Home > New Mexico Bank & Trust > Securities
New Mexico Bank & Trust, Securities
| 2023-06-30 | Rank | |
| Total securities | $1,056,144,000 | 239 |
| U.S. Government securities | $311,416,000 | 461 |
| U.S. Treasury securities | $23,845,000 | 853 |
| U.S. Government agency obligations | $287,571,000 | 430 |
| Securities issued by states & political subdivisions | $241,204,000 | 171 |
| Other domestic debt securities | $502,472,000 | 89 |
| Privately issued residential mortgage-backed securities | $307,591,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,305,000 | 70 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $9,700,000 | 664 |
| 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 | $577,332,000 | 219 |
| Mortgage-backed securities | $693,010,000 | 190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $105,214,000 | 497 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $161,594,000 | 166 |
| Privately issued | $307,591,000 | 26 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,952,000 | 404 |
| Other commercial mortgage-backed securities | $106,659,000 | 119 |
| Held to maturity securities (book value) | $134,620,000 | 326 |
| Available-for-sale securities (fair market value) | $920,472,000 | 212 |
| Total debt securities | $1,055,091,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $5,765,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,124,759,000 | 244 |
| U.S. Government securities | $323,319,000 | 470 |
| U.S. Treasury securities | $24,028,000 | 913 |
| U.S. Government agency obligations | $299,291,000 | 415 |
| Securities issued by states & political subdivisions | $247,528,000 | 177 |
| Other domestic debt securities | $552,874,000 | 86 |
| Privately issued residential mortgage-backed securities | $352,806,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $85,422,000 | 69 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $9,914,000 | 680 |
| 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 | $598,195,000 | 207 |
| Mortgage-backed securities | $750,660,000 | 190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,108,000 | 504 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $167,828,000 | 170 |
| Privately issued | $352,806,000 | 23 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,202,000 | 422 |
| Other commercial mortgage-backed securities | $107,716,000 | 123 |
| Held to maturity securities (book value) | $134,185,000 | 341 |
| Available-for-sale securities (fair market value) | $989,536,000 | 212 |
| Total debt securities | $1,123,721,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $4,479,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,151,677,000 | 249 |
| U.S. Government securities | $326,835,000 | 464 |
| U.S. Treasury securities | $23,837,000 | 955 |
| U.S. Government agency obligations | $302,998,000 | 407 |
| Securities issued by states & political subdivisions | $243,669,000 | 188 |
| Other domestic debt securities | $580,145,000 | 88 |
| Privately issued residential mortgage-backed securities | $387,960,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,055,000 | 70 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $9,933,000 | 695 |
| 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 | $395,679,000 | 247 |
| Mortgage-backed securities | $790,109,000 | 188 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $112,227,000 | 499 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $169,608,000 | 173 |
| Privately issued | $387,960,000 | 22 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,166,000 | 425 |
| Other commercial mortgage-backed securities | $108,148,000 | 126 |
| Held to maturity securities (book value) | $133,758,000 | 353 |
| Available-for-sale securities (fair market value) | $1,016,891,000 | 215 |
| Total debt securities | $1,150,647,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $5,800,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,081,456,000 | 257 |
| U.S. Government securities | $333,990,000 | 461 |
| U.S. Treasury securities | $20,848,000 | 1,055 |
| U.S. Government agency obligations | $313,142,000 | 399 |
| Securities issued by states & political subdivisions | $237,254,000 | 186 |
| Other domestic debt securities | $509,190,000 | 95 |
| Privately issued residential mortgage-backed securities | $341,459,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,220,000 | 78 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,850,000 | 242 |
| Mortgage-backed securities | $751,005,000 | 202 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $115,918,000 | 491 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $175,882,000 | 170 |
| Privately issued | $341,459,000 | 29 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,154,000 | 436 |
| Other commercial mortgage-backed securities | $105,592,000 | 133 |
| Held to maturity securities (book value) | $133,833,000 | 344 |
| Available-for-sale securities (fair market value) | $946,601,000 | 228 |
| Total debt securities | $1,080,436,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $6,065,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,101,449,000 | 253 |
| U.S. Government securities | $341,117,000 | 472 |
| U.S. Treasury securities | $12,892,000 | 1,389 |
| U.S. Government agency obligations | $328,225,000 | 403 |
| Securities issued by states & political subdivisions | $249,201,000 | 190 |
| Other domestic debt securities | $510,113,000 | 87 |
| Privately issued residential mortgage-backed securities | $345,683,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,545,000 | 87 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $358,623,000 | 250 |
| Mortgage-backed securities | $775,291,000 | 206 |
| Certificates of participation in pools of residential mortgages | $125,174,000 | 477 |
| Issued or guaranteed by U.S. | $125,174,000 | 472 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $525,729,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $180,046,000 | 177 |
| Privately issued | $345,683,000 | 26 |
| Commercial mortgage-backed securities | $124,388,000 | 202 |
| Commercial mortgage pass-through securities | $13,017,000 | 421 |
| Other commercial mortgage-backed securities | $111,371,000 | 148 |
| Held to maturity securities (book value) | $8,796,000 | 1,007 |
| Available-for-sale securities (fair market value) | $1,091,635,000 | 212 |
| Total debt securities | $1,100,432,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $3,126,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,004,061,000 | 276 |
| U.S. Government securities | $359,769,000 | 449 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $359,769,000 | 376 |
