Home > Lone Star National Bank > Securities
Lone Star National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,015,700,000 | 242 |
| U.S. Government securities | $151,933,000 | 813 |
| U.S. Treasury securities | $125,451,000 | 207 |
| U.S. Government agency obligations | $26,482,000 | 2,287 |
| Securities issued by states & political subdivisions | $477,090,000 | 74 |
| Other domestic debt securities | $386,677,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $386,677,000 | 53 |
| 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 | $1,000,913,000 | 147 |
| Mortgage-backed securities | $26,482,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,279,000 | 3,150 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,229 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,419,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,015,700,000 | 200 |
| Total debt securities | $1,015,699,000 | 238 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $964,858,000 | 254 |
| U.S. Government securities | $147,816,000 | 835 |
| U.S. Treasury securities | $122,054,000 | 228 |
| U.S. Government agency obligations | $25,762,000 | 2,292 |
| Securities issued by states & political subdivisions | $446,445,000 | 77 |
| Other domestic debt securities | $370,597,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $370,597,000 | 58 |
| 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 | $802,287,000 | 173 |
| Mortgage-backed securities | $25,762,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,318,000 | 3,159 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,195 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,625,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $964,858,000 | 203 |
| Total debt securities | $964,858,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $985,390,000 | 248 |
| U.S. Government securities | $148,874,000 | 848 |
| U.S. Treasury securities | $122,579,000 | 226 |
| U.S. Government agency obligations | $26,295,000 | 2,323 |
| Securities issued by states & political subdivisions | $455,193,000 | 80 |
| Other domestic debt securities | $381,323,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $381,323,000 | 55 |
| 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 | $920,081,000 | 153 |
| Mortgage-backed securities | $26,295,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,433,000 | 3,156 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,178 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,984,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $985,390,000 | 202 |
| Total debt securities | $985,389,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,007,547,000 | 259 |
| U.S. Government securities | $151,126,000 | 869 |
| U.S. Treasury securities | $124,282,000 | 237 |
| U.S. Government agency obligations | $26,844,000 | 2,309 |
| Securities issued by states & political subdivisions | $455,793,000 | 86 |
| Other domestic debt securities | $400,628,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $400,628,000 | 53 |
| 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 | $996,118,000 | 134 |
| Mortgage-backed securities | $26,844,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,513,000 | 3,182 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 2,196 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,390,000 | 282 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,007,547,000 | 208 |
| Total debt securities | $1,007,550,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $968,237,000 | 271 |
| U.S. Government securities | $153,919,000 | 869 |
| U.S. Treasury securities | $122,289,000 | 255 |
| U.S. Government agency obligations | $31,630,000 | 2,124 |
| Securities issued by states & political subdivisions | $414,754,000 | 105 |
| Other domestic debt securities | $399,564,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $399,564,000 | 52 |
| 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 | $950,632,000 | 118 |
| Mortgage-backed securities | $26,652,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,569,000 | 3,199 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,189 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,084,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $968,237,000 | 221 |
| Total debt securities | $968,238,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $958,791,000 | 276 |
| U.S. Government securities | $153,216,000 | 888 |
| U.S. Treasury securities | $121,519,000 | 260 |
| U.S. Government agency obligations | $31,697,000 | 2,153 |
| Securities issued by states & political subdivisions | $388,837,000 | 114 |
| Other domestic debt securities | $416,713,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $416,713,000 | 45 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $25,000 | 293 |
| 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 | $535,859,000 | 188 |
| Mortgage-backed securities | $26,739,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,627,000 | 3,210 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,173 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,010,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $958,791,000 | 226 |
| Total debt securities | $958,790,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $928,069,000 | 287 |
| U.S. Government securities | $610,994,000 | 291 |
| U.S. Treasury securities | $126,198,000 | 248 |
| U.S. Government agency obligations | $484,796,000 | 296 |
| Securities issued by states & political subdivisions | $317,050,000 | 147 |
| 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 | $25,000 | 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 | $918,511,000 | 122 |
| Mortgage-backed securities | $479,812,000 | 269 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 3,306 |
| Issued or guaranteed by U.S. | $1,721,000 | 3,216 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,240,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,158 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $476,851,000 | 105 |
| Commercial mortgage pass-through securities | $25,181,000 | 267 |
| Other commercial mortgage-backed securities | $451,670,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $928,069,000 | 234 |
| Total debt securities | $928,071,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $911,386,000 | 296 |
| U.S. Government securities | $595,273,000 | 292 |
| U.S. Treasury securities | $94,177,000 | 297 |
| U.S. Government agency obligations | $501,096,000 | 294 |
| Securities issued by states & political subdivisions | $316,089,000 | 154 |
| 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 | $24,000 | 284 |
| 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 | $884,831,000 | 122 |
| Mortgage-backed securities | $495,988,000 | 267 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 3,284 |
| Issued or guaranteed by U.S. | $1,892,000 | 3,191 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,419,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,110 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $492,677,000 | 104 |
| Commercial mortgage pass-through securities | $6,596,000 | 621 |
| Other commercial mortgage-backed securities | $486,081,000 | 76 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $911,386,000 | 249 |
| Total debt securities | $911,387,000 | 291 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $895,192,000 | 300 |
| U.S. Government securities | $586,141,000 | 290 |
| U.S. Treasury securities | $69,206,000 | 258 |
| U.S. Government agency obligations | $516,935,000 | 290 |
| Securities issued by states & political subdivisions | $309,026,000 | 162 |
| 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 | $25,000 | 276 |
| 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 | $887,585,000 | 119 |
| Mortgage-backed securities | $511,731,000 | 265 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,257 |
| Issued or guaranteed by U.S. | $2,074,000 | 3,155 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,618,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,618,000 | 2,065 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $508,039,000 | 103 |
| Commercial mortgage pass-through securities | $11,559,000 | 449 |
| Other commercial mortgage-backed securities | $496,480,000 | 76 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $895,192,000 | 264 |
| Total debt securities | $895,193,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $901,743,000 | 281 |
| U.S. Government securities | $598,156,000 | 282 |
| U.S. Treasury securities | $79,983,000 | 183 |
| U.S. Government agency obligations | $518,173,000 | 293 |
| Securities issued by states & political subdivisions | $303,562,000 | 154 |
| 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 | $25,000 | 259 |
| 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 | $494,098,000 | 185 |
| Mortgage-backed securities | $512,911,000 | 266 |
| Certificates of participation in pools of residential mortgages | $2,218,000 | 3,245 |
| Issued or guaranteed by U.S. | $2,218,000 | 3,159 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,805,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 2,053 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $508,888,000 | 100 |
| Commercial mortgage pass-through securities | $11,674,000 | 447 |
| Other commercial mortgage-backed securities | $497,214,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $901,743,000 | 247 |
| Total debt securities | $901,743,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $926,752,000 | 266 |
| U.S. Government securities | $633,431,000 | 257 |
| U.S. Treasury securities | $80,384,000 | 149 |
| U.S. Government agency obligations | $553,047,000 | 267 |
| Securities issued by states & political subdivisions | $293,296,000 | 153 |
| 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 | $25,000 | 263 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $862,847,000 | 118 |
| Mortgage-backed securities | $547,745,000 | 241 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 3,205 |
| Issued or guaranteed by U.S. | $2,446,000 | 3,108 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,060,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 1,961 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $543,239,000 | 93 |
| Commercial mortgage pass-through securities | $11,759,000 | 423 |
| Other commercial mortgage-backed securities | $531,480,000 | 70 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $926,752,000 | 237 |
| Total debt securities | $926,752,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $852,598,000 | 266 |
| U.S. Government securities | $576,817,000 | 260 |
| U.S. Treasury securities | $49,667,000 | 167 |
| U.S. Government agency obligations | $527,150,000 | 262 |
| Securities issued by states & political subdivisions | $275,756,000 | 158 |
| 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 | $25,000 | 276 |
| 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 | $743,140,000 | 127 |
| Mortgage-backed securities | $521,799,000 | 237 |
| Certificates of participation in pools of residential mortgages | $2,927,000 | 3,065 |
| Issued or guaranteed by U.S. | $2,927,000 | 2,975 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,324,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 1,877 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $516,548,000 | 94 |
| Commercial mortgage pass-through securities | $11,834,000 | 408 |
| Other commercial mortgage-backed securities | $504,714,000 | 70 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $852,598,000 | 240 |
| Total debt securities | $852,598,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $832,974,000 | 257 |
| U.S. Government securities | $554,701,000 | 241 |
| U.S. Treasury securities | $30,687,000 | 202 |
| U.S. Government agency obligations | $524,014,000 | 243 |
| Securities issued by states & political subdivisions | $278,248,000 | 151 |
| 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 | $25,000 | 274 |
| 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 | $535,859,000 | 167 |
| Mortgage-backed securities | $518,617,000 | 220 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 2,980 |
| Issued or guaranteed by U.S. | $3,149,000 | 2,905 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,559,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,559,000 | 1,859 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $512,909,000 | 89 |
