Home > Montecito Bank & Trust > Securities
Montecito Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $728,933,000 | 308 |
| U.S. Government securities | $260,868,000 | 530 |
| U.S. Treasury securities | $15,429,000 | 1,073 |
| U.S. Government agency obligations | $245,439,000 | 495 |
| Securities issued by states & political subdivisions | $176,736,000 | 238 |
| Other domestic debt securities | $291,329,000 | 128 |
| Privately issued residential mortgage-backed securities | $172,029,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,499,000 | 99 |
| Structured financial products - Total | $35,018,000 | 149 |
| Other domestic debt securities - All other | $18,862,000 | 421 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,035,000 | 686 |
| Mortgage-backed securities | $416,174,000 | 268 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,828,000 | 576 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,233,000 | 897 |
| Privately issued | $172,029,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $65,138,000 | 144 |
| Other commercial mortgage-backed securities | $79,946,000 | 143 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $728,933,000 | 251 |
| Total debt securities | $728,933,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $704,900,000 | 317 |
| U.S. Government securities | $252,054,000 | 554 |
| U.S. Treasury securities | $15,035,000 | 1,135 |
| U.S. Government agency obligations | $237,019,000 | 512 |
| Securities issued by states & political subdivisions | $165,814,000 | 245 |
| Other domestic debt securities | $287,032,000 | 134 |
| Privately issued residential mortgage-backed securities | $167,687,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,653,000 | 100 |
| Structured financial products - Total | $35,416,000 | 141 |
| Other domestic debt securities - All other | $18,674,000 | 420 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,376,000 | 701 |
| Mortgage-backed securities | $403,591,000 | 266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,371,000 | 576 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,254,000 | 878 |
| Privately issued | $167,687,000 | 44 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $61,779,000 | 144 |
| Other commercial mortgage-backed securities | $77,500,000 | 141 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $704,900,000 | 259 |
| Total debt securities | $704,900,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $737,326,000 | 306 |
| U.S. Government securities | $267,395,000 | 534 |
| U.S. Treasury securities | $15,104,000 | 1,136 |
| U.S. Government agency obligations | $252,291,000 | 490 |
| Securities issued by states & political subdivisions | $174,752,000 | 240 |
| Other domestic debt securities | $295,179,000 | 130 |
| Privately issued residential mortgage-backed securities | $173,648,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,850,000 | 94 |
| Structured financial products - Total | $35,633,000 | 131 |
| Other domestic debt securities - All other | $18,742,000 | 416 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,738,000 | 916 |
| Mortgage-backed securities | $424,994,000 | 258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $87,838,000 | 566 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,090,000 | 867 |
| Privately issued | $173,648,000 | 42 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,334,000 | 138 |
| Other commercial mortgage-backed securities | $82,084,000 | 132 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $737,326,000 | 252 |
| Total debt securities | $737,326,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $781,092,000 | 312 |
| U.S. Government securities | $300,191,000 | 501 |
| U.S. Treasury securities | $32,997,000 | 728 |
| U.S. Government agency obligations | $267,194,000 | 461 |
| Securities issued by states & political subdivisions | $176,608,000 | 248 |
| Other domestic debt securities | $304,293,000 | 132 |
| Privately issued residential mortgage-backed securities | $178,185,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,323,000 | 95 |
| Structured financial products - Total | $36,025,000 | 134 |
| Other domestic debt securities - All other | $20,733,000 | 403 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,280,000 | 824 |
| Mortgage-backed securities | $444,810,000 | 262 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $122,356,000 | 453 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,793,000 | 937 |
| Privately issued | $178,185,000 | 43 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $84,424,000 | 129 |
| Other commercial mortgage-backed securities | $46,052,000 | 204 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $781,092,000 | 254 |
| Total debt securities | $781,092,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $805,636,000 | 310 |
| U.S. Government securities | $327,015,000 | 463 |
| U.S. Treasury securities | $66,307,000 | 435 |
| U.S. Government agency obligations | $260,708,000 | 472 |
| Securities issued by states & political subdivisions | $173,938,000 | 260 |
| Other domestic debt securities | $304,683,000 | 132 |
| Privately issued residential mortgage-backed securities | $178,281,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,569,000 | 96 |
| Structured financial products - Total | $36,026,000 | 135 |
| Other domestic debt securities - All other | $21,034,000 | 410 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,014,000 | 816 |
| Mortgage-backed securities | $439,137,000 | 271 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,011,000 | 456 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,512,000 | 1,335 |
| Privately issued | $178,281,000 | 46 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $84,278,000 | 127 |
| Other commercial mortgage-backed securities | $47,055,000 | 208 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $805,636,000 | 252 |
| Total debt securities | $805,636,000 | 305 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $763,126,000 | 324 |
| U.S. Government securities | $274,775,000 | 560 |
| U.S. Treasury securities | $14,963,000 | 1,283 |
| U.S. Government agency obligations | $259,812,000 | 472 |
| Securities issued by states & political subdivisions | $172,205,000 | 258 |
| Other domestic debt securities | $316,146,000 | 127 |
| Privately issued residential mortgage-backed securities | $165,762,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,378,000 | 83 |
| Structured financial products - Total | $26,588,000 | 133 |
| Other domestic debt securities - All other | $21,101,000 | 411 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,932,000 | 790 |
| Mortgage-backed securities | $441,182,000 | 271 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,542,000 | 456 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 1,928 |
| Privately issued | $165,762,000 | 50 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $85,346,000 | 129 |
| Other commercial mortgage-backed securities | $63,462,000 | 188 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $763,126,000 | 263 |
| Total debt securities | $763,126,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $792,355,000 | 323 |
| U.S. Government securities | $279,538,000 | 555 |
| U.S. Treasury securities | $15,505,000 | 1,253 |
| U.S. Government agency obligations | $264,033,000 | 480 |
| Securities issued by states & political subdivisions | $179,150,000 | 263 |
| Other domestic debt securities | $333,667,000 | 114 |
| Privately issued residential mortgage-backed securities | $175,564,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,980,000 | 80 |
| Structured financial products - Total | $26,979,000 | 75 |
| Other domestic debt securities - All other | $22,611,000 | 406 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,997,000 | 815 |
| Mortgage-backed securities | $461,303,000 | 273 |
| Certificates of participation in pools of residential mortgages | $125,445,000 | 476 |
| Issued or guaranteed by U.S. | $125,445,000 | 471 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $177,917,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $2,353,000 | 1,895 |
| Privately issued | $175,564,000 | 50 |
| Commercial mortgage-backed securities | $157,941,000 | 177 |
| Commercial mortgage pass-through securities | $91,030,000 | 125 |
| Other commercial mortgage-backed securities | $66,911,000 | 204 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $792,355,000 | 270 |
| Total debt securities | $792,355,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $742,225,000 | 342 |
| U.S. Government securities | $277,250,000 | 553 |
| U.S. Treasury securities | $15,821,000 | 1,097 |
| U.S. Government agency obligations | $261,429,000 | 494 |
| Securities issued by states & political subdivisions | $135,593,000 | 389 |
| Other domestic debt securities | $329,382,000 | 115 |
| Privately issued residential mortgage-backed securities | $184,475,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,189,000 | 78 |
| Structured financial products - Total | $23,071,000 | 77 |
| Other domestic debt securities - All other | $23,282,000 | 392 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,336,000 | 807 |
| Mortgage-backed securities | $467,606,000 | 278 |
| Certificates of participation in pools of residential mortgages | $124,723,000 | 492 |
| Issued or guaranteed by U.S. | $124,723,000 | 488 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $187,200,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $2,725,000 | 1,837 |
| Privately issued | $184,475,000 | 48 |
| Commercial mortgage-backed securities | $155,683,000 | 181 |
| Commercial mortgage pass-through securities | $100,495,000 | 119 |
| Other commercial mortgage-backed securities | $55,188,000 | 239 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $742,225,000 | 297 |
| Total debt securities | $742,225,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $702,844,000 | 351 |
| U.S. Government securities | $295,285,000 | 496 |
| U.S. Treasury securities | $6,488,000 | 1,253 |
| U.S. Government agency obligations | $288,797,000 | 454 |
| Securities issued by states & political subdivisions | $147,655,000 | 360 |
| Other domestic debt securities | $259,904,000 | 121 |
| Privately issued residential mortgage-backed securities | $141,486,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $57,605,000 | 90 |
| Structured financial products - Total | $23,500,000 | 71 |
| Other domestic debt securities - All other | $17,108,000 | 458 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,829,000 | 725 |
| Mortgage-backed securities | $441,138,000 | 292 |
| Certificates of participation in pools of residential mortgages | $137,349,000 | 453 |
| Issued or guaranteed by U.S. | $137,349,000 | 450 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $144,649,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $3,163,000 | 1,762 |
| Privately issued | $141,486,000 | 50 |
| Commercial mortgage-backed securities | $159,140,000 | 181 |
| Commercial mortgage pass-through securities | $109,161,000 | 113 |
| Other commercial mortgage-backed securities | $49,979,000 | 260 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $702,844,000 | 311 |
| Total debt securities | $702,844,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $680,620,000 | 353 |
| U.S. Government securities | $286,165,000 | 482 |
| U.S. Treasury securities | $6,510,000 | 1,037 |
| U.S. Government agency obligations | $279,655,000 | 450 |
| Securities issued by states & political subdivisions | $144,229,000 | 363 |
| Other domestic debt securities | $250,226,000 | 115 |
| Privately issued residential mortgage-backed securities | $131,271,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,593,000 | 94 |
| Structured financial products - Total | $23,498,000 | 69 |
| Other domestic debt securities - All other | $18,278,000 | 416 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,921,000 | 683 |
| Mortgage-backed securities | $418,042,000 | 309 |
| Certificates of participation in pools of residential mortgages | $122,162,000 | 476 |
| Issued or guaranteed by U.S. | $122,162,000 | 474 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $134,802,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $3,531,000 | 1,722 |
| Privately issued | $131,271,000 | 44 |
| Commercial mortgage-backed securities | $161,078,000 | 180 |
| Commercial mortgage pass-through securities | $111,752,000 | 114 |
| Other commercial mortgage-backed securities | $49,326,000 | 253 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $680,620,000 | 309 |
| Total debt securities | $680,620,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $627,724,000 | 351 |
| U.S. Government securities | $291,049,000 | 453 |
| U.S. Treasury securities | $9,603,000 | 805 |
| U.S. Government agency obligations | $281,446,000 | 429 |
| Securities issued by states & political subdivisions | $106,539,000 | 483 |
| Other domestic debt securities | $230,136,000 | 113 |
| Privately issued residential mortgage-backed securities | $122,037,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,442,000 | 96 |
| Structured financial products - Total | $13,514,000 | 72 |
| Other domestic debt securities - All other | $21,531,000 | 350 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,992,000 | 682 |
| Mortgage-backed securities | $408,360,000 | 292 |
| Certificates of participation in pools of residential mortgages | $102,498,000 | 518 |
| Issued or guaranteed by U.S. | $102,498,000 | 509 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $133,763,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $11,726,000 | 1,010 |
| Privately issued | $122,037,000 | 38 |
| Commercial mortgage-backed securities | $172,099,000 | 166 |