| Securities issued by states & political subdivisions | $227,119,000 | 216 |
| Other domestic debt securities | $416,157,000 | 92 |
| Privately issued residential mortgage-backed securities | $291,462,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,943,000 | 112 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,653,000 | 269 |
| Mortgage-backed securities | $732,149,000 | 212 |
| Certificates of participation in pools of residential mortgages | $136,953,000 | 450 |
| Issued or guaranteed by U.S. | $136,953,000 | 447 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $489,391,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $197,929,000 | 171 |
| Privately issued | $291,462,000 | 33 |
| Commercial mortgage-backed securities | $105,805,000 | 226 |
| Commercial mortgage pass-through securities | $13,654,000 | 412 |
| Other commercial mortgage-backed securities | $92,151,000 | 167 |
| Held to maturity securities (book value) | $8,910,000 | 915 |
| Available-for-sale securities (fair market value) | $994,135,000 | 236 |
| Total debt securities | $1,003,045,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,112,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,089,967,000 | 253 |
| U.S. Government securities | $419,530,000 | 367 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $419,530,000 | 335 |
| Securities issued by states & political subdivisions | $277,537,000 | 181 |
| Other domestic debt securities | $391,887,000 | 89 |
| Privately issued residential mortgage-backed securities | $282,407,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,023,000 | 115 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,096,000 | 227 |
| Mortgage-backed securities | $746,607,000 | 211 |
| Certificates of participation in pools of residential mortgages | $151,065,000 | 414 |
| Issued or guaranteed by U.S. | $151,065,000 | 412 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $509,932,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $227,525,000 | 158 |
| Privately issued | $282,407,000 | 29 |
| Commercial mortgage-backed securities | $85,610,000 | 258 |
| Commercial mortgage pass-through securities | $12,478,000 | 433 |
| Other commercial mortgage-backed securities | $73,132,000 | 200 |
| Held to maturity securities (book value) | $8,832,000 | 819 |
| Available-for-sale securities (fair market value) | $1,080,122,000 | 224 |
| Total debt securities | $1,088,955,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,129,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,122,857,000 | 240 |
| U.S. Government securities | $426,482,000 | 349 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $426,482,000 | 329 |
| Securities issued by states & political subdivisions | $230,885,000 | 207 |
| Other domestic debt securities | $464,479,000 | 76 |
| Privately issued residential mortgage-backed securities | $270,498,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $111,215,000 | 64 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,111,000 | 220 |
| Mortgage-backed securities | $772,276,000 | 200 |
| Certificates of participation in pools of residential mortgages | $158,119,000 | 386 |
| Issued or guaranteed by U.S. | $158,119,000 | 385 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $513,918,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $243,420,000 | 155 |
| Privately issued | $270,498,000 | 24 |
| Commercial mortgage-backed securities | $100,239,000 | 228 |
| Commercial mortgage pass-through securities | $12,666,000 | 426 |
| Other commercial mortgage-backed securities | $87,573,000 | 177 |
| Held to maturity securities (book value) | $8,754,000 | 784 |
| Available-for-sale securities (fair market value) | $1,113,092,000 | 212 |
| Total debt securities | $1,121,845,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,283,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $993,919,000 | 255 |
| U.S. Government securities | $361,096,000 | 380 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $361,096,000 | 357 |
| Securities issued by states & political subdivisions | $235,971,000 | 195 |
| Other domestic debt securities | $395,848,000 | 79 |
| Privately issued residential mortgage-backed securities | $219,596,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $96,411,000 | 70 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,998,000 | 234 |
| Mortgage-backed securities | $652,997,000 | 211 |
| Certificates of participation in pools of residential mortgages | $80,611,000 | 630 |
| Issued or guaranteed by U.S. | $80,611,000 | 616 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $478,881,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $259,285,000 | 151 |
| Privately issued | $219,596,000 | 24 |
| Commercial mortgage-backed securities | $93,505,000 | 231 |
| Commercial mortgage pass-through securities | $8,810,000 | 516 |
| Other commercial mortgage-backed securities | $84,695,000 | 171 |
| Held to maturity securities (book value) | $8,793,000 | 761 |
| Available-for-sale securities (fair market value) | $984,122,000 | 230 |
| Total debt securities | $992,915,000 | 253 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,419,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $911,939,000 | 254 |
| U.S. Government securities | $307,800,000 | 396 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $307,800,000 | 369 |
| Securities issued by states & political subdivisions | $208,498,000 | 214 |
| Other domestic debt securities | $394,636,000 | 74 |
| Privately issued residential mortgage-backed securities | $231,482,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,570,000 | 60 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,522,000 | 221 |
| Mortgage-backed securities | $548,252,000 | 227 |
| Certificates of participation in pools of residential mortgages | $70,870,000 | 653 |
| Issued or guaranteed by U.S. | $70,870,000 | 637 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $425,254,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $193,772,000 | 174 |
| Privately issued | $231,482,000 | 24 |
| Commercial mortgage-backed securities | $52,128,000 | 317 |
| Commercial mortgage pass-through securities | $8,764,000 | 496 |
| Other commercial mortgage-backed securities | $43,364,000 | 242 |
| Held to maturity securities (book value) | $8,911,000 | 721 |
| Available-for-sale securities (fair market value) | $902,023,000 | 231 |
| Total debt securities | $910,934,000 | 250 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,083,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $776,900,000 | 270 |