| Commercial mortgage pass-through securities | $11,924,000 | 371 |
| Other commercial mortgage-backed securities | $500,985,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $832,974,000 | 235 |
| Total debt securities | $832,975,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $808,419,000 | 250 |
| U.S. Government securities | $543,829,000 | 239 |
| U.S. Treasury securities | $30,848,000 | 197 |
| U.S. Government agency obligations | $512,981,000 | 236 |
| Securities issued by states & political subdivisions | $264,565,000 | 142 |
| 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 | $25,000 | 281 |
| 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 | $649,628,000 | 139 |
| Mortgage-backed securities | $507,546,000 | 212 |
| Certificates of participation in pools of residential mortgages | $3,671,000 | 2,879 |
| Issued or guaranteed by U.S. | $3,671,000 | 2,795 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,940,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $2,940,000 | 1,813 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $500,935,000 | 85 |
| Commercial mortgage pass-through securities | $12,018,000 | 371 |
| Other commercial mortgage-backed securities | $488,917,000 | 66 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $808,419,000 | 228 |
| Total debt securities | $808,419,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $849,287,000 | 231 |
| U.S. Government securities | $533,571,000 | 238 |
| U.S. Treasury securities | $35,998,000 | 191 |
| U.S. Government agency obligations | $497,573,000 | 237 |
| Securities issued by states & political subdivisions | $315,666,000 | 112 |
| 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 | $50,000 | 289 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,988,000 | 126 |
| Mortgage-backed securities | $492,113,000 | 213 |
| Certificates of participation in pools of residential mortgages | $4,081,000 | 2,810 |
| Issued or guaranteed by U.S. | $4,081,000 | 2,731 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,394,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,394,000 | 1,781 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $484,638,000 | 89 |
| Commercial mortgage pass-through securities | $12,080,000 | 368 |
| Other commercial mortgage-backed securities | $472,558,000 | 65 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $849,287,000 | 211 |
| Total debt securities | $849,288,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $848,563,000 | 225 |
| U.S. Government securities | $550,485,000 | 232 |
| U.S. Treasury securities | $43,734,000 | 160 |
| U.S. Government agency obligations | $506,751,000 | 237 |
| Securities issued by states & political subdivisions | $298,028,000 | 98 |
| 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 | $50,000 | 296 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,733,000 | 133 |
| Mortgage-backed securities | $486,194,000 | 221 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 2,787 |
| Issued or guaranteed by U.S. | $4,275,000 | 2,696 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,759,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,731 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $478,160,000 | 86 |
| Commercial mortgage pass-through securities | $12,152,000 | 353 |
| Other commercial mortgage-backed securities | $466,008,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $848,563,000 | 205 |
| Total debt securities | $848,564,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $728,105,000 | 249 |
| U.S. Government securities | $535,022,000 | 241 |
| U.S. Treasury securities | $52,965,000 | 142 |
| U.S. Government agency obligations | $482,057,000 | 245 |
| Securities issued by states & political subdivisions | $193,033,000 | 147 |
| 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 | $50,000 | 274 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,880,000 | 125 |
| Mortgage-backed securities | $461,724,000 | 227 |
| Certificates of participation in pools of residential mortgages | $24,489,000 | 1,162 |
| Issued or guaranteed by U.S. | $24,489,000 | 1,133 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,057,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $4,057,000 | 1,674 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $433,178,000 | 85 |
| Commercial mortgage pass-through securities | $11,987,000 | 351 |
| Other commercial mortgage-backed securities | $421,191,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $728,105,000 | 225 |
| Total debt securities | $728,106,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $689,432,000 | 252 |
| U.S. Government securities | $505,921,000 | 247 |
| U.S. Treasury securities | $52,972,000 | 141 |
| U.S. Government agency obligations | $452,949,000 | 251 |
| Securities issued by states & political subdivisions | $183,336,000 | 148 |
| 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 | $175,000 | 280 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,217,000 | 153 |
| Mortgage-backed securities | $432,626,000 | 229 |
| Certificates of participation in pools of residential mortgages | $25,829,000 | 1,076 |
| Issued or guaranteed by U.S. | $25,829,000 | 1,045 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,491,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $4,491,000 | 1,620 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $402,306,000 | 84 |
| Commercial mortgage pass-through securities | $22,474,000 | 228 |
| Other commercial mortgage-backed securities | $379,832,000 | 65 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $689,432,000 | 226 |
| Total debt securities | $689,432,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $723,465,000 | 249 |
| U.S. Government securities | $520,817,000 | 253 |
| U.S. Treasury securities | $82,799,000 | 108 |
| U.S. Government agency obligations | $438,018,000 | 258 |
| Securities issued by states & political subdivisions | $202,473,000 | 134 |
| 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 | $175,000 | 296 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,775,000 | 140 |
| Mortgage-backed securities | $402,749,000 | 236 |
| Certificates of participation in pools of residential mortgages | $27,223,000 | 1,033 |
| Issued or guaranteed by U.S. | $27,223,000 | 1,022 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,016,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,542 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $370,510,000 | 82 |
| Commercial mortgage pass-through securities | $22,439,000 | 231 |
| Other commercial mortgage-backed securities | $348,071,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $723,465,000 | 216 |
| Total debt securities | $723,465,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $698,237,000 | 253 |
| U.S. Government securities | $480,474,000 | 265 |
| U.S. Treasury securities | $82,112,000 | 116 |
| U.S. Government agency obligations | $398,362,000 | 272 |
| Securities issued by states & political subdivisions | $217,588,000 | 132 |
| 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 | $175,000 | 310 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,859,000 | 149 |
| Mortgage-backed securities | $362,429,000 | 245 |
| Certificates of participation in pools of residential mortgages | $44,236,000 | 727 |
| Issued or guaranteed by U.S. | $44,236,000 | 721 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,505,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $5,505,000 | 1,477 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $312,688,000 | 90 |
| Commercial mortgage pass-through securities | $20,807,000 | 251 |
| Other commercial mortgage-backed securities | $291,881,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $698,237,000 | 224 |
| Total debt securities | $698,237,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $645,704,000 | 269 |
| U.S. Government securities | $432,182,000 | 274 |
| U.S. Treasury securities | $52,162,000 | 154 |
| U.S. Government agency obligations | $380,020,000 | 278 |
| Securities issued by states & political subdivisions | $213,347,000 | 136 |
| 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 | $175,000 | 314 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,508,000 | 150 |
| Mortgage-backed securities | $344,220,000 | 253 |
| Certificates of participation in pools of residential mortgages | $45,724,000 | 712 |
| Issued or guaranteed by U.S. | $45,724,000 | 708 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,101,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $6,101,000 | 1,407 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $292,395,000 | 92 |
| Commercial mortgage pass-through securities | $22,185,000 | 223 |
| Other commercial mortgage-backed securities | $270,210,000 | 66 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $645,704,000 | 239 |
| Total debt securities | $645,703,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $650,414,000 | 267 |
| U.S. Government securities | $439,555,000 | 275 |
| U.S. Treasury securities | $51,633,000 | 153 |
| U.S. Government agency obligations | $387,922,000 | 272 |
| Securities issued by states & political subdivisions | $210,685,000 | 139 |
| 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 | $174,000 | 312 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,293,000 | 196 |
| Mortgage-backed securities | $347,610,000 | 252 |
| Certificates of participation in pools of residential mortgages | $47,228,000 | 701 |
| Issued or guaranteed by U.S. | $47,228,000 | 698 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,749,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $6,749,000 | 1,327 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $293,633,000 | 86 |
| Commercial mortgage pass-through securities | $26,500,000 | 190 |
| Other commercial mortgage-backed securities | $267,133,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $650,414,000 | 235 |
| Total debt securities | $650,415,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $670,980,000 | 259 |
| U.S. Government securities | $458,101,000 | 265 |
| U.S. Treasury securities | $51,885,000 | 146 |
| U.S. Government agency obligations | $406,216,000 | 269 |
| Securities issued by states & political subdivisions | $212,705,000 | 146 |
| 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 | $174,000 | 312 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,399,000 | 188 |
| Mortgage-backed securities | $365,124,000 | 248 |
| Certificates of participation in pools of residential mortgages | $49,901,000 | 704 |
| Issued or guaranteed by U.S. | $49,901,000 | 692 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,550,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $7,550,000 | 1,279 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $307,673,000 | 82 |
| Commercial mortgage pass-through securities | $26,738,000 | 185 |
| Other commercial mortgage-backed securities | $280,935,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $670,980,000 | 229 |
| Total debt securities | $670,982,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $667,173,000 | 263 |
| U.S. Government securities | $464,525,000 | 267 |
| U.S. Treasury securities | $57,115,000 | 137 |
| U.S. Government agency obligations | $407,410,000 | 273 |
| Securities issued by states & political subdivisions | $202,474,000 | 159 |
| 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 | $174,000 | 301 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $482,654,000 | 170 |
| Mortgage-backed securities | $361,143,000 | 248 |
| Certificates of participation in pools of residential mortgages | $52,735,000 | 697 |
| Issued or guaranteed by U.S. | $52,735,000 | 697 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,527,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $8,527,000 | 1,189 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $299,881,000 | 80 |
| Commercial mortgage pass-through securities | $27,043,000 | 156 |
| Other commercial mortgage-backed securities | $272,838,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $667,173,000 | 231 |
| Total debt securities | $667,172,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $650,321,000 | 263 |
| U.S. Government securities | $449,326,000 | 268 |
| U.S. Treasury securities | $47,616,000 | 145 |
| U.S. Government agency obligations | $401,710,000 | 274 |
| Securities issued by states & political subdivisions | $200,820,000 | 160 |