| Commercial mortgage pass-through securities | $118,603,000 | 105 |
| Other commercial mortgage-backed securities | $53,496,000 | 228 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $627,724,000 | 311 |
| Total debt securities | $627,724,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $513,582,000 | 389 |
| U.S. Government securities | $236,098,000 | 483 |
| U.S. Treasury securities | $6,561,000 | 714 |
| U.S. Government agency obligations | $229,537,000 | 463 |
| Securities issued by states & political subdivisions | $90,008,000 | 559 |
| Other domestic debt securities | $187,476,000 | 120 |
| Privately issued residential mortgage-backed securities | $117,747,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,413,000 | 146 |
| Structured financial products - Total | $4,007,000 | 90 |
| Other domestic debt securities - All other | $21,324,000 | 342 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,144,000 | 685 |
| Mortgage-backed securities | $353,671,000 | 303 |
| Certificates of participation in pools of residential mortgages | $68,608,000 | 672 |
| Issued or guaranteed by U.S. | $68,608,000 | 655 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $130,729,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $12,982,000 | 943 |
| Privately issued | $117,747,000 | 35 |
| Commercial mortgage-backed securities | $154,334,000 | 170 |
| Commercial mortgage pass-through securities | $92,660,000 | 116 |
| Other commercial mortgage-backed securities | $61,674,000 | 203 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $513,582,000 | 346 |
| Total debt securities | $513,582,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $469,757,000 | 387 |
| U.S. Government securities | $211,747,000 | 470 |
| U.S. Treasury securities | $6,822,000 | 510 |
| U.S. Government agency obligations | $204,925,000 | 464 |
| Securities issued by states & political subdivisions | $87,840,000 | 538 |
| Other domestic debt securities | $170,170,000 | 125 |
| Privately issued residential mortgage-backed securities | $99,106,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,173,000 | 120 |
| Structured financial products - Total | $3,996,000 | 87 |
| Other domestic debt securities - All other | $19,829,000 | 338 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,455,000 | 682 |
| Mortgage-backed securities | $310,082,000 | 312 |
| Certificates of participation in pools of residential mortgages | $59,862,000 | 682 |
| Issued or guaranteed by U.S. | $59,862,000 | 671 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $114,041,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $14,935,000 | 866 |
| Privately issued | $99,106,000 | 37 |
| Commercial mortgage-backed securities | $136,179,000 | 174 |
| Commercial mortgage pass-through securities | $79,659,000 | 120 |
| Other commercial mortgage-backed securities | $56,520,000 | 198 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $469,757,000 | 348 |
| Total debt securities | $469,757,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $437,392,000 | 383 |
| U.S. Government securities | $170,100,000 | 537 |
| U.S. Treasury securities | $6,914,000 | 495 |
| U.S. Government agency obligations | $163,186,000 | 523 |
| Securities issued by states & political subdivisions | $82,341,000 | 509 |
| Other domestic debt securities | $184,951,000 | 117 |
| Privately issued residential mortgage-backed securities | $111,043,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,803,000 | 117 |
| Structured financial products - Total | $3,898,000 | 85 |
| Other domestic debt securities - All other | $23,976,000 | 282 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,647,000 | 649 |
| Mortgage-backed securities | $280,360,000 | 318 |
| Certificates of participation in pools of residential mortgages | $44,837,000 | 797 |
| Issued or guaranteed by U.S. | $44,837,000 | 780 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $127,574,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $16,531,000 | 827 |
| Privately issued | $111,043,000 | 33 |
| Commercial mortgage-backed securities | $107,949,000 | 188 |
| Commercial mortgage pass-through securities | $49,300,000 | 144 |
| Other commercial mortgage-backed securities | $58,649,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $437,392,000 | 346 |
| Total debt securities | $437,392,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $435,629,000 | 374 |
| U.S. Government securities | $157,340,000 | 566 |
| U.S. Treasury securities | $6,940,000 | 518 |
| U.S. Government agency obligations | $150,400,000 | 552 |
| Securities issued by states & political subdivisions | $88,717,000 | 432 |
| Other domestic debt securities | $189,572,000 | 120 |
| Privately issued residential mortgage-backed securities | $107,445,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,612,000 | 112 |
| Structured financial products - Total | $11,347,000 | 64 |
| Other domestic debt securities - All other | $24,050,000 | 274 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,980,000 | 650 |
| Mortgage-backed securities | $265,846,000 | 330 |
| Certificates of participation in pools of residential mortgages | $62,437,000 | 599 |
| Issued or guaranteed by U.S. | $62,437,000 | 587 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $126,766,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $19,321,000 | 771 |
| Privately issued | $107,445,000 | 30 |
| Commercial mortgage-backed securities | $76,643,000 | 223 |
| Commercial mortgage pass-through securities | $24,338,000 | 220 |
| Other commercial mortgage-backed securities | $52,305,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $435,629,000 | 332 |
| Total debt securities | $435,628,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $441,300,000 | 363 |
| U.S. Government securities | $177,551,000 | 521 |
| U.S. Treasury securities | $6,941,000 | 531 |
| U.S. Government agency obligations | $170,610,000 | 511 |
| Securities issued by states & political subdivisions | $79,914,000 | 427 |
| Other domestic debt securities | $183,835,000 | 118 |
| Privately issued residential mortgage-backed securities | $80,949,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,122,000 | 96 |
| Structured financial products - Total | $17,255,000 | 59 |
| Other domestic debt securities - All other | $33,609,000 | 198 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,647,000 | 648 |
| Mortgage-backed securities | $256,123,000 | 336 |
| Certificates of participation in pools of residential mortgages | $75,421,000 | 524 |
| Issued or guaranteed by U.S. | $75,421,000 | 508 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $106,286,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $25,337,000 | 660 |
| Privately issued | $80,949,000 | 39 |
| Commercial mortgage-backed securities | $74,416,000 | 228 |
| Commercial mortgage pass-through securities | $25,424,000 | 208 |
| Other commercial mortgage-backed securities | $48,992,000 | 205 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $441,300,000 | 324 |
| Total debt securities | $441,300,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $439,585,000 | 356 |
| U.S. Government securities | $217,706,000 | 443 |
| U.S. Treasury securities | $6,496,000 | 586 |
| U.S. Government agency obligations | $211,210,000 | 430 |
| Securities issued by states & political subdivisions | $25,949,000 | 1,258 |
| Other domestic debt securities | $195,930,000 | 107 |
| Privately issued residential mortgage-backed securities | $91,937,000 | 44 |
| Commercial mortgage-backed securities - Total | $10,059,000 | 94 |
| Asset backed securities | $34,230,000 | 103 |
| Structured financial products - Total | $30,490,000 | 49 |
| Other domestic debt securities - All other | $29,214,000 | 199 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,442,000 | 853 |
| Mortgage-backed securities | $304,980,000 | 287 |
| Certificates of participation in pools of residential mortgages | $83,433,000 | 474 |
| Issued or guaranteed by U.S. | $83,433,000 | 462 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $110,898,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $18,961,000 | 801 |
| Privately issued | $91,937,000 | 33 |
| Commercial mortgage-backed securities | $110,649,000 | 184 |
| Commercial mortgage pass-through securities | $65,119,000 | 111 |
| Other commercial mortgage-backed securities | $45,530,000 | 210 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $439,585,000 | 315 |
| Total debt securities | $439,585,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $449,974,000 | 343 |
| U.S. Government securities | $136,329,000 | 645 |
| U.S. Treasury securities | $6,550,000 | 586 |
| U.S. Government agency obligations | $129,779,000 | 633 |
| Securities issued by states & political subdivisions | $22,293,000 | 1,401 |
| Other domestic debt securities | $290,326,000 | 82 |
| Privately issued residential mortgage-backed securities | $144,049,000 | 33 |
| Commercial mortgage-backed securities - Total | $28,116,000 | 54 |
| Asset backed securities | $38,687,000 | 92 |
| Structured financial products - Total | $45,482,000 | 40 |
| Other domestic debt securities - All other | $33,992,000 | 179 |
| Foreign debt securities | $1,026,000 | 164 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,643,000 | 730 |
| Mortgage-backed securities | $292,313,000 | 291 |
| Certificates of participation in pools of residential mortgages | $52,417,000 | 643 |
| Issued or guaranteed by U.S. | $458,000 | 3,694 |
| Privately issued | $51,959,000 | 19 |
| Collaterized mortgage obligations | $115,394,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $23,304,000 | 706 |
| Privately issued | $92,090,000 | 35 |
| Commercial mortgage-backed securities | $124,502,000 | 169 |
| Commercial mortgage pass-through securities | $60,280,000 | 115 |
| Other commercial mortgage-backed securities | $64,222,000 | 174 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $449,974,000 | 304 |
| Total debt securities | $449,974,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $447,634,000 | 344 |
| U.S. Government securities | $166,308,000 | 563 |
| U.S. Treasury securities | $6,497,000 | 580 |
| U.S. Government agency obligations | $159,811,000 | 545 |
| Securities issued by states & political subdivisions | $20,079,000 | 1,540 |
| Other domestic debt securities | $260,225,000 | 83 |
| Privately issued residential mortgage-backed securities | $103,108,000 | 33 |
| Commercial mortgage-backed securities - Total | $28,065,000 | 57 |
| Asset backed securities | $43,428,000 | 84 |
| Structured financial products - Total | $51,696,000 | 36 |
| Other domestic debt securities - All other | $33,928,000 | 170 |
| Foreign debt securities | $1,022,000 | 172 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,069,000 | 720 |
| Mortgage-backed securities | $273,359,000 | 301 |
| Certificates of participation in pools of residential mortgages | $31,283,000 | 941 |
| Issued or guaranteed by U.S. | $31,283,000 | 933 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $127,833,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $24,725,000 | 656 |
| Privately issued | $103,108,000 | 31 |
| Commercial mortgage-backed securities | $114,243,000 | 172 |
| Commercial mortgage pass-through securities | $60,518,000 | 116 |
| Other commercial mortgage-backed securities | $53,725,000 | 190 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $447,634,000 | 301 |
| Total debt securities | $447,634,000 | 338 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $452,525,000 | 347 |
| U.S. Government securities | $165,659,000 | 559 |
| U.S. Treasury securities | $6,516,000 | 590 |
| U.S. Government agency obligations | $159,143,000 | 542 |
| Securities issued by states & political subdivisions | $27,223,000 | 1,258 |
| Other domestic debt securities | $258,636,000 | 82 |
| Privately issued residential mortgage-backed securities | $104,368,000 | 33 |
| Commercial mortgage-backed securities - Total | $27,755,000 | 53 |
| Asset backed securities | $43,714,000 | 77 |
| Structured financial products - Total | $51,553,000 | 36 |
| Other domestic debt securities - All other | $31,246,000 | 182 |
| Foreign debt securities | $1,007,000 | 179 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,585,000 | 674 |
| Mortgage-backed securities | $273,910,000 | 299 |
| Certificates of participation in pools of residential mortgages | $39,504,000 | 795 |
| Issued or guaranteed by U.S. | $39,504,000 | 788 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $129,748,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $25,380,000 | 632 |
| Privately issued | $104,368,000 | 32 |
| Commercial mortgage-backed securities | $104,658,000 | 170 |
| Commercial mortgage pass-through securities | $68,437,000 | 100 |
| Other commercial mortgage-backed securities | $36,221,000 | 203 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $452,525,000 | 302 |
| Total debt securities | $452,525,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $429,434,000 | 359 |
| U.S. Government securities | $175,046,000 | 531 |
| U.S. Treasury securities | $6,492,000 | 579 |
| U.S. Government agency obligations | $168,554,000 | 517 |
| Securities issued by states & political subdivisions | $16,448,000 | 1,891 |
| Other domestic debt securities | $236,960,000 | 83 |
| Privately issued residential mortgage-backed securities | $90,106,000 | 40 |
| Commercial mortgage-backed securities - Total | $27,522,000 | 49 |
| Asset backed securities | $40,318,000 | 80 |
| Structured financial products - Total | $53,221,000 | 35 |
| Other domestic debt securities - All other | $25,793,000 | 201 |
| Foreign debt securities | $980,000 | 206 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,477,000 | 692 |