| U.S. Government securities | $261,459,000 | 405 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $261,459,000 | 387 |
| Securities issued by states & political subdivisions | $161,053,000 | 261 |
| Other domestic debt securities | $353,386,000 | 73 |
| Privately issued residential mortgage-backed securities | $223,033,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,562,000 | 60 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,453,000 | 222 |
| Mortgage-backed securities | $474,709,000 | 232 |
| Certificates of participation in pools of residential mortgages | $58,197,000 | 696 |
| Issued or guaranteed by U.S. | $58,197,000 | 685 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $380,717,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $157,684,000 | 188 |
| Privately issued | $223,033,000 | 23 |
| Commercial mortgage-backed securities | $35,795,000 | 369 |
| Commercial mortgage pass-through securities | $8,972,000 | 465 |
| Other commercial mortgage-backed securities | $26,823,000 | 294 |
| Held to maturity securities (book value) | $8,836,000 | 698 |
| Available-for-sale securities (fair market value) | $767,062,000 | 248 |
| Total debt securities | $775,898,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,096,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $746,961,000 | 266 |
| U.S. Government securities | $253,014,000 | 397 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $253,014,000 | 378 |
| Securities issued by states & political subdivisions | $157,378,000 | 244 |
| Other domestic debt securities | $335,576,000 | 79 |
| Privately issued residential mortgage-backed securities | $211,651,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,961,000 | 60 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,893,000 | 224 |
| Mortgage-backed securities | $446,494,000 | 225 |
| Certificates of participation in pools of residential mortgages | $55,708,000 | 672 |
| Issued or guaranteed by U.S. | $55,708,000 | 658 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $366,789,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $155,138,000 | 187 |
| Privately issued | $211,651,000 | 23 |
| Commercial mortgage-backed securities | $23,997,000 | 443 |
| Commercial mortgage pass-through securities | $9,033,000 | 464 |
| Other commercial mortgage-backed securities | $14,964,000 | 393 |
| Held to maturity securities (book value) | $8,761,000 | 704 |
| Available-for-sale securities (fair market value) | $737,207,000 | 242 |
| Total debt securities | $745,968,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,388,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $569,889,000 | 304 |
| U.S. Government securities | $160,849,000 | 551 |
| U.S. Treasury securities | $2,504,000 | 788 |
| U.S. Government agency obligations | $158,345,000 | 533 |
| Securities issued by states & political subdivisions | $124,819,000 | 288 |
| Other domestic debt securities | $283,230,000 | 87 |
| Privately issued residential mortgage-backed securities | $152,845,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,538,000 | 64 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,479,000 | 228 |
| Mortgage-backed securities | $323,087,000 | 281 |
| Certificates of participation in pools of residential mortgages | $29,796,000 | 1,042 |
| Issued or guaranteed by U.S. | $29,796,000 | 1,012 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $238,381,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $85,536,000 | 281 |
| Privately issued | $152,845,000 | 26 |
| Commercial mortgage-backed securities | $54,910,000 | 267 |
| Commercial mortgage pass-through securities | $9,063,000 | 460 |
| Other commercial mortgage-backed securities | $45,847,000 | 209 |
| Held to maturity securities (book value) | $8,804,000 | 705 |
| Available-for-sale securities (fair market value) | $560,094,000 | 274 |
| Total debt securities | $568,898,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,484,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $478,412,000 | 341 |
| U.S. Government securities | $156,447,000 | 576 |
| U.S. Treasury securities | $2,514,000 | 817 |
| U.S. Government agency obligations | $153,933,000 | 548 |
| Securities issued by states & political subdivisions | $124,172,000 | 266 |
| Other domestic debt securities | $196,815,000 | 108 |
| Privately issued residential mortgage-backed securities | $77,542,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,117,000 | 69 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $340,477,000 | 221 |
| Mortgage-backed securities | $257,457,000 | 335 |
| Certificates of participation in pools of residential mortgages | $29,417,000 | 1,040 |
| Issued or guaranteed by U.S. | $29,417,000 | 1,010 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $157,895,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $80,353,000 | 293 |
| Privately issued | $77,542,000 | 40 |
| Commercial mortgage-backed securities | $70,145,000 | 236 |
| Commercial mortgage pass-through securities | $8,989,000 | 449 |
| Other commercial mortgage-backed securities | $61,156,000 | 186 |
| Held to maturity securities (book value) | $8,924,000 | 712 |
| Available-for-sale securities (fair market value) | $468,510,000 | 305 |
| Total debt securities | $477,434,000 | 338 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,374,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $487,420,000 | 333 |
| U.S. Government securities | $176,749,000 | 532 |
| U.S. Treasury securities | $2,503,000 | 876 |
| U.S. Government agency obligations | $174,246,000 | 503 |
| Securities issued by states & political subdivisions | $123,649,000 | 238 |
| Other domestic debt securities | $186,036,000 | 116 |
| Privately issued residential mortgage-backed securities | $52,443,000 | 61 |
| Commercial mortgage-backed securities - Total | $69,037,000 | 35 |
| Asset backed securities | $64,556,000 | 66 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $184,757,000 | 326 |
| Mortgage-backed securities | $258,509,000 | 322 |
| Certificates of participation in pools of residential mortgages | $30,451,000 | 998 |
| Issued or guaranteed by U.S. | $30,451,000 | 976 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $150,446,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $98,003,000 | 257 |
| Privately issued | $52,443,000 | 45 |
| Commercial mortgage-backed securities | $77,612,000 | 229 |
| Commercial mortgage pass-through securities | $8,575,000 | 458 |
| Other commercial mortgage-backed securities | $69,037,000 | 169 |
| Held to maturity securities (book value) | $8,853,000 | 748 |