| 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 | $175,000 | 297 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,240,000 | 136 |
| Mortgage-backed securities | $347,163,000 | 249 |
| Certificates of participation in pools of residential mortgages | $56,058,000 | 676 |
| Issued or guaranteed by U.S. | $56,058,000 | 676 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,541,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $9,541,000 | 1,127 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $281,564,000 | 77 |
| Commercial mortgage pass-through securities | $27,599,000 | 149 |
| Other commercial mortgage-backed securities | $253,965,000 | 63 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $650,321,000 | 230 |
| Total debt securities | $650,322,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $633,940,000 | 259 |
| U.S. Government securities | $434,983,000 | 271 |
| U.S. Treasury securities | $48,043,000 | 139 |
| U.S. Government agency obligations | $386,940,000 | 288 |
| Securities issued by states & political subdivisions | $198,782,000 | 158 |
| 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 | $175,000 | 316 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,112,000 | 194 |
| Mortgage-backed securities | $341,914,000 | 252 |
| Certificates of participation in pools of residential mortgages | $59,131,000 | 653 |
| Issued or guaranteed by U.S. | $59,131,000 | 653 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,611,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $10,611,000 | 1,066 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $272,172,000 | 77 |
| Commercial mortgage pass-through securities | $27,938,000 | 148 |
| Other commercial mortgage-backed securities | $244,234,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $633,940,000 | 224 |
| Total debt securities | $633,939,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $651,545,000 | 258 |
| U.S. Government securities | $462,175,000 | 262 |
| U.S. Treasury securities | $27,775,000 | 201 |
| U.S. Government agency obligations | $434,400,000 | 266 |
| Securities issued by states & political subdivisions | $189,195,000 | 165 |
| 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 | $175,000 | 328 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $631,978,000 | 135 |
| Mortgage-backed securities | $389,257,000 | 240 |
| Certificates of participation in pools of residential mortgages | $108,704,000 | 402 |
| Issued or guaranteed by U.S. | $108,704,000 | 401 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,783,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $11,783,000 | 998 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $268,770,000 | 78 |
| Commercial mortgage pass-through securities | $28,064,000 | 148 |
| Other commercial mortgage-backed securities | $240,706,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $651,545,000 | 223 |
| Total debt securities | $651,547,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $675,742,000 | 254 |
| U.S. Government securities | $487,069,000 | 248 |
| U.S. Treasury securities | $47,839,000 | 152 |
| U.S. Government agency obligations | $439,230,000 | 257 |
| Securities issued by states & political subdivisions | $188,498,000 | 162 |
| 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 | $175,000 | 330 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $674,555,000 | 128 |
| Mortgage-backed securities | $394,012,000 | 236 |
| Certificates of participation in pools of residential mortgages | $113,436,000 | 387 |
| Issued or guaranteed by U.S. | $113,436,000 | 386 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,131,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $13,131,000 | 933 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $267,445,000 | 76 |
| Commercial mortgage pass-through securities | $27,960,000 | 143 |
| Other commercial mortgage-backed securities | $239,485,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $675,742,000 | 220 |
| Total debt securities | $675,741,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $692,199,000 | 244 |
| U.S. Government securities | $503,492,000 | 240 |
| U.S. Treasury securities | $47,902,000 | 152 |
| U.S. Government agency obligations | $455,590,000 | 245 |
| Securities issued by states & political subdivisions | $188,532,000 | 159 |
| 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 | $175,000 | 327 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $658,546,000 | 128 |
| Mortgage-backed securities | $410,124,000 | 226 |
| Certificates of participation in pools of residential mortgages | $119,386,000 | 357 |
| Issued or guaranteed by U.S. | $119,386,000 | 356 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,480,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $16,480,000 | 800 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $274,258,000 | 73 |
| Commercial mortgage pass-through securities | $28,000,000 | 142 |
| Other commercial mortgage-backed securities | $246,258,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $692,199,000 | 215 |
| Total debt securities | $692,197,000 | 238 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $724,803,000 | 233 |
| U.S. Government securities | $530,060,000 | 224 |
| U.S. Treasury securities | $48,459,000 | 131 |
| U.S. Government agency obligations | $481,601,000 | 227 |
| Securities issued by states & political subdivisions | $194,568,000 | 152 |
| 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 | $175,000 | 314 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $617,170,000 | 128 |
| Mortgage-backed securities | $435,341,000 | 219 |
| Certificates of participation in pools of residential mortgages | $132,092,000 | 335 |
| Issued or guaranteed by U.S. | $132,092,000 | 334 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,179,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $18,179,000 | 760 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $285,070,000 | 62 |
| Commercial mortgage pass-through securities | $29,251,000 | 133 |
| Other commercial mortgage-backed securities | $255,819,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $724,803,000 | 199 |
| Total debt securities | $724,803,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $751,208,000 | 230 |
| U.S. Government securities | $554,142,000 | 215 |
| U.S. Treasury securities | $48,720,000 | 132 |
| U.S. Government agency obligations | $505,422,000 | 217 |
| Securities issued by states & political subdivisions | $196,891,000 | 149 |
| 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 | $175,000 | 314 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $639,446,000 | 127 |
| Mortgage-backed securities | $453,820,000 | 211 |
| Certificates of participation in pools of residential mortgages | $148,308,000 | 302 |
| Issued or guaranteed by U.S. | $148,308,000 | 301 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,859,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $19,859,000 | 731 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $285,653,000 | 66 |
| Commercial mortgage pass-through securities | $29,456,000 | 122 |
| Other commercial mortgage-backed securities | $256,197,000 | 57 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $751,208,000 | 198 |
| Total debt securities | $751,208,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $733,570,000 | 235 |
| U.S. Government securities | $554,522,000 | 217 |
| U.S. Treasury securities | $48,559,000 | 133 |
| U.S. Government agency obligations | $505,963,000 | 224 |
| Securities issued by states & political subdivisions | $178,873,000 | 164 |
| 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 | $175,000 | 310 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,754,000 | 126 |
| Mortgage-backed securities | $439,451,000 | 216 |
| Certificates of participation in pools of residential mortgages | $174,704,000 | 262 |
| Issued or guaranteed by U.S. | $174,704,000 | 261 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,587,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $21,587,000 | 701 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $243,160,000 | 69 |
| Commercial mortgage pass-through securities | $28,990,000 | 120 |
| Other commercial mortgage-backed securities | $214,170,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $733,570,000 | 201 |
| Total debt securities | $733,571,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $691,499,000 | 241 |
| U.S. Government securities | $518,355,000 | 226 |
| U.S. Treasury securities | $32,970,000 | 192 |
| U.S. Government agency obligations | $485,385,000 | 230 |
| Securities issued by states & political subdivisions | $172,969,000 | 172 |
| 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 | $175,000 | 297 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,718,000 | 126 |
| Mortgage-backed securities | $424,611,000 | 219 |
| Certificates of participation in pools of residential mortgages | $212,683,000 | 211 |
| Issued or guaranteed by U.S. | $212,683,000 | 210 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,267,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $23,267,000 | 670 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $188,661,000 | 74 |
| Commercial mortgage pass-through securities | $23,150,000 | 132 |
| Other commercial mortgage-backed securities | $165,511,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $691,499,000 | 207 |
| Total debt securities | $691,497,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $659,568,000 | 250 |
| U.S. Government securities | $498,174,000 | 234 |
| U.S. Treasury securities | $33,329,000 | 170 |
| U.S. Government agency obligations | $464,845,000 | 239 |
| Securities issued by states & political subdivisions | $161,219,000 | 183 |
| 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 | $175,000 | 300 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $617,225,000 | 129 |
| Mortgage-backed securities | $403,487,000 | 222 |
| Certificates of participation in pools of residential mortgages | $225,140,000 | 209 |
| Issued or guaranteed by U.S. | $225,140,000 | 208 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $25,321,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $25,321,000 | 648 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $153,026,000 | 81 |
| Commercial mortgage pass-through securities | $23,673,000 | 118 |
| Other commercial mortgage-backed securities | $129,353,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $659,568,000 | 213 |
| Total debt securities | $659,569,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $638,846,000 | 255 |
| U.S. Government securities | $482,103,000 | 241 |
| U.S. Treasury securities | $33,239,000 | 168 |
| U.S. Government agency obligations | $448,864,000 | 249 |
| Securities issued by states & political subdivisions | $156,568,000 | 177 |
| 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 | $175,000 | 306 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $589,148,000 | 134 |
| Mortgage-backed securities | $390,764,000 | 228 |
| Certificates of participation in pools of residential mortgages | $238,296,000 | 195 |
| Issued or guaranteed by U.S. | $238,296,000 | 193 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,254,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $27,254,000 | 639 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $125,214,000 | 81 |
| Commercial mortgage pass-through securities | $25,165,000 | 106 |
| Other commercial mortgage-backed securities | $100,049,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $638,846,000 | 218 |
| Total debt securities | $638,846,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $609,267,000 | 263 |
| U.S. Government securities | $478,650,000 | 246 |
| U.S. Treasury securities | $41,201,000 | 141 |
| U.S. Government agency obligations | $437,449,000 | 256 |
| Securities issued by states & political subdivisions | $130,442,000 | 222 |
| 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 | $175,000 | 305 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,790,000 | 138 |
| Mortgage-backed securities | $378,973,000 | 240 |
| Certificates of participation in pools of residential mortgages | $278,637,000 | 171 |
| Issued or guaranteed by U.S. | $278,637,000 | 170 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $29,255,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $29,255,000 | 624 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $71,081,000 | 106 |