| Mortgage-backed securities | $268,743,000 | 295 |
| Certificates of participation in pools of residential mortgages | $40,247,000 | 789 |
| Issued or guaranteed by U.S. | $40,247,000 | 785 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $121,062,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $30,956,000 | 539 |
| Privately issued | $90,106,000 | 36 |
| Commercial mortgage-backed securities | $107,434,000 | 163 |
| Commercial mortgage pass-through securities | $70,905,000 | 95 |
| Other commercial mortgage-backed securities | $36,529,000 | 196 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $429,434,000 | 315 |
| Total debt securities | $429,434,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $413,686,000 | 371 |
| U.S. Government securities | $172,345,000 | 535 |
| U.S. Treasury securities | $6,448,000 | 566 |
| U.S. Government agency obligations | $165,897,000 | 519 |
| Securities issued by states & political subdivisions | $16,209,000 | 1,940 |
| Other domestic debt securities | $224,153,000 | 88 |
| Privately issued residential mortgage-backed securities | $81,552,000 | 44 |
| Commercial mortgage-backed securities - Total | $21,276,000 | 54 |
| Asset backed securities | $45,341,000 | 74 |
| Structured financial products - Total | $50,363,000 | 37 |
| Other domestic debt securities - All other | $25,621,000 | 201 |
| Foreign debt securities | $979,000 | 202 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,698,000 | 756 |
| Mortgage-backed securities | $251,639,000 | 309 |
| Certificates of participation in pools of residential mortgages | $41,410,000 | 778 |
| Issued or guaranteed by U.S. | $41,410,000 | 775 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $112,844,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $31,292,000 | 521 |
| Privately issued | $81,552,000 | 41 |
| Commercial mortgage-backed securities | $97,385,000 | 171 |
| Commercial mortgage pass-through securities | $67,103,000 | 100 |
| Other commercial mortgage-backed securities | $30,282,000 | 211 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $413,686,000 | 323 |
| Total debt securities | $413,686,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $415,334,000 | 373 |
| U.S. Government securities | $168,498,000 | 562 |
| U.S. Treasury securities | $6,464,000 | 544 |
| U.S. Government agency obligations | $162,034,000 | 546 |
| Securities issued by states & political subdivisions | $32,519,000 | 1,123 |
| Other domestic debt securities | $213,334,000 | 93 |
| Privately issued residential mortgage-backed securities | $81,640,000 | 46 |
| Commercial mortgage-backed securities - Total | $19,051,000 | 53 |
| Asset backed securities | $40,448,000 | 77 |
| Structured financial products - Total | $36,355,000 | 42 |
| Other domestic debt securities - All other | $35,840,000 | 165 |
| Foreign debt securities | $983,000 | 201 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,977,000 | 751 |
| Mortgage-backed securities | $245,441,000 | 317 |
| Certificates of participation in pools of residential mortgages | $47,403,000 | 736 |
| Issued or guaranteed by U.S. | $47,403,000 | 723 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $114,889,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $33,249,000 | 498 |
| Privately issued | $81,640,000 | 42 |
| Commercial mortgage-backed securities | $83,149,000 | 175 |
| Commercial mortgage pass-through securities | $58,173,000 | 108 |
| Other commercial mortgage-backed securities | $24,976,000 | 224 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $415,334,000 | 327 |
| Total debt securities | $415,334,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $425,687,000 | 373 |
| U.S. Government securities | $174,329,000 | 550 |
| U.S. Treasury securities | $6,463,000 | 529 |
| U.S. Government agency obligations | $167,866,000 | 540 |
| Securities issued by states & political subdivisions | $39,664,000 | 960 |
| Other domestic debt securities | $210,711,000 | 92 |
| Privately issued residential mortgage-backed securities | $77,904,000 | 44 |
| Commercial mortgage-backed securities - Total | $19,200,000 | 52 |
| Asset backed securities | $41,650,000 | 75 |
| Structured financial products - Total | $36,546,000 | 42 |
| Other domestic debt securities - All other | $35,411,000 | 168 |
| Foreign debt securities | $983,000 | 198 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,383,000 | 746 |
| Mortgage-backed securities | $247,398,000 | 311 |
| Certificates of participation in pools of residential mortgages | $49,566,000 | 728 |
| Issued or guaranteed by U.S. | $49,566,000 | 728 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $112,551,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $34,647,000 | 488 |
| Privately issued | $77,904,000 | 42 |
| Commercial mortgage-backed securities | $85,281,000 | 168 |
| Commercial mortgage pass-through securities | $60,112,000 | 92 |
| Other commercial mortgage-backed securities | $25,169,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $425,687,000 | 325 |
| Total debt securities | $425,687,000 | 366 |
| 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 | $367,095,000 | 413 |
| U.S. Government securities | $148,188,000 | 629 |
| U.S. Treasury securities | $6,477,000 | 498 |
| U.S. Government agency obligations | $141,711,000 | 614 |
| Securities issued by states & political subdivisions | $67,328,000 | 578 |
| Other domestic debt securities | $150,567,000 | 101 |
| Privately issued residential mortgage-backed securities | $49,988,000 | 54 |
| Commercial mortgage-backed securities - Total | $18,256,000 | 57 |
| Asset backed securities | $22,131,000 | 93 |
| Structured financial products - Total | $22,026,000 | 47 |
| Other domestic debt securities - All other | $38,166,000 | 154 |
| Foreign debt securities | $1,012,000 | 175 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,486,000 | 748 |
| Mortgage-backed securities | $189,060,000 | 389 |
| Certificates of participation in pools of residential mortgages | $26,185,000 | 1,174 |
| Issued or guaranteed by U.S. | $26,185,000 | 1,173 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $76,915,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $26,927,000 | 582 |
| Privately issued | $49,988,000 | 52 |
| Commercial mortgage-backed securities | $85,960,000 | 163 |
| Commercial mortgage pass-through securities | $61,657,000 | 88 |
| Other commercial mortgage-backed securities | $24,303,000 | 220 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $367,095,000 | 365 |
| Total debt securities | $367,095,000 | 406 |
| 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 | $376,681,000 | 413 |
| U.S. Government securities | $144,278,000 | 643 |
| U.S. Treasury securities | $6,505,000 | 478 |
| U.S. Government agency obligations | $137,773,000 | 633 |
| Securities issued by states & political subdivisions | $80,150,000 | 455 |
| Other domestic debt securities | $151,228,000 | 103 |
| Privately issued residential mortgage-backed securities | $40,725,000 | 62 |
| Commercial mortgage-backed securities - Total | $18,506,000 | 52 |
| Asset backed securities | $25,565,000 | 82 |
| Structured financial products - Total | $21,481,000 | 49 |
| Other domestic debt securities - All other | $44,951,000 | 140 |
| Foreign debt securities | $1,025,000 | 176 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,945,000 | 746 |
| Mortgage-backed securities | $179,320,000 | 398 |
| Certificates of participation in pools of residential mortgages | $27,430,000 | 1,163 |
| Issued or guaranteed by U.S. | $27,430,000 | 1,161 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $69,339,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $28,614,000 | 569 |
| Privately issued | $40,725,000 | 58 |
| Commercial mortgage-backed securities | $82,551,000 | 163 |
| Commercial mortgage pass-through securities | $59,184,000 | 97 |
| Other commercial mortgage-backed securities | $23,367,000 | 208 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $376,681,000 | 366 |
| Total debt securities | $376,681,000 | 404 |
| 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 | $388,954,000 | 400 |
| U.S. Government securities | $152,316,000 | 621 |
| U.S. Treasury securities | $6,515,000 | 489 |
| U.S. Government agency obligations | $145,801,000 | 605 |
| Securities issued by states & political subdivisions | $84,200,000 | 434 |
| Other domestic debt securities | $149,354,000 | 104 |
| Privately issued residential mortgage-backed securities | $41,235,000 | 63 |
| Commercial mortgage-backed securities - Total | $21,027,000 | 48 |
| Asset backed securities | $28,966,000 | 73 |
| Structured financial products - Total | $7,034,000 | 77 |
| Other domestic debt securities - All other | $51,092,000 | 126 |
| Foreign debt securities | $3,084,000 | 121 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,909,000 | 746 |
| Mortgage-backed securities | $190,113,000 | 394 |
| Certificates of participation in pools of residential mortgages | $28,887,000 | 1,138 |
| Issued or guaranteed by U.S. | $28,887,000 | 1,137 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $75,915,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $34,680,000 | 501 |
| Privately issued | $41,235,000 | 60 |
| Commercial mortgage-backed securities | $85,311,000 | 157 |
| Commercial mortgage pass-through securities | $59,412,000 | 98 |
| Other commercial mortgage-backed securities | $25,899,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $388,954,000 | 352 |
| Total debt securities | $388,954,000 | 394 |
| 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 | $397,763,000 | 392 |
| U.S. Government securities | $174,159,000 | 560 |
| U.S. Treasury securities | $6,533,000 | 517 |
| U.S. Government agency obligations | $167,626,000 | 541 |
| Securities issued by states & political subdivisions | $87,163,000 | 418 |
| Other domestic debt securities | $133,401,000 | 115 |
| Privately issued residential mortgage-backed securities | $33,817,000 | 71 |
| Commercial mortgage-backed securities - Total | $18,765,000 | 50 |
| Asset backed securities | $24,919,000 | 83 |
| Structured financial products - Total | $4,995,000 | 89 |
| Other domestic debt securities - All other | $50,905,000 | 129 |
| Foreign debt securities | $3,040,000 | 120 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,891,000 | 810 |
| Mortgage-backed securities | $199,998,000 | 381 |
| Certificates of participation in pools of residential mortgages | $39,074,000 | 935 |
| Issued or guaranteed by U.S. | $39,074,000 | 935 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $55,726,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $21,909,000 | 662 |
| Privately issued | $33,817,000 | 68 |
| Commercial mortgage-backed securities | $105,198,000 | 130 |
| Commercial mortgage pass-through securities | $81,541,000 | 71 |
| Other commercial mortgage-backed securities | $23,657,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $397,763,000 | 344 |
| Total debt securities | $397,763,000 | 386 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 268 |
| Fair value | $4,995,000 | 256 |
| 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 | $412,658,000 | 372 |
| U.S. Government securities | $165,737,000 | 572 |
| U.S. Treasury securities | $6,546,000 | 515 |
| U.S. Government agency obligations | $159,191,000 | 560 |
| Securities issued by states & political subdivisions | $106,322,000 | 341 |
| Other domestic debt securities | $137,589,000 | 111 |
| Privately issued residential mortgage-backed securities | $25,092,000 | 83 |
| Commercial mortgage-backed securities - Total | $19,186,000 | 50 |
| Asset backed securities | $28,980,000 | 78 |
| Structured financial products - Total | $4,991,000 | 92 |
| Other domestic debt securities - All other | $59,340,000 | 114 |
| Foreign debt securities | $3,010,000 | 121 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,409,000 | 943 |
| Mortgage-backed securities | $184,824,000 | 395 |
| Certificates of participation in pools of residential mortgages | $40,850,000 | 907 |
| Issued or guaranteed by U.S. | $40,850,000 | 907 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $43,166,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $18,074,000 | 751 |
| Privately issued | $25,092,000 | 80 |
| Commercial mortgage-backed securities | $100,808,000 | 136 |
| Commercial mortgage pass-through securities | $78,671,000 | 73 |
| Other commercial mortgage-backed securities | $22,137,000 | 199 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $412,658,000 | 321 |
| Total debt securities | $412,658,000 | 365 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 140 |
| Fair value | $10,001,000 | 134 |
| 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 | $444,062,000 | 347 |
| U.S. Government securities | $179,872,000 | 538 |
| U.S. Treasury securities | $6,610,000 | 449 |
| U.S. Government agency obligations | $173,262,000 | 530 |
| Securities issued by states & political subdivisions | $111,812,000 | 315 |
| Other domestic debt securities | $148,228,000 | 106 |
| Privately issued residential mortgage-backed securities | $27,534,000 | 83 |
| Commercial mortgage-backed securities - Total | $20,264,000 | 49 |
| Asset backed securities | $33,901,000 | 73 |
| Structured financial products - Total | $4,970,000 | 90 |
| Other domestic debt securities - All other | $61,559,000 | 113 |
| Foreign debt securities | $4,150,000 | 103 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,665,000 | 880 |
| Mortgage-backed securities | $199,792,000 | 375 |
| Certificates of participation in pools of residential mortgages | $44,408,000 | 855 |
| Issued or guaranteed by U.S. | $44,408,000 | 855 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,398,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $19,864,000 | 718 |