| Available-for-sale securities (fair market value) | $477,581,000 | 295 |
| Total debt securities | $486,434,000 | 328 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $874,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $440,267,000 | 349 |
| U.S. Government securities | $187,463,000 | 492 |
| U.S. Treasury securities | $2,500,000 | 884 |
| U.S. Government agency obligations | $184,963,000 | 467 |
| Securities issued by states & political subdivisions | $80,870,000 | 389 |
| Other domestic debt securities | $170,955,000 | 111 |
| Privately issued residential mortgage-backed securities | $34,984,000 | 86 |
| Commercial mortgage-backed securities - Total | $73,554,000 | 36 |
| Asset backed securities | $62,417,000 | 70 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| 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 | $179,997,000 | 335 |
| Mortgage-backed securities | $253,950,000 | 316 |
| Certificates of participation in pools of residential mortgages | $31,726,000 | 933 |
| Issued or guaranteed by U.S. | $31,726,000 | 906 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $131,225,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $96,241,000 | 256 |
| Privately issued | $34,984,000 | 62 |
| Commercial mortgage-backed securities | $90,999,000 | 199 |
| Commercial mortgage pass-through securities | $5,283,000 | 582 |
| Other commercial mortgage-backed securities | $85,716,000 | 148 |
| Held to maturity securities (book value) | $8,782,000 | 802 |
| Available-for-sale securities (fair market value) | $430,506,000 | 316 |
| Total debt securities | $439,288,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $798,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $395,384,000 | 377 |
| U.S. Government securities | $193,387,000 | 490 |
| U.S. Treasury securities | $7,492,000 | 542 |
| U.S. Government agency obligations | $185,895,000 | 480 |
| Securities issued by states & political subdivisions | $63,827,000 | 505 |
| Other domestic debt securities | $137,198,000 | 124 |
| Privately issued residential mortgage-backed securities | $30,655,000 | 70 |
| Commercial mortgage-backed securities - Total | $61,011,000 | 43 |
| Asset backed securities | $45,532,000 | 81 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| 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 | $175,763,000 | 347 |
| Mortgage-backed securities | $251,560,000 | 318 |
| Certificates of participation in pools of residential mortgages | $32,500,000 | 919 |
| Issued or guaranteed by U.S. | $32,500,000 | 911 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $74,292,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $43,637,000 | 409 |
| Privately issued | $30,655,000 | 62 |
| Commercial mortgage-backed securities | $144,768,000 | 152 |
| Commercial mortgage pass-through securities | $20,652,000 | 245 |
| Other commercial mortgage-backed securities | $124,116,000 | 118 |
| Held to maturity securities (book value) | $8,827,000 | 828 |
| Available-for-sale securities (fair market value) | $385,585,000 | 337 |
| Total debt securities | $394,412,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $574,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $329,549,000 | 443 |
| U.S. Government securities | $156,006,000 | 592 |
| U.S. Treasury securities | $15,452,000 | 344 |
| U.S. Government agency obligations | $140,554,000 | 609 |
| Securities issued by states & political subdivisions | $85,237,000 | 377 |
| Other domestic debt securities | $87,341,000 | 156 |
| Privately issued residential mortgage-backed securities | $33,318,000 | 68 |
| Commercial mortgage-backed securities - Total | $40,590,000 | 47 |
| Asset backed securities | $13,433,000 | 142 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| 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 | $187,941,000 | 328 |
| Mortgage-backed securities | $203,281,000 | 368 |
| Certificates of participation in pools of residential mortgages | $19,707,000 | 1,322 |
| Issued or guaranteed by U.S. | $19,707,000 | 1,304 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $94,669,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $61,351,000 | 339 |
| Privately issued | $33,318,000 | 59 |
| Commercial mortgage-backed securities | $88,905,000 | 184 |
| Commercial mortgage pass-through securities | $21,303,000 | 248 |
| Other commercial mortgage-backed securities | $67,602,000 | 153 |
| Held to maturity securities (book value) | $8,951,000 | 846 |
| Available-for-sale securities (fair market value) | $319,633,000 | 398 |
| Total debt securities | $328,584,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $166,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $345,055,000 | 430 |
| U.S. Government securities | $168,703,000 | 551 |
| U.S. Treasury securities | $20,408,000 | 277 |
| U.S. Government agency obligations | $148,295,000 | 582 |
| Securities issued by states & political subdivisions | $80,699,000 | 409 |
| Other domestic debt securities | $94,695,000 | 143 |
| Privately issued residential mortgage-backed securities | $28,272,000 | 75 |
| Commercial mortgage-backed securities - Total | $57,914,000 | 37 |
| Asset backed securities | $8,509,000 | 162 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| 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 | $189,037,000 | 332 |
| Mortgage-backed securities | $217,884,000 | 349 |
| Certificates of participation in pools of residential mortgages | $7,066,000 | 2,306 |
| Issued or guaranteed by U.S. | $7,066,000 | 2,272 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $99,582,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $71,310,000 | 310 |
| Privately issued | $28,272,000 | 67 |
| Commercial mortgage-backed securities | $111,236,000 | 155 |
| Commercial mortgage pass-through securities | $21,813,000 | 227 |
| Other commercial mortgage-backed securities | $89,423,000 | 124 |
| Held to maturity securities (book value) | $52,871,000 | 348 |
| Available-for-sale securities (fair market value) | $291,226,000 | 433 |
| Total debt securities | $344,097,000 | 425 |
| 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 | $326,013,000 | 442 |
| U.S. Government securities | $166,968,000 | 552 |
| U.S. Treasury securities | $20,356,000 | 274 |
| U.S. Government agency obligations | $146,612,000 | 591 |
| Securities issued by states & political subdivisions | $73,041,000 | 465 |
| Other domestic debt securities | $85,052,000 | 155 |
| Privately issued residential mortgage-backed securities | $18,231,000 | 87 |
| Commercial mortgage-backed securities - Total | $58,184,000 | 36 |
| Asset backed securities | $8,637,000 | 155 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| 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 | $207,021,000 | 311 |
| Mortgage-backed securities | $210,831,000 | 353 |
| Certificates of participation in pools of residential mortgages | $7,131,000 | 2,326 |
| Issued or guaranteed by U.S. | $7,131,000 | 2,315 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $91,046,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $72,815,000 | 297 |
| Privately issued | $18,231,000 | 80 |
| Commercial mortgage-backed securities | $112,654,000 | 154 |
| Commercial mortgage pass-through securities | $22,240,000 | 219 |
| Other commercial mortgage-backed securities | $90,414,000 | 120 |
| Held to maturity securities (book value) | $52,911,000 | 356 |
| Available-for-sale securities (fair market value) | $272,150,000 | 459 |
| Total debt securities | $325,061,000 | 435 |
| 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 | $271,996,000 | 524 |
| U.S. Government securities | $112,522,000 | 775 |
| U.S. Treasury securities | $13,467,000 | 344 |
| U.S. Government agency obligations | $99,055,000 | 828 |
| Securities issued by states & political subdivisions | $84,770,000 | 399 |
| Other domestic debt securities | $73,758,000 | 170 |
| Privately issued residential mortgage-backed securities | $5,093,000 | 284 |
| Commercial mortgage-backed securities - Total | $45,256,000 | 38 |
| Asset backed securities | $23,409,000 | 103 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| 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 | $198,084,000 | 336 |
| Mortgage-backed securities | $126,699,000 | 525 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 2,665 |
| Issued or guaranteed by U.S. | $5,244,000 | 2,540 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $71,084,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $65,991,000 | 313 |
| Privately issued | $5,093,000 | 148 |
| Commercial mortgage-backed securities | $50,371,000 | 235 |
| Commercial mortgage pass-through securities | $5,115,000 | 548 |
| Other commercial mortgage-backed securities | $45,256,000 | 166 |
| Held to maturity securities (book value) | $55,568,000 | 345 |
| Available-for-sale securities (fair market value) | $215,482,000 | 566 |
| Total debt securities | $271,050,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $194,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $194,000 | 132 |
| 2018-03-31 | Rank | |
| Total securities | $284,950,000 | 513 |
| U.S. Government securities | $96,316,000 | 907 |
| U.S. Treasury securities | $8,428,000 | 469 |
| U.S. Government agency obligations | $87,888,000 | 953 |
| Securities issued by states & political subdivisions | $85,184,000 | 402 |
| Other domestic debt securities | $102,510,000 | 136 |
| Privately issued residential mortgage-backed securities | $1,375,000 | 254 |
| Commercial mortgage-backed securities - Total | $47,187,000 | 36 |
| Asset backed securities | $53,948,000 | 64 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| 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 | $201,112,000 | 329 |
| Mortgage-backed securities | $121,049,000 | 550 |
| Certificates of participation in pools of residential mortgages | $5,456,000 | 2,684 |
| Issued or guaranteed by U.S. | $5,456,000 | 2,682 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $65,300,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $63,925,000 | 318 |
| Privately issued | $1,375,000 | 240 |
| Commercial mortgage-backed securities | $50,293,000 | 226 |
| Commercial mortgage pass-through securities | $3,106,000 | 557 |
| Other commercial mortgage-backed securities | $47,187,000 | 159 |
| Held to maturity securities (book value) | $57,435,000 | 350 |
| Available-for-sale securities (fair market value) | $226,575,000 | 547 |
| Total debt securities | $284,010,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $162,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $162,000 | 132 |
| Revaluation losses on off-balance sheet contracts | $162,000 | 131 |
| 2017-12-31 | Rank | |
| Total securities | $346,577,000 | 433 |
| U.S. Government securities | $115,132,000 | 785 |
| U.S. Treasury securities | $3,484,000 | 705 |
| U.S. Government agency obligations | $111,648,000 | 765 |
| Securities issued by states & political subdivisions | $117,118,000 | 300 |
| Other domestic debt securities | $113,392,000 | 125 |
| Privately issued residential mortgage-backed securities | $16,100,000 | 97 |
| Commercial mortgage-backed securities - Total | $44,021,000 | 36 |
| Asset backed securities | $53,271,000 | 64 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $935,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,775,000 | 287 |
| Mortgage-backed securities | $150,126,000 | 459 |
| Certificates of participation in pools of residential mortgages | $18,621,000 | 1,492 |
| Issued or guaranteed by U.S. | $18,621,000 | 1,490 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $84,304,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $68,204,000 | 304 |
| Privately issued | $16,100,000 | 93 |
| Commercial mortgage-backed securities | $47,201,000 | 227 |
| Commercial mortgage pass-through securities | $3,180,000 | 548 |
| Other commercial mortgage-backed securities | $44,021,000 | 158 |
| Held to maturity securities (book value) | $57,530,000 | 350 |
| Available-for-sale securities (fair market value) | $289,047,000 | 445 |
| Total debt securities | $345,642,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $74,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $74,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $74,000 | 137 |
| 2017-09-30 | Rank | |
| Total securities | $344,857,000 | 442 |
| U.S. Government securities | $143,181,000 | 649 |
| U.S. Treasury securities | $3,505,000 | 669 |
| U.S. Government agency obligations | $139,676,000 | 628 |
| Securities issued by states & political subdivisions | $132,219,000 | 261 |
| Other domestic debt securities | $68,527,000 | 168 |
| Privately issued residential mortgage-backed securities | $23,979,000 | 78 |
| Commercial mortgage-backed securities - Total | $23,964,000 | 48 |
| Asset backed securities | $20,584,000 | 93 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $930,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,293,000 | 288 |
| Mortgage-backed securities | $165,496,000 | 424 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 2,651 |
| Issued or guaranteed by U.S. | $6,133,000 | 2,650 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $132,169,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $108,190,000 | 239 |
| Privately issued | $23,979,000 | 74 |
| Commercial mortgage-backed securities | $27,194,000 | 298 |
| Commercial mortgage pass-through securities | $3,230,000 | 542 |
| Other commercial mortgage-backed securities | $23,964,000 | 206 |
| Held to maturity securities (book value) | $57,557,000 | 360 |
| Available-for-sale securities (fair market value) | $287,300,000 | 444 |
| Total debt securities | $343,927,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $38,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $38,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $38,000 | 139 |
| 2017-06-30 | Rank | |
| Total securities | $383,702,000 | 405 |
| U.S. Government securities | $166,904,000 | 571 |
| U.S. Treasury securities | $3,509,000 | 686 |
| U.S. Government agency obligations | $163,395,000 | 549 |
| Securities issued by states & political subdivisions | $149,933,000 | 215 |
| Other domestic debt securities | $65,940,000 | 173 |
| Privately issued residential mortgage-backed securities | $53,025,000 | 53 |
| Commercial mortgage-backed securities - Total | $10,319,000 | 60 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,596,000 | 901 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $925,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,209,000 | 314 |
| Mortgage-backed securities | $204,139,000 | 376 |
| Certificates of participation in pools of residential mortgages | $6,485,000 | 2,636 |
| Issued or guaranteed by U.S. | $6,485,000 | 2,635 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $181,295,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $128,270,000 | 214 |
| Privately issued | $53,025,000 | 51 |
| Commercial mortgage-backed securities | $16,359,000 | 390 |
| Commercial mortgage pass-through securities | $6,040,000 | 384 |
| Other commercial mortgage-backed securities | $10,319,000 | 300 |
| Held to maturity securities (book value) | $57,754,000 | 364 |
| Available-for-sale securities (fair market value) | $325,948,000 | 402 |
| Total debt securities | $382,777,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $41,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $41,000 | 137 |
| Revaluation losses on off-balance sheet contracts | $41,000 | 141 |
| 2017-03-31 | Rank | |
| Total securities | $374,965,000 | 420 |
| U.S. Government securities | $172,923,000 | 564 |
| U.S. Treasury securities | $10,496,000 | 388 |
| U.S. Government agency obligations | $162,427,000 | 561 |
| Securities issued by states & political subdivisions | $153,557,000 | 209 |
| Other domestic debt securities | $47,560,000 | 217 |
| Privately issued residential mortgage-backed securities | $42,058,000 | 62 |
| Commercial mortgage-backed securities - Total | $5,502,000 | 75 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $925,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,912,000 | 340 |
| Mortgage-backed securities | $186,387,000 | 400 |
| Certificates of participation in pools of residential mortgages | $6,788,000 | 2,640 |
| Issued or guaranteed by U.S. | $6,788,000 | 2,640 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $170,861,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $128,803,000 | 211 |
| Privately issued | $42,058,000 | 60 |
| Commercial mortgage-backed securities | $8,738,000 | 532 |
| Commercial mortgage pass-through securities | $3,236,000 | 508 |
| Other commercial mortgage-backed securities | $5,502,000 | 402 |
| Held to maturity securities (book value) | $58,582,000 | 368 |
| Available-for-sale securities (fair market value) | $316,383,000 | 416 |
| Total debt securities | $374,040,000 | 409 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $69,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $69,000 | 131 |
| Revaluation losses on off-balance sheet contracts | $69,000 | 132 |
| 2016-12-31 | Rank | |
| Total securities | $332,477,000 | 459 |
| U.S. Government securities | $152,889,000 | 616 |
| U.S. Treasury securities | $517,000 | 1,201 |
| U.S. Government agency obligations | $152,372,000 | 581 |
| Securities issued by states & political subdivisions | $137,635,000 | 237 |
| Other domestic debt securities | $41,028,000 | 248 |
| Privately issued residential mortgage-backed securities | $41,028,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $925,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,211,000 | 288 |
| Mortgage-backed securities | $166,427,000 | 428 |
| Certificates of participation in pools of residential mortgages | $7,083,000 | 2,606 |
| Issued or guaranteed by U.S. | $7,083,000 | 2,602 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $156,088,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $115,060,000 | 226 |
| Privately issued | $41,028,000 | 61 |
| Commercial mortgage-backed securities | $3,256,000 | 771 |
| Commercial mortgage pass-through securities | $3,256,000 | 490 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $59,903,000 | 360 |
| Available-for-sale securities (fair market value) | $272,574,000 | 482 |
| Total debt securities | $331,552,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $57,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $57,000 | 141 |
| Revaluation losses on off-balance sheet contracts | $57,000 | 140 |
| 2016-09-30 | Rank | |
| Total securities | $306,798,000 | 498 |
| U.S. Government securities | $159,766,000 | 599 |
| U.S. Treasury securities | $530,000 | 1,062 |
| U.S. Government agency obligations | $159,236,000 | 571 |
| Securities issued by states & political subdivisions | $104,236,000 | 344 |
| Other domestic debt securities | $42,071,000 | 243 |
| Privately issued residential mortgage-backed securities | $42,071,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $725,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,259,000 | 281 |
| Mortgage-backed securities | $179,059,000 | 406 |
| Certificates of participation in pools of residential mortgages | $14,227,000 | 1,890 |
| Issued or guaranteed by U.S. | $14,227,000 | 1,890 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $161,396,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $119,325,000 | 230 |
| Privately issued | $42,071,000 | 63 |
| Commercial mortgage-backed securities | $3,436,000 | 720 |
| Commercial mortgage pass-through securities | $3,436,000 | 445 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $59,966,000 | 354 |
| Available-for-sale securities (fair market value) | $246,832,000 | 529 |
| Total debt securities | $306,073,000 | 493 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $211,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $211,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $211,000 | 134 |
| 2016-06-30 | Rank | |
| Total securities | $331,700,000 | 466 |
| U.S. Government securities | $166,229,000 | 587 |
| U.S. Treasury securities | $535,000 | 1,095 |
| U.S. Government agency obligations | $165,694,000 | 559 |
| Securities issued by states & political subdivisions | $110,737,000 | 310 |
| Other domestic debt securities | $54,009,000 | 207 |
| Privately issued residential mortgage-backed securities | $54,009,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $725,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,597,000 | 275 |
| Mortgage-backed securities | $197,424,000 | 384 |
| Certificates of participation in pools of residential mortgages | $14,741,000 | 1,884 |
| Issued or guaranteed by U.S. | $14,741,000 | 1,880 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $179,264,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $125,255,000 | 225 |
| Privately issued | $54,009,000 | 55 |
| Commercial mortgage-backed securities | $3,419,000 | 685 |
| Commercial mortgage pass-through securities | $3,419,000 | 407 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $60,590,000 | 366 |
| Available-for-sale securities (fair market value) | $271,110,000 | 481 |
| Total debt securities | $330,975,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $231,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $231,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $231,000 | 133 |
| 2016-03-31 | Rank | |
| Total securities | $399,474,000 | 396 |
| U.S. Government securities | $213,620,000 | 475 |
| U.S. Treasury securities | $531,000 | 1,123 |
| U.S. Government agency obligations | $213,089,000 | 452 |
| Securities issued by states & political subdivisions | $120,221,000 | 273 |
| Other domestic debt securities | $64,908,000 | 175 |
| Privately issued residential mortgage-backed securities | $64,908,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $725,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,377,000 | 284 |
| Mortgage-backed securities | $243,978,000 | 319 |
| Certificates of participation in pools of residential mortgages | $24,832,000 | 1,333 |
| Issued or guaranteed by U.S. | $24,832,000 | 1,332 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $192,169,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $127,261,000 | 227 |
| Privately issued | $64,908,000 | 47 |
| Commercial mortgage-backed securities | $26,977,000 | 232 |
| Commercial mortgage pass-through securities | $22,804,000 | 138 |
| Other commercial mortgage-backed securities | $4,173,000 | 413 |
| Held to maturity securities (book value) | $60,840,000 | 382 |
| Available-for-sale securities (fair market value) | $338,634,000 | 389 |
| Total debt securities | $398,749,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $434,755,000 | 362 |
| U.S. Government securities | $237,257,000 | 448 |
| U.S. Treasury securities | $519,000 | 1,187 |
| U.S. Government agency obligations | $236,738,000 | 424 |
| Securities issued by states & political subdivisions | $136,011,000 | 225 |
| Other domestic debt securities | $60,762,000 | 180 |
| Privately issued residential mortgage-backed securities | $60,762,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $725,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,946,000 | 242 |
| Mortgage-backed securities | $250,715,000 | 313 |
| Certificates of participation in pools of residential mortgages | $28,513,000 | 1,214 |
| Issued or guaranteed by U.S. | $28,513,000 | 1,212 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $181,698,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $120,936,000 | 235 |
| Privately issued | $60,762,000 | 51 |
| Commercial mortgage-backed securities | $40,504,000 | 174 |
| Commercial mortgage pass-through securities | $28,901,000 | 112 |
| Other commercial mortgage-backed securities | $11,603,000 | 220 |
| Held to maturity securities (book value) | $63,235,000 | 380 |
| Available-for-sale securities (fair market value) | $371,520,000 | 357 |
| Total debt securities | $434,030,000 | 355 |
| 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 | $407,922,000 | 385 |
| U.S. Government securities | $215,881,000 | 476 |
| U.S. Treasury securities | $529,000 | 1,116 |
| U.S. Government agency obligations | $215,352,000 | 457 |
| Securities issued by states & political subdivisions | $133,500,000 | 232 |
| Other domestic debt securities | $57,816,000 | 193 |
| Privately issued residential mortgage-backed securities | $57,816,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $725,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,592,000 | 305 |
| Mortgage-backed securities | $219,958,000 | 356 |
| Certificates of participation in pools of residential mortgages | $25,164,000 | 1,340 |
| Issued or guaranteed by U.S. | $25,164,000 | 1,340 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $156,663,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $98,847,000 | 263 |
| Privately issued | $57,816,000 | 52 |
| Commercial mortgage-backed securities | $38,131,000 | 167 |
| Commercial mortgage pass-through securities | $26,268,000 | 110 |
| Other commercial mortgage-backed securities | $11,863,000 | 199 |
| Held to maturity securities (book value) | $63,365,000 | 383 |
| Available-for-sale securities (fair market value) | $344,557,000 | 379 |
| Total debt securities | $407,197,000 | 379 |
| 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 | $385,644,000 | 402 |
| U.S. Government securities | $224,279,000 | 472 |
| U.S. Treasury securities | $523,000 | 1,151 |
| U.S. Government agency obligations | $223,756,000 | 455 |
| Securities issued by states & political subdivisions | $111,657,000 | 277 |
| Other domestic debt securities | $48,983,000 | 220 |
| Privately issued residential mortgage-backed securities | $48,983,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $725,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,909,000 | 288 |
| Mortgage-backed securities | $233,477,000 | 339 |
| Certificates of participation in pools of residential mortgages | $45,203,000 | 880 |
| Issued or guaranteed by U.S. | $45,203,000 | 879 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,043,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $101,060,000 | 265 |
| Privately issued | $48,983,000 | 54 |
| Commercial mortgage-backed securities | $38,231,000 | 154 |
| Commercial mortgage pass-through securities | $26,112,000 | 103 |
| Other commercial mortgage-backed securities | $12,119,000 | 181 |
| Held to maturity securities (book value) | $63,621,000 | 377 |
| Available-for-sale securities (fair market value) | $322,023,000 | 410 |
| Total debt securities | $384,919,000 | 396 |
| 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 | $398,573,000 | 397 |
| U.S. Government securities | $246,206,000 | 443 |
| U.S. Treasury securities | $530,000 | 1,129 |
| U.S. Government agency obligations | $245,676,000 | 425 |
| Securities issued by states & political subdivisions | $117,546,000 | 255 |
| Other domestic debt securities | $34,096,000 | 272 |
| Privately issued residential mortgage-backed securities | $34,096,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $725,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,552,000 | 282 |
| Mortgage-backed securities | $218,323,000 | 363 |
| Certificates of participation in pools of residential mortgages | $76,159,000 | 566 |
| Issued or guaranteed by U.S. | $76,159,000 | 566 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $126,794,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $92,698,000 | 282 |
| Privately issued | $34,096,000 | 69 |
| Commercial mortgage-backed securities | $15,370,000 | 258 |
| Commercial mortgage pass-through securities | $3,111,000 | 344 |
| Other commercial mortgage-backed securities | $12,259,000 | 170 |
| Held to maturity securities (book value) | $63,977,000 | 369 |
| Available-for-sale securities (fair market value) | $334,596,000 | 394 |
| Total debt securities | $397,848,000 | 389 |
| 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 | $428,851,000 | 365 |
| U.S. Government securities | $296,737,000 | 375 |
| U.S. Treasury securities | $522,000 | 1,166 |
| U.S. Government agency obligations | $296,215,000 | 354 |
| Securities issued by states & political subdivisions | $117,338,000 | 245 |
| Other domestic debt securities | $14,051,000 | 495 |
| Privately issued residential mortgage-backed securities | $9,878,000 | 136 |
| Commercial mortgage-backed securities - Total | $2,370,000 | 89 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,803,000 | 1,103 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $725,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,585,000 | 238 |
| Mortgage-backed securities | $241,167,000 | 341 |
| Certificates of participation in pools of residential mortgages | $116,700,000 | 379 |
| Issued or guaranteed by U.S. | $116,700,000 | 379 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $106,827,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $96,949,000 | 280 |
| Privately issued | $9,878,000 | 128 |
| Commercial mortgage-backed securities | $17,640,000 | 240 |
| Commercial mortgage pass-through securities | $3,103,000 | 344 |
| Other commercial mortgage-backed securities | $14,537,000 | 157 |
| Held to maturity securities (book value) | $64,125,000 | 371 |
| Available-for-sale securities (fair market value) | $364,726,000 | 351 |
| Total debt securities | $428,126,000 | 357 |
| 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 | $374,409,000 | 420 |
| U.S. Government securities | $248,721,000 | 437 |
| U.S. Treasury securities | $517,000 | 1,180 |
| U.S. Government agency obligations | $248,204,000 | 423 |
| Securities issued by states & political subdivisions | $117,863,000 | 244 |
| Other domestic debt securities | $7,100,000 | 747 |
| Privately issued residential mortgage-backed securities | $7,100,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $725,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,274,000 | 310 |
| Mortgage-backed securities | $215,568,000 | 366 |
| Certificates of participation in pools of residential mortgages | $96,802,000 | 462 |
| Issued or guaranteed by U.S. | $96,802,000 | 461 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $98,462,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $91,362,000 | 293 |
| Privately issued | $7,100,000 | 168 |
| Commercial mortgage-backed securities | $20,304,000 | 212 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $20,304,000 | 125 |
| Held to maturity securities (book value) | $64,296,000 | 369 |
| Available-for-sale securities (fair market value) | $310,113,000 | 421 |
| Total debt securities | $373,684,000 | 416 |
| 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 | $393,129,000 | 406 |
| U.S. Government securities | $267,116,000 | 410 |
| U.S. Treasury securities | $520,000 | 1,138 |
| U.S. Government agency obligations | $266,596,000 | 399 |
| Securities issued by states & political subdivisions | $117,631,000 | 241 |
| Other domestic debt securities | $7,657,000 | 731 |
| Privately issued residential mortgage-backed securities | $7,657,000 | 172 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $725,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,315,000 | 281 |
| Mortgage-backed securities | $233,894,000 | 350 |
| Certificates of participation in pools of residential mortgages | $95,072,000 | 476 |
| Issued or guaranteed by U.S. | $95,072,000 | 475 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $108,812,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $101,155,000 | 277 |
| Privately issued | $7,657,000 | 164 |
| Commercial mortgage-backed securities | $30,010,000 | 164 |
| Commercial mortgage pass-through securities | $9,565,000 | 183 |
| Other commercial mortgage-backed securities | $20,445,000 | 120 |
| Held to maturity securities (book value) | $64,519,000 | 365 |
| Available-for-sale securities (fair market value) | $328,610,000 | 401 |
| Total debt securities | $392,404,000 | 400 |
| 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 | $360,950,000 | 437 |
| U.S. Government securities | $233,933,000 | 468 |
| U.S. Treasury securities | $514,000 | 1,011 |
| U.S. Government agency obligations | $233,419,000 | 455 |
| Securities issued by states & political subdivisions | $118,122,000 | 238 |
| Other domestic debt securities | $8,170,000 | 722 |
| Privately issued residential mortgage-backed securities | $8,170,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $725,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,635,000 | 321 |
| Mortgage-backed securities | $214,169,000 | 381 |
| Certificates of participation in pools of residential mortgages | $101,477,000 | 449 |
| Issued or guaranteed by U.S. | $101,477,000 | 448 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $92,546,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $84,376,000 | 310 |
| Privately issued | $8,170,000 | 161 |
| Commercial mortgage-backed securities | $20,146,000 | 194 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $20,146,000 | 119 |
| Held to maturity securities (book value) | $64,850,000 | 350 |
| Available-for-sale securities (