| Commercial mortgage pass-through securities | $20,621,000 | 113 |
| Other commercial mortgage-backed securities | $50,460,000 | 92 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $609,267,000 | 228 |
| Total debt securities | $609,267,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $622,698,000 | 257 |
| U.S. Government securities | $505,431,000 | 232 |
| U.S. Treasury securities | $35,973,000 | 152 |
| U.S. Government agency obligations | $469,458,000 | 240 |
| Securities issued by states & political subdivisions | $117,092,000 | 246 |
| 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 | $175,000 | 287 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $603,039,000 | 133 |
| Mortgage-backed securities | $396,764,000 | 233 |
| Certificates of participation in pools of residential mortgages | $312,085,000 | 156 |
| Issued or guaranteed by U.S. | $312,085,000 | 154 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,049,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $31,049,000 | 607 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $53,630,000 | 123 |
| Commercial mortgage pass-through securities | $14,364,000 | 144 |
| Other commercial mortgage-backed securities | $39,266,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $622,698,000 | 221 |
| Total debt securities | $622,698,000 | 250 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 643 |
| Fair value | $4,908,000 | 646 |
| 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 | $628,344,000 | 248 |
| U.S. Government securities | $529,995,000 | 221 |
| U.S. Treasury securities | $35,379,000 | 150 |
| U.S. Government agency obligations | $494,616,000 | 231 |
| Securities issued by states & political subdivisions | $98,174,000 | 307 |
| 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 | $175,000 | 279 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $574,161,000 | 132 |
| Mortgage-backed securities | $416,681,000 | 224 |
| Certificates of participation in pools of residential mortgages | $366,546,000 | 138 |
| Issued or guaranteed by U.S. | $366,546,000 | 135 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $32,481,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $32,481,000 | 605 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $17,654,000 | 233 |
| Commercial mortgage pass-through securities | $14,070,000 | 149 |
| Other commercial mortgage-backed securities | $3,584,000 | 312 |
| Held to maturity securities (book value) | $287,551,000 | 116 |
| Available-for-sale securities (fair market value) | $340,793,000 | 381 |
| Total debt securities | $628,344,000 | 242 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 711 |
| Fair value | $4,845,000 | 717 |
| 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 | $621,992,000 | 250 |
| U.S. Government securities | $539,070,000 | 217 |
| U.S. Treasury securities | $40,465,000 | 124 |
| U.S. Government agency obligations | $498,605,000 | 226 |
| Securities issued by states & political subdivisions | $82,747,000 | 374 |
| 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 | $175,000 | 282 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,499,000 | 134 |
| Mortgage-backed securities | $435,153,000 | 216 |
| Certificates of participation in pools of residential mortgages | $385,770,000 | 135 |
| Issued or guaranteed by U.S. | $385,770,000 | 132 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $35,296,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $35,296,000 | 577 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $14,087,000 | 252 |
| Commercial mortgage pass-through securities | $14,087,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $271,423,000 | 124 |
| Available-for-sale securities (fair market value) | $350,569,000 | 369 |
| Total debt securities | $621,992,000 | 243 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 740 |
| Fair value | $4,880,000 | 737 |
| 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 | $630,316,000 | 248 |
| U.S. Government securities | $560,476,000 | 205 |
| U.S. Treasury securities | $40,432,000 | 114 |
| U.S. Government agency obligations | $520,044,000 | 216 |
| Securities issued by states & political subdivisions | $69,665,000 | 476 |
| 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 | $175,000 | 281 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $580,163,000 | 139 |
| Mortgage-backed securities | $456,766,000 | 206 |
| Certificates of participation in pools of residential mortgages | $415,489,000 | 124 |
| Issued or guaranteed by U.S. | $415,489,000 | 122 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $37,839,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $37,839,000 | 555 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,438,000 | 505 |
| Commercial mortgage pass-through securities | $3,438,000 | 318 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $253,079,000 | 129 |
| Available-for-sale securities (fair market value) | $377,237,000 | 356 |
| Total debt securities | $630,315,000 | 241 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 755 |
| Fair value | $4,781,000 | 749 |
| 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 | $618,478,000 | 249 |
| U.S. Government securities | $562,437,000 | 204 |
| U.S. Treasury securities | $25,031,000 | 160 |
| U.S. Government agency obligations | $537,406,000 | 206 |
| Securities issued by states & political subdivisions | $55,866,000 | 656 |
| 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 | $175,000 | 285 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,339,000 | 137 |
| Mortgage-backed securities | $449,736,000 | 206 |
| Certificates of participation in pools of residential mortgages | $407,402,000 | 126 |
| Issued or guaranteed by U.S. | $407,402,000 | 124 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $40,718,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $40,718,000 | 523 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,616,000 | 626 |
| Commercial mortgage pass-through securities | $1,616,000 | 394 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $243,833,000 | 131 |
| Available-for-sale securities (fair market value) | $374,645,000 | 359 |
| Total debt securities | $618,478,000 | 244 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 745 |
| Fair value | $4,657,000 | 744 |
| 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 | $653,374,000 | 241 |
| U.S. Government securities | $597,819,000 | 187 |
| U.S. Treasury securities | $25,035,000 | 156 |
| U.S. Government agency obligations | $572,784,000 | 193 |
| Securities issued by states & political subdivisions | $55,405,000 | 665 |
| 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 | $150,000 | 301 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $517,200,000 | 141 |
| Mortgage-backed securities | $498,838,000 | 187 |
| Certificates of participation in pools of residential mortgages | $452,944,000 | 112 |
| Issued or guaranteed by U.S. | $452,944,000 | 110 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $44,273,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $44,273,000 | 497 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,621,000 | 610 |
| Commercial mortgage pass-through securities | $1,621,000 | 376 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $249,965,000 | 123 |
| Available-for-sale securities (fair market value) | $403,409,000 | 336 |
| Total debt securities | $653,374,000 | 235 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 737 |
| Fair value | $4,707,000 | 734 |
| 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 | $669,566,000 | 233 |
| U.S. Government securities | $614,897,000 | 183 |
| U.S. Treasury securities | $25,029,000 | 150 |
| U.S. Government agency obligations | $589,868,000 | 183 |
| Securities issued by states & political subdivisions | $54,519,000 | 665 |
| 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 | $150,000 | 289 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,197,000 | 154 |
| Mortgage-backed securities | $515,103,000 | 186 |
| Certificates of participation in pools of residential mortgages | $465,322,000 | 111 |
| Issued or guaranteed by U.S. | $465,322,000 | 109 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $49,781,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $49,781,000 | 467 |
| 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) | $261,495,000 | 104 |
| Available-for-sale securities (fair market value) | $408,071,000 | 329 |
| Total debt securities | $669,566,000 | 227 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 739 |
| Fair value | $4,766,000 | 741 |
| 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 | $627,758,000 | 246 |
| U.S. Government securities | $583,231,000 | 198 |
| U.S. Treasury securities | $25,029,000 | 155 |
| U.S. Government agency obligations | $558,202,000 | 203 |
| Securities issued by states & political subdivisions | $44,377,000 | 833 |
| 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 | $150,000 | 293 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,501,000 | 156 |
| Mortgage-backed securities | $497,071,000 | 198 |
| Certificates of participation in pools of residential mortgages | $440,450,000 | 121 |
| Issued or guaranteed by U.S. | $440,450,000 | 119 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $56,621,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $56,621,000 | 441 |
| 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) | $270,230,000 | 91 |
| Available-for-sale securities (fair market value) | $357,528,000 | 379 |
| Total debt securities | $627,759,000 | 239 |
| Structured notes | ||
| Amortized cost | $4,991,000 | 732 |
| Fair value | $4,987,000 | 722 |
| 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 | $585,971,000 | 255 |
| U.S. Government securities | $545,557,000 | 211 |
| U.S. Treasury securities | $25,023,000 | 153 |
| U.S. Government agency obligations | $520,534,000 | 217 |
| Securities issued by states & political subdivisions | $40,264,000 | 900 |
| 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 | $150,000 | 287 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,954,000 | 154 |
| Mortgage-backed securities | $483,341,000 | 195 |
| Certificates of participation in pools of residential mortgages | $420,540,000 | 124 |
| Issued or guaranteed by U.S. | $420,540,000 | 122 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $62,801,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $62,801,000 | 406 |
| 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) | $260,043,000 | 94 |
| Available-for-sale securities (fair market value) | $325,928,000 | 418 |
| Total debt securities | $585,971,000 | 250 |
| Structured notes | ||
| Amortized cost | $4,990,000 | 767 |
| Fair value | $5,021,000 | 730 |
| 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 | $559,684,000 | 276 |
| U.S. Government securities | $526,220,000 | 223 |
| U.S. Treasury securities | $25,023,000 | 138 |
| U.S. Government agency obligations | $501,197,000 | 228 |
| Securities issued by states & political subdivisions | $33,189,000 | 1,080 |
| 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 | $275,000 | 250 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,146,000 | 187 |
| Mortgage-backed securities | $463,471,000 | 211 |
| Certificates of participation in pools of residential mortgages | $390,103,000 | 141 |
| Issued or guaranteed by U.S. | $390,103,000 | 139 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $73,368,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $73,368,000 | 384 |
| 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) | $265,568,000 | 93 |
| Available-for-sale securities (fair market value) | $294,116,000 | 469 |
| Total debt securities | $559,684,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $514,108,000 | 308 |
| U.S. Government securities | $489,075,000 | 235 |
| U.S. Treasury securities | $15,050,000 | 202 |
| U.S. Government agency obligations | $474,025,000 | 241 |
| Securities issued by states & political subdivisions | $24,758,000 | 1,395 |
| 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 | $275,000 | 245 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,076,000 | 196 |
| Mortgage-backed securities | $436,171,000 | 222 |
| Certificates of participation in pools of residential mortgages | $351,966,000 | 151 |
| Issued or guaranteed by U.S. | $351,966,000 | 150 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,205,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $84,205,000 | 354 |
| 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) | $278,889,000 | 90 |
| Available-for-sale securities (fair market value) | $235,219,000 | 598 |
| Total debt securities | $514,108,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $505,299,000 | 317 |
| U.S. Government securities | $482,676,000 | 249 |
| U.S. Treasury securities | $15,053,000 | 207 |
| U.S. Government agency obligations | $467,623,000 | 252 |
| Securities issued by states & political subdivisions | $22,348,000 | 1,480 |
| 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 | $275,000 | 179 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,699,000 | 187 |
| Mortgage-backed securities | $429,647,000 | 231 |
| Certificates of participation in pools of residential mortgages | $345,650,000 | 156 |
| Issued or guaranteed by U.S. | $345,650,000 | 155 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $83,997,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $83,997,000 | 376 |
| 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) | $296,711,000 | 85 |
| Available-for-sale securities (fair market value) | $208,588,000 | 671 |
| Total debt securities | $505,299,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $458,951,000 | 338 |
| U.S. Government securities | $439,425,000 | 263 |
| U.S. Treasury securities | $15,056,000 | 199 |
| U.S. Government agency obligations | $424,369,000 | 268 |
| Securities issued by states & political subdivisions | $19,251,000 | 1,663 |
| 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 | $275,000 | 129 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,481,000 | 167 |
| Mortgage-backed securities | $394,015,000 | 242 |
| Certificates of participation in pools of residential mortgages | $300,482,000 | 172 |
| Issued or guaranteed by U.S. | $300,482,000 | 172 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $93,533,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $93,533,000 | 328 |
| 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) | $314,933,000 | 82 |
| Available-for-sale securities (fair market value) | $144,018,000 | 919 |
| Total debt securities | $458,951,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $572,792,000 | 261 |
| U.S. Government securities | $553,757,000 | 202 |
| U.S. Treasury securities | $15,060,000 | 212 |
| U.S. Government agency obligations | $538,697,000 | 201 |
| Securities issued by states & political subdivisions | $18,760,000 | 1,629 |
| 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 | $275,000 | 127 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $388,164,000 | 168 |
| Mortgage-backed securities | $538,166,000 | 171 |
| Certificates of participation in pools of residential mortgages | $453,808,000 | 123 |
| Issued or guaranteed by U.S. | $453,808,000 | 122 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $84,358,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $84,358,000 | 354 |
| 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) | $338,772,000 | 78 |
| Available-for-sale securities (fair market value) | $234,020,000 | 560 |
| Total debt securities | $572,792,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $717,171,000 | 217 |
| U.S. Government securities | $697,533,000 | 168 |
| U.S. Treasury securities | $24,963,000 | 169 |
| U.S. Government agency obligations | $672,570,000 | 170 |
| Securities issued by states & political subdivisions | $19,363,000 | 1,546 |
| 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 | $275,000 | 121 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,798,000 | 162 |
| Mortgage-backed securities | $672,037,000 | 141 |
| Certificates of participation in pools of residential mortgages | $498,325,000 | 111 |
| Issued or guaranteed by U.S. | $498,325,000 | 110 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $173,712,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $173,712,000 | 197 |
| 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) | $288,388,000 | 86 |
| Available-for-sale securities (fair market value) | $428,783,000 | 303 |
| Total debt securities | $717,171,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $641,851,000 | 234 |
| U.S. Government securities | $622,751,000 | 188 |
| U.S. Treasury securities | $24,603,000 | 186 |
| U.S. Government agency obligations | $598,148,000 | 187 |
| Securities issued by states & political subdivisions | $18,825,000 | 1,538 |
| 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 | $275,000 | 116 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,900,000 | 177 |
| Mortgage-backed securities | $597,615,000 | 152 |
| Certificates of participation in pools of residential mortgages | $416,267,000 | 122 |
| Issued or guaranteed by U.S. | $416,267,000 | 121 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $181,348,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $181,348,000 | 183 |
| 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) | $285,545,000 | 86 |
| Available-for-sale securities (fair market value) | $356,306,000 | 362 |
| Total debt securities | $641,851,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $652,807,000 | 224 |
| U.S. Government securities | $624,103,000 | 178 |
| U.S. Treasury securities | $24,552,000 | 193 |
| U.S. Government agency obligations | $599,551,000 | 181 |
| Securities issued by states & political subdivisions | $16,525,000 | 1,695 |
| Other domestic debt securities | $11,904,000 | 674 |
| Privately issued residential mortgage-backed securities | $11,904,000 | 346 |
| 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 | $275,000 | 109 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,948,000 | 172 |
| Mortgage-backed securities | $610,919,000 | 145 |
| Certificates of participation in pools of residential mortgages | $307,697,000 | 151 |
| Issued or guaranteed by U.S. | $307,697,000 | 150 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $303,222,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $291,318,000 | 120 |
| Privately issued | $11,904,000 | 332 |
| 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) | $265,699,000 | 84 |
| Available-for-sale securities (fair market value) | $387,108,000 | 323 |
| Total debt securities | $652,807,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $570,107,000 | 244 |
| U.S. Government securities | $541,936,000 | 194 |
| U.S. Treasury securities | $24,990,000 | 178 |
| U.S. Government agency obligations | $516,946,000 | 197 |
| Securities issued by states & political subdivisions | $15,618,000 | 1,716 |
| Other domestic debt securities | $12,278,000 | 663 |
| Privately issued residential mortgage-backed securities | $12,278,000 | 357 |
| 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 | $275,000 | 106 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,240,000 | 178 |
| Mortgage-backed securities | $528,683,000 | 160 |
| Certificates of participation in pools of residential mortgages | $262,052,000 | 167 |
| Issued or guaranteed by U.S. | $262,052,000 | 166 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $266,631,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $254,353,000 | 121 |
| Privately issued | $12,278,000 | 341 |
| 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) | $290,328,000 | 73 |
| Available-for-sale securities (fair market value) | $279,779,000 | 420 |
| Total debt securities | $570,107,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $548,008,000 | 248 |
| U.S. Government securities | $517,052,000 | 200 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $517,052,000 | 194 |
| Securities issued by states & political subdivisions | $15,630,000 | 1,635 |
| Other domestic debt securities | $15,051,000 | 593 |
| Privately issued residential mortgage-backed securities | $15,051,000 | 340 |
| 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 | $275,000 | 104 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,708,000 | 188 |
| Mortgage-backed securities | $531,567,000 | 156 |
| Certificates of participation in pools of residential mortgages | $304,981,000 | 146 |
| Issued or guaranteed by U.S. | $304,981,000 | 145 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $226,586,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $211,535,000 | 137 |
| Privately issued | $15,051,000 | 327 |
| 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) | $221,372,000 | 98 |
| Available-for-sale securities (fair market value) | $326,636,000 | 351 |
| Total debt securities | $548,008,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $366,113,000 | 361 |
| U.S. Government securities | $318,100,000 | 301 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $318,100,000 | 290 |
| Securities issued by states & political subdivisions | $15,476,000 | 1,626 |
| Other domestic debt securities | $32,262,000 | 373 |
| Privately issued residential mortgage-backed securities | $32,262,000 | 217 |
| 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 | $275,000 | 107 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,547,000 | 197 |
| Mortgage-backed securities | $327,587,000 | 237 |
| Certificates of participation in pools of residential mortgages | $223,569,000 | 198 |
| Issued or guaranteed by U.S. | $223,569,000 | 196 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $104,018,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $71,756,000 | 329 |
| Privately issued | $32,262,000 | 210 |
| 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) | $112,728,000 | 167 |
| Available-for-sale securities (fair market value) | $253,385,000 | 453 |
| Total debt securities | $366,113,000 | 356 |
| Structured notes | ||
| Amortized cost | $22,113,000 | 236 |
| Fair value | $22,242,000 | 233 |
| 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 | $408,573,000 | 325 |
| U.S. Government securities | $358,405,000 | 265 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $358,405,000 | 256 |
| Securities issued by states & political subdivisions | $15,904,000 | 1,582 |
| Other domestic debt securities | $33,989,000 | 380 |
| Privately issued residential mortgage-backed securities | $33,989,000 | 221 |
| 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 | $275,000 | 104 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,397,000 | 207 |
| Mortgage-backed securities | $369,840,000 | 216 |
| Certificates of participation in pools of residential mortgages | $252,909,000 | 176 |
| Issued or guaranteed by U.S. | $252,909,000 | 175 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $116,931,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $82,942,000 | 279 |
| Privately issued | $33,989,000 | 215 |
| 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) | $112,820,000 | 169 |
| Available-for-sale securities (fair market value) | $295,753,000 | 385 |
| Total debt securities | $408,573,000 | 318 |
| Structured notes | ||
| Amortized cost | $22,111,000 | 157 |
| Fair value | $22,023,000 | 155 |
| 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 | $297,877,000 | 442 |
| U.S. Government securities | $248,483,000 | 362 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $248,483,000 | 349 |
| Securities issued by states & political subdivisions | $13,414,000 | 1,829 |
| Other domestic debt securities | $35,955,000 | 391 |
| Privately issued residential mortgage-backed securities | $35,955,000 | 226 |
| 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 | $25,000 | 163 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,737,000 | 227 |
| Mortgage-backed securities | $239,679,000 | 315 |
| Certificates of participation in pools of residential mortgages | $120,670,000 | 380 |
| Issued or guaranteed by U.S. | $120,670,000 | 376 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $119,009,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $83,054,000 | 268 |
| Privately issued | $35,955,000 | 218 |
| 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) | $88,376,000 | 225 |
| Available-for-sale securities (fair market value) | $209,501,000 | 531 |
| Total debt securities | $297,877,000 | 429 |
| Structured notes | ||
| Amortized cost | $28,534,000 | 65 |
| Fair value | $28,659,000 | 63 |
| 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 | $468,871,000 | 287 |
| U.S. Government securities | $416,643,000 | 223 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $416,643,000 | 215 |
| Securities issued by states & political subdivisions | $14,065,000 | 1,703 |
| Other domestic debt securities | $38,113,000 | 389 |
| Privately issued residential mortgage-backed securities | $38,113,000 | 227 |
| 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 | $50,000 | 156 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,946,000 | 197 |
| Mortgage-backed securities | $283,843,000 | 275 |
| Certificates of participation in pools of residential mortgages | $162,550,000 | 293 |
| Issued or guaranteed by U.S. | $162,550,000 | 290 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $121,293,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $83,180,000 | 250 |
| Privately issued | $38,113,000 | 216 |
| 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) | $88,199,000 | 225 |
| Available-for-sale securities (fair market value) | $380,672,000 | 306 |
| Total debt securities | $468,871,000 | 273 |
| Structured notes | ||
| Amortized cost | $4,710,000 | 375 |
| Fair value | $4,667,000 | 374 |
| 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 | $366,780,000 | 366 |
| U.S. Government securities | $310,919,000 | 302 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $310,919,000 | 295 |
| Securities issued by states & political subdivisions | $14,185,000 | 1,619 |
| Other domestic debt securities | $41,626,000 | 353 |
| Privately issued residential mortgage-backed securities | $41,626,000 | 234 |
| 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 | $50,000 | 151 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,648,000 | 209 |
| Mortgage-backed securities | $156,177,000 | 471 |
| Certificates of participation in pools of residential mortgages | $86,679,000 | 518 |
| Issued or guaranteed by U.S. | $86,679,000 | 511 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,498,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $27,872,000 | 538 |
| Privately issued | $41,626,000 | 221 |
| 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) | $93,973,000 | 209 |
| Available-for-sale securities (fair market value) | $272,807,000 | 408 |
| Total debt securities | $366,780,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $459,975,000 | 283 |
| U.S. Government securities | $401,235,000 | 238 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $401,235,000 | 232 |
| Securities issued by states & political subdivisions | $14,669,000 | 1,547 |
| Other domestic debt securities | $44,021,000 | 330 |
| Privately issued residential mortgage-backed securities | $44,021,000 | 219 |
| 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 | $50,000 | 147 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,487,000 | 172 |
| Mortgage-backed securities | $215,006,000 | 348 |
| Certificates of participation in pools of residential mortgages | $51,122,000 | 816 |
| Issued or guaranteed by U.S. | $51,122,000 | 807 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $163,884,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $119,863,000 | 187 |
| Privately issued | $44,021,000 | 208 |
| 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) | $97,307,000 | 202 |
| Available-for-sale securities (fair market value) | $362,668,000 | 313 |
| Total debt securities | $459,975,000 | 278 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 39 |
| Fair value | $30,429,000 | 36 |
| 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 | $416,863,000 | 306 |
| U.S. Government securities | $355,504,000 | 258 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $355,504,000 | 253 |
| Securities issued by states & political subdivisions | $14,690,000 | 1,502 |
| Other domestic debt securities | $46,619,000 | 324 |
| Privately issued residential mortgage-backed securities | $46,619,000 | 220 |
| 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 | $50,000 | 158 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,600,000 | 191 |
| Mortgage-backed securities | $343,723,000 | 237 |
| Certificates of participation in pools of residential mortgages | $184,138,000 | 254 |
| Issued or guaranteed by U.S. | $184,138,000 | 248 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $159,585,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $112,966,000 | 183 |
| Privately issued | $46,619,000 | 210 |
| 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) | $100,172,000 | 196 |
| Available-for-sale securities (fair market value) | $316,691,000 | 335 |
| Total debt securities | $416,863,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $428,763,000 | 304 |
| U.S. Government securities | $365,851,000 | 246 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $365,851,000 | 243 |
| Securities issued by states & political subdivisions | $14,731,000 | 1,506 |
| Other domestic debt securities | $48,131,000 | 331 |
| Privately issued residential mortgage-backed securities | $48,131,000 | 222 |
| 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 | $50,000 | 163 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,267,000 | 200 |
| Mortgage-backed securities | $293,276,000 | 261 |
| Certificates of participation in pools of residential mortgages | $135,119,000 | 341 |
| Issued or guaranteed by U.S. | $135,119,000 | 336 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $158,157,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $110,026,000 | 189 |
| Privately issued | $48,131,000 | 209 |
| 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) | $101,988,000 | 187 |
| Available-for-sale securities (fair market value) | $326,775,000 | 335 |
| Total debt securities | $428,763,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $482,247,000 | 274 |
| U.S. Government securities | $415,655,000 | 222 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $415,655,000 | 219 |
| Securities issued by states & political subdivisions | $14,791,000 | 1,515 |
| Other domestic debt securities | $51,726,000 | 313 |
| Privately issued residential mortgage-backed securities | $51,726,000 | 206 |
| 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 | $75,000 | 171 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,501,000 | 149 |
| Mortgage-backed securities | $346,675,000 | 236 |
| Certificates of participation in pools of residential mortgages | $176,984,000 | 254 |
| Issued or guaranteed by U.S. | $176,984,000 | 247 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $169,691,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $117,965,000 | 180 |
| Privately issued | $51,726,000 | 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) | $106,065,000 | 168 |
| Available-for-sale securities (fair market value) | $376,182,000 | 304 |
| Total debt securities | $482,247,000 | 267 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $379,850,000 | 348 |
| U.S. Government securities | $310,086,000 | 291 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $310,086,000 | 284 |
| Securities issued by states & political subdivisions | $15,277,000 | 1,451 |
| Other domestic debt securities | $54,362,000 | 297 |
| Privately issued residential mortgage-backed securities | $54,362,000 | 190 |
| 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 | $125,000 | 160 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,117,000 | 187 |
| Mortgage-backed securities | $323,601,000 | 234 |
| Certificates of participation in pools of residential mortgages | $155,648,000 | 261 |
| Issued or guaranteed by U.S. | $155,648,000 | 255 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $167,953,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $113,591,000 | 178 |
| Privately issued | $54,362,000 | 178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,504,000 | 172 |
| Available-for-sale securities (fair market value) | $270,346,000 | 398 |
| Total debt securities | $379,850,000 | 337 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $379,946,000 | 354 |
| U.S. Government securities | $308,237,000 | 301 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $308,237,000 | 293 |
| Securities issued by states & political subdivisions | $15,336,000 | 1,400 |
| Other domestic debt securities | $56,248,000 | 284 |
| Privately issued residential mortgage-backed securities | $56,248,000 | 183 |
| 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 | $125,000 | 162 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,117,000 | 187 |
| Mortgage-backed securities | $363,510,000 | 205 |
| Certificates of participation in pools of residential mortgages | $194,622,000 | 204 |
| Issued or guaranteed by U.S. | $194,622,000 | 198 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $168,888,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $112,640,000 | 173 |
| Privately issued | $56,248,000 | 171 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,721,000 | 172 |
| Available-for-sale securities (fair market value) | $268,225,000 | 393 |
| Total debt securities | $379,946,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $417,167,000 | 320 |
| U.S. Government securities | $341,610,000 | 280 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $341,610,000 | 270 |
| Securities issued by states & political subdivisions | $15,393,000 | 1,367 |
| Other domestic debt securities | $60,039,000 | 265 |
| Privately issued residential mortgage-backed securities | $60,039,000 | 174 |
| 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 | $125,000 | 164 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,004,000 | 170 |
| Mortgage-backed securities | $385,228,000 | 195 |
| Certificates of participation in pools of residential mortgages | $214,760,000 | 196 |
| Issued or guaranteed by U.S. | $214,760,000 | 192 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $170,468,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $110,429,000 | 180 |
| Privately issued | $60,039,000 | 162 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,220,000 | 174 |
| Available-for-sale securities (fair market value) | $300,947,000 | 353 |
| Total debt securities | $417,167,000 | 312 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $511,214,000 | 271 |
| U.S. Government securities | $429,752,000 | 230 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $429,752,000 | 222 |
| Securities issued by states & political subdivisions | $15,183,000 | 1,368 |
| Other domestic debt securities | $66,179,000 | 253 |
| Privately issued residential mortgage-backed securities | $66,179,000 | 167 |
| 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 | $100,000 | 172 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,142,000 | 147 |
| Mortgage-backed securities | $369,818,000 | 198 |
| Certificates of participation in pools of residential mortgages | $187,313,000 | 223 |
| Issued or guaranteed by U.S. | $187,313,000 | 213 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $182,505,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $116,326,000 | 173 |
| Privately issued | $66,179,000 | 154 |
| 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) | $123,186,000 | 165 |
| Available-for-sale securities (fair market value) | $388,028,000 | 293 |
| Total debt securities | $511,214,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $545,305,000 | 254 |
| U.S. Government securities | $463,747,000 | 226 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $463,747,000 | 218 |
| Securities issued by states & political subdivisions | $9,845,000 | 2,032 |
| Other domestic debt securities | $71,613,000 | 238 |
| Privately issued residential mortgage-backed securities | $71,613,000 | 152 |
| 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 | $100,000 | 175 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,494,000 | 171 |
| Mortgage-backed securities | $386,527,000 | 191 |
| Certificates of participation in pools of residential mortgages | $198,077,000 | 215 |
| Issued or guaranteed by U.S. | $198,077,000 | 206 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $188,450,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $116,837,000 | 178 |
| Privately issued | $71,613,000 | 139 |
| 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) | $123,774,000 | 170 |
| Available-for-sale securities (fair market value) | $421,531,000 | 265 |
| Total debt securities | $545,305,000 | 246 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $514,926,000 | 269 |
| U.S. Government securities | $427,282,000 | 240 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $427,282,000 | 233 |
| Securities issued by states & political subdivisions | $9,847,000 | 2,033 |
| Other domestic debt securities | $77,697,000 | 234 |
| Privately issued residential mortgage-backed securities | $77,697,000 | 145 |
| 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 | $100,000 | 175 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,295,000 | 149 |
| Mortgage-backed securities | $440,050,000 | 183 |
| Certificates of participation in pools of residential mortgages | $245,473,000 | 193 |
| Issued or guaranteed by U.S. | $245,473,000 | 186 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $194,577,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $116,880,000 | 182 |
| Privately issued | $77,697,000 | 132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $130,377,000 | 166 |
| Available-for-sale securities (fair market value) | $384,549,000 | 291 |
| Total debt securities | $514,926,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $372,361,000 | 370 |
| U.S. Government securities | $311,585,000 | 324 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $311,585,000 | 312 |
| Securities issued by states & political subdivisions | $9,838,000 | 1,991 |
| Other domestic debt securities | $50,838,000 | 285 |
| Privately issued residential mortgage-backed securities | $50,838,000 | 176 |
| 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 | $100,000 | 180 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,447,000 | 189 |
| Mortgage-backed securities | $351,056,000 | 223 |
| Certificates of participation in pools of residential mortgages | $183,725,000 | 249 |
| Issued or guaranteed by U.S. | $183,725,000 | 242 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $167,331,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $116,493,000 | 179 |
| Privately issued | $50,838,000 | 166 |
| 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) | $103,971,000 | 204 |
| Available-for-sale securities (fair market value) | $268,390,000 | 414 |
| Total debt securities | $372,361,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $368,688,000 | 379 |
| U.S. Government securities | $305,096,000 | 341 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $305,096,000 | 327 |
| Securities issued by states & political subdivisions | $9,016,000 | 2,141 |
| Other domestic debt securities | $54,476,000 | 276 |
| Privately issued residential mortgage-backed securities | $54,476,000 | 170 |
| 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 | $100,000 | 186 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,523,000 | 217 |
| Mortgage-backed securities | $348,311,000 | 229 |
| Certificates of participation in pools of residential mortgages | $172,129,000 | 265 |
| Issued or guaranteed by U.S. | $172,129,000 | 258 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $176,182,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $121,706,000 | 179 |
| Privately issued | $54,476,000 | 160 |
| 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) | $107,442,000 | 203 |
| Available-for-sale securities (fair market value) | $261,246,000 | 434 |
| Total debt securities | $368,688,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $350,242,000 | 406 |
| U.S. Government securities | $282,886,000 | 373 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $282,886,000 | 357 |
| Securities issued by states & political subdivisions | $9,032,000 | 2,115 |
| Other domestic debt securities | $58,224,000 | 272 |
| Privately issued residential mortgage-backed securities | $58,224,000 | 165 |
| 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 | $100,000 | 182 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,641,000 | 217 |
| Mortgage-backed securities | $329,715,000 | 251 |
| Certificates of participation in pools of residential mortgages | $145,765,000 | 313 |
| Issued or guaranteed by U.S. | $145,765,000 | 307 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $183,950,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $125,726,000 | 178 |
| Privately issued | $58,224,000 | 155 |
| 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) | $112,041,000 | 192 |
| Available-for-sale securities (fair market value) | $238,201,000 | 474 |
| Total debt securities | $350,242,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $374,432,000 | 378 |
| U.S. Government securities | $301,459,000 | 348 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $301,459,000 | 335 |
| Securities issued by states & political subdivisions | $9,034,000 | 2,092 |
| Other domestic debt securities | $63,839,000 | 254 |
| Privately issued residential mortgage-backed securities | $63,839,000 | 158 |
| 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 | $100,000 | 187 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,018,000 | 203 |
| Mortgage-backed securities | $254,075,000 | 289 |
| Certificates of participation in pools of residential mortgages | $58,706,000 | 625 |
| Issued or guaranteed by U.S. | $58,706,000 | 617 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $195,369,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $131,530,000 | 178 |
| Privately issued | $63,839,000 | 146 |
| 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) | $119,088,000 | 185 |
| Available-for-sale securities (fair market value) | $255,344,000 | 444 |
| Total debt securities | $374,432,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $262,203,000 | 519 |
| U.S. Government securities | $212,911,000 | 485 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $212,911,000 | 461 |
| Securities issued by states & political subdivisions | $9,058,000 | 2,074 |
| Other domestic debt securities | $40,134,000 | 336 |
| Privately issued residential mortgage-backed securities | $40,134,000 | 199 |
| 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 | $100,000 | 190 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,939,000 | 266 |
| Mortgage-backed securities | $251,570,000 | 295 |
| Certificates of participation in pools of residential mortgages | $48,688,000 | 726 |
| Issued or guaranteed by U.S. | $48,688,000 | 719 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $202,882,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $162,748,000 | 165 |
| Privately issued | $40,134,000 | 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) | $102,148,000 | 231 |
| Available-for-sale securities (fair market value) | $160,055,000 | 657 |
| Total debt securities | $262,203,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $288,892,000 | 479 |
| U.S. Government securities | $234,900,000 | 447 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $234,900,000 | 427 |
| Securities issued by states & political subdivisions | $8,320,000 | 2,212 |
| Other domestic debt securities | $45,572,000 | 320 |
| Privately issued residential mortgage-backed securities | $45,572,000 | 187 |
| 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 | $100,000 | 195 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,116,000 | 246 |
| Mortgage-backed securities | $279,012,000 | 281 |
| Certificates of participation in pools of residential mortgages | $53,475,000 | 690 |
| Issued or guaranteed by U.S. | $53,475,000 | 686 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $225,537,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $179,965,000 | 150 |
| Privately issued | $45,572,000 | 175 |
| 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) | $114,479,000 | 198 |
| Available-for-sale securities (fair market value) | $174,413,000 | 622 |
| Total debt securities | $288,892,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $342,861,000 | 414 |
| U.S. Government securities | $302,107,000 | 358 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $302,107,000 | 341 |
| Securities issued by states & political subdivisions | $6,387,000 | 2,666 |
| Other domestic debt securities | $34,267,000 | 387 |
| Privately issued residential mortgage-backed securities | $34,267,000 | 209 |
| 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 | $100,000 | 195 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,031,000 | 264 |
| Mortgage-backed securities | $245,078,000 | 322 |
| Certificates of participation in pools of residential mortgages | $32,247,000 | 1,057 |
| Issued or guaranteed by U.S. | $32,247,000 | 1,050 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $212,831,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $178,564,000 | 158 |
| Privately issued | $34,267,000 | 195 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,613,000 | 218 |
| Available-for-sale securities (fair market value) | $236,248,000 | 488 |
| Total debt securities | $342,860,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $309,696,000 | 462 |
| U.S. Government securities | $301,611,000 | 362 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $301,611,000 | 345 |
| Securities issued by states & political subdivisions | $6,037,000 | 2,753 |
| Other domestic debt securities | $1,948,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,506 |
| Foreign debt securities | $100,000 | 198 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,049,000 | 308 |
| Mortgage-backed securities | $240,693,000 | 327 |
| Certificates of participation in pools of residential mortgages | $44,489,000 | 822 |
| Issued or guaranteed by U.S. | $44,489,000 | 816 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $196,204,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $196,204,000 | 142 |
| 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) | $83,030,000 | 276 |
| Available-for-sale securities (fair market value) | $226,666,000 | 501 |
| Total debt securities | $309,696,000 | 445 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $330,748,000 | 444 |
| U.S. Government securities | $321,715,000 | 351 |
| U.S. Treasury securities | $499,000 | 1,722 |
| U.S. Government agency obligations | $321,216,000 | 332 |
| Securities issued by states & political subdivisions | $6,590,000 | 2,613 |
| Other domestic debt securities | $2,343,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $1,348,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $995,000 | 2,112 |
| Foreign debt securities | $100,000 | 197 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,001,000 | 293 |
| Mortgage-backed securities | $322,131,000 | 268 |
| Certificates of participation in pools of residential mortgages | $111,673,000 | 417 |
| Issued or guaranteed by U.S. | $111,673,000 | 416 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $210,458,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $209,110,000 | 137 |
| Privately issued | $1,348,000 | 613 |
| 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) | $90,763,000 | 250 |
| Available-for-sale securities (fair market value) | $239,985,000 | 484 |
| Total debt securities | $330,748,000 | 431 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $347,205,000 | 411 |
| U.S. Government securities | $336,131,000 | 335 |
| U.S. Treasury securities | $502,000 | 1,704 |
| U.S. Government agency obligations | $335,629,000 | 315 |
| Securities issued by states & political subdivisions | $5,163,000 | 3,029 |
| Other domestic debt securities | $5,861,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $4,867,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $994,000 | 2,203 |
| Foreign debt securities | $50,000 | 225 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,994,000 | 276 |
| Mortgage-backed securities | $256,419,000 | 320 |
| Certificates of participation in pools of residential mortgages | $3,941,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,941,000 | 3,773 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $252,478,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $247,611,000 | 119 |
| Privately issued | $4,867,000 | 427 |
| 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) | $76,321,000 | 289 |
| Available-for-sale securities (fair market value) | $270,884,000 | 469 |
| Total debt securities | $347,205,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $284,755,000 | 514 |
| U.S. Government securities | $272,239,000 | 422 |
| U.S. Treasury securities | $504,000 | 1,768 |
| U.S. Government agency obligations | $271,735,000 | 412 |
| Securities issued by states & political subdivisions | $5,164,000 | 3,050 |
| Other domestic debt securities | $7,352,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $6,308,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 2,217 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,880,000 | 318 |
| Mortgage-backed securities | $260,573,000 | 318 |
| Certificates of participation in pools of residential mortgages | $12,270,000 | 2,165 |
| Issued or guaranteed by U.S. | $12,270,000 | 2,149 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $248,303,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $241,995,000 | 133 |
| Privately issued | $6,308,000 | 288 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,118,000 | 337 |
| Available-for-sale securities (fair market value) | $219,637,000 | 547 |
| Total debt securities | $284,755,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $240,436,000 | 586 |
| U.S. Government securities | $226,911,000 | 494 |
| U.S. Treasury securities | $505,000 | 1,832 |
| U.S. Government agency obligations | $226,406,000 | 480 |
| Securities issued by states & political subdivisions | $4,828,000 | 3,136 |
| Other domestic debt securities | $8,697,000 | 960 |
| Privately issued residential mortgage-backed securities | $7,653,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 2,343 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,861,000 | 380 |
| Mortgage-backed securities | $226,929,000 | 355 |
| Certificates of participation in pools of residential mortgages | $38,653,000 | 964 |
| Issued or guaranteed by U.S. | $38,653,000 | 957 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $188,276,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $180,623,000 | 173 |
| Privately issued | $7,653,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,798,000 | 348 |
| Available-for-sale securities (fair market value) | $179,638,000 | 641 |
| Total debt securities | $240,436,000 | 568 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $253,348,000 | 554 |
| U.S. Government securities | $238,806,000 | 467 |
| U.S. Treasury securities | $507,000 | 1,851 |
| U.S. Government agency obligations | $238,299,000 | 450 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,364 |
| Other domestic debt securities | $10,382,000 | 889 |
| Privately issued residential mortgage-backed securities | $9,389,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $993,000 | 2,494 |
| Foreign debt securities | $50,000 | 252 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,142,000 | 308 |
| Mortgage-backed securities | $184,248,000 | 428 |
| Certificates of participation in pools of residential mortgages | $16,742,000 | 1,711 |
| Issued or guaranteed by U.S. | $16,742,000 | 1,703 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $167,506,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $158,117,000 | 203 |
| Privately issued | $9,389,000 | 273 |
| 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) | $5,153,000 | 2,040 |
| Available-for-sale securities (fair market value) | $248,195,000 | 483 |
| Total debt securities | $253,354,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $229,952,000 | 597 |
| U.S. Government securities | $209,921,000 | 513 |
| U.S. Treasury securities | $506,000 | 1,913 |
| U.S. Government agency obligations | $209,415,000 | 496 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,268 |
| Other domestic debt securities | $15,871,000 | 704 |
| Privately issued residential mortgage-backed securities | $14,878,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $993,000 | 2,517 |
| Foreign debt securities | $50,000 | 248 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,699,000 | 278 |
| Mortgage-backed securities | $137,979,000 | 507 |
| Certificates of participation in pools of residential mortgages | $30,554,000 | 1,091 |
| Issued or guaranteed by U.S. | $30,554,000 | 1,086 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $107,425,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $92,547,000 | 284 |
| Privately issued | $14,878,000 | 224 |
| 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) | $5,153,000 | 2,100 |
| Available-for-sale securities (fair market value) | $224,799,000 | 521 |
| Total debt securities | $229,952,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $179,427,000 | 709 |
| U.S. Government securities | $174,510,000 | 570 |
| U.S. Treasury securities | $5,051,000 | 719 |
| U.S. Government agency obligations | $169,459,000 | 560 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,331 |
| Other domestic debt securities | $992,000 | 2,863 |
| 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 | $992,000 | 2,535 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,662,000 | 298 |
| Mortgage-backed securities | $94,709,000 | 652 |
| Certificates of participation in pools of residential mortgages | $63,973,000 | 595 |
| Issued or guaranteed by U.S. | $63,973,000 | 590 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $30,736,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $30,736,000 | 582 |
| 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) | $4,917,000 | 2,188 |
| Available-for-sale securities (fair market value) | $174,510,000 | 629 |
| Total debt securities | $179,427,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $138,519,000 | 832 |
| U.S. Government securities | $138,519,000 | 623 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $138,519,000 | 593 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,414,000 | 398 |
| Mortgage-backed securities | $41,149,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $41,149,000 | 742 |
| Issued or guaranteed by U.S. | $41,149,000 | 736 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $138,519,000 | 693 |
| Total debt securities | $138,519,000 | 810 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $61,730,000 | 1,776 |
| U.S. Government securities | $59,933,000 | 1,325 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $59,933,000 | 1,226 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,797,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,962,000 | 732 |
| Mortgage-backed securities | $12,334,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $12,334,000 | 1,511 |
| Issued or guaranteed by U.S. | $12,334,000 | 1,498 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $61,730,000 | 1,385 |
| Total debt securities | $59,933,000 | 1,751 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $49,810,000 | 2,271 |
| U.S. Government securities | $48,711,000 | 1,725 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $48,711,000 | 1,536 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,099,000 | 2,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,548,000 | 807 |
| Mortgage-backed securities | $17,179,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $17,179,000 | 1,282 |
| Issued or guaranteed by U.S. | $17,179,000 | 1,272 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $49,810,000 | 1,728 |
| Total debt securities | $48,711,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $31,782,000 | 3,447 |
| U.S. Government securities | $31,139,000 | 2,733 |
| U.S. Treasury securities | $510,000 | 5,813 |
| U.S. Government agency obligations | $30,629,000 | 2,337 |
| Securities issued by states & political subdivisions | $5,000 | 7,825 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $638,000 | 3,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,800,000 | 1,155 |
| Mortgage-backed securities | $22,090,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $22,090,000 | 1,145 |
| Issued or guaranteed by U.S. | $22,090,000 | 1,133 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 6,579 |
| Available-for-sale securities (fair market value) | $31,777,000 | 2,644 |
| Total debt securities | $31,144,000 | 3,412 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $33,396,000 | 3,311 |
| U.S. Government securities | $33,228,000 | 2,682 |
| U.S. Treasury securities | $11,656,000 | 1,602 |
| U.S. Government agency obligations | $21,572,000 | 3,020 |
| Securities issued by states & political subdivisions | $18,000 | 8,118 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $150,000 | 5,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 4,147 |
| Mortgage-backed securities | $9,571,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $9,571,000 | 1,990 |
| Issued or guaranteed by U.S. | $9,571,000 | 1,976 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 7,319 |
| Available-for-sale securities (fair market value) | $33,378,000 | 2,385 |
| Total debt securities | $33,246,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $21,589,000 | 5,045 |
| U.S. Government securities | $21,409,000 | 4,237 |
| U.S. Treasury securities | $9,044,000 | 2,423 |
| U.S. Government agency obligations | $12,365,000 | 4,822 |
| Securities issued by states & political subdivisions | $30,000 | 8,523 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | NA | NA |
| Equity securities | $150,000 | 5,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,499,000 | 2,290 |
| Mortgage-backed securities | $6,880,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $6,880,000 | 2,701 |
| Issued or guaranteed by U.S. | $6,880,000 | 2,680 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 7,988 |
| Available-for-sale securities (fair market value) | $21,559,000 | 3,605 |
| Total debt securities | $21,439,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,889,000 | 6,995 |
| U.S. Government securities | $13,690,000 | 6,057 |
| U.S. Treasury securities | $8,120,000 | 3,184 |
| U.S. Government agency obligations | $5,570,000 | 7,385 |
| Securities issued by states & political subdivisions | $117,000 | 8,543 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 6,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,746,000 | 3,008 |
| Mortgage-backed securities | $3,048,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $3,048,000 | 4,141 |
| Issued or guaranteed by U.S. | $3,048,000 | 4,114 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,000 | 8,247 |
| Available-for-sale securities (fair market value) | $13,772,000 | 5,124 |
| Total debt securities | $13,807,000 | 6,892 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $14,054,000 | 7,383 |
| U.S. Government securities | $13,263,000 | 6,561 |
| U.S. Treasury securities | $8,854,000 | 3,780 |
| U.S. Government agency obligations | $4,409,000 | 8,091 |
| Securities issued by states & political subdivisions | $709,000 | 7,210 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 6,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,662,000 | 3,290 |
| Mortgage-backed securities | $4,409,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $4,409,000 | 3,624 |
| Issued or guaranteed by U.S. | $4,409,000 | 3,598 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $709,000 | 10,947 |
| Available-for-sale securities (fair market value) | $13,345,000 | 3,910 |
| Total debt securities | $13,972,000 | 7,291 |
| 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 | $14,552,000 | 7,556 |
| U.S. Government securities | $14,078,000 | 6,521 |
| U.S. Treasury securities | $9,188,000 | 3,749 |
| U.S. Government agency obligations | $4,890,000 | 8,001 |
| Securities issued by states & political subdivisions | $413,000 | 8,119 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 6,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,732,000 | 4,231 |
| Mortgage-backed securities | $4,390,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $4,390,000 | 4,059 |
| Issued or guaranteed by U.S. | $4,390,000 | 4,023 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,491,000 | 7,426 |
| 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 | $9,398,000 | 9,410 |
| U.S. Government securities | $9,295,000 | 8,370 |
| U.S. Treasury securities | $6,124,000 | 5,062 |
| U.S. Government agency obligations | $3,171,000 | 9,384 |
| Securities issued by states & political subdivisions | $42,000 | 9,664 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 5,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,145,000 | 5,838 |
| Mortgage-backed securities | $3,171,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $536,000 | 8,478 |
| Issued or guaranteed by U.S. | $536,000 | 8,417 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,635,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $2,635,000 | 3,340 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,337,000 | 9,293 |
| 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 |