| Privately issued | $27,534,000 | 80 |
| Commercial mortgage-backed securities | $107,986,000 | 120 |
| Commercial mortgage pass-through securities | $84,555,000 | 60 |
| Other commercial mortgage-backed securities | $23,431,000 | 186 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $444,062,000 | 299 |
| Total debt securities | $444,062,000 | 342 |
| Structured notes | ||
| Amortized cost | $13,994,000 | 99 |
| Fair value | $14,000,000 | 98 |
| 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 | $463,994,000 | 330 |
| U.S. Government securities | $189,209,000 | 521 |
| U.S. Treasury securities | $6,649,000 | 458 |
| U.S. Government agency obligations | $182,560,000 | 516 |
| Securities issued by states & political subdivisions | $114,598,000 | 297 |
| Other domestic debt securities | $155,025,000 | 105 |
| Privately issued residential mortgage-backed securities | $34,439,000 | 74 |
| Commercial mortgage-backed securities - Total | $20,748,000 | 50 |
| Asset backed securities | $33,432,000 | 74 |
| Structured financial products - Total | $4,884,000 | 96 |
| Other domestic debt securities - All other | $61,522,000 | 113 |
| Foreign debt securities | $5,162,000 | 91 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,864,000 | 764 |
| Mortgage-backed securities | $214,960,000 | 352 |
| Certificates of participation in pools of residential mortgages | $47,210,000 | 822 |
| Issued or guaranteed by U.S. | $47,210,000 | 818 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $55,865,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $21,426,000 | 693 |
| Privately issued | $34,439,000 | 69 |
| Commercial mortgage-backed securities | $111,885,000 | 108 |
| Commercial mortgage pass-through securities | $87,717,000 | 54 |
| Other commercial mortgage-backed securities | $24,168,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $463,994,000 | 280 |
| Total debt securities | $463,994,000 | 327 |
| Structured notes | ||
| Amortized cost | $15,672,000 | 100 |
| Fair value | $15,555,000 | 99 |
| 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 | $483,758,000 | 323 |
| U.S. Government securities | $199,524,000 | 507 |
| U.S. Treasury securities | $6,634,000 | 460 |
| U.S. Government agency obligations | $192,890,000 | 496 |
| Securities issued by states & political subdivisions | $115,452,000 | 286 |
| Other domestic debt securities | $163,640,000 | 102 |
| Privately issued residential mortgage-backed securities | $36,332,000 | 68 |
| Commercial mortgage-backed securities - Total | $20,949,000 | 48 |
| Asset backed securities | $33,172,000 | 73 |
| Structured financial products - Total | $4,860,000 | 94 |
| Other domestic debt securities - All other | $68,327,000 | 101 |
| Foreign debt securities | $5,142,000 | 90 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,631,000 | 742 |
| Mortgage-backed securities | $215,825,000 | 358 |
| Certificates of participation in pools of residential mortgages | $54,147,000 | 737 |
| Issued or guaranteed by U.S. | $54,147,000 | 737 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,125,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $17,793,000 | 801 |
| Privately issued | $36,332,000 | 66 |
| Commercial mortgage-backed securities | $107,553,000 | 106 |
| Commercial mortgage pass-through securities | $82,436,000 | 57 |
| Other commercial mortgage-backed securities | $25,117,000 | 159 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $483,758,000 | 278 |
| Total debt securities | $483,758,000 | 320 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 182 |
| Fair value | $9,848,000 | 184 |
| 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 | $472,298,000 | 329 |
| U.S. Government securities | $201,698,000 | 507 |
| U.S. Treasury securities | $6,559,000 | 498 |
| U.S. Government agency obligations | $195,139,000 | 494 |
| Securities issued by states & political subdivisions | $130,020,000 | 235 |
| Other domestic debt securities | $135,530,000 | 116 |
| Privately issued residential mortgage-backed securities | $17,521,000 | 96 |
| Commercial mortgage-backed securities - Total | $15,481,000 | 53 |
| Asset backed securities | $33,327,000 | 73 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $69,201,000 | 99 |
| Foreign debt securities | $5,050,000 | 85 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,136,000 | 672 |
| Mortgage-backed securities | $187,243,000 | 397 |
| Certificates of participation in pools of residential mortgages | $53,945,000 | 751 |
| Issued or guaranteed by U.S. | $53,945,000 | 750 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $35,878,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $18,357,000 | 787 |
| Privately issued | $17,521,000 | 90 |
| Commercial mortgage-backed securities | $97,420,000 | 100 |
| Commercial mortgage pass-through securities | $79,927,000 | 54 |
| Other commercial mortgage-backed securities | $17,493,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $472,298,000 | 281 |
| Total debt securities | $472,298,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $473,563,000 | 329 |
| U.S. Government securities | $209,395,000 | 492 |
| U.S. Treasury securities | $6,635,000 | 472 |
| U.S. Government agency obligations | $202,760,000 | 486 |
| Securities issued by states & political subdivisions | $128,308,000 | 241 |
| Other domestic debt securities | $130,807,000 | 122 |
| Privately issued residential mortgage-backed securities | $12,686,000 | 112 |
| Commercial mortgage-backed securities - Total | $15,893,000 | 56 |
| Asset backed securities | $33,551,000 | 72 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $68,677,000 | 105 |
| Foreign debt securities | $5,053,000 | 88 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,965,000 | 555 |
| Mortgage-backed securities | $192,817,000 | 393 |
| Certificates of participation in pools of residential mortgages | $56,538,000 | 711 |
| Issued or guaranteed by U.S. | $56,538,000 | 711 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $37,808,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $25,122,000 | 653 |
| Privately issued | $12,686,000 | 106 |
| Commercial mortgage-backed securities | $98,471,000 | 95 |
| Commercial mortgage pass-through securities | $80,542,000 | 48 |
| Other commercial mortgage-backed securities | $17,929,000 | 164 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $473,563,000 | 278 |
| Total debt securities | $473,561,000 | 323 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $489,383,000 | 318 |
| U.S. Government securities | $221,112,000 | 481 |
| U.S. Treasury securities | $9,216,000 | 390 |
| U.S. Government agency obligations | $211,896,000 | 478 |
| Securities issued by states & political subdivisions | $129,826,000 | 230 |
| Other domestic debt securities | $132,844,000 | 113 |
| Privately issued residential mortgage-backed securities | $12,942,000 | 112 |
| Commercial mortgage-backed securities - Total | $15,655,000 | 51 |
| Asset backed securities | $33,796,000 | 71 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $70,451,000 | 96 |
| Foreign debt securities | $5,601,000 | 88 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,683,000 | 499 |
| Mortgage-backed securities | $197,262,000 | 389 |
| Certificates of participation in pools of residential mortgages | $56,800,000 | 729 |
| Issued or guaranteed by U.S. | $56,800,000 | 729 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,750,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $25,808,000 | 666 |
| Privately issued | $12,942,000 | 107 |
| Commercial mortgage-backed securities | $101,712,000 | 87 |
| Commercial mortgage pass-through securities | $84,041,000 | 42 |
| Other commercial mortgage-backed securities | $17,671,000 | 158 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $489,383,000 | 268 |
| Total debt securities | $489,385,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $498,479,000 | 314 |
| U.S. Government securities | $254,402,000 | 430 |
| U.S. Treasury securities | $9,250,000 | 392 |
| U.S. Government agency obligations | $245,152,000 | 428 |
| Securities issued by states & political subdivisions | $136,408,000 | 211 |
| Other domestic debt securities | $99,883,000 | 132 |
| Privately issued residential mortgage-backed securities | $4,553,000 | 198 |
| Commercial mortgage-backed securities - Total | $16,110,000 | 50 |
| Asset backed securities | $21,688,000 | 93 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $57,532,000 | 120 |
| Foreign debt securities | $7,786,000 | 79 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,402,000 | 638 |
| Mortgage-backed securities | $215,092,000 | 368 |
| Certificates of participation in pools of residential mortgages | $72,065,000 | 592 |
| Issued or guaranteed by U.S. | $72,065,000 | 591 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $33,579,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $29,026,000 | 629 |
| Privately issued | $4,553,000 | 186 |
| Commercial mortgage-backed securities | $109,448,000 | 81 |
| Commercial mortgage pass-through securities | $91,313,000 | 39 |
| Other commercial mortgage-backed securities | $18,135,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $498,479,000 | 265 |
| Total debt securities | $498,479,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $488,289,000 | 313 |
| U.S. Government securities | $304,022,000 | 364 |
| U.S. Treasury securities | $9,190,000 | 397 |
| U.S. Government agency obligations | $294,832,000 | 359 |
| Securities issued by states & political subdivisions | $101,584,000 | 299 |
| Other domestic debt securities | $73,954,000 | 170 |
| Privately issued residential mortgage-backed securities | $4,699,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $21,515,000 | 89 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $47,740,000 | 138 |
| Foreign debt securities | $8,729,000 | 70 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,667,000 | 667 |
| Mortgage-backed securities | $240,964,000 | 342 |
| Certificates of participation in pools of residential mortgages | $144,113,000 | 308 |
| Issued or guaranteed by U.S. | $144,113,000 | 306 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $35,640,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $30,941,000 | 609 |
| Privately issued | $4,699,000 | 188 |
| Commercial mortgage-backed securities | $61,211,000 | 117 |
| Commercial mortgage pass-through securities | $59,221,000 | 54 |
| Other commercial mortgage-backed securities | $1,990,000 | 440 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $488,289,000 | 268 |
| Total debt securities | $488,289,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $478,004,000 | 319 |
| U.S. Government securities | $312,833,000 | 353 |
| U.S. Treasury securities | $16,674,000 | 267 |
| U.S. Government agency obligations | $296,159,000 | 364 |
| Securities issued by states & political subdivisions | $95,517,000 | 321 |
| Other domestic debt securities | $60,899,000 | 182 |
| Privately issued residential mortgage-backed securities | $4,797,000 | 212 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $21,565,000 | 89 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $34,537,000 | 177 |
| Foreign debt securities | $8,755,000 | 66 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,501,000 | 609 |
| Mortgage-backed securities | $256,682,000 | 325 |
| Certificates of participation in pools of residential mortgages | $148,681,000 | 299 |
| Issued or guaranteed by U.S. | $148,681,000 | 297 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $42,752,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $37,955,000 | 545 |
| Privately issued | $4,797,000 | 202 |
| Commercial mortgage-backed securities | $65,249,000 | 109 |
| Commercial mortgage pass-through securities | $63,269,000 | 52 |
| Other commercial mortgage-backed securities | $1,980,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $478,004,000 | 267 |
| Total debt securities | $478,004,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $478,652,000 | 317 |
| U.S. Government securities | $286,071,000 | 397 |
| U.S. Treasury securities | $19,230,000 | 219 |
| U.S. Government agency obligations | $266,841,000 | 398 |
| Securities issued by states & political subdivisions | $98,951,000 | 302 |
| Other domestic debt securities | $80,301,000 | 156 |
| Privately issued residential mortgage-backed securities | $4,885,000 | 217 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $25,225,000 | 89 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $50,191,000 | 140 |
| Foreign debt securities | $13,329,000 | 57 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,489,000 | 586 |
| Mortgage-backed securities | $231,102,000 | 353 |
| Certificates of participation in pools of residential mortgages | $126,422,000 | 350 |
| Issued or guaranteed by U.S. | $126,422,000 | 349 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,250,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $16,365,000 | 965 |
| Privately issued | $4,885,000 | 208 |
| Commercial mortgage-backed securities | $83,430,000 | 91 |
| Commercial mortgage pass-through securities | $79,246,000 | 45 |
| Other commercial mortgage-backed securities | $4,184,000 | 284 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $478,652,000 | 266 |
| Total debt securities | $478,652,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $474,286,000 | 320 |
| U.S. Government securities | $271,947,000 | 416 |
| U.S. Treasury securities | $21,218,000 | 203 |
| U.S. Government agency obligations | $250,729,000 | 431 |
| Securities issued by states & political subdivisions | $102,969,000 | 284 |
| Other domestic debt securities | $85,129,000 | 153 |
| Privately issued residential mortgage-backed securities | $4,935,000 | 215 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $19,372,000 | 105 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $60,822,000 | 119 |
| Foreign debt securities | $14,241,000 | 62 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,810,000 | 782 |
| Mortgage-backed securities | $220,295,000 | 368 |
| Certificates of participation in pools of residential mortgages | $113,783,000 | 391 |
| Issued or guaranteed by U.S. | $113,783,000 | 391 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,119,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $17,184,000 | 948 |
| Privately issued | $4,935,000 | 206 |
| Commercial mortgage-backed securities | $84,393,000 | 84 |
| Commercial mortgage pass-through securities | $78,766,000 | 44 |
| Other commercial mortgage-backed securities | $5,627,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $474,286,000 | 268 |
| Total debt securities | $474,286,000 | 314 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,744 |
| Fair value | $1,000,000 | 1,598 |
| 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 | $459,505,000 | 333 |
| U.S. Government securities | $276,690,000 | 396 |
| U.S. Treasury securities | $25,233,000 | 158 |
| U.S. Government agency obligations | $251,457,000 | 426 |
| Securities issued by states & political subdivisions | $101,331,000 | 287 |
| Other domestic debt securities | $64,041,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $64,041,000 | 117 |
| Foreign debt securities | $17,443,000 | 55 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,259,000 | 711 |
| Mortgage-backed securities | $217,744,000 | 375 |
| Certificates of participation in pools of residential mortgages | $114,779,000 | 382 |
| Issued or guaranteed by U.S. | $114,779,000 | 382 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,864,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $17,864,000 | 931 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $85,101,000 | 81 |
| Commercial mortgage pass-through securities | $79,140,000 | 42 |
| Other commercial mortgage-backed securities | $5,961,000 | 205 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $459,505,000 | 286 |
| Total debt securities | $459,505,000 | 327 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,748 |
| Fair value | $1,000,000 | 1,580 |
| 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 | $461,478,000 | 334 |
| U.S. Government securities | $289,106,000 | 376 |
| U.S. Treasury securities | $27,361,000 | 146 |
| U.S. Government agency obligations | $261,745,000 | 409 |
| Securities issued by states & political subdivisions | $89,520,000 | 338 |
| Other domestic debt securities | $65,341,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $65,341,000 | 120 |
| Foreign debt securities | $17,511,000 | 53 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,990,000 | 722 |
| Mortgage-backed securities | $226,520,000 | 360 |
| Certificates of participation in pools of residential mortgages | $117,747,000 | 373 |
| Issued or guaranteed by U.S. | $117,747,000 | 372 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,484,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $16,484,000 | 992 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $92,289,000 | 77 |
| Commercial mortgage pass-through securities | $78,932,000 | 44 |
| Other commercial mortgage-backed securities | $13,357,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $461,478,000 | 287 |
| Total debt securities | $461,478,000 | 330 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,741 |
| Fair value | $1,000,000 | 1,575 |
| 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 | $466,170,000 | 331 |
| U.S. Government securities | $287,061,000 | 377 |
| U.S. Treasury securities | $37,703,000 | 115 |
| U.S. Government agency obligations | $249,358,000 | 430 |
| Securities issued by states & political subdivisions | $91,509,000 | 319 |
| Other domestic debt securities | $70,121,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $70,121,000 | 112 |
| Foreign debt securities | $17,479,000 | 55 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,545,000 | 647 |
| Mortgage-backed securities | $211,345,000 | 382 |
| Certificates of participation in pools of residential mortgages | $98,462,000 | 462 |
| Issued or guaranteed by U.S. | $98,462,000 | 461 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,422,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $17,422,000 | 970 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $95,461,000 | 74 |
| Commercial mortgage pass-through securities | $81,197,000 | 40 |
| Other commercial mortgage-backed securities | $14,264,000 | 120 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $466,170,000 | 288 |
| Total debt securities | $466,170,000 | 325 |
| Structured notes | ||
| Amortized cost | $984,000 | 1,731 |
| Fair value | $999,000 | 1,583 |
| 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 | $470,167,000 | 331 |
| U.S. Government securities | $282,186,000 | 399 |
| U.S. Treasury securities | $38,192,000 | 112 |
| U.S. Government agency obligations | $243,994,000 | 449 |
| Securities issued by states & political subdivisions | $89,561,000 | 322 |
| Other domestic debt securities | $75,089,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $75,089,000 | 105 |
| Foreign debt securities | $23,331,000 | 47 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,948,000 | 779 |
| Mortgage-backed securities | $185,761,000 | 441 |
| Certificates of participation in pools of residential mortgages | $72,448,000 | 634 |
| Issued or guaranteed by U.S. | $72,448,000 | 633 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,676,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $13,676,000 | 1,158 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $99,637,000 | 66 |
| Commercial mortgage pass-through securities | $83,555,000 | 36 |
| Other commercial mortgage-backed securities | $16,082,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $470,167,000 | 289 |
| Total debt securities | $470,167,000 | 320 |
| Structured notes | ||
| Amortized cost | $980,000 | 1,771 |
| Fair value | $999,000 | 1,692 |
| 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 | $372,327,000 | 408 |
| U.S. Government securities | $193,030,000 | 551 |
| U.S. Treasury securities | $38,280,000 | 111 |
| U.S. Government agency obligations | $154,750,000 | 646 |
| Securities issued by states & political subdivisions | $74,682,000 | 416 |
| Other domestic debt securities | $81,187,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $81,187,000 | 93 |
| Foreign debt securities | $23,428,000 | 45 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,955,000 | 800 |
| Mortgage-backed securities | $141,343,000 | 524 |
| Certificates of participation in pools of residential mortgages | $22,244,000 | 1,658 |
| Issued or guaranteed by U.S. | $22,244,000 | 1,656 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $20,654,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $20,654,000 | 926 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $98,445,000 | 59 |
| Commercial mortgage pass-through securities | $81,250,000 | 30 |
| Other commercial mortgage-backed securities | $17,195,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $372,327,000 | 358 |
| Total debt securities | $372,327,000 | 400 |
| Structured notes | ||
| Amortized cost | $976,000 | 1,802 |
| Fair value | $996,000 | 1,782 |
| 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 | $454,354,000 | 339 |
| U.S. Government securities | $239,599,000 | 475 |
| U.S. Treasury securities | $66,713,000 | 72 |
| U.S. Government agency obligations | $172,886,000 | 595 |
| Securities issued by states & political subdivisions | $75,488,000 | 394 |
| Other domestic debt securities | $111,058,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $111,058,000 | 82 |
| Foreign debt securities | $28,209,000 | 41 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,789,000 | 657 |
| Mortgage-backed securities | $159,355,000 | 507 |
| Certificates of participation in pools of residential mortgages | $33,053,000 | 1,296 |
| Issued or guaranteed by U.S. | $33,053,000 | 1,295 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,304,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $23,304,000 | 894 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $102,998,000 | 56 |
| Commercial mortgage pass-through securities | $85,656,000 | 26 |
| Other commercial mortgage-backed securities | $17,342,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $454,354,000 | 298 |
| Total debt securities | $454,354,000 | 335 |
| Structured notes | ||
| Amortized cost | $972,000 | 1,942 |
| Fair value | $984,000 | 1,930 |
| 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 | $437,126,000 | 353 |
| U.S. Government securities | $225,895,000 | 491 |
| U.S. Treasury securities | $68,032,000 | 76 |
| U.S. Government agency obligations | $157,863,000 | 658 |
| Securities issued by states & political subdivisions | $81,154,000 | 335 |
| Other domestic debt securities | $106,472,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $106,472,000 | 88 |
| Foreign debt securities | $23,605,000 | 43 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,401,000 | 560 |
| Mortgage-backed securities | $138,208,000 | 568 |
| Certificates of participation in pools of residential mortgages | $34,389,000 | 1,258 |
| Issued or guaranteed by U.S. | $34,389,000 | 1,257 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $40,047,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $40,047,000 | 601 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $63,772,000 | 60 |
| Commercial mortgage pass-through securities | $53,746,000 | 28 |
| Other commercial mortgage-backed securities | $10,026,000 | 102 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $437,126,000 | 313 |
| Total debt securities | $437,126,000 | 347 |
| Structured notes | ||
| Amortized cost | $968,000 | 2,177 |
| Fair value | $982,000 | 2,163 |
| 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 | $355,492,000 | 430 |
| U.S. Government securities | $156,070,000 | 713 |
| U.S. Treasury securities | $62,996,000 | 77 |
| U.S. Government agency obligations | $93,074,000 | 1,109 |
| Securities issued by states & political subdivisions | $76,175,000 | 346 |
| Other domestic debt securities | $99,266,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $99,266,000 | 91 |
| Foreign debt securities | $23,981,000 | 43 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,429,000 | 760 |
| Mortgage-backed securities | $76,341,000 | 971 |
| Certificates of participation in pools of residential mortgages | $9,858,000 | 2,854 |
| Issued or guaranteed by U.S. | $9,858,000 | 2,852 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,777,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $19,777,000 | 1,020 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $46,706,000 | 67 |
| Commercial mortgage pass-through securities | $46,706,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $355,492,000 | 386 |
| Total debt securities | $355,492,000 | 423 |
| Structured notes | ||
| Amortized cost | $959,000 | 2,447 |
| Fair value | $946,000 | 2,451 |
| 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 | $439,930,000 | 349 |
| U.S. Government securities | $156,544,000 | 679 |
| U.S. Treasury securities | $70,451,000 | 66 |
| U.S. Government agency obligations | $86,093,000 | 1,145 |
| Securities issued by states & political subdivisions | $99,265,000 | 233 |
| Other domestic debt securities | $148,747,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $4,866,000 | 79 |
| Other domestic debt securities - All other | $143,881,000 | 68 |
| Foreign debt securities | $35,324,000 | 34 |
| Equity securities | $50,000 | 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 | $84,572,000 | 673 |
| Mortgage-backed securities | $68,265,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $10,987,000 | 2,611 |
| Issued or guaranteed by U.S. | $10,987,000 | 2,609 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,301,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $21,301,000 | 908 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $35,977,000 | 61 |
| Commercial mortgage pass-through securities | $35,977,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $439,930,000 | 311 |
| Total debt securities | $439,880,000 | 343 |
| Structured notes | ||
| Amortized cost | $2,833,000 | 1,436 |
| Fair value | $2,774,000 | 1,449 |
| 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 | $430,180,000 | 346 |
| U.S. Government securities | $143,886,000 | 733 |
| U.S. Treasury securities | $66,226,000 | 72 |
| U.S. Government agency obligations | $77,660,000 | 1,224 |
| Securities issued by states & political subdivisions | $96,538,000 | 229 |
| Other domestic debt securities | $152,728,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $4,703,000 | 79 |
| Other domestic debt securities - All other | $148,025,000 | 69 |
| Foreign debt securities | $36,984,000 | 35 |
| Equity securities | $44,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,543,000 | 633 |
| Mortgage-backed securities | $56,256,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $11,475,000 | 2,479 |
| Issued or guaranteed by U.S. | $11,475,000 | 2,474 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $27,538,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $27,538,000 | 742 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $17,243,000 | 80 |
| Commercial mortgage pass-through securities | $17,243,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $430,180,000 | 300 |
| Total debt securities | $430,136,000 | 340 |
| Structured notes | ||
| Amortized cost | $3,810,000 | 1,267 |
| Fair value | $3,865,000 | 1,261 |
| 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 | $390,353,000 | 375 |
| U.S. Government securities | $148,264,000 | 721 |
| U.S. Treasury securities | $62,486,000 | 86 |
| U.S. Government agency obligations | $85,778,000 | 1,116 |
| Securities issued by states & political subdivisions | $96,333,000 | 217 |
| Other domestic debt securities | $117,875,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $5,445,000 | 81 |
| Other domestic debt securities - All other | $112,430,000 | 78 |
| Foreign debt securities | $27,815,000 | 38 |
| Equity securities | $66,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,031,000 | 616 |
| Mortgage-backed securities | $57,269,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $11,793,000 | 2,401 |
| Issued or guaranteed by U.S. | $11,793,000 | 2,395 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $29,007,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $29,007,000 | 717 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $16,469,000 | 74 |
| Commercial mortgage pass-through securities | $16,469,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $390,353,000 | 329 |
| Total debt securities | $390,287,000 | 368 |
| Structured notes | ||
| Amortized cost | $4,656,000 | 1,238 |
| Fair value | $4,715,000 | 1,232 |
| 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 | $360,542,000 | 402 |
| U.S. Government securities | $151,725,000 | 709 |
| U.S. Treasury securities | $63,737,000 | 93 |
| U.S. Government agency obligations | $87,988,000 | 1,082 |
| Securities issued by states & political subdivisions | $89,406,000 | 228 |
| Other domestic debt securities | $97,186,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $5,296,000 | 79 |
| Other domestic debt securities - All other | $91,890,000 | 87 |
| Foreign debt securities | $22,159,000 | 38 |
| Equity securities | $66,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,264,000 | 643 |
| Mortgage-backed securities | $49,080,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $12,505,000 | 2,256 |
| Issued or guaranteed by U.S. | $12,505,000 | 2,251 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $30,463,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $30,463,000 | 669 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $6,112,000 | 114 |
| Commercial mortgage pass-through securities | $6,112,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $360,542,000 | 355 |
| Total debt securities | $360,476,000 | 395 |
| Structured notes | ||
| Amortized cost | $4,640,000 | 1,303 |
| Fair value | $4,751,000 | 1,279 |
| 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 | $357,950,000 | 395 |
| U.S. Government securities | $152,146,000 | 667 |
| U.S. Treasury securities | $59,428,000 | 99 |
| U.S. Government agency obligations | $92,718,000 | 981 |
| Securities issued by states & political subdivisions | $89,545,000 | 216 |
| Other domestic debt securities | $95,102,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $4,110,000 | 116 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $5,018,000 | 82 |
| Other domestic debt securities - All other | $85,974,000 | 86 |
| Foreign debt securities | $21,089,000 | 38 |
| Equity securities | $68,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,131,000 | 614 |
| Mortgage-backed securities | $52,285,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $15,069,000 | 1,913 |
| Issued or guaranteed by U.S. | $15,069,000 | 1,907 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,106,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $33,106,000 | 619 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $4,110,000 | 116 |
| Commercial mortgage pass-through securities | $4,110,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $357,950,000 | 350 |
| Total debt securities | $357,882,000 | 389 |
| Structured notes | ||
| Amortized cost | $5,104,000 | 1,096 |
| Fair value | $5,141,000 | 1,090 |
| 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 | $367,785,000 | 367 |
| U.S. Government securities | $187,379,000 | 505 |
| U.S. Treasury securities | $78,452,000 | 82 |
| U.S. Government agency obligations | $108,927,000 | 828 |
| Securities issued by states & political subdivisions | $74,499,000 | 271 |
| Other domestic debt securities | $87,832,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $4,621,000 | 84 |
| Other domestic debt securities - All other | $83,211,000 | 86 |
| Foreign debt securities | $18,022,000 | 37 |
| Equity securities | $53,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,201,000 | 512 |
| Mortgage-backed securities | $47,074,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $12,254,000 | 2,149 |
| Issued or guaranteed by U.S. | $12,254,000 | 2,143 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $34,820,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $34,820,000 | 585 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $367,785,000 | 323 |
| Total debt securities | $367,732,000 | 360 |
| Structured notes | ||
| Amortized cost | $5,487,000 | 1,048 |
| Fair value | $5,441,000 | 1,056 |
| 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 | $358,096,000 | 356 |
| U.S. Government securities | $204,402,000 | 469 |
| U.S. Treasury securities | $87,301,000 | 70 |
| U.S. Government agency obligations | $117,101,000 | 793 |
| Securities issued by states & political subdivisions | $60,655,000 | 345 |
| Other domestic debt securities | $79,611,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $4,494,000 | 90 |
| Other domestic debt securities - All other | $75,117,000 | 87 |
| Foreign debt securities | $13,381,000 | 40 |
| Equity securities | $47,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,655,000 | 526 |
| Mortgage-backed securities | $50,229,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $13,306,000 | 2,062 |
| Issued or guaranteed by U.S. | $13,306,000 | 2,056 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $36,923,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $36,923,000 | 537 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $358,096,000 | 316 |
| Total debt securities | $358,049,000 | 353 |
| Structured notes | ||
| Amortized cost | $6,469,000 | 979 |
| Fair value | $6,199,000 | 1,001 |
| 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 | $333,940,000 | 398 |
| U.S. Government securities | $203,071,000 | 472 |
| U.S. Treasury securities | $86,009,000 | 70 |
| U.S. Government agency obligations | $117,062,000 | 772 |
| Securities issued by states & political subdivisions | $54,565,000 | 374 |
| Other domestic debt securities | $70,306,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $4,276,000 | 97 |
| Other domestic debt securities - All other | $66,030,000 | 91 |
| Foreign debt securities | $5,945,000 | 47 |
| Equity securities | $53,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,496,000 | 742 |
| Mortgage-backed securities | $51,421,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $14,246,000 | 2,074 |
| Issued or guaranteed by U.S. | $14,246,000 | 2,067 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,175,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $37,175,000 | 523 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $333,940,000 | 350 |
| Total debt securities | $333,887,000 | 392 |
| Structured notes | ||
| Amortized cost | $6,362,000 | 790 |
| Fair value | $4,855,000 | 1,038 |
| 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 | $314,184,000 | 415 |
| U.S. Government securities | $183,579,000 | 514 |
| U.S. Treasury securities | $81,040,000 | 65 |
| U.S. Government agency obligations | $102,539,000 | 854 |
| Securities issued by states & political subdivisions | $38,873,000 | 590 |
| Other domestic debt securities | $86,288,000 | 190 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $3,995,000 | 103 |
| Other domestic debt securities - All other | $82,293,000 | 82 |
| Foreign debt securities | $5,395,000 | 46 |
| Equity securities | $49,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,170,000 | 681 |
| Mortgage-backed securities | $27,181,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $9,611,000 | 2,637 |
| Issued or guaranteed by U.S. | $9,611,000 | 2,629 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $17,570,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $17,570,000 | 837 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $314,184,000 | 362 |
| Total debt securities | $314,132,000 | 410 |
| Structured notes | ||
| Amortized cost | $8,855,000 | 482 |
| Fair value | $7,131,000 | 588 |
| 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 | $269,260,000 | 481 |
| U.S. Government securities | $142,997,000 | 632 |
| U.S. Treasury securities | $1,628,000 | 603 |
| U.S. Government agency obligations | $141,369,000 | 617 |
| Securities issued by states & political subdivisions | $30,344,000 | 789 |
| Other domestic debt securities | $91,416,000 | 201 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $4,191,000 | 120 |
| Other domestic debt securities - All other | $87,225,000 | 76 |
| Foreign debt securities | $4,459,000 | 50 |
| Equity securities | $44,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,048,000 | 659 |
| Mortgage-backed securities | $4,794,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $4,794,000 | 3,702 |
| Issued or guaranteed by U.S. | $4,794,000 | 3,692 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $269,260,000 | 416 |
| Total debt securities | $269,216,000 | 470 |
| Structured notes | ||
| Amortized cost | $17,691,000 | 131 |
| Fair value | $12,443,000 | 200 |
| 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 | $288,195,000 | 449 |
| U.S. Government securities | $151,789,000 | 593 |
| U.S. Treasury securities | $1,641,000 | 583 |
| U.S. Government agency obligations | $150,148,000 | 577 |
| Securities issued by states & political subdivisions | $5,480,000 | 3,074 |
| Other domestic debt securities | $126,657,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $3,353,000 | 141 |
| Other domestic debt securities - All other | $123,304,000 | 63 |
| Foreign debt securities | $4,233,000 | 47 |
| Equity securities | $36,000 | 1,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,379,000 | 541 |
| Mortgage-backed securities | $3,046,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $3,046,000 | 4,285 |
| Issued or guaranteed by U.S. | $3,046,000 | 4,271 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $288,195,000 | 392 |
| Total debt securities | $288,159,000 | 439 |
| Structured notes | ||
| Amortized cost | $17,684,000 | 78 |
| Fair value | $11,487,000 | 129 |
| 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 | $273,873,000 | 472 |
| U.S. Government securities | $153,052,000 | 593 |
| U.S. Treasury securities | $1,652,000 | 537 |
| U.S. Government agency obligations | $151,400,000 | 579 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $118,112,000 | 175 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,112,000 | 68 |
| Foreign debt securities | $2,689,000 | 50 |
| Equity securities | $20,000 | 1,505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,419,000 | 477 |
| Mortgage-backed securities | $3,083,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 4,363 |
| Issued or guaranteed by U.S. | $3,083,000 | 4,352 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $273,873,000 | 407 |
| Total debt securities | $273,853,000 | 463 |
| Structured notes | ||
| Amortized cost | $21,674,000 | 44 |
| Fair value | $15,146,000 | 70 |
| 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 | $235,067,000 | 523 |
| U.S. Government securities | $109,627,000 | 780 |
| U.S. Treasury securities | $1,672,000 | 504 |
| U.S. Government agency obligations | $107,955,000 | 771 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $122,933,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,933,000 | 56 |
| Foreign debt securities | $2,503,000 | 45 |
| Equity securities | $4,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,159,000 | 392 |
| Mortgage-backed securities | $3,382,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $3,382,000 | 4,227 |
| Issued or guaranteed by U.S. | $3,382,000 | 4,214 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $235,067,000 | 448 |
| Total debt securities | $235,063,000 | 509 |
| Structured notes | ||
| Amortized cost | $32,654,000 | 35 |
| Fair value | $26,914,000 | 41 |
| 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 | $260,863,000 | 471 |
| U.S. Government securities | $122,024,000 | 692 |
| U.S. Treasury securities | $1,650,000 | 529 |
| U.S. Government agency obligations | $120,374,000 | 684 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $135,982,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,982,000 | 45 |
| Foreign debt securities | $2,853,000 | 46 |
| Equity securities | $4,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,500,000 | 368 |
| Mortgage-backed securities | $2,100,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,654 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,639 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $260,863,000 | 399 |
| Total debt securities | $260,859,000 | 462 |
| Structured notes | ||
| Amortized cost | $32,882,000 | 32 |
| Fair value | $28,442,000 | 35 |
| 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 | $252,797,000 | 490 |
| U.S. Government securities | $106,368,000 | 777 |
| U.S. Treasury securities | $1,641,000 | 527 |
| U.S. Government agency obligations | $104,727,000 | 782 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $143,458,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,458,000 | 54 |
| Foreign debt securities | $2,967,000 | 48 |
| Equity securities | $4,000 | 1,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,950,000 | 395 |
| Mortgage-backed securities | $2,120,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $2,120,000 | 4,654 |
| Issued or guaranteed by U.S. | $2,120,000 | 4,635 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $252,797,000 | 422 |
| Total debt securities | $252,793,000 | 474 |
| Structured notes | ||
| Amortized cost | $38,816,000 | 26 |
| Fair value | $34,234,000 | 30 |
| 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 | $273,699,000 | 457 |
| U.S. Government securities | $133,385,000 | 613 |
| U.S. Treasury securities | $1,672,000 | 539 |
| U.S. Government agency obligations | $131,713,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $136,539,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,539,000 | 57 |
| Foreign debt securities | $3,771,000 | 44 |
| Equity securities | $4,000 | 1,890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,894,000 | 372 |
| Mortgage-backed securities | $2,191,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $2,191,000 | 4,537 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,516 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $273,699,000 | 401 |
| Total debt securities | $273,695,000 | 443 |
| Structured notes | ||
| Amortized cost | $41,854,000 | 25 |
| Fair value | $39,892,000 | 28 |
| 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 | $277,088,000 | 451 |
| U.S. Government securities | $182,209,000 | 474 |
| U.S. Treasury securities | $1,631,000 | 607 |
| U.S. Government agency obligations | $180,578,000 | 466 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $93,832,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,832,000 | 81 |
| Foreign debt securities | $1,043,000 | 72 |
| Equity securities | $4,000 | 1,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,236,000 | 360 |
| Mortgage-backed securities | $2,170,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,170,000 | 4,256 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $277,088,000 | 387 |
| Total debt securities | $277,084,000 | 435 |
| Structured notes | ||
| Amortized cost | $34,864,000 | 46 |
| Fair value | $33,616,000 | 46 |
| 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 | $267,549,000 | 465 |
| U.S. Government securities | $187,573,000 | 472 |
| U.S. Treasury securities | $1,601,000 | 644 |
| U.S. Government agency obligations | $185,972,000 | 467 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $78,934,000 | 238 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,934,000 | 96 |
| Foreign debt securities | $1,038,000 | 73 |
| Equity securities | $4,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,918,000 | 393 |
| Mortgage-backed securities | $2,221,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,079 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $267,549,000 | 394 |
| Total debt securities | $267,545,000 | 455 |
| Structured notes | ||
| Amortized cost | $29,933,000 | 65 |
| Fair value | $29,049,000 | 67 |
| 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 | $250,513,000 | 489 |
| U.S. Government securities | $185,037,000 | 478 |
| U.S. Treasury securities | $5,153,000 | 367 |
| U.S. Government agency obligations | $179,884,000 | 478 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $64,448,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,448,000 | 109 |
| Foreign debt securities | $1,024,000 | 72 |
| Equity securities | $4,000 | 1,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,962,000 | 478 |
| Mortgage-backed securities | $2,290,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $250,513,000 | 421 |
| Total debt securities | $250,509,000 | 483 |
| Structured notes | ||
| Amortized cost | $21,107,000 | 116 |
| Fair value | $20,071,000 | 116 |
| 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 | $256,110,000 | 491 |
| U.S. Government securities | $189,305,000 | 480 |
| U.S. Treasury securities | $5,337,000 | 392 |
| U.S. Government agency obligations | $183,968,000 | 475 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $65,754,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,754,000 | 109 |
| Foreign debt securities | $1,047,000 | 72 |
| Equity securities | $4,000 | 1,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,667,000 | 525 |
| Mortgage-backed securities | $2,372,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,372,000 | 3,989 |
| Issued or guaranteed by U.S. | $2,372,000 | 3,971 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $256,110,000 | 418 |
| Total debt securities | $256,106,000 | 477 |
| Structured notes | ||
| Amortized cost | $20,186,000 | 135 |
| Fair value | $19,388,000 | 139 |
| 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 | $251,898,000 | 505 |
| U.S. Government securities | $184,922,000 | 495 |
| U.S. Treasury securities | $5,312,000 | 426 |
| U.S. Government agency obligations | $179,610,000 | 486 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $65,929,000 | 243 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,929,000 | 112 |
| Foreign debt securities | $1,043,000 | 71 |
| Equity securities | $4,000 | 1,893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,295,000 | 473 |
| Mortgage-backed securities | $2,385,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 3,981 |
| Issued or guaranteed by U.S. | $2,385,000 | 3,968 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $251,898,000 | 427 |
| Total debt securities | $251,894,000 | 490 |
| Structured notes | ||
| Amortized cost | $21,199,000 | 137 |
| Fair value | $20,788,000 | 139 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $252,504,000 | 512 |
| U.S. Government securities | $190,834,000 | 488 |
| U.S. Treasury securities | $10,292,000 | 292 |
| U.S. Government agency obligations | $180,542,000 | 504 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $60,622,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,622,000 | 118 |
| Foreign debt securities | $1,044,000 | 76 |
| Equity securities | $4,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,987,000 | 430 |
| Mortgage-backed securities | $2,397,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,953 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,932 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $252,504,000 | 432 |
| Total debt securities | $252,500,000 | 495 |
| Structured notes | ||
| Amortized cost | $17,197,000 | 201 |
| Fair value | $16,814,000 | 205 |
| 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 | $241,025,000 | 541 |
| U.S. Government securities | $182,177,000 | 534 |
| U.S. Treasury securities | $10,208,000 | 307 |
| U.S. Government agency obligations | $171,969,000 | 548 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $57,832,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,832,000 | 117 |
| Foreign debt securities | $1,012,000 | 80 |
| Equity securities | $4,000 | 1,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,576,000 | 525 |
| Mortgage-backed securities | $2,392,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 3,960 |
| Issued or guaranteed by U.S. | $2,392,000 | 3,944 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $241,025,000 | 455 |
| Total debt securities | $241,021,000 | 527 |
| Structured notes | ||
| Amortized cost | $15,190,000 | 256 |
| Fair value | $14,517,000 | 267 |
| 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 | $244,332,000 | 538 |
| U.S. Government securities | $184,569,000 | 536 |
| U.S. Treasury securities | $10,214,000 | 322 |
| U.S. Government agency obligations | $174,355,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $58,731,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,731,000 | 121 |
| Foreign debt securities | $1,029,000 | 80 |
| Equity securities | $3,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,027,000 | 592 |
| Mortgage-backed securities | $2,518,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $2,518,000 | 3,938 |
| Issued or guaranteed by U.S. | $2,518,000 | 3,923 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $244,332,000 | 458 |
| Total debt securities | $244,329,000 | 528 |
| Structured notes | ||
| Amortized cost | $15,186,000 | 272 |
| Fair value | $14,632,000 | 284 |
| 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 | $246,959,000 | 546 |
| U.S. Government securities | $186,461,000 | 540 |
| U.S. Treasury securities | $10,260,000 | 334 |
| U.S. Government agency obligations | $176,201,000 | 547 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $60,495,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,495,000 | 122 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,000 | 2,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,325,000 | 757 |
| Mortgage-backed securities | $2,714,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,714,000 | 3,859 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $246,959,000 | 463 |
| Total debt securities | $246,956,000 | 529 |
| Structured notes | ||
| Amortized cost | $15,179,000 | 272 |
| Fair value | $14,748,000 | 280 |
| 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 | $233,320,000 | 565 |
| U.S. Government securities | $177,530,000 | 568 |
| U.S. Treasury securities | $10,289,000 | 328 |
| U.S. Government agency obligations | $167,241,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $55,787,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,787,000 | 124 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,000 | 2,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,045,000 | 853 |
| Mortgage-backed securities | $3,620,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $3,620,000 | 3,550 |
| Issued or guaranteed by U.S. | $3,620,000 | 3,536 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $233,320,000 | 472 |
| Total debt securities | $233,317,000 | 549 |
| Structured notes | ||
| Amortized cost | $14,272,000 | 298 |
| Fair value | $14,905,000 | 275 |
| 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 | $214,137,000 | 601 |
| U.S. Government securities | $164,409,000 | 591 |
| U.S. Treasury securities | $10,367,000 | 329 |
| U.S. Government agency obligations | $154,042,000 | 597 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $49,725,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,725,000 | 137 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,000 | 2,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,102,000 | 987 |
| Mortgage-backed securities | $3,790,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $3,790,000 | 3,589 |
| Issued or guaranteed by U.S. | $3,790,000 | 3,573 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $214,137,000 | 502 |
| Total debt securities | $214,134,000 | 585 |
| Structured notes | ||
| Amortized cost | $13,001,000 | 324 |
| Fair value | $12,911,000 | 331 |
| 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 | $179,431,000 | 715 |
| U.S. Government securities | $145,205,000 | 665 |
| U.S. Treasury securities | $10,318,000 | 363 |
| U.S. Government agency obligations | $134,887,000 | 675 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $26,092,000 | 446 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,092,000 | 238 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $8,134,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,483,000 | 1,322 |
| Mortgage-backed securities | $4,057,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $4,057,000 | 3,571 |
| Issued or guaranteed by U.S. | $4,057,000 | 3,561 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $179,431,000 | 599 |
| Total debt securities | $171,297,000 | 733 |
| Structured notes | ||
| Amortized cost | $11,701,000 | 365 |
| Fair value | $11,604,000 | 361 |
| 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 | $186,148,000 | 710 |
| U.S. Government securities | $151,290,000 | 659 |
| U.S. Treasury securities | $10,458,000 | 364 |
| U.S. Government agency obligations | $140,832,000 | 663 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $26,743,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,743,000 | 245 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $8,115,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,018,000 | 1,784 |
| Mortgage-backed securities | $4,138,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,582 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,574 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $186,148,000 | 597 |
| Total debt securities | $178,033,000 | 723 |
| Structured notes | ||
| Amortized cost | $11,897,000 | 360 |
| Fair value | $11,751,000 | 361 |
| 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 | $176,938,000 | 740 |
| U.S. Government securities | $141,012,000 | 699 |
| U.S. Treasury securities | $10,560,000 | 357 |
| U.S. Government agency obligations | $130,452,000 | 715 |
| Securities issued by states & political subdivisions | $1,154,000 | 5,008 |
| Other domestic debt securities | $26,589,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,589,000 | 252 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $8,183,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,155,000 | 1,615 |
| Mortgage-backed securities | $3,030,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $3,030,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,030,000 | 4,007 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $176,938,000 | 623 |
| Total debt securities | $168,755,000 | 755 |
| Structured notes | ||
| Amortized cost | $7,491,000 | 567 |
| Fair value | $7,458,000 | 565 |
| 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 | $178,612,000 | 741 |
| U.S. Government securities | $144,554,000 | 703 |
| U.S. Treasury securities | $15,426,000 | 298 |
| U.S. Government agency obligations | $129,128,000 | 732 |
| Securities issued by states & political subdivisions | $1,123,000 | 5,042 |
| Other domestic debt securities | $26,774,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,774,000 | 260 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $6,161,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,824,000 | 1,393 |
| Mortgage-backed securities | $3,318,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,955 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $178,612,000 | 632 |
| Total debt securities | $172,451,000 | 745 |
| Structured notes | ||
| Amortized cost | $4,012,000 | 964 |
| Fair value | $3,832,000 | 1,026 |
| 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 | $169,222,000 | 780 |
| U.S. Government securities | $139,262,000 | 723 |
| U.S. Treasury securities | $10,813,000 | 366 |
| U.S. Government agency obligations | $128,449,000 | 744 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,999 |
| Other domestic debt securities | $27,138,000 | 472 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,138,000 | 282 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,662,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,495,000 | 1,581 |
| Mortgage-backed securities | $3,546,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $3,546,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,546,000 | 3,902 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $169,222,000 | 672 |
| Total debt securities | $167,560,000 | 770 |
| 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 | $171,379,000 | 790 |
| U.S. Government securities | $130,991,000 | 786 |
| U.S. Treasury securities | $10,740,000 | 386 |
| U.S. Government agency obligations | $120,251,000 | 817 |
| Securities issued by states & political subdivisions | $1,154,000 | 5,057 |
| Other domestic debt securities | $39,091,000 | 336 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,091,000 | 213 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $143,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,840,000 | 1,589 |
| Mortgage-backed securities | $3,771,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,771,000 | 3,816 |
| Issued or guaranteed by U.S. | $3,771,000 | 3,803 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $171,379,000 | 676 |
| Total debt securities | $171,236,000 | 769 |
| 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 | $167,762,000 | 797 |
| U.S. Government securities | $129,185,000 | 796 |
| U.S. Treasury securities | $10,825,000 | 383 |
| U.S. Government agency obligations | $118,360,000 | 813 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $38,074,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,074,000 | 232 |
| Foreign debt securities | $503,000 | 141 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,457,000 | 1,549 |
| Mortgage-backed securities | $343,000 | 6,431 |
| Certificates of participation in pools of residential mortgages | $343,000 | 6,006 |
| Issued or guaranteed by U.S. | $343,000 | 5,981 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $167,762,000 | 692 |
| Total debt securities | $167,762,000 | 777 |
| 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 | $152,717,000 | 861 |
| U.S. Government securities | $119,673,000 | 815 |
| U.S. Treasury securities | $11,969,000 | 359 |
| U.S. Government agency obligations | $107,704,000 | 859 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $32,535,000 | 415 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,535,000 | 279 |
| Foreign debt securities | $509,000 | 139 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,281,000 | 1,476 |
| Mortgage-backed securities | $330,000 | 6,504 |
| Certificates of participation in pools of residential mortgages | $330,000 | 6,064 |
| Issued or guaranteed by U.S. | $330,000 | 6,043 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $152,717,000 | 743 |
| Total debt securities | $152,717,000 | 833 |
| 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 | $113,412,000 | 1,135 |
| U.S. Government securities | $83,104,000 | 1,119 |
| U.S. Treasury securities | $11,864,000 | 381 |
| U.S. Government agency obligations | $71,240,000 | 1,229 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $29,793,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,793,000 | 310 |
| Foreign debt securities | $515,000 | 136 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,947,000 | 3,096 |
| Mortgage-backed securities | $528,000 | 6,321 |
| Certificates of participation in pools of residential mortgages | $528,000 | 5,816 |
| Issued or guaranteed by U.S. | $528,000 | 5,798 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $113,412,000 | 966 |
| Total debt securities | $113,412,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $110,796,000 | 1,128 |
| U.S. Government securities | $77,832,000 | 1,163 |
| U.S. Treasury securities | $11,906,000 | 395 |
| U.S. Government agency obligations | $65,926,000 | 1,289 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $32,964,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,964,000 | 277 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,413,000 | 3,181 |
| Mortgage-backed securities | $552,000 | 6,288 |
| Certificates of participation in pools of residential mortgages | $552,000 | 5,765 |
| Issued or guaranteed by U.S. | $552,000 | 5,747 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $110,796,000 | 956 |
| Total debt securities | $110,796,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $78,282,000 | 1,440 |
| U.S. Government securities | $44,336,000 | 1,808 |
| U.S. Treasury securities | $13,931,000 | 363 |
| U.S. Government agency obligations | $30,405,000 | 2,385 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $33,946,000 | 424 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,946,000 | 280 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,273,000 | 3,126 |
| Mortgage-backed securities | $14,697,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $14,697,000 | 1,629 |
| Issued or guaranteed by U.S. | $14,697,000 | 1,619 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,419,000 | 2,202 |
| Available-for-sale securities (fair market value) | $72,863,000 | 1,284 |
| Total debt securities | $78,282,000 | 1,394 |
| 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 | $72,563,000 | 1,508 |
| U.S. Government securities | $42,202,000 | 1,891 |
| U.S. Treasury securities | $15,940,000 | 422 |
| U.S. Government agency obligations | $26,262,000 | 2,735 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $29,777,000 | 406 |
| 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 | $29,777,000 | 303 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $584,000 | 3,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,274,000 | 3,599 |
| Mortgage-backed securities | $26,262,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $26,262,000 | 880 |
| Issued or guaranteed by U.S. | $26,262,000 | 873 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,588,000 | 2,398 |
| Available-for-sale securities (fair market value) | $65,975,000 | 1,299 |
| Total debt securities | $71,979,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $70,123,000 | 1,632 |
| U.S. Government securities | $37,942,000 | 2,210 |
| U.S. Treasury securities | $20,214,000 | 464 |
| U.S. Government agency obligations | $17,728,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $31,232,000 | 411 |
| 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 | $31,232,000 | 305 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $949,000 | 2,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,019,000 | 3,653 |
| Mortgage-backed securities | $17,728,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $17,728,000 | 1,257 |
| Issued or guaranteed by U.S. | $17,728,000 | 1,247 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,904,000 | 3,425 |
| Available-for-sale securities (fair market value) | $66,219,000 | 1,311 |
| Total debt securities | $69,174,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $81,074,000 | 1,457 |
| U.S. Government securities | $39,595,000 | 2,198 |
| U.S. Treasury securities | $36,858,000 | 370 |
| U.S. Government agency obligations | $2,737,000 | 8,364 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $30,579,000 | 369 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,579,000 | 256 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $10,900,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,492,000 | 3,151 |
| Mortgage-backed securities | $2,737,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $2,737,000 | 3,946 |
| Issued or guaranteed by U.S. | $2,737,000 | 3,926 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $81,074,000 | 1,078 |
| Total debt securities | $70,174,000 | 1,613 |
| 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 | $74,888,000 | 1,538 |
| U.S. Government securities | $30,050,000 | 2,908 |
| U.S. Treasury securities | $23,714,000 | 801 |
| U.S. Government agency obligations | $6,336,000 | 6,667 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $29,088,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,088,000 | 179 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $15,750,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,196,000 | 3,367 |
| Mortgage-backed securities | $3,338,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,575 |
| Issued or guaranteed by U.S. | $3,338,000 | 3,561 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $74,888,000 | 1,071 |
| Total debt securities | $59,138,000 | 1,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $47,914,000 | 2,543 |
| U.S. Government securities | $26,547,000 | 3,563 |
| U.S. Treasury securities | $16,108,000 | 1,419 |
| U.S. Government agency obligations | $10,439,000 | 5,368 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $20,662,000 | 357 |
| 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 | $20,662,000 | 208 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $705,000 | 2,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,070,000 | 3,442 |
| Mortgage-backed securities | $3,683,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $3,683,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,683,000 | 3,715 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $47,914,000 | 1,721 |
| Total debt securities | $47,209,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $47,816,000 | 2,644 |
| U.S. Government securities | $40,119,000 | 2,519 |
| U.S. Treasury securities | $28,772,000 | 979 |
| U.S. Government agency obligations | $11,347,000 | 5,064 |
| Securities issued by states & political subdivisions | $6,478,000 | 2,265 |
| Other domestic debt securities | $566,000 | 3,022 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $566,000 | 2,364 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $653,000 | 2,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,262,000 | 3,380 |
| Mortgage-backed securities | $195,000 | 8,697 |
| Certificates of participation in pools of residential mortgages | $195,000 | 7,875 |
| Issued or guaranteed by U.S. | $195,000 | 7,844 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $47,816,000 | 1,774 |
| Total debt securities | $47,163,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $49,951,000 | 2,624 |
| U.S. Government securities | $42,827,000 | 2,439 |
| U.S. Treasury securities | $29,225,000 | 1,186 |
| U.S. Government agency obligations | $13,602,000 | 4,304 |
| Securities issued by states & political subdivisions | $5,864,000 | 2,574 |
| Other domestic debt securities | $666,000 | 3,207 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $666,000 | 2,576 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $594,000 | 2,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,773,000 | 4,878 |
| Mortgage-backed securities | $217,000 | 9,179 |
| Certificates of participation in pools of residential mortgages | $217,000 | 8,275 |
| Issued or guaranteed by U.S. | $217,000 | 8,248 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,887,000 | 1,574 |
| Available-for-sale securities (fair market value) | $3,064,000 | 8,069 |
| Total debt securities | $49,357,000 | 2,587 |
| 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 | $44,590,000 | 3,123 |
| U.S. Government securities | $34,573,000 | 3,150 |
| U.S. Treasury securities | $29,079,000 | 1,292 |
| U.S. Government agency obligations | $5,494,000 | 7,585 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,376 |
| Other domestic debt securities | $770,000 | 3,680 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $770,000 | 2,836 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,942,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,505,000 | 1,021 |
| Mortgage-backed securities | $237,000 | 9,843 |
| Certificates of participation in pools of residential mortgages | $237,000 | 8,873 |
| Issued or guaranteed by U.S. | $237,000 | 8,815 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $39,648,000 | 3,425 |
| 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 | $33,038,000 | 4,104 |
| U.S. Government securities | $25,403,000 | 4,165 |
| U.S. Treasury securities | $19,664,000 | 1,904 |
| U.S. Government agency obligations | $5,739,000 | 7,537 |
| Securities issued by states & political subdivisions | $5,459,000 | 2,552 |
| Other domestic debt securities | $1,188,000 | 3,788 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,188,000 | 2,701 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $988,000 | 1,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,636,000 | 1,070 |
| Mortgage-backed securities | $1,483,000 | 8,260 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 6,800 |
| Issued or guaranteed by U.S. | $1,483,000 | 6,734 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,050,000 | 4,122 |
| 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 |