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MainSource Bank, Securities
| 2018-03-31 | Rank | |
| Total securities | $1,074,137,000 | 183 |
| U.S. Government securities | $671,510,000 | 204 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $671,510,000 | 194 |
| Securities issued by states & political subdivisions | $390,208,000 | 78 |
| Other domestic debt securities | $7,879,000 | 664 |
| Privately issued residential mortgage-backed securities | $1,000 | 586 |
| Commercial mortgage-backed securities - Total | $994,000 | 121 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $6,884,000 | 524 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,540,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,139,000 | 209 |
| Mortgage-backed securities | $671,215,000 | 168 |
| Certificates of participation in pools of residential mortgages | $358,770,000 | 155 |
| Issued or guaranteed by U.S. | $358,770,000 | 153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $309,910,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $309,909,000 | 128 |
| Privately issued | $1,000 | 544 |
| Commercial mortgage-backed securities | $2,535,000 | 955 |
| Commercial mortgage pass-through securities | $1,541,000 | 730 |
| Other commercial mortgage-backed securities | $994,000 | 815 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,074,137,000 | 158 |
| Total debt securities | $1,069,595,000 | 180 |
| 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 | $1,079,333,000 | 179 |
| U.S. Government securities | $668,781,000 | 197 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $668,781,000 | 188 |
| Securities issued by states & political subdivisions | $398,126,000 | 79 |
| Other domestic debt securities | $7,886,000 | 657 |
| Privately issued residential mortgage-backed securities | $1,000 | 591 |
| Commercial mortgage-backed securities - Total | $982,000 | 119 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,903,000 | 521 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,540,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,349,000 | 187 |
| Mortgage-backed securities | $668,400,000 | 168 |
| Certificates of participation in pools of residential mortgages | $380,430,000 | 145 |
| Issued or guaranteed by U.S. | $380,430,000 | 143 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $285,413,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $285,412,000 | 129 |
| Privately issued | $1,000 | 555 |
| Commercial mortgage-backed securities | $2,557,000 | 939 |
| Commercial mortgage pass-through securities | $1,575,000 | 726 |
| Other commercial mortgage-backed securities | $982,000 | 808 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,079,333,000 | 153 |
| Total debt securities | $1,074,795,000 | 177 |
| 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 | $1,085,663,000 | 181 |
| U.S. Government securities | $684,105,000 | 195 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $684,105,000 | 187 |
| Securities issued by states & political subdivisions | $389,126,000 | 77 |
| Other domestic debt securities | $7,892,000 | 664 |
| Privately issued residential mortgage-backed securities | $1,000 | 605 |
| Commercial mortgage-backed securities - Total | $993,000 | 116 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $6,898,000 | 546 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,540,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,911,000 | 187 |
| Mortgage-backed securities | $683,712,000 | 169 |
| Certificates of participation in pools of residential mortgages | $399,358,000 | 139 |
| Issued or guaranteed by U.S. | $399,358,000 | 137 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $281,764,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $281,763,000 | 126 |
| Privately issued | $1,000 | 566 |
| Commercial mortgage-backed securities | $2,590,000 | 931 |
| Commercial mortgage pass-through securities | $1,597,000 | 731 |
| Other commercial mortgage-backed securities | $993,000 | 790 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,085,663,000 | 155 |
| Total debt securities | $1,081,124,000 | 180 |
| 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 | $1,081,315,000 | 179 |
| U.S. Government securities | $683,447,000 | 193 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $683,447,000 | 188 |
| Securities issued by states & political subdivisions | $386,428,000 | 78 |
| Other domestic debt securities | $6,900,000 | 722 |
| Privately issued residential mortgage-backed securities | $1,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,899,000 | 545 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,540,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,854,000 | 227 |
| Mortgage-backed securities | $681,650,000 | 169 |
| Certificates of participation in pools of residential mortgages | $416,407,000 | 138 |
| Issued or guaranteed by U.S. | $416,407,000 | 136 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $263,169,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $263,168,000 | 132 |
| Privately issued | $1,000 | 592 |
| Commercial mortgage-backed securities | $2,074,000 | 967 |
| Commercial mortgage pass-through securities | $1,074,000 | 764 |
| Other commercial mortgage-backed securities | $1,000,000 | 749 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,081,315,000 | 151 |
| Total debt securities | $1,076,774,000 | 177 |
| 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 | $1,022,079,000 | 182 |
| U.S. Government securities | $634,302,000 | 204 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $634,302,000 | 196 |
| Securities issued by states & political subdivisions | $376,633,000 | 78 |
| Other domestic debt securities | $6,604,000 | 752 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,603,000 | 565 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,540,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,884,000 | 236 |
| Mortgage-backed securities | $632,227,000 | 170 |
| Certificates of participation in pools of residential mortgages | $431,324,000 | 136 |
| Issued or guaranteed by U.S. | $431,324,000 | 134 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $199,841,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $199,840,000 | 157 |
| Privately issued | $1,000 | 629 |
| Commercial mortgage-backed securities | $1,062,000 | 1,084 |
| Commercial mortgage pass-through securities | $1,062,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,022,079,000 | 157 |
| Total debt securities | $1,017,537,000 | 180 |
| Structured notes | ||
| Amortized cost | $267,000 | 1,005 |
| Fair value | $269,000 | 1,006 |
| 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 | $1,007,410,000 | 182 |
| U.S. Government securities | $626,984,000 | 204 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $626,984,000 | 196 |
| Securities issued by states & political subdivisions | $369,286,000 | 80 |
| Other domestic debt securities | $6,600,000 | 746 |
| Privately issued residential mortgage-backed securities | $2,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,598,000 | 551 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,540,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,806,000 | 239 |
| Mortgage-backed securities | $624,704,000 | 170 |
| Certificates of participation in pools of residential mortgages | $445,303,000 | 131 |
| Issued or guaranteed by U.S. | $445,303,000 | 129 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $179,401,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $179,399,000 | 161 |
| Privately issued | $2,000 | 641 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,007,410,000 | 154 |
| Total debt securities | $1,002,869,000 | 180 |
| Structured notes | ||
| Amortized cost | $288,000 | 994 |
| Fair value | $291,000 | 990 |
| 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 | $1,024,918,000 | 175 |
| U.S. Government securities | $652,517,000 | 192 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $652,517,000 | 182 |
| Securities issued by states & political subdivisions | $359,697,000 | 82 |
| Other domestic debt securities | $8,164,000 | 668 |
| Privately issued residential mortgage-backed securities | $2,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,162,000 | 495 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,540,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,514,000 | 244 |
| Mortgage-backed securities | $650,182,000 | 167 |
| Certificates of participation in pools of residential mortgages | $454,563,000 | 125 |
| Issued or guaranteed by U.S. | $454,563,000 | 124 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $195,619,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $195,617,000 | 152 |
| Privately issued | $2,000 | 650 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,024,918,000 | 147 |
| Total debt securities | $1,020,377,000 | 173 |
| Structured notes | ||
| Amortized cost | $308,000 | 957 |
| Fair value | $312,000 | 958 |
| 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 | $1,032,250,000 | 175 |
| U.S. Government securities | $660,536,000 | 191 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $660,536,000 | 182 |
| Securities issued by states & political subdivisions | $360,571,000 | 81 |
| Other domestic debt securities | $6,603,000 | 770 |
| Privately issued residential mortgage-backed securities | $2,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,601,000 | 563 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $4,540,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,219,000 | 264 |
| Mortgage-backed securities | $658,072,000 | 165 |
| Certificates of participation in pools of residential mortgages | $448,358,000 | 127 |
| Issued or guaranteed by U.S. | $448,358,000 | 126 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $209,714,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $209,712,000 | 151 |
| Privately issued | $2,000 | 666 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,032,250,000 | 149 |
| Total debt securities | $1,027,710,000 | 174 |
| Structured notes | ||
