| Total debt securities | $406,099,000 | 382 |
| Structured notes | ||
| Amortized cost | $86,749,000 | 17 |
| Fair value | $85,930,000 | 17 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $406,576,000 | 385 |
| U.S. Government securities | $298,215,000 | 356 |
| U.S. Treasury securities | $10,000,000 | 403 |
| U.S. Government agency obligations | $288,215,000 | 351 |
| Securities issued by states & political subdivisions | $108,308,000 | 336 |
| 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 | $53,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,491,000 | 1,250 |
| Mortgage-backed securities | $124,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $77,000 | 4,446 |
| Issued or guaranteed by U.S. | $77,000 | 4,442 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $47,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,957 |
| 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) | $406,576,000 | 337 |
| Total debt securities | $406,523,000 | 380 |
| Structured notes | ||
| Amortized cost | $87,789,000 | 17 |
| Fair value | $86,018,000 | 18 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $397,657,000 | 385 |
| U.S. Government securities | $290,035,000 | 361 |
| U.S. Treasury securities | $10,015,000 | 396 |
| U.S. Government agency obligations | $280,020,000 | 354 |
| Securities issued by states & political subdivisions | $107,567,000 | 334 |
| 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 | $55,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,579,000 | 1,295 |
| Mortgage-backed securities | $155,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,473 |
| Issued or guaranteed by U.S. | $92,000 | 4,468 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $63,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,938 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $397,657,000 | 332 |
| Total debt securities | $397,602,000 | 379 |
| Structured notes | ||
| Amortized cost | $85,285,000 | 15 |
| Fair value | $83,014,000 | 15 |
| 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 | $372,147,000 | 414 |
| U.S. Government securities | $258,834,000 | 395 |
| U.S. Treasury securities | $6,014,000 | 479 |
| U.S. Government agency obligations | $252,820,000 | 387 |
| Securities issued by states & political subdivisions | $113,275,000 | 310 |
| 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 | $38,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,436,000 | 1,280 |
| Mortgage-backed securities | $192,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $110,000 | 4,494 |
| Issued or guaranteed by U.S. | $110,000 | 4,491 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $82,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,951 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $372,147,000 | 352 |
| Total debt securities | $372,109,000 | 407 |
| Structured notes | ||
| Amortized cost | $64,632,000 | 21 |
| Fair value | $64,539,000 | 21 |
| 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 | $356,882,000 | 443 |
| U.S. Government securities | $242,554,000 | 416 |
| U.S. Treasury securities | $6,015,000 | 484 |
| U.S. Government agency obligations | $236,539,000 | 405 |
| Securities issued by states & political subdivisions | $114,296,000 | 298 |
| 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 | $32,000 | 901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,475,000 | 1,307 |
| Mortgage-backed securities | $232,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $130,000 | 4,542 |
| Issued or guaranteed by U.S. | $130,000 | 4,536 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $102,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 2,961 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $356,882,000 | 372 |
| Total debt securities | $356,850,000 | 435 |
| Structured notes | ||
| Amortized cost | $71,704,000 | 24 |
| Fair value | $71,736,000 | 24 |
| 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 | $365,691,000 | 432 |
| U.S. Government securities | $252,743,000 | 413 |
| U.S. Treasury securities | $6,013,000 | 493 |
| U.S. Government agency obligations | $246,730,000 | 402 |
| Securities issued by states & political subdivisions | $112,914,000 | 291 |
| 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 | $34,000 | 904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,416,000 | 1,319 |
| Mortgage-backed securities | $279,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $153,000 | 4,565 |
| Issued or guaranteed by U.S. | $153,000 | 4,560 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $126,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,969 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $365,691,000 | 360 |
| Total debt securities | $365,657,000 | 424 |
| Structured notes | ||
| Amortized cost | $74,645,000 | 26 |
| Fair value | $74,635,000 | 26 |
| 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 | $355,836,000 | 447 |
| U.S. Government securities | $242,871,000 | 436 |
| U.S. Treasury securities | $6,006,000 | 518 |
| U.S. Government agency obligations | $236,865,000 | 423 |
| Securities issued by states & political subdivisions | $112,936,000 | 291 |
| 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 | $29,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,304,000 | 1,312 |
| Mortgage-backed securities | $329,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,580 |
| Issued or guaranteed by U.S. | $176,000 | 4,576 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $153,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,989 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $355,836,000 | 373 |
| Total debt securities | $355,807,000 | 440 |
| Structured notes | ||
| Amortized cost | $74,769,000 | 26 |
| Fair value | $74,487,000 | 26 |
| 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 | $338,290,000 | 466 |
| U.S. Government securities | $228,952,000 | 452 |
| U.S. Treasury securities | $6,031,000 | 491 |
| U.S. Government agency obligations | $222,921,000 | 448 |
| Securities issued by states & political subdivisions | $109,312,000 | 296 |
| 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 | $26,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,590,000 | 1,316 |
| Mortgage-backed securities | $386,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $204,000 | 4,608 |
| Issued or guaranteed by U.S. | $204,000 | 4,603 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $182,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,014 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $338,290,000 | 386 |
| Total debt securities | $338,264,000 | 457 |
| Structured notes | ||
| Amortized cost | $62,799,000 | 34 |
| Fair value | $62,635,000 | 34 |
| 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 | $350,501,000 | 449 |
| U.S. Government securities | $245,196,000 | 431 |
| U.S. Treasury securities | $6,031,000 | 492 |
| U.S. Government agency obligations | $239,165,000 | 425 |
| Securities issued by states & political subdivisions | $105,276,000 | 294 |
| 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 | $29,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,389,000 | 1,335 |
| Mortgage-backed securities | $447,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $233,000 | 4,664 |
| Issued or guaranteed by U.S. | $233,000 | 4,661 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $214,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,028 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $350,501,000 | 375 |
| Total debt securities | $350,472,000 | 444 |
| Structured notes | ||
| Amortized cost | $73,638,000 | 34 |
| Fair value | $72,635,000 | 34 |
| 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 | $349,399,000 | 454 |
| U.S. Government securities | $241,952,000 | 448 |
| U.S. Treasury securities | $6,039,000 | 499 |
| U.S. Government agency obligations | $235,913,000 | 440 |
| Securities issued by states & political subdivisions | $107,419,000 | 284 |
| 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 | $28,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,821,000 | 1,340 |
| Mortgage-backed securities | $512,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $262,000 | 4,702 |
| Issued or guaranteed by U.S. | $262,000 | 4,695 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $250,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,030 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $349,399,000 | 377 |
| Total debt securities | $349,371,000 | 449 |
| Structured notes | ||
| Amortized cost | $62,896,000 | 44 |
| Fair value | $62,961,000 | 45 |
| 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 | $332,114,000 | 471 |
| U.S. Government securities | $227,905,000 | 473 |
| U.S. Treasury securities | $8,014,000 | 446 |
| U.S. Government agency obligations | $219,891,000 | 461 |
| Securities issued by states & political subdivisions | $104,179,000 | 282 |
| 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 | $30,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,423,000 | 1,365 |
| Mortgage-backed securities | $585,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $296,000 | 4,761 |
| Issued or guaranteed by U.S. | $296,000 | 4,755 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $289,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,052 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $332,114,000 | 399 |
| Total debt securities | $332,084,000 | 463 |
| Structured notes | ||
| Amortized cost | $55,423,000 | 52 |
| Fair value | $54,995,000 | 51 |
| 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 | $332,416,000 | 468 |
| U.S. Government securities | $224,439,000 | 477 |
| U.S. Treasury securities | $8,012,000 | 435 |
| U.S. Government agency obligations | $216,427,000 | 472 |
| Securities issued by states & political subdivisions | $107,945,000 | 265 |
| 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 | $32,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,262,000 | 1,369 |
| Mortgage-backed securities | $1,387,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,483 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $327,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,075 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $332,416,000 | 391 |
| Total debt securities | $332,384,000 | 460 |
| Structured notes | ||
| Amortized cost | $62,857,000 | 57 |
| Fair value | $61,530,000 | 58 |
| 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 | $327,924,000 | 480 |
| U.S. Government securities | $220,902,000 | 488 |
| U.S. Treasury securities | $8,023,000 | 401 |
| U.S. Government agency obligations | $212,879,000 | 487 |
| Securities issued by states & political subdivisions | $106,988,000 | 269 |
| 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 | $34,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,276,000 | 1,428 |
| Mortgage-backed securities | $4,044,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,743 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,743 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $367,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,096 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $327,924,000 | 402 |
| Total debt securities | $327,890,000 | 473 |
| Structured notes | ||
| Amortized cost | $64,868,000 | 55 |
| Fair value | $62,931,000 | 56 |
| 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 | $325,725,000 | 480 |
| U.S. Government securities | $218,137,000 | 506 |
| U.S. Treasury securities | $8,003,000 | 375 |
| U.S. Government agency obligations | $210,134,000 | 505 |
| Securities issued by states & political subdivisions | $107,553,000 | 268 |
| 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 | $35,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,110,000 | 1,432 |
| Mortgage-backed securities | $4,296,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $3,898,000 | 3,712 |
| Issued or guaranteed by U.S. | $3,898,000 | 3,712 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $398,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 3,102 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $325,725,000 | 411 |
| Total debt securities | $325,690,000 | 474 |
| Structured notes | ||
| Amortized cost | $66,686,000 | 57 |
| Fair value | $63,535,000 | 58 |
| 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 | $317,191,000 | 483 |
| U.S. Government securities | $212,788,000 | 507 |
| U.S. Treasury securities | $8,017,000 | 349 |
| U.S. Government agency obligations | $204,771,000 | 511 |
| Securities issued by states & political subdivisions | $104,370,000 | 275 |
| 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 | $33,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,585,000 | 1,447 |
| Mortgage-backed securities | $4,588,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,658 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,655 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $451,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 3,056 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $317,191,000 | 420 |
| Total debt securities | $317,158,000 | 473 |
| Structured notes | ||
| Amortized cost | $65,763,000 | 59 |
| Fair value | $60,601,000 | 58 |
| 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 | $310,227,000 | 497 |
| U.S. Government securities | $209,716,000 | 519 |
| U.S. Treasury securities | $8,007,000 | 342 |
| U.S. Government agency obligations | $201,709,000 | 516 |
| Securities issued by states & political subdivisions | $100,481,000 | 286 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $30,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,767,000 | 1,427 |
| Mortgage-backed securities | $4,917,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 3,614 |
| Issued or guaranteed by U.S. | $4,403,000 | 3,610 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $514,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 3,046 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $310,227,000 | 428 |
| Total debt securities | $310,197,000 | 486 |
| Structured notes | ||
| Amortized cost | $64,027,000 | 59 |
| Fair value | $59,524,000 | 59 |
| 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 | $305,594,000 | 506 |
| U.S. Government securities | $206,118,000 | 526 |
| U.S. Treasury securities | $7,987,000 | 338 |
| U.S. Government agency obligations | $198,131,000 | 521 |
| Securities issued by states & political subdivisions | $99,450,000 | 286 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $26,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,710,000 | 1,350 |
| Mortgage-backed securities | $5,425,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,518 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,515 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $608,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 3,019 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $305,594,000 | 445 |
| Total debt securities | $305,568,000 | 495 |
| Structured notes | ||
| Amortized cost | $60,751,000 | 56 |
| Fair value | $58,922,000 | 55 |
| 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 | $294,194,000 | 534 |
| U.S. Government securities | $195,152,000 | 562 |
| U.S. Treasury securities | $8,084,000 | 350 |
| U.S. Government agency obligations | $187,068,000 | 566 |
| Securities issued by states & political subdivisions | $99,016,000 | 281 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $26,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,202,000 | 1,361 |
| Mortgage-backed securities | $5,924,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 3,478 |
| Issued or guaranteed by U.S. | $5,190,000 | 3,475 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $734,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,989 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $294,194,000 | 471 |
| Total debt securities | $294,168,000 | 525 |
| Structured notes | ||
| Amortized cost | $60,744,000 | 52 |
| Fair value | $60,285,000 | 53 |
| 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 | $293,560,000 | 518 |
| U.S. Government securities | $195,567,000 | 544 |
| U.S. Treasury securities | $8,083,000 | 344 |
| U.S. Government agency obligations | $187,484,000 | 540 |
| Securities issued by states & political subdivisions | $97,967,000 | 279 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $26,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,555,000 | 1,353 |
| Mortgage-backed securities | $6,622,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $5,738,000 | 3,368 |
| Issued or guaranteed by U.S. | $5,738,000 | 3,366 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $884,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 2,957 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $293,560,000 | 463 |
| Total debt securities | $293,534,000 | 509 |
| Structured notes | ||
| Amortized cost | $59,961,000 | 54 |
| Fair value | $59,810,000 | 55 |
| 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 | $280,194,000 | 552 |
| U.S. Government securities | $188,238,000 | 579 |
| U.S. Treasury securities | $8,092,000 | 304 |
| U.S. Government agency obligations | $180,146,000 | 573 |
| Securities issued by states & political subdivisions | $91,935,000 | 288 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $21,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,573,000 | 1,330 |
| Mortgage-backed securities | $7,347,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $6,273,000 | 3,414 |
| Issued or guaranteed by U.S. | $6,273,000 | 3,414 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,074,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 2,939 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $280,194,000 | 499 |
| Total debt securities | $280,173,000 | 543 |
| Structured notes | ||
| Amortized cost | $46,737,000 | 78 |
| Fair value | $46,732,000 | 79 |
| 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 | $248,716,000 | 622 |
| U.S. Government securities | $160,095,000 | 670 |
| U.S. Treasury securities | $8,051,000 | 309 |
| U.S. Government agency obligations | $152,044,000 | 679 |
| Securities issued by states & political subdivisions | $88,600,000 | 292 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $21,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,969,000 | 1,357 |
| Mortgage-backed securities | $8,041,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $6,769,000 | 3,343 |
| Issued or guaranteed by U.S. | $6,769,000 | 3,343 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,272,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,887 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $248,716,000 | 562 |
| Total debt securities | $248,695,000 | 610 |
| Structured notes | ||
| Amortized cost | $36,726,000 | 114 |
| Fair value | $36,786,000 | 114 |
| 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 | $264,256,000 | 608 |
| U.S. Government securities | $185,219,000 | 608 |
| U.S. Treasury securities | $5,981,000 | 394 |
| U.S. Government agency obligations | $179,238,000 | 612 |
| Securities issued by states & political subdivisions | $79,018,000 | 333 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $19,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,287,000 | 1,335 |
| Mortgage-backed securities | $8,815,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $7,299,000 | 3,243 |
| Issued or guaranteed by U.S. | $7,299,000 | 3,241 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,516,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,833 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $264,256,000 | 544 |
| Total debt securities | $264,237,000 | 600 |
| Structured notes | ||
| Amortized cost | $66,200,000 | 70 |
| Fair value | $66,326,000 | 65 |
| 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 | $247,494,000 | 609 |
| U.S. Government securities | $173,363,000 | 616 |
| U.S. Treasury securities | $3,008,000 | 528 |
| U.S. Government agency obligations | $170,355,000 | 606 |
| Securities issued by states & political subdivisions | $74,116,000 | 353 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $15,000 | 1,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,257,000 | 1,248 |
| Mortgage-backed securities | $9,647,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $7,867,000 | 3,028 |
| Issued or guaranteed by U.S. | $7,867,000 | 3,028 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,780,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $1,780,000 | 2,641 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $247,494,000 | 543 |
| Total debt securities | $247,479,000 | 598 |
| Structured notes | ||
| Amortized cost | $87,442,000 | 45 |
| Fair value | $87,418,000 | 45 |
| 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 | $221,492,000 | 661 |
| U.S. Government securities | $155,277,000 | 674 |
| U.S. Treasury securities | $5,021,000 | 416 |
| U.S. Government agency obligations | $150,256,000 | 680 |
| Securities issued by states & political subdivisions | $66,200,000 | 371 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $15,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,059,000 | 1,280 |
| Mortgage-backed securities | $10,602,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $8,437,000 | 2,895 |
| Issued or guaranteed by U.S. | $8,437,000 | 2,891 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,165,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,484 |
| 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) | $221,492,000 | 586 |
| Total debt securities | $221,477,000 | 651 |
| Structured notes | ||
| Amortized cost | $73,660,000 | 52 |
| Fair value | $73,861,000 | 52 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $220,186,000 | 668 |
| U.S. Government securities | $155,920,000 | 685 |
| U.S. Treasury securities | $5,038,000 | 466 |
| U.S. Government agency obligations | $150,882,000 | 681 |
| Securities issued by states & political subdivisions | $64,248,000 | 369 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $18,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,105,000 | 1,275 |
| Mortgage-backed securities | $11,355,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $8,944,000 | 2,787 |
| Issued or guaranteed by U.S. | $8,944,000 | 2,780 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,411,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $2,411,000 | 2,384 |
| 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) | $220,186,000 | 594 |
| Total debt securities | $220,168,000 | 656 |
| Structured notes | ||
| Amortized cost | $84,524,000 | 48 |
| Fair value | $84,271,000 | 48 |
| 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 | $217,448,000 | 678 |
| U.S. Government securities | $155,197,000 | 686 |
| U.S. Treasury securities | $6,045,000 | 454 |
| U.S. Government agency obligations | $149,152,000 | 685 |
| Securities issued by states & political subdivisions | $62,235,000 | 374 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $16,000 | 1,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,858,000 | 1,278 |
| Mortgage-backed securities | $12,278,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $9,533,000 | 2,637 |
| Issued or guaranteed by U.S. | $9,533,000 | 2,632 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,745,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,745,000 | 2,233 |
| 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) | $217,448,000 | 599 |
| Total debt securities | $217,432,000 | 664 |
| Structured notes | ||
| Amortized cost | $96,317,000 | 41 |
| Fair value | $94,670,000 | 42 |
| 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 | $219,035,000 | 643 |
| U.S. Government securities | $158,010,000 | 639 |
| U.S. Treasury securities | $6,051,000 | 450 |
| U.S. Government agency obligations | $151,959,000 | 641 |
| Securities issued by states & political subdivisions | $61,011,000 | 376 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,501,000 | 1,289 |
| Mortgage-backed securities | $14,057,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $10,347,000 | 2,415 |
| Issued or guaranteed by U.S. | $10,347,000 | 2,411 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,710,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $3,710,000 | 1,974 |
| 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) | $219,035,000 | 572 |
| Total debt securities | $219,021,000 | 632 |
| Structured notes | ||
| Amortized cost | $95,076,000 | 36 |
| Fair value | $93,080,000 | 38 |
| 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 | $210,351,000 | 652 |
| U.S. Government securities | $147,601,000 | 659 |
| U.S. Treasury securities | $6,066,000 | 401 |
| U.S. Government agency obligations | $141,535,000 | 658 |
| Securities issued by states & political subdivisions | $62,741,000 | 357 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,469,000 | 1,254 |
| Mortgage-backed securities | $16,825,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $11,320,000 | 2,262 |
| Issued or guaranteed by U.S. | $11,320,000 | 2,259 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,505,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $5,505,000 | 1,680 |
| 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) | $210,351,000 | 574 |
| Total debt securities | $210,342,000 | 639 |
| Structured notes | ||
| Amortized cost | $75,111,000 | 46 |
| Fair value | $75,313,000 | 46 |
| 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 | $192,627,000 | 702 |
| U.S. Government securities | $132,514,000 | 723 |
| U.S. Treasury securities | $6,062,000 | 385 |
| U.S. Government agency obligations | $126,452,000 | 735 |
| Securities issued by states & political subdivisions | $60,098,000 | 351 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $15,000 | 1,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,402,000 | 1,596 |
| Mortgage-backed securities | $18,974,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $12,480,000 | 2,162 |
| Issued or guaranteed by U.S. | $12,480,000 | 2,154 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,494,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $6,494,000 | 1,494 |
| 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) | $192,627,000 | 606 |
| Total debt securities | $192,612,000 | 691 |
| Structured notes | ||
| Amortized cost | $56,480,000 | 75 |
| Fair value | $56,591,000 | 73 |
| 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 | $202,260,000 | 650 |
| U.S. Government securities | $141,588,000 | 683 |
| U.S. Treasury securities | $5,030,000 | 431 |
| U.S. Government agency obligations | $136,558,000 | 674 |
| Securities issued by states & political subdivisions | $60,661,000 | 334 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $11,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,972,000 | 1,665 |
| Mortgage-backed securities | $20,617,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $13,427,000 | 2,142 |
| Issued or guaranteed by U.S. | $13,427,000 | 2,136 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,190,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $7,190,000 | 1,371 |
| 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) | $202,260,000 | 566 |
| Total debt securities | $202,249,000 | 638 |
| Structured notes | ||
| Amortized cost | $52,212,000 | 61 |
| Fair value | $52,103,000 | 59 |
| 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 | $198,295,000 | 653 |
| U.S. Government securities | $136,585,000 | 680 |
| U.S. Treasury securities | $5,032,000 | 390 |
| U.S. Government agency obligations | $131,553,000 | 678 |
| Securities issued by states & political subdivisions | $61,702,000 | 321 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,069,000 | 1,664 |
| Mortgage-backed securities | $22,517,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $14,456,000 | 2,118 |
| Issued or guaranteed by U.S. | $14,456,000 | 2,111 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,061,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $8,061,000 | 1,277 |
| 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) | $198,295,000 | 572 |
| Total debt securities | $198,287,000 | 640 |
| Structured notes | ||
| Amortized cost | $42,355,000 | 57 |
| Fair value | $41,983,000 | 55 |
| 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 | $186,155,000 | 696 |
| U.S. Government securities | $125,111,000 | 721 |
| U.S. Treasury securities | $5,035,000 | 352 |
| U.S. Government agency obligations | $120,076,000 | 716 |
| Securities issued by states & political subdivisions | $61,034,000 | 324 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $10,000 | 1,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,682,000 | 1,721 |
| Mortgage-backed securities | $24,234,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $15,547,000 | 2,071 |
| Issued or guaranteed by U.S. | $15,547,000 | 2,062 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,687,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $8,687,000 | 1,209 |
| 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) | $186,155,000 | 597 |
| Total debt securities | $186,145,000 | 678 |
| Structured notes | ||
| Amortized cost | $27,365,000 | 69 |
| Fair value | $27,282,000 | 68 |
| 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 | $180,811,000 | 706 |
| U.S. Government securities | $124,222,000 | 709 |
| U.S. Treasury securities | $3,016,000 | 456 |
| U.S. Government agency obligations | $121,206,000 | 700 |
| Securities issued by states & political subdivisions | $56,584,000 | 339 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,521,000 | 1,733 |
| Mortgage-backed securities | $26,154,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $16,650,000 | 2,030 |
| Issued or guaranteed by U.S. | $16,650,000 | 2,017 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,504,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $9,504,000 | 1,119 |
| 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) | $180,811,000 | 608 |
| Total debt securities | $180,806,000 | 688 |
| Structured notes | ||
| Amortized cost | $25,798,000 | 48 |
| Fair value | $25,648,000 | 47 |
| 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 | $168,290,000 | 746 |
| U.S. Government securities | $115,282,000 | 756 |
| U.S. Treasury securities | $1,036,000 | 616 |
| U.S. Government agency obligations | $114,246,000 | 740 |
| Securities issued by states & political subdivisions | $53,004,000 | 346 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,317,000 | 1,768 |
| Mortgage-backed securities | $28,788,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $18,237,000 | 1,948 |
| Issued or guaranteed by U.S. | $18,237,000 | 1,936 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,551,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $10,551,000 | 1,038 |
| 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) | $168,290,000 | 630 |
| Total debt securities | $168,286,000 | 730 |
| Structured notes | ||
| Amortized cost | $21,496,000 | 47 |
| Fair value | $21,549,000 | 47 |
| 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 | $157,054,000 | 776 |
| U.S. Government securities | $106,929,000 | 792 |
| U.S. Treasury securities | $1,047,000 | 580 |
| U.S. Government agency obligations | $105,882,000 | 778 |
| Securities issued by states & political subdivisions | $50,120,000 | 363 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,754,000 | 1,968 |
| Mortgage-backed securities | $28,197,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $17,665,000 | 1,925 |
| Issued or guaranteed by U.S. | $17,665,000 | 1,915 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,532,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $10,532,000 | 1,011 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $157,054,000 | 661 |
| Total debt securities | $157,049,000 | 762 |
| Structured notes | ||
| Amortized cost | $22,981,000 | 51 |
| Fair value | $23,030,000 | 48 |
| 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 | $148,159,000 | 794 |
| U.S. Government securities | $99,635,000 | 820 |
| U.S. Treasury securities | $1,038,000 | 604 |
| U.S. Government agency obligations | $98,597,000 | 812 |
| Securities issued by states & political subdivisions | $48,517,000 | 356 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,265,000 | 2,160 |
| Mortgage-backed securities | $28,521,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $18,183,000 | 1,800 |
| Issued or guaranteed by U.S. | $18,183,000 | 1,788 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,338,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $10,338,000 | 970 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $148,159,000 | 673 |
| Total debt securities | $148,152,000 | 778 |
| Structured notes | ||
| Amortized cost | $24,681,000 | 42 |
| Fair value | $23,889,000 | 42 |
| 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 | $143,023,000 | 843 |
| U.S. Government securities | $94,654,000 | 890 |
| U.S. Treasury securities | $2,037,000 | 462 |
| U.S. Government agency obligations | $92,617,000 | 882 |
| Securities issued by states & political subdivisions | $48,302,000 | 367 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $67,000 | 1,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,236,000 | 2,147 |
| Mortgage-backed securities | $29,253,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $18,945,000 | 1,752 |
| Issued or guaranteed by U.S. | $18,945,000 | 1,742 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,308,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $10,308,000 | 968 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $143,023,000 | 725 |
| Total debt securities | $142,956,000 | 820 |
| Structured notes | ||
| Amortized cost | $22,179,000 | 47 |
| Fair value | $21,845,000 | 48 |
| 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 | $142,486,000 | 841 |
| U.S. Government securities | $93,100,000 | 897 |
| U.S. Treasury securities | $2,071,000 | 486 |
| U.S. Government agency obligations | $91,029,000 | 895 |
| Securities issued by states & political subdivisions | $49,302,000 | 359 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $84,000 | 1,690 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,716,000 | 2,038 |
| Mortgage-backed securities | $29,255,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $18,534,000 | 1,714 |
| Issued or guaranteed by U.S. | $18,534,000 | 1,705 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,721,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $10,721,000 | 936 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $142,486,000 | 726 |
| Total debt securities | $142,402,000 | 815 |
| Structured notes | ||
| Amortized cost | $23,476,000 | 49 |
| Fair value | $23,420,000 | 50 |
| 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 | $141,994,000 | 839 |
| U.S. Government securities | $93,750,000 | 895 |
| U.S. Treasury securities | $2,043,000 | 542 |
| U.S. Government agency obligations | $91,707,000 | 881 |
| Securities issued by states & political subdivisions | $48,132,000 | 367 |
| Other domestic debt securities | $0 | 3,016 |
| 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 | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $112,000 | 1,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,290,000 | 2,031 |
| Mortgage-backed securities | $26,132,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $15,476,000 | 1,705 |
| Issued or guaranteed by U.S. | $15,476,000 | 1,695 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,656,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $10,656,000 | 885 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $141,994,000 | 721 |
| Total debt securities | $141,882,000 | 817 |
| Structured notes | ||
| Amortized cost | $42,689,000 | 32 |
| Fair value | $42,550,000 | 32 |
| 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 | $139,697,000 | 855 |
| U.S. Government securities | $96,503,000 | 866 |
| U.S. Treasury securities | $2,017,000 | 571 |
| U.S. Government agency obligations | $94,486,000 | 861 |
| Securities issued by states & political subdivisions | $43,030,000 | 418 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $164,000 | 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 | $26,122,000 | 1,757 |
| Mortgage-backed securities | $22,389,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $11,895,000 | 1,904 |
| Issued or guaranteed by U.S. | $11,895,000 | 1,896 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,494,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $10,494,000 | 857 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $139,697,000 | 724 |
| Total debt securities | $139,533,000 | 833 |
| Structured notes | ||
| Amortized cost | $50,886,000 | 35 |
| Fair value | $50,492,000 | 35 |
| 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 | $135,904,000 | 874 |
| U.S. Government securities | $97,974,000 | 870 |
| U.S. Treasury securities | $1,990,000 | 671 |
| U.S. Government agency obligations | $95,984,000 | 858 |
| Securities issued by states & political subdivisions | $37,769,000 | 480 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $161,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,768,000 | 1,900 |
| Mortgage-backed securities | $21,969,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $11,436,000 | 1,905 |
| Issued or guaranteed by U.S. | $11,436,000 | 1,899 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,533,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $10,533,000 | 823 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $135,904,000 | 741 |
| Total debt securities | $135,743,000 | 854 |
| Structured notes | ||
| Amortized cost | $54,624,000 | 31 |
| Fair value | $53,769,000 | 31 |
| 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 | $136,396,000 | 866 |
| U.S. Government securities | $99,680,000 | 855 |
| U.S. Treasury securities | $999,000 | 911 |
| U.S. Government agency obligations | $98,681,000 | 838 |
| Securities issued by states & political subdivisions | $36,586,000 | 498 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $130,000 | 1,558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,935,000 | 1,830 |
| Mortgage-backed securities | $23,404,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $12,334,000 | 1,821 |
| Issued or guaranteed by U.S. | $12,334,000 | 1,815 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,070,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $11,070,000 | 788 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $136,396,000 | 729 |
| Total debt securities | $136,266,000 | 853 |
| Structured notes | ||
| Amortized cost | $56,623,000 | 31 |
| Fair value | $56,178,000 | 31 |
| 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 | $138,820,000 | 881 |
| U.S. Government securities | $106,430,000 | 824 |
| U.S. Treasury securities | $1,000,000 | 942 |
| U.S. Government agency obligations | $105,430,000 | 808 |
| Securities issued by states & political subdivisions | $32,247,000 | 582 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $143,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,877,000 | 1,907 |
| Mortgage-backed securities | $23,139,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $11,865,000 | 1,877 |
| Issued or guaranteed by U.S. | $11,865,000 | 1,867 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,274,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $11,274,000 | 799 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $138,820,000 | 743 |
| Total debt securities | $138,677,000 | 869 |
| Structured notes | ||
| Amortized cost | $65,840,000 | 30 |
| Fair value | $65,198,000 | 30 |
| 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 | $144,530,000 | 867 |
| U.S. Government securities | $111,790,000 | 802 |
| U.S. Treasury securities | $995,000 | 1,045 |
| U.S. Government agency obligations | $110,795,000 | 790 |
| Securities issued by states & political subdivisions | $32,606,000 | 569 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $134,000 | 1,637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,811,000 | 1,894 |
| Mortgage-backed securities | $23,912,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $12,449,000 | 1,827 |
| Issued or guaranteed by U.S. | $12,449,000 | 1,815 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,463,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $11,463,000 | 782 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $144,530,000 | 731 |
| Total debt securities | $144,396,000 | 848 |
| Structured notes | ||
| Amortized cost | $69,821,000 | 29 |
| Fair value | $68,832,000 | 29 |
| 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 | $147,542,000 | 840 |
| U.S. Government securities | $115,732,000 | 779 |
| U.S. Treasury securities | $988,000 | 1,101 |
| U.S. Government agency obligations | $114,744,000 | 756 |
| Securities issued by states & political subdivisions | $31,694,000 | 574 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $116,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,566,000 | 1,960 |
| Mortgage-backed securities | $24,737,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $13,041,000 | 1,790 |
| Issued or guaranteed by U.S. | $13,041,000 | 1,781 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,696,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $11,696,000 | 767 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $147,542,000 | 706 |
| Total debt securities | $147,425,000 | 828 |
| Structured notes | ||
| Amortized cost | $76,421,000 | 33 |
| Fair value | $74,224,000 | 33 |
| 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 | $149,102,000 | 846 |
| U.S. Government securities | $119,115,000 | 778 |
| U.S. Treasury securities | $986,000 | 1,201 |
| U.S. Government agency obligations | $118,129,000 | 755 |
| Securities issued by states & political subdivisions | $29,863,000 | 609 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $124,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,814,000 | 1,868 |
| Mortgage-backed securities | $26,893,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $14,027,000 | 1,728 |
| Issued or guaranteed by U.S. | $14,027,000 | 1,717 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,866,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $12,866,000 | 728 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $149,102,000 | 704 |
| Total debt securities | $148,978,000 | 829 |
| Structured notes | ||
| Amortized cost | $79,903,000 | 34 |
| Fair value | $78,250,000 | 34 |
| 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 | $149,761,000 | 846 |
| U.S. Government securities | $124,398,000 | 749 |
| U.S. Treasury securities | $986,000 | 1,216 |
| U.S. Government agency obligations | $123,412,000 | 728 |
| Securities issued by states & political subdivisions | $25,247,000 | 739 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $116,000 | 1,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,843,000 | 1,912 |
| Mortgage-backed securities | $29,319,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $15,560,000 | 1,628 |
| Issued or guaranteed by U.S. | $15,560,000 | 1,616 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,759,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $13,759,000 | 696 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $149,761,000 | 707 |
| Total debt securities | $149,645,000 | 826 |
| Structured notes | ||
| Amortized cost | $80,752,000 | 31 |
| Fair value | $79,058,000 | 32 |
| 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 | $155,776,000 | 813 |
| U.S. Government securities | $130,812,000 | 711 |
| U.S. Treasury securities | $986,000 | 1,225 |
| U.S. Government agency obligations | $129,826,000 | 691 |
| Securities issued by states & political subdivisions | $24,857,000 | 755 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $107,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,370,000 | 1,905 |
| Mortgage-backed securities | $32,811,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $16,826,000 | 1,557 |
| Issued or guaranteed by U.S. | $16,826,000 | 1,546 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,985,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $15,985,000 | 646 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $155,776,000 | 687 |
| Total debt securities | $155,669,000 | 794 |
| Structured notes | ||
| Amortized cost | $82,496,000 | 27 |
| Fair value | $81,364,000 | 27 |
| 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 | $141,972,000 | 869 |
| U.S. Government securities | $127,318,000 | 728 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $127,318,000 | 703 |
| Securities issued by states & political subdivisions | $14,514,000 | 1,375 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $140,000 | 1,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,259,000 | 1,978 |
| Mortgage-backed securities | $33,321,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $14,996,000 | 1,750 |
| Issued or guaranteed by U.S. | $14,996,000 | 1,736 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,325,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $18,325,000 | 612 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $141,972,000 | 739 |
| Total debt securities | $141,832,000 | 852 |
| Structured notes | ||
| Amortized cost | $80,028,000 | 27 |
| Fair value | $79,254,000 | 28 |
| 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 | $138,177,000 | 902 |
| U.S. Government securities | $130,356,000 | 724 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $130,356,000 | 698 |
| Securities issued by states & political subdivisions | $7,689,000 | 2,340 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $132,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,997,000 | 1,932 |
| Mortgage-backed securities | $37,392,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $17,180,000 | 1,639 |
| Issued or guaranteed by U.S. | $17,180,000 | 1,627 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,212,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $20,212,000 | 587 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $138,177,000 | 769 |
| Total debt securities | $138,045,000 | 884 |
| Structured notes | ||
| Amortized cost | $80,275,000 | 28 |
| Fair value | $78,487,000 | 30 |
| 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 | $134,863,000 | 943 |
| U.S. Government securities | $126,678,000 | 762 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $126,678,000 | 731 |
| Securities issued by states & political subdivisions | $8,013,000 | 2,309 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $172,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,300,000 | 1,828 |
| Mortgage-backed securities | $39,869,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $18,528,000 | 1,565 |
| Issued or guaranteed by U.S. | $18,528,000 | 1,553 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $21,341,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $21,341,000 | 587 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $134,863,000 | 801 |
| Total debt securities | $134,691,000 | 922 |
| Structured notes | ||
| Amortized cost | $73,327,000 | 32 |
| Fair value | $72,649,000 | 31 |
| 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 | $131,400,000 | 968 |
| U.S. Government securities | $121,808,000 | 792 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $121,808,000 | 761 |
| Securities issued by states & political subdivisions | $9,441,000 | 2,040 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $151,000 | 1,817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,499,000 | 1,992 |
| Mortgage-backed securities | $39,315,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $16,980,000 | 1,686 |
| Issued or guaranteed by U.S. | $16,980,000 | 1,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,335,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $22,335,000 | 571 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $131,400,000 | 832 |
| Total debt securities | $131,249,000 | 941 |
| Structured notes | ||
| Amortized cost | $71,240,000 | 35 |
| Fair value | $70,762,000 | 35 |
| 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 | $134,413,000 | 952 |
| U.S. Government securities | $124,962,000 | 784 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $124,962,000 | 752 |
| Securities issued by states & political subdivisions | $9,279,000 | 2,048 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $172,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,128,000 | 1,927 |
| Mortgage-backed securities | $42,759,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $18,334,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,334,000 | 1,605 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,425,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $24,425,000 | 547 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $134,413,000 | 818 |
| Total debt securities | $134,241,000 | 928 |
| Structured notes | ||
| Amortized cost | $67,776,000 | 40 |
| Fair value | $65,639,000 | 41 |
| 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 | $144,301,000 | 907 |
| U.S. Government securities | $134,199,000 | 740 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $134,199,000 | 715 |
| Securities issued by states & political subdivisions | $9,923,000 | 1,967 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $179,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,899,000 | 1,869 |
| Mortgage-backed securities | $47,594,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $20,943,000 | 1,482 |
| Issued or guaranteed by U.S. | $20,943,000 | 1,471 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $26,651,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $26,651,000 | 537 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $144,301,000 | 778 |
| Total debt securities | $144,122,000 | 879 |
| Structured notes | ||
| Amortized cost | $64,857,000 | 29 |
| Fair value | $64,985,000 | 29 |
| 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 | $129,374,000 | 1,042 |
| U.S. Government securities | $118,717,000 | 860 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $118,717,000 | 825 |
| Securities issued by states & political subdivisions | $10,477,000 | 1,882 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $180,000 | 1,888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,841,000 | 1,825 |
| Mortgage-backed securities | $43,599,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $19,787,000 | 1,560 |
| Issued or guaranteed by U.S. | $19,787,000 | 1,549 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $23,812,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $23,812,000 | 624 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $129,374,000 | 890 |
| Total debt securities | $129,194,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $55,003,000 | 29 |
| Fair value | $54,416,000 | 29 |
| 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 | $120,149,000 | 1,111 |
| U.S. Government securities | $108,373,000 | 916 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $108,373,000 | 882 |
| Securities issued by states & political subdivisions | $11,607,000 | 1,721 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $169,000 | 1,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,983,000 | 1,734 |
| Mortgage-backed securities | $41,376,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $20,093,000 | 1,516 |
| Issued or guaranteed by U.S. | $20,093,000 | 1,508 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $21,283,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $21,283,000 | 688 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $120,149,000 | 948 |
| Total debt securities | $119,980,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $43,791,000 | 34 |
| Fair value | $43,076,000 | 34 |
| 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 | $122,250,000 | 1,066 |
| U.S. Government securities | $109,455,000 | 874 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $109,455,000 | 846 |
| Securities issued by states & political subdivisions | $12,632,000 | 1,534 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $163,000 | 1,984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,356,000 | 1,626 |
| Mortgage-backed securities | $50,204,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $23,581,000 | 1,354 |
| Issued or guaranteed by U.S. | $23,581,000 | 1,346 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $26,623,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $26,623,000 | 630 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $122,250,000 | 910 |
| Total debt securities | $122,087,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $32,058,000 | 34 |
| Fair value | $32,318,000 | 34 |
| 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 | $117,166,000 | 1,098 |
| U.S. Government securities | $103,315,000 | 924 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $103,315,000 | 877 |
| Securities issued by states & political subdivisions | $13,691,000 | 1,357 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $160,000 | 1,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,925,000 | 1,642 |
| Mortgage-backed securities | $51,392,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $26,817,000 | 1,215 |
| Issued or guaranteed by U.S. | $26,817,000 | 1,209 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $24,575,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $24,575,000 | 673 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $117,166,000 | 938 |
| Total debt securities | $117,006,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $21,501,000 | 48 |
| Fair value | $21,564,000 | 48 |
| 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 | $110,918,000 | 1,127 |
| U.S. Government securities | $96,191,000 | 959 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $96,191,000 | 912 |
| Securities issued by states & political subdivisions | $14,571,000 | 1,249 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $156,000 | 1,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,739,000 | 1,607 |
| Mortgage-backed securities | $47,542,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $20,208,000 | 1,453 |
| Issued or guaranteed by U.S. | $20,208,000 | 1,449 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $27,334,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $27,334,000 | 627 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $110,918,000 | 954 |
| Total debt securities | $110,762,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $14,812,000 | 63 |
| Fair value | $15,133,000 | 62 |
| 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 | $100,017,000 | 1,136 |
| U.S. Government securities | $82,865,000 | 974 |
| U.S. Treasury securities | $3,028,000 | 1,119 |
| U.S. Government agency obligations | $79,837,000 | 949 |
| Securities issued by states & political subdivisions | $16,946,000 | 1,006 |
| Other domestic debt securities | $15,000 | 4,115 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $191,000 | 1,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,902,000 | 1,661 |
| Mortgage-backed securities | $42,155,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $19,738,000 | 1,307 |
| Issued or guaranteed by U.S. | $19,738,000 | 1,297 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $22,417,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $22,402,000 | 700 |
| Privately issued | $15,000 | 1,230 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $100,017,000 | 947 |
| Total debt securities | $99,826,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 81 |
| Fair value | $4,454,000 | 81 |
| 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 | $87,147,000 | 1,286 |
| U.S. Government securities | $70,631,000 | 1,148 |
| U.S. Treasury securities | $12,044,000 | 552 |
| U.S. Government agency obligations | $58,587,000 | 1,263 |
| Securities issued by states & political subdivisions | $14,740,000 | 1,121 |
| Other domestic debt securities | $566,000 | 2,846 |
| Privately issued residential mortgage-backed securities | $566,000 | 861 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,210,000 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,383,000 | 2,309 |
| Mortgage-backed securities | $19,708,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $10,201,000 | 1,718 |
| Issued or guaranteed by U.S. | $10,201,000 | 1,707 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,507,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $8,941,000 | 977 |
| Privately issued | $566,000 | 761 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $87,147,000 | 1,004 |
| Total debt securities | $85,937,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 178 |
| Fair value | $1,965,000 | 191 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $88,542,000 | 1,289 |
| U.S. Government securities | $68,688,000 | 1,243 |
| U.S. Treasury securities | $17,447,000 | 545 |
| U.S. Government agency obligations | $51,241,000 | 1,466 |
| Securities issued by states & political subdivisions | $18,233,000 | 886 |
| Other domestic debt securities | $618,000 | 2,685 |
| Privately issued residential mortgage-backed securities | $618,000 | 879 |
| 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 | $1,003,000 | 2,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,142,000 | 2,320 |
| Mortgage-backed securities | $21,237,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $12,139,000 | 1,639 |
| Issued or guaranteed by U.S. | $12,134,000 | 1,627 |
| Privately issued | $5,000 | 293 |
| Collaterized mortgage obligations | $9,098,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $8,485,000 | 1,091 |
| Privately issued | $613,000 | 775 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $88,542,000 | 977 |
| Total debt securities | $87,539,000 | 1,253 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 256 |
| Fair value | $1,904,000 | 293 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $89,844,000 | 1,295 |
| U.S. Government securities | $67,736,000 | 1,307 |
| U.S. Treasury securities | $18,798,000 | 720 |
| U.S. Government agency obligations | $48,938,000 | 1,514 |
| Securities issued by states & political subdivisions | $20,446,000 | 769 |
| Other domestic debt securities | $681,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $681,000 | 831 |
| 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 | $981,000 | 2,360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,080,000 | 1,932 |
| Mortgage-backed securities | $25,359,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $16,036,000 | 1,432 |
| Issued or guaranteed by U.S. | $16,029,000 | 1,423 |
| Privately issued | $7,000 | 333 |
| Collaterized mortgage obligations | $9,323,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $8,649,000 | 1,208 |
| Privately issued | $674,000 | 710 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $89,844,000 | 958 |
| Total debt securities | $88,863,000 | 1,264 |
| Structured notes | ||
| Amortized cost | $746,000 | 855 |
| Fair value | $747,000 | 843 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $91,846,000 | 1,254 |
| U.S. Government securities | $70,096,000 | 1,304 |
| U.S. Treasury securities | $20,644,000 | 928 |
| U.S. Government agency obligations | $49,452,000 | 1,450 |
| Securities issued by states & political subdivisions | $20,558,000 | 638 |
| Other domestic debt securities | $302,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $302,000 | 933 |
| 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 | $890,000 | 2,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,883,000 | 1,965 |
| Mortgage-backed securities | $23,622,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $17,979,000 | 1,334 |
| Issued or guaranteed by U.S. | $17,969,000 | 1,322 |
| Privately issued | $10,000 | 375 |
| Collaterized mortgage obligations | $5,643,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $5,351,000 | 1,573 |
| Privately issued | $292,000 | 752 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $91,846,000 | 897 |
| Total debt securities | $90,956,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $2,472,000 | 617 |
| Fair value | $2,479,000 | 597 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $87,970,000 | 1,362 |
| U.S. Government securities | $66,031,000 | 1,465 |
| U.S. Treasury securities | $20,300,000 | 1,134 |
| U.S. Government agency obligations | $45,731,000 | 1,600 |
| Securities issued by states & political subdivisions | $20,842,000 | 601 |
| Other domestic debt securities | $369,000 | 2,962 |
| Privately issued residential mortgage-backed securities | $369,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $728,000 | 2,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,742,000 | 2,118 |
| Mortgage-backed securities | $24,179,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $20,780,000 | 1,295 |
| Issued or guaranteed by U.S. | $20,767,000 | 1,277 |
| Privately issued | $13,000 | 451 |
| Collaterized mortgage obligations | $3,399,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 2,437 |
| Privately issued | $356,000 | 872 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $87,970,000 | 935 |
| Total debt securities | $87,242,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $4,961,000 | 407 |
| Fair value | $4,932,000 | 391 |
| 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 | $82,923,000 | 1,519 |
| U.S. Government securities | $59,656,000 | 1,703 |
| U.S. Treasury securities | $21,487,000 | 1,320 |
| U.S. Government agency obligations | $38,169,000 | 1,848 |
| Securities issued by states & political subdivisions | $21,519,000 | 560 |
| Other domestic debt securities | $1,082,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $1,082,000 | 829 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $666,000 | 2,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,859,000 | 2,087 |
| Mortgage-backed securities | $19,401,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $17,367,000 | 1,468 |
| Issued or guaranteed by U.S. | $17,367,000 | 1,452 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,034,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 4,179 |
| Privately issued | $1,082,000 | 608 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $82,923,000 | 1,017 |
| Total debt securities | $82,257,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $6,349,000 | 517 |
| Fair value | $6,315,000 | 509 |
| 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 | $74,463,000 | 1,763 |
| U.S. Government securities | $54,914,000 | 1,930 |
| U.S. Treasury securities | $20,013,000 | 1,759 |
| U.S. Government agency obligations | $34,901,000 | 1,951 |
| Securities issued by states & political subdivisions | $17,062,000 | 749 |
| Other domestic debt securities | $1,922,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $1,922,000 | 668 |
| 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 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $565,000 | 2,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,131,000 | 2,180 |
| Mortgage-backed securities | $18,198,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $16,042,000 | 1,626 |
| Issued or guaranteed by U.S. | $16,022,000 | 1,609 |
| Privately issued | $20,000 | 537 |
| Collaterized mortgage obligations | $2,156,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 5,492 |
| Privately issued | $1,902,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,928,000 | 1,762 |
| Available-for-sale securities (fair market value) | $32,535,000 | 1,771 |
| Total debt securities | $73,898,000 | 1,719 |
| 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 | $64,669,000 | 2,122 |
| U.S. Government securities | $45,601,000 | 2,407 |
| U.S. Treasury securities | $17,298,000 | 2,128 |
| U.S. Government agency obligations | $28,303,000 | 2,426 |
| Securities issued by states & political subdivisions | $16,156,000 | 827 |
| Other domestic debt securities | $2,472,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $2,472,000 | 746 |
| 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 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $440,000 | 3,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,695,000 | 2,096 |
| Mortgage-backed securities | $16,237,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $13,308,000 | 2,035 |
| Issued or guaranteed by U.S. | $13,280,000 | 2,008 |
| Privately issued | $28,000 | 673 |
| Collaterized mortgage obligations | $2,929,000 | 3,468 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 5,544 |
| Privately issued | $2,444,000 | 528 |
| 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 | $64,229,000 | 2,079 |
| 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 | $54,201,000 | 2,506 |
| U.S. Government securities | $37,716,000 | 2,858 |
| U.S. Treasury securities | $15,558,000 | 2,384 |
| U.S. Government agency obligations | $22,158,000 | 2,969 |
| Securities issued by states & political subdivisions | $13,363,000 | 954 |
| Other domestic debt securities | $3,027,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $2,833,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $194,000 | 4,855 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,000 | 5,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,978,000 | 2,482 |
| Mortgage-backed securities | $15,710,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $11,622,000 | 2,269 |
| Issued or guaranteed by U.S. | $11,582,000 | 2,240 |
| Privately issued | $40,000 | 765 |
| Collaterized mortgage obligations | $4,088,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 4,317 |
| Privately issued | $2,793,000 | 721 |
| 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 | $54,106,000 | 2,457 |
| 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 |