| Amortized cost | $330,000 | 1,100 |
| Fair value | $337,000 | 1,100 |
| 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 | $937,570,000 | 193 |
| U.S. Government securities | $577,101,000 | 213 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $577,101,000 | 208 |
| Securities issued by states & political subdivisions | $349,405,000 | 80 |
| Other domestic debt securities | $6,525,000 | 767 |
| Privately issued residential mortgage-backed securities | $2,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,523,000 | 563 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,539,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,695,000 | 270 |
| Mortgage-backed securities | $574,605,000 | 183 |
| Certificates of participation in pools of residential mortgages | $352,986,000 | 144 |
| Issued or guaranteed by U.S. | $352,986,000 | 143 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $221,619,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $221,617,000 | 153 |
| Privately issued | $2,000 | 674 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $937,570,000 | 160 |
| Total debt securities | $933,031,000 | 190 |
| Structured notes | ||
| Amortized cost | $354,000 | 1,281 |
| Fair value | $362,000 | 1,278 |
| 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 | $925,130,000 | 188 |
| U.S. Government securities | $563,331,000 | 214 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $563,331,000 | 208 |
| Securities issued by states & political subdivisions | $350,733,000 | 79 |
| Other domestic debt securities | $6,526,000 | 755 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,524,000 | 549 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,540,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $282,897,000 | 260 |
| Mortgage-backed securities | $560,741,000 | 178 |
| Certificates of participation in pools of residential mortgages | $331,991,000 | 150 |
| Issued or guaranteed by U.S. | $331,991,000 | 148 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $228,750,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $228,748,000 | 151 |
| Privately issued | $2,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $925,130,000 | 156 |
| Total debt securities | $920,593,000 | 186 |
| Structured notes | ||
| Amortized cost | $2,378,000 | 676 |
| Fair value | $2,382,000 | 676 |
| 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 | $909,350,000 | 192 |
| U.S. Government securities | $553,466,000 | 216 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $553,466,000 | 211 |
| Securities issued by states & political subdivisions | $348,816,000 | 78 |
| Other domestic debt securities | $2,528,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,526,000 | 929 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,540,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,642,000 | 249 |
| Mortgage-backed securities | $550,812,000 | 184 |
| Certificates of participation in pools of residential mortgages | $301,732,000 | 163 |
| Issued or guaranteed by U.S. | $301,732,000 | 161 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $249,080,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $249,078,000 | 137 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $909,350,000 | 157 |
| Total debt securities | $904,810,000 | 188 |
| Structured notes | ||
| Amortized cost | $412,000 | 1,580 |
| Fair value | $420,000 | 1,576 |
| 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 | $859,588,000 | 198 |
| U.S. Government securities | $503,212,000 | 231 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $503,212,000 | 223 |
| Securities issued by states & political subdivisions | $349,307,000 | 77 |
| Other domestic debt securities | $2,529,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,527,000 | 932 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,540,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,773,000 | 255 |
| Mortgage-backed securities | $500,347,000 | 197 |
| Certificates of participation in pools of residential mortgages | $233,078,000 | 201 |
| Issued or guaranteed by U.S. | $233,078,000 | 200 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $267,269,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $267,267,000 | 136 |
| Privately issued | $2,000 | 725 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $859,588,000 | 165 |
| Total debt securities | $855,049,000 | 194 |
| Structured notes | ||
| Amortized cost | $452,000 | 1,714 |
| Fair value | $459,000 | 1,712 |
| 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 | $870,932,000 | 193 |
| U.S. Government securities | $527,635,000 | 225 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $527,635,000 | 222 |
| Securities issued by states & political subdivisions | $336,218,000 | 77 |
| Other domestic debt securities | $2,539,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $2,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,537,000 | 929 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,540,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,772,000 | 208 |
| Mortgage-backed securities | $524,687,000 | 190 |
| Certificates of participation in pools of residential mortgages | $193,431,000 | 240 |
| Issued or guaranteed by U.S. | $193,431,000 | 238 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $331,256,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $331,254,000 | 118 |
| Privately issued | $2,000 | 764 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $870,932,000 | 159 |
| Total debt securities | $866,392,000 | 191 |
| Structured notes | ||
| Amortized cost | $493,000 | 1,800 |
| Fair value | $503,000 | 1,669 |
| 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 | $867,612,000 | 191 |
| U.S. Government securities | $526,268,000 | 227 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $526,268,000 | 224 |
| Securities issued by states & political subdivisions | $334,298,000 | 77 |
| Other domestic debt securities | $2,506,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $2,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,504,000 | 940 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,540,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,868,000 | 202 |
| Mortgage-backed securities | $523,157,000 | 192 |
| Certificates of participation in pools of residential mortgages | $179,720,000 | 251 |
| Issued or guaranteed by U.S. | $179,720,000 | 250 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $343,437,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $343,435,000 | 119 |
| Privately issued | $2,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $867,612,000 | 161 |
| Total debt securities | $863,072,000 | 191 |
| Structured notes | ||
| Amortized cost | $528,000 | 1,741 |
| Fair value | $538,000 | 1,740 |
| 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 | $839,951,000 | 196 |
| U.S. Government securities | $508,202,000 | 231 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $508,202,000 | 225 |
| Securities issued by states & political subdivisions | $323,698,000 | 76 |
| Other domestic debt securities | $3,511,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $2,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,509,000 | 812 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,540,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,234,000 | 202 |
| Mortgage-backed securities | $507,622,000 | 195 |
| Certificates of participation in pools of residential mortgages | $156,903,000 | 288 |
| Issued or guaranteed by U.S. | $156,903,000 | 286 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $350,719,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $350,717,000 | 117 |
| Privately issued | $2,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $839,951,000 | 164 |
| Total debt securities | $835,411,000 | 195 |
| Structured notes | ||
| Amortized cost | $577,000 | 1,836 |
| Fair value | $582,000 | 1,836 |
| 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 | $851,725,000 | 192 |
| U.S. Government securities | $518,916,000 | 224 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $518,916,000 | 219 |
| Securities issued by states & political subdivisions | $325,257,000 | 72 |
| Other domestic debt securities | $3,012,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $2,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,010,000 | 899 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,540,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,536,000 | 196 |
| Mortgage-backed securities | $518,275,000 | 191 |
| Certificates of participation in pools of residential mortgages | $153,881,000 | 295 |
| Issued or guaranteed by U.S. | $153,881,000 | 293 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $364,394,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $364,392,000 | 117 |
| Privately issued | $2,000 | 824 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $851,725,000 | 163 |
| Total debt securities | $847,187,000 | 191 |
| Structured notes | ||
| Amortized cost | $638,000 | 1,859 |
| Fair value | $643,000 | 1,855 |
| 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 | $880,705,000 | 188 |
| U.S. Government securities | $545,795,000 | 211 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $545,795,000 | 206 |
| Securities issued by states & political subdivisions | $326,853,000 | 67 |
| Other domestic debt securities | $3,517,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $2,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,515,000 | 860 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,540,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $338,169,000 | 216 |
| Mortgage-backed securities | $545,085,000 | 180 |
| Certificates of participation in pools of residential mortgages | $179,250,000 | 268 |
| Issued or guaranteed by U.S. | $179,250,000 | 267 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $365,835,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $365,833,000 | 117 |
| Privately issued | $2,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $880,705,000 | 158 |
| Total debt securities | $876,165,000 | 186 |
| Structured notes | ||
| Amortized cost | $707,000 | 1,872 |
| Fair value | $712,000 | 1,868 |
| 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 | $890,707,000 | 187 |
| U.S. Government securities | $551,534,000 | 208 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $551,534,000 | 202 |
| Securities issued by states & political subdivisions | $331,112,000 | 64 |
| Other domestic debt securities | $3,521,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $2,000 | 928 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,519,000 | 882 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,540,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,542,000 | 220 |
| Mortgage-backed securities | $550,738,000 | 178 |
| Certificates of participation in pools of residential mortgages | $185,430,000 | 248 |
| Issued or guaranteed by U.S. | $185,430,000 | 246 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $365,308,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $365,306,000 | 116 |
| Privately issued | $2,000 | 882 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $890,707,000 | 158 |
| Total debt securities | $886,165,000 | 186 |
| Structured notes | ||
| Amortized cost | $793,000 | 1,829 |
| Fair value | $798,000 | 1,818 |
| 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 | $892,788,000 | 179 |
| U.S. Government securities | $549,930,000 | 206 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $549,930,000 | 201 |
| Securities issued by states & political subdivisions | $334,792,000 | 64 |
| Other domestic debt securities | $3,526,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $2,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,524,000 | 908 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,540,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,679,000 | 224 |
| Mortgage-backed securities | $549,007,000 | 176 |
| Certificates of participation in pools of residential mortgages | $195,402,000 | 235 |
| Issued or guaranteed by U.S. | $195,402,000 | 233 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $353,605,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $353,603,000 | 118 |
| Privately issued | $2,000 | 920 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $892,788,000 | 154 |
| Total debt securities | $888,249,000 | 178 |
| Structured notes | ||
| Amortized cost | $918,000 | 1,777 |
| Fair value | $925,000 | 1,744 |
| 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 | $886,509,000 | 180 |
| U.S. Government securities | $548,272,000 | 209 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $548,272,000 | 203 |
| Securities issued by states & political subdivisions | $330,163,000 | 62 |
| Other domestic debt securities | $3,534,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $2,000 | 985 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,532,000 | 917 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,540,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,434,000 | 274 |
| Mortgage-backed securities | $547,141,000 | 176 |
| Certificates of participation in pools of residential mortgages | $196,963,000 | 236 |
| Issued or guaranteed by U.S. | $196,963,000 | 234 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $350,178,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $350,176,000 | 119 |
| Privately issued | $2,000 | 940 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $886,509,000 | 155 |
| Total debt securities | $881,968,000 | 179 |
| Structured notes | ||
| Amortized cost | $1,117,000 | 1,516 |
| Fair value | $1,133,000 | 1,505 |
| 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 | $905,997,000 | 179 |
| U.S. Government securities | $559,507,000 | 207 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $559,507,000 | 202 |
| Securities issued by states & political subdivisions | $338,409,000 | 59 |
| Other domestic debt securities | $3,541,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,025 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,539,000 | 891 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,540,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,496,000 | 263 |
| Mortgage-backed securities | $558,120,000 | 173 |
| Certificates of participation in pools of residential mortgages | $217,161,000 | 222 |
| Issued or guaranteed by U.S. | $217,161,000 | 220 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $340,959,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $340,957,000 | 123 |
| Privately issued | $2,000 | 980 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $905,997,000 | 161 |
| Total debt securities | $901,455,000 | 179 |
| Structured notes | ||
| Amortized cost | $1,360,000 | 1,475 |
| Fair value | $1,389,000 | 1,469 |
| 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 | $901,942,000 | 174 |
| U.S. Government securities | $555,914,000 | 205 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $555,914,000 | 201 |
| Securities issued by states & political subdivisions | $337,939,000 | 61 |
| Other domestic debt securities | $3,549,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,037 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,546,000 | 861 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,540,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,613,000 | 265 |
| Mortgage-backed securities | $554,279,000 | 173 |
| Certificates of participation in pools of residential mortgages | $227,056,000 | 205 |
| Issued or guaranteed by U.S. | $227,056,000 | 203 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $327,223,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $327,220,000 | 126 |
| Privately issued | $3,000 | 994 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $901,942,000 | 156 |
| Total debt securities | $897,405,000 | 175 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,408 |
| Fair value | $1,638,000 | 1,402 |
| 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 | $901,778,000 | 181 |
| U.S. Government securities | $561,092,000 | 207 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $561,092,000 | 206 |
| Securities issued by states & political subdivisions | $332,588,000 | 56 |
| Other domestic debt securities | $3,558,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,555,000 | 900 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,540,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,481,000 | 270 |
| Mortgage-backed securities | $559,211,000 | 175 |
| Certificates of participation in pools of residential mortgages | $235,598,000 | 214 |
| Issued or guaranteed by U.S. | $235,598,000 | 213 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $323,613,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $323,610,000 | 136 |
| Privately issued | $3,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $901,778,000 | 160 |
| Total debt securities | $897,238,000 | 180 |
| Structured notes | ||
| Amortized cost | $1,851,000 | 1,464 |
| Fair value | $1,884,000 | 1,460 |
| 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 | $895,639,000 | 178 |
| U.S. Government securities | $561,412,000 | 206 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $561,412,000 | 202 |
| Securities issued by states & political subdivisions | $326,141,000 | 55 |
| Other domestic debt securities | $3,546,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,131 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,542,000 | 909 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,540,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,710,000 | 306 |
| Mortgage-backed securities | $559,258,000 | 178 |
| Certificates of participation in pools of residential mortgages | $273,115,000 | 188 |
| Issued or guaranteed by U.S. | $273,115,000 | 187 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $286,143,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $286,139,000 | 156 |
| Privately issued | $4,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $895,639,000 | 155 |
| Total debt securities | $891,098,000 | 177 |
| Structured notes | ||
| Amortized cost | $2,122,000 | 1,447 |
| Fair value | $2,158,000 | 1,443 |
| 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 | $885,203,000 | 186 |
| U.S. Government securities | $551,614,000 | 217 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $551,614,000 | 215 |
| Securities issued by states & political subdivisions | $325,504,000 | 53 |
| Other domestic debt securities | $3,545,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,170 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,542,000 | 892 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,540,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,169,000 | 318 |
| Mortgage-backed securities | $549,216,000 | 179 |
| Certificates of participation in pools of residential mortgages | $273,341,000 | 191 |
| Issued or guaranteed by U.S. | $273,341,000 | 190 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $275,875,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $275,872,000 | 158 |
| Privately issued | $3,000 | 1,123 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $885,203,000 | 164 |
| Total debt securities | $880,664,000 | 185 |
| Structured notes | ||
| Amortized cost | $2,375,000 | 1,593 |
| Fair value | $2,401,000 | 1,591 |
| 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 | $875,190,000 | 184 |
| U.S. Government securities | $522,268,000 | 222 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $522,268,000 | 220 |
| Securities issued by states & political subdivisions | $344,877,000 | 51 |
| Other domestic debt securities | $3,534,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,257 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,532,000 | 835 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,511,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,639,000 | 301 |
| Mortgage-backed securities | $522,270,000 | 178 |
| Certificates of participation in pools of residential mortgages | $271,504,000 | 185 |
| Issued or guaranteed by U.S. | $271,504,000 | 185 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $250,766,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $250,764,000 | 150 |
| Privately issued | $2,000 | 1,190 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $875,190,000 | 158 |
| Total debt securities | $870,680,000 | 183 |
| 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 | $866,374,000 | 183 |
| U.S. Government securities | $528,386,000 | 211 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $528,386,000 | 205 |
| Securities issued by states & political subdivisions | $332,523,000 | 50 |
| Other domestic debt securities | $954,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,269 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $950,000 | 1,487 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,511,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,751,000 | 142 |
| Mortgage-backed securities | $528,390,000 | 176 |
| Certificates of participation in pools of residential mortgages | $209,043,000 | 222 |
| Issued or guaranteed by U.S. | $209,043,000 | 220 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $319,347,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $319,343,000 | 128 |
| Privately issued | $4,000 | 1,200 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $866,374,000 | 155 |
| Total debt securities | $861,862,000 | 182 |
| 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 | $830,989,000 | 186 |
| U.S. Government securities | $507,677,000 | 225 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $507,677,000 | 216 |
| Securities issued by states & political subdivisions | $318,814,000 | 53 |
| Other domestic debt securities | $992,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,290 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $988,000 | 1,391 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,506,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,591,000 | 149 |
| Mortgage-backed securities | $507,681,000 | 182 |
| Certificates of participation in pools of residential mortgages | $254,234,000 | 183 |
| Issued or guaranteed by U.S. | $254,234,000 | 181 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $253,447,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $253,443,000 | 146 |
| Privately issued | $4,000 | 1,229 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $830,989,000 | 164 |
| Total debt securities | $827,484,000 | 189 |
| 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 | $816,337,000 | 194 |
| U.S. Government securities | $499,502,000 | 227 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $499,502,000 | 223 |
| Securities issued by states & political subdivisions | $309,792,000 | 54 |
| Other domestic debt securities | $3,537,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,324 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,533,000 | 770 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,506,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,950,000 | 150 |
| Mortgage-backed securities | $499,506,000 | 182 |
| Certificates of participation in pools of residential mortgages | $307,053,000 | 153 |
| Issued or guaranteed by U.S. | $307,053,000 | 152 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $192,453,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $192,449,000 | 178 |
| Privately issued | $4,000 | 1,261 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $816,337,000 | 169 |
| Total debt securities | $812,832,000 | 194 |
| 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 | $805,143,000 | 189 |
| U.S. Government securities | $498,825,000 | 219 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $498,825,000 | 215 |
| Securities issued by states & political subdivisions | $300,114,000 | 55 |
| Other domestic debt securities | $2,698,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,376 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,694,000 | 895 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,506,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,597,000 | 200 |
| Mortgage-backed securities | $498,829,000 | 174 |
| Certificates of participation in pools of residential mortgages | $312,831,000 | 148 |
| Issued or guaranteed by U.S. | $312,831,000 | 147 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $185,998,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $185,994,000 | 179 |
| Privately issued | $4,000 | 1,311 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $805,143,000 | 165 |
| Total debt securities | $801,637,000 | 189 |
| 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 | $811,315,000 | 177 |
| U.S. Government securities | $524,930,000 | 199 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $524,930,000 | 194 |
| Securities issued by states & political subdivisions | $280,197,000 | 55 |
| Other domestic debt securities | $2,682,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,448 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,678,000 | 884 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,506,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,271,000 | 199 |
| Mortgage-backed securities | $524,934,000 | 161 |
| Certificates of participation in pools of residential mortgages | $330,636,000 | 133 |
| Issued or guaranteed by U.S. | $330,636,000 | 131 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $194,298,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $194,294,000 | 159 |
| Privately issued | $4,000 | 1,379 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $811,315,000 | 158 |
| Total debt securities | $807,807,000 | 174 |
| 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 | $740,489,000 | 191 |
| U.S. Government securities | $482,413,000 | 213 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $482,413,000 | 204 |
| Securities issued by states & political subdivisions | $251,960,000 | 60 |
| Other domestic debt securities | $2,610,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,474 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,606,000 | 873 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,506,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,230,000 | 209 |
| Mortgage-backed securities | $472,379,000 | 170 |
| Certificates of participation in pools of residential mortgages | $309,805,000 | 144 |
| Issued or guaranteed by U.S. | $309,805,000 | 143 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $162,574,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $162,570,000 | 176 |
| Privately issued | $4,000 | 1,404 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $740,489,000 | 168 |
| Total debt securities | $736,981,000 | 191 |
| 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 | $726,383,000 | 191 |
| U.S. Government securities | $478,621,000 | 214 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $478,621,000 | 204 |
| Securities issued by states & political subdivisions | $241,623,000 | 60 |
| Other domestic debt securities | $2,633,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,506 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,629,000 | 894 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,506,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,085,000 | 229 |
| Mortgage-backed securities | $464,159,000 | 179 |
| Certificates of participation in pools of residential mortgages | $260,289,000 | 167 |
| Issued or guaranteed by U.S. | $260,289,000 | 166 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $203,870,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $203,866,000 | 145 |
| Privately issued | $4,000 | 1,439 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $726,383,000 | 171 |
| Total debt securities | $722,878,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $713,747,000 | 197 |
| U.S. Government securities | $473,433,000 | 210 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $473,433,000 | 204 |
| Securities issued by states & political subdivisions | $233,485,000 | 65 |
| Other domestic debt securities | $3,323,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,544 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,319,000 | 788 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,506,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,284,000 | 224 |
| Mortgage-backed securities | $459,050,000 | 178 |
| Certificates of participation in pools of residential mortgages | $242,073,000 | 188 |
| Issued or guaranteed by U.S. | $242,073,000 | 187 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $216,977,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $216,973,000 | 134 |
| Privately issued | $4,000 | 1,466 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $713,747,000 | 175 |
| Total debt securities | $710,239,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $594,081,000 | 225 |
| U.S. Government securities | $406,590,000 | 237 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $406,590,000 | 229 |
| Securities issued by states & political subdivisions | $179,104,000 | 86 |
| Other domestic debt securities | $5,381,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,599 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,377,000 | 606 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,006,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,125,000 | 266 |
| Mortgage-backed securities | $401,575,000 | 203 |
| Certificates of participation in pools of residential mortgages | $232,582,000 | 202 |
| Issued or guaranteed by U.S. | $232,582,000 | 200 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $168,993,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $168,989,000 | 156 |
| Privately issued | $4,000 | 1,516 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $594,081,000 | 193 |
| Total debt securities | $591,075,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $505,121,000 | 268 |
| U.S. Government securities | $349,112,000 | 268 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $349,112,000 | 258 |
| Securities issued by states & political subdivisions | $148,372,000 | 99 |
| Other domestic debt securities | $4,631,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,619 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,627,000 | 709 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,006,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,382,000 | 277 |
| Mortgage-backed securities | $342,140,000 | 232 |
| Certificates of participation in pools of residential mortgages | $222,893,000 | 218 |
| Issued or guaranteed by U.S. | $222,893,000 | 214 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $119,247,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $119,243,000 | 196 |
| Privately issued | $4,000 | 1,533 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $505,121,000 | 226 |
| Total debt securities | $502,114,000 | 260 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $466,839,000 | 289 |
| U.S. Government securities | $328,607,000 | 287 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $328,607,000 | 280 |
| Securities issued by states & political subdivisions | $130,317,000 | 113 |
| Other domestic debt securities | $4,909,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,905,000 | 667 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,006,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,844,000 | 267 |
| Mortgage-backed securities | $303,081,000 | 269 |
| Certificates of participation in pools of residential mortgages | $179,308,000 | 280 |
| Issued or guaranteed by U.S. | $179,308,000 | 273 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $123,773,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $123,769,000 | 187 |
| Privately issued | $4,000 | 1,552 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $466,839,000 | 246 |
| Total debt securities | $463,832,000 | 281 |
| 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 | $444,607,000 | 294 |
| U.S. Government securities | $309,593,000 | 291 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $309,593,000 | 285 |
| Securities issued by states & political subdivisions | $127,927,000 | 116 |
| Other domestic debt securities | $6,081,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,077,000 | 566 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,006,000 | 726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,469,000 | 263 |
| Mortgage-backed securities | $281,920,000 | 281 |
| Certificates of participation in pools of residential mortgages | $177,182,000 | 275 |
| Issued or guaranteed by U.S. | $177,182,000 | 270 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $104,738,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $104,734,000 | 204 |
| Privately issued | $4,000 | 1,506 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $444,607,000 | 249 |
| Total debt securities | $443,599,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $433,701,000 | 294 |
| U.S. Government securities | $307,472,000 | 289 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $307,472,000 | 284 |
| Securities issued by states & political subdivisions | $118,773,000 | 124 |
| Other domestic debt securities | $6,450,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,445,000 | 526 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,006,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,889,000 | 336 |
| Mortgage-backed securities | $276,523,000 | 276 |
| Certificates of participation in pools of residential mortgages | $205,773,000 | 228 |
| Issued or guaranteed by U.S. | $205,773,000 | 222 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $70,750,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $70,745,000 | 244 |
| Privately issued | $5,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $433,701,000 | 247 |
| Total debt securities | $432,695,000 | 288 |
| 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 | $430,098,000 | 300 |
| U.S. Government securities | $305,282,000 | 288 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $305,282,000 | 281 |
| Securities issued by states & political subdivisions | $116,749,000 | 129 |
| Other domestic debt securities | $7,061,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,056,000 | 559 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,006,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,675,000 | 518 |
| Mortgage-backed securities | $275,905,000 | 273 |
| Certificates of participation in pools of residential mortgages | $208,525,000 | 227 |
| Issued or guaranteed by U.S. | $208,525,000 | 219 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $67,380,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $67,375,000 | 247 |
| Privately issued | $5,000 | 1,447 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $430,098,000 | 250 |
| Total debt securities | $429,092,000 | 293 |
| 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 | $434,469,000 | 306 |
| U.S. Government securities | $317,389,000 | 282 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $317,389,000 | 276 |
| Securities issued by states & political subdivisions | $110,775,000 | 141 |
| Other domestic debt securities | $5,299,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,293,000 | 678 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,006,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,879,000 | 453 |
| Mortgage-backed securities | $285,383,000 | 267 |
| Certificates of participation in pools of residential mortgages | $215,907,000 | 213 |
| Issued or guaranteed by U.S. | $215,907,000 | 204 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,476,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $69,470,000 | 244 |
| Privately issued | $6,000 | 1,431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $434,469,000 | 259 |
| Total debt securities | $433,462,000 | 293 |
| 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 | $425,586,000 | 304 |
| U.S. Government securities | $313,015,000 | 286 |
| U.S. Treasury securities | $995,000 | 789 |
| U.S. Government agency obligations | $312,020,000 | 282 |
| Securities issued by states & political subdivisions | $107,220,000 | 139 |
| Other domestic debt securities | $4,345,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,339,000 | 729 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,006,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,455,000 | 396 |
| Mortgage-backed securities | $288,499,000 | 248 |
| Certificates of participation in pools of residential mortgages | $220,516,000 | 193 |
| Issued or guaranteed by U.S. | $220,516,000 | 185 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,983,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $67,977,000 | 248 |
| Privately issued | $6,000 | 1,343 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $425,586,000 | 262 |
| Total debt securities | $424,570,000 | 294 |
| 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 | $435,893,000 | 303 |
| U.S. Government securities | $326,871,000 | 286 |
| U.S. Treasury securities | $984,000 | 846 |
| U.S. Government agency obligations | $325,887,000 | 278 |
| Securities issued by states & political subdivisions | $103,082,000 | 145 |
| Other domestic debt securities | $4,934,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,928,000 | 660 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,006,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,564,000 | 339 |
| Mortgage-backed securities | $260,820,000 | 260 |
| Certificates of participation in pools of residential mortgages | $197,811,000 | 202 |
| Issued or guaranteed by U.S. | $197,811,000 | 196 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $63,009,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $63,003,000 | 253 |
| Privately issued | $6,000 | 1,312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $435,893,000 | 256 |
| Total debt securities | $434,887,000 | 292 |
| 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 | $422,083,000 | 317 |
| U.S. Government securities | $318,664,000 | 296 |
| U.S. Treasury securities | $969,000 | 947 |
| U.S. Government agency obligations | $317,695,000 | 287 |
| Securities issued by states & political subdivisions | $97,486,000 | 152 |
| Other domestic debt securities | $4,927,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,921,000 | 632 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,006,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,445,000 | 341 |
| Mortgage-backed securities | $257,656,000 | 265 |
| Certificates of participation in pools of residential mortgages | $194,796,000 | 212 |
| Issued or guaranteed by U.S. | $194,796,000 | 205 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $62,860,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $62,854,000 | 259 |
| Privately issued | $6,000 | 1,269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $422,083,000 | 272 |
| Total debt securities | $421,077,000 | 310 |
| 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 | $422,370,000 | 325 |
| U.S. Government securities | $315,931,000 | 297 |
| U.S. Treasury securities | $957,000 | 1,035 |
| U.S. Government agency obligations | $314,974,000 | 289 |
| Securities issued by states & political subdivisions | $99,445,000 | 149 |
| Other domestic debt securities | $5,988,000 | 953 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,986,000 | 577 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,006,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,530,000 | 353 |
| Mortgage-backed securities | $253,384,000 | 275 |
| Certificates of participation in pools of residential mortgages | $188,201,000 | 221 |
| Issued or guaranteed by U.S. | $188,201,000 | 211 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $65,183,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $65,181,000 | 247 |
| Privately issued | $2,000 | 1,250 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $422,370,000 | 271 |
| Total debt securities | $421,365,000 | 316 |
| 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 | $416,330,000 | 323 |
| U.S. Government securities | $308,052,000 | 315 |
| U.S. Treasury securities | $945,000 | 1,083 |
| U.S. Government agency obligations | $307,107,000 | 306 |
| Securities issued by states & political subdivisions | $100,210,000 | 141 |
| Other domestic debt securities | $7,062,000 | 857 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,039,000 | 518 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,006,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,874,000 | 398 |
| Mortgage-backed securities | $233,150,000 | 289 |
| Certificates of participation in pools of residential mortgages | $177,768,000 | 237 |
| Issued or guaranteed by U.S. | $177,768,000 | 229 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $55,382,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $55,359,000 | 281 |
| Privately issued | $23,000 | 1,186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $416,330,000 | 268 |
| Total debt securities | $415,323,000 | 315 |
| 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 | $410,126,000 | 331 |
| U.S. Government securities | $302,254,000 | 329 |
| U.S. Treasury securities | $935,000 | 1,149 |
| U.S. Government agency obligations | $301,319,000 | 318 |
| Securities issued by states & political subdivisions | $98,737,000 | 147 |
| Other domestic debt securities | $8,129,000 | 794 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,105,000 | 474 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,006,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,766,000 | 392 |
| Mortgage-backed securities | $227,623,000 | 293 |
| Certificates of participation in pools of residential mortgages | $184,373,000 | 235 |
| Issued or guaranteed by U.S. | $184,373,000 | 227 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $43,250,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $43,226,000 | 347 |
| Privately issued | $24,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $410,126,000 | 278 |
| Total debt securities | $409,120,000 | 325 |
| 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 | $388,865,000 | 358 |
| U.S. Government securities | $282,563,000 | 355 |
| U.S. Treasury securities | $917,000 | 1,189 |
| U.S. Government agency obligations | $281,646,000 | 345 |
| Securities issued by states & political subdivisions | $97,156,000 | 145 |
| Other domestic debt securities | $8,140,000 | 804 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,111,000 | 482 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,006,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,089,000 | 440 |
| Mortgage-backed securities | $214,246,000 | 309 |
| Certificates of participation in pools of residential mortgages | $179,229,000 | 254 |
| Issued or guaranteed by U.S. | $179,229,000 | 247 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,017,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $34,988,000 | 383 |
| Privately issued | $29,000 | 1,150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $388,865,000 | 297 |
| Total debt securities | $387,861,000 | 348 |
| 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 | $391,273,000 | 361 |
| U.S. Government securities | $284,975,000 | 360 |
| U.S. Treasury securities | $913,000 | 1,267 |
| U.S. Government agency obligations | $284,062,000 | 347 |
| Securities issued by states & political subdivisions | $96,075,000 | 146 |
| Other domestic debt securities | $9,217,000 | 772 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,186,000 | 456 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,006,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,871,000 | 446 |
| Mortgage-backed securities | $217,199,000 | 316 |
| Certificates of participation in pools of residential mortgages | $181,637,000 | 258 |
| Issued or guaranteed by U.S. | $181,637,000 | 250 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,562,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $35,531,000 | 396 |
| Privately issued | $31,000 | 1,137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $391,273,000 | 305 |
| Total debt securities | $390,267,000 | 351 |
| 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 | $378,938,000 | 376 |
| U.S. Government securities | $277,317,000 | 380 |
| U.S. Treasury securities | $907,000 | 1,285 |
| U.S. Government agency obligations | $276,410,000 | 366 |
| Securities issued by states & political subdivisions | $91,333,000 | 152 |
| Other domestic debt securities | $9,282,000 | 771 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,249,000 | 472 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,006,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,789,000 | 470 |
| Mortgage-backed securities | $213,538,000 | 326 |
| Certificates of participation in pools of residential mortgages | $180,483,000 | 263 |
| Issued or guaranteed by U.S. | $180,483,000 | 258 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $33,055,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $33,022,000 | 407 |
| Privately issued | $33,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $378,938,000 | 319 |
| Total debt securities | $377,935,000 | 367 |
| 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 | $379,077,000 | 373 |
| U.S. Government securities | $278,500,000 | 376 |
| U.S. Treasury securities | $908,000 | 1,272 |
| U.S. Government agency obligations | $277,592,000 | 360 |
| Securities issued by states & political subdivisions | $91,494,000 | 149 |
| Other domestic debt securities | $8,077,000 | 844 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,041,000 | 541 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,006,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,517,000 | 363 |
| Mortgage-backed securities | $220,808,000 | 322 |
| Certificates of participation in pools of residential mortgages | $162,578,000 | 292 |
| Issued or guaranteed by U.S. | $162,578,000 | 286 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $58,230,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $58,194,000 | 278 |
| Privately issued | $36,000 | 1,091 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $379,077,000 | 319 |
| Total debt securities | $378,073,000 | 367 |
| 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 | $345,791,000 | 404 |
| U.S. Government securities | $258,368,000 | 401 |
| U.S. Treasury securities | $832,000 | 1,326 |
| U.S. Government agency obligations | $257,536,000 | 386 |
| Securities issued by states & political subdivisions | $77,992,000 | 182 |
| Other domestic debt securities | $8,425,000 | 824 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,385,000 | 539 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,006,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,618,000 | 1,574 |
| Mortgage-backed securities | $207,589,000 | 348 |
| Certificates of participation in pools of residential mortgages | $139,611,000 | 332 |
| Issued or guaranteed by U.S. | $139,611,000 | 325 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $67,978,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $67,938,000 | 264 |
| Privately issued | $40,000 | 1,050 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,992,000 | 2,413 |
| Available-for-sale securities (fair market value) | $342,799,000 | 339 |
| Total debt securities | $344,783,000 | 400 |
| 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 | $319,882,000 | 430 |
| U.S. Government securities | $247,281,000 | 424 |
| U.S. Treasury securities | $817,000 | 1,432 |
| U.S. Government agency obligations | $246,464,000 | 403 |
| Securities issued by states & political subdivisions | $61,240,000 | 241 |
| Other domestic debt securities | $10,355,000 | 758 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,312,000 | 492 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,006,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,075,000 | 900 |
| Mortgage-backed securities | $200,037,000 | 364 |
| Certificates of participation in pools of residential mortgages | $125,628,000 | 378 |
| Issued or guaranteed by U.S. | $125,628,000 | 373 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,409,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $74,366,000 | 260 |
| Privately issued | $43,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,978,000 | 2,437 |
| Available-for-sale securities (fair market value) | $316,904,000 | 372 |
| Total debt securities | $318,876,000 | 424 |
| 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 | $247,196,000 | 562 |
| U.S. Government securities | $190,613,000 | 544 |
| U.S. Treasury securities | $803,000 | 1,451 |
| U.S. Government agency obligations | $189,810,000 | 524 |
| Securities issued by states & political subdivisions | $45,981,000 | 358 |
| Other domestic debt securities | $10,096,000 | 799 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,049,000 | 535 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $506,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,421,000 | 1,245 |
| Mortgage-backed securities | $158,229,000 | 446 |
| Certificates of participation in pools of residential mortgages | $84,535,000 | 509 |
| Issued or guaranteed by U.S. | $84,535,000 | 505 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $73,694,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,647,000 | 267 |
| Privately issued | $47,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,242,000 | 2,400 |
| Available-for-sale securities (fair market value) | $243,954,000 | 474 |
| Total debt securities | $246,689,000 | 546 |
| 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 | $229,933,000 | 588 |
| U.S. Government securities | $179,334,000 | 583 |
| U.S. Treasury securities | $789,000 | 1,449 |
| U.S. Government agency obligations | $178,545,000 | 559 |
| Securities issued by states & political subdivisions | $40,497,000 | 418 |
| Other domestic debt securities | $9,596,000 | 827 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,074 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,544,000 | 562 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $506,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,743,000 | 1,908 |
| Mortgage-backed securities | $144,749,000 | 472 |
| Certificates of participation in pools of residential mortgages | $66,722,000 | 607 |
| Issued or guaranteed by U.S. | $66,722,000 | 603 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $78,027,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $77,975,000 | 256 |
| Privately issued | $52,000 | 986 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,230,000 | 2,410 |
| Available-for-sale securities (fair market value) | $226,703,000 | 500 |
| Total debt securities | $229,428,000 | 579 |
| 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 | $225,451,000 | 607 |
| U.S. Government securities | $178,459,000 | 597 |
| U.S. Treasury securities | $775,000 | 1,533 |
| U.S. Government agency obligations | $177,684,000 | 575 |
| Securities issued by states & political subdivisions | $37,978,000 | 446 |
| Other domestic debt securities | $8,508,000 | 898 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,450,000 | 635 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $506,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,610,000 | 3,161 |
| Mortgage-backed securities | $142,195,000 | 489 |
| Certificates of participation in pools of residential mortgages | $58,511,000 | 670 |
| Issued or guaranteed by U.S. | $58,511,000 | 664 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $83,684,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $83,626,000 | 256 |
| Privately issued | $58,000 | 972 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,317,000 | 2,407 |
| Available-for-sale securities (fair market value) | $222,134,000 | 518 |
| Total debt securities | $224,945,000 | 590 |
| 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 | $227,501,000 | 616 |
| U.S. Government securities | $183,274,000 | 588 |
| U.S. Treasury securities | $762,000 | 1,504 |
| U.S. Government agency obligations | $182,512,000 | 569 |
| Securities issued by states & political subdivisions | $34,269,000 | 498 |
| Other domestic debt securities | $9,452,000 | 892 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,386,000 | 627 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $506,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,751,000 | 2,206 |
| Mortgage-backed securities | $145,347,000 | 496 |
| Certificates of participation in pools of residential mortgages | $55,791,000 | 709 |
| Issued or guaranteed by U.S. | $55,791,000 | 704 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $89,556,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $89,490,000 | 255 |
| Privately issued | $66,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,306,000 | 2,392 |
| Available-for-sale securities (fair market value) | $224,195,000 | 533 |
| Total debt securities | $226,995,000 | 596 |
| 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 | $224,223,000 | 624 |
| U.S. Government securities | $186,124,000 | 591 |
| U.S. Treasury securities | $749,000 | 1,625 |
| U.S. Government agency obligations | $185,375,000 | 575 |
| Securities issued by states & political subdivisions | $30,123,000 | 589 |
| Other domestic debt securities | $7,470,000 | 1,013 |
| Privately issued residential mortgage-backed securities | $75,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,395,000 | 802 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $506,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,056,000 | 2,210 |
| Mortgage-backed securities | $142,242,000 | 504 |
| Certificates of participation in pools of residential mortgages | $54,633,000 | 726 |
| Issued or guaranteed by U.S. | $54,633,000 | 719 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $87,609,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $87,534,000 | 279 |
| Privately issued | $75,000 | 843 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,431,000 | 2,404 |
| Available-for-sale securities (fair market value) | $220,792,000 | 542 |
| Total debt securities | $223,715,000 | 609 |
| 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 | $221,845,000 | 636 |
| U.S. Government securities | $182,372,000 | 605 |
| U.S. Treasury securities | $736,000 | 1,681 |
| U.S. Government agency obligations | $181,636,000 | 582 |
| Securities issued by states & political subdivisions | $31,081,000 | 577 |
| Other domestic debt securities | $7,886,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,038 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000 | 410 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,795,000 | 826 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $506,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,222,000 | 2,129 |
| Mortgage-backed securities | $146,646,000 | 486 |
| Certificates of participation in pools of residential mortgages | $56,252,000 | 707 |
| Issued or guaranteed by U.S. | $56,252,000 | 704 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $90,394,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $90,305,000 | 277 |
| Privately issued | $89,000 | 909 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,420,000 | 2,411 |
| Available-for-sale securities (fair market value) | $218,425,000 | 559 |
| Total debt securities | $221,339,000 | 618 |
| 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 | $237,034,000 | 581 |
| U.S. Government securities | $188,924,000 | 564 |
| U.S. Treasury securities | $723,000 | 1,692 |
| U.S. Government agency obligations | $188,201,000 | 549 |
| Securities issued by states & political subdivisions | $31,341,000 | 548 |
| Other domestic debt securities | $16,263,000 | 677 |
| Privately issued residential mortgage-backed securities | $109,000 | 1,068 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000 | 429 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,152,000 | 499 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $506,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,939,000 | 1,926 |
| Mortgage-backed securities | $152,993,000 | 489 |
| Certificates of participation in pools of residential mortgages | $45,895,000 | 818 |
| Issued or guaranteed by U.S. | $45,895,000 | 814 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $107,098,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $106,989,000 | 266 |
| Privately issued | $109,000 | 943 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,757,000 | 2,340 |
| Available-for-sale securities (fair market value) | $233,277,000 | 514 |
| Total debt securities | $236,525,000 | 566 |
| 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 | $211,543,000 | 640 |
| U.S. Government securities | $170,225,000 | 611 |
| U.S. Treasury securities | $710,000 | 1,733 |
| U.S. Government agency obligations | $169,515,000 | 590 |
| Securities issued by states & political subdivisions | $25,873,000 | 657 |
| Other domestic debt securities | $14,939,000 | 730 |
| Privately issued residential mortgage-backed securities | $129,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000 | 449 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,808,000 | 535 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $506,000 | 1,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,447,000 | 2,650 |
| Mortgage-backed securities | $135,960,000 | 512 |
| Certificates of participation in pools of residential mortgages | $44,619,000 | 803 |
| Issued or guaranteed by U.S. | $44,619,000 | 798 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $91,341,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $91,212,000 | 287 |
| Privately issued | $129,000 | 952 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,746,000 | 2,397 |
| Available-for-sale securities (fair market value) | $207,797,000 | 556 |
| Total debt securities | $211,037,000 | 622 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,000,000 | 1,073 |
| 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 | $197,566,000 | 657 |
| U.S. Government securities | $142,335,000 | 660 |
| U.S. Treasury securities | $698,000 | 1,835 |
| U.S. Government agency obligations | $141,637,000 | 630 |
| Securities issued by states & political subdivisions | $27,211,000 | 607 |
| Other domestic debt securities | $27,514,000 | 475 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,000 | 454 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,298,000 | 331 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $506,000 | 1,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,811,000 | 1,859 |
| Mortgage-backed securities | $98,567,000 | 632 |
| Certificates of participation in pools of residential mortgages | $35,126,000 | 940 |
| Issued or guaranteed by U.S. | $35,126,000 | 936 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $63,441,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $63,259,000 | 354 |
| Privately issued | $182,000 | 959 |
| 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) | $4,675,000 | 2,243 |
| Available-for-sale securities (fair market value) | $192,891,000 | 575 |
| Total debt securities | $197,060,000 | 637 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,000,000 | 943 |
| 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 | $86,293,000 | 1,323 |
| U.S. Government securities | $55,728,000 | 1,457 |
| U.S. Treasury securities | $383,000 | 2,702 |
| U.S. Government agency obligations | $55,345,000 | 1,389 |
| Securities issued by states & political subdivisions | $24,913,000 | 620 |
| Other domestic debt securities | $2,915,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $824,000 | 341 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,091,000 | 1,856 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,737,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,206,000 | 4,327 |
| Mortgage-backed securities | $28,154,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $8,680,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,680,000 | 2,288 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $19,474,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $19,474,000 | 765 |
| 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) | $8,168,000 | 1,756 |
| Available-for-sale securities (fair market value) | $78,125,000 | 1,200 |
| Total debt securities | $83,557,000 | 1,314 |
| 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 | $97,263,000 | 1,151 |
| U.S. Government securities | $64,700,000 | 1,231 |
| U.S. Treasury securities | $349,000 | 3,659 |
| U.S. Government agency obligations | $64,351,000 | 1,151 |
| Securities issued by states & political subdivisions | $30,070,000 | 488 |
| Other domestic debt securities | $819,000 | 2,637 |
| 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 | $819,000 | 2,319 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,674,000 | 1,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,603,000 | 4,809 |
| Mortgage-backed securities | $14,147,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $10,322,000 | 1,708 |
| Issued or guaranteed by U.S. | $10,322,000 | 1,696 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,825,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $3,825,000 | 1,603 |
| 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) | $12,679,000 | 1,630 |
| Available-for-sale securities (fair market value) | $84,584,000 | 1,039 |
| Total debt securities | $95,589,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $104,050,000 | 1,103 |
| U.S. Government securities | $66,943,000 | 1,269 |
| U.S. Treasury securities | $315,000 | 4,842 |
| U.S. Government agency obligations | $66,628,000 | 1,161 |
| Securities issued by states & political subdivisions | $34,631,000 | 404 |
| Other domestic debt securities | $1,362,000 | 2,134 |
| 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 | $1,362,000 | 1,795 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,114,000 | 2,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,314,000 | 3,582 |
| Mortgage-backed securities | $15,270,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $11,177,000 | 1,732 |
| Issued or guaranteed by U.S. | $11,177,000 | 1,721 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,093,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $4,093,000 | 1,671 |
| 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) | $17,788,000 | 1,398 |
| Available-for-sale securities (fair market value) | $86,262,000 | 1,011 |
| Total debt securities | $102,936,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $48,881,000 | 2,365 |
| U.S. Government securities | $22,474,000 | 3,592 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $22,474,000 | 3,052 |
| Securities issued by states & political subdivisions | $23,717,000 | 651 |
| Other domestic debt securities | $1,707,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,482,000 | 1,576 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $983,000 | 2,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,152,000 | 4,208 |
| Mortgage-backed securities | $8,542,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,717,000 | 3,943 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,825,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $5,600,000 | 1,561 |
| Privately issued | $225,000 | 918 |
| 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) | $19,591,000 | 1,410 |
| Available-for-sale securities (fair market value) | $29,290,000 | 2,854 |
| Total debt securities | $47,898,000 | 2,328 |
| 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 | $55,817,000 | 2,068 |
| U.S. Government securities | $25,358,000 | 3,398 |
| U.S. Treasury securities | $1,002,000 | 6,378 |
| U.S. Government agency obligations | $24,356,000 | 2,747 |
| Securities issued by states & political subdivisions | $26,216,000 | 465 |
| Other domestic debt securities | $3,337,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,005 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,110,000 | 847 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $906,000 | 2,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,632,000 | 6,827 |
| Mortgage-backed securities | $3,461,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 3,909 |
| Issued or guaranteed by U.S. | $2,734,000 | 3,894 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $727,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,838 |
| Privately issued | $227,000 | 811 |
| 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) | $24,182,000 | 1,429 |
| Available-for-sale securities (fair market value) | $31,635,000 | 2,499 |
| Total debt securities | $54,911,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $500,000 | 1,821 |
| 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 | $62,354,000 | 1,951 |
| U.S. Government securities | $32,787,000 | 2,943 |
| U.S. Treasury securities | $2,176,000 | 5,766 |
| U.S. Government agency obligations | $30,611,000 | 2,340 |
| Securities issued by states & political subdivisions | $25,693,000 | 459 |
| Other domestic debt securities | $3,064,000 | 1,182 |
| 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 | $3,064,000 | 853 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $810,000 | 2,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000 | 6,492 |
| Mortgage-backed securities | $2,341,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $2,232,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,232,000 | 4,547 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $109,000 | 5,215 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 4,986 |
| 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) | $24,689,000 | 1,593 |
| Available-for-sale securities (fair market value) | $37,665,000 | 2,197 |
| Total debt securities | $61,544,000 | 1,907 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $998,000 | 1,745 |
| 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 | $56,525,000 | 2,227 |
| U.S. Government securities | $29,895,000 | 3,341 |
| U.S. Treasury securities | $4,193,000 | 5,065 |
| U.S. Government agency obligations | $25,702,000 | 2,703 |
| Securities issued by states & political subdivisions | $19,725,000 | 625 |
| Other domestic debt securities | $6,205,000 | 935 |
| Privately issued residential mortgage-backed securities | $403,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,802,000 | 718 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $700,000 | 2,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,774,000 | 4,315 |
| Mortgage-backed securities | $2,070,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 5,162 |
| Issued or guaranteed by U.S. | $1,355,000 | 5,582 |
| Privately issued | $403,000 | 362 |
| Collaterized mortgage obligations | $312,000 | 5,217 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 5,014 |
| 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) | $18,921,000 | 2,100 |
| Available-for-sale securities (fair market value) | $37,604,000 | 2,287 |
| Total debt securities | $55,825,000 | 2,182 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,048 |
| Fair value | $3,506,000 | 1,003 |
| 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 | $55,097,000 | 2,380 |
| U.S. Government securities | $29,753,000 | 3,497 |
| U.S. Treasury securities | $8,277,000 | 3,928 |
| U.S. Government agency obligations | $21,476,000 | 3,014 |
| Securities issued by states & political subdivisions | $18,873,000 | 659 |
| Other domestic debt securities | $5,947,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,443,000 | 846 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $524,000 | 2,982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,000 | 9,701 |
| Mortgage-backed securities | $2,523,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $1,936,000 | 5,268 |
| Issued or guaranteed by U.S. | $1,432,000 | 5,796 |
| Privately issued | $504,000 | 329 |
| Collaterized mortgage obligations | $587,000 | 5,101 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 4,883 |
| 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) | $17,157,000 | 3,880 |
| Available-for-sale securities (fair market value) | $37,940,000 | 1,506 |
| Total debt securities | $54,573,000 | 2,352 |
| 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 | $43,229,000 | 3,224 |
| U.S. Government securities | $21,649,000 | 4,791 |
| U.S. Treasury securities | $7,106,000 | 4,509 |
| U.S. Government agency obligations | $14,543,000 | 4,284 |
| Securities issued by states & political subdivisions | $15,661,000 | 869 |
| Other domestic debt securities | $5,225,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $2,326,000 | 774 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,899,000 | 1,462 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $694,000 | 2,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,000 | 10,063 |
| Mortgage-backed securities | $5,262,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $1,889,000 | 5,869 |
| Issued or guaranteed by U.S. | $1,889,000 | 5,819 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,373,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 4,648 |
| Privately issued | $2,326,000 | 543 |
| 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 | $42,535,000 | 3,199 |
| 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 | $39,223,000 | 3,501 |
| U.S. Government securities | $22,480,000 | 4,608 |
| U.S. Treasury securities | $7,215,000 | 4,493 |
| U.S. Government agency obligations | $15,265,000 | 4,055 |
| Securities issued by states & political subdivisions | $11,932,000 | 1,107 |
| Other domestic debt securities | $3,985,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $789,000 | 2,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,196,000 | 1,569 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $826,000 | 2,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,000 | 10,317 |
| Mortgage-backed securities | $7,131,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $3,251,000 | 4,984 |
| Issued or guaranteed by U.S. | $3,251,000 | 4,926 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,880,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $3,091,000 | 3,085 |
| Privately issued | $789,000 | 1,654 |
| 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 | $38,397,000 | 3,513 |
| 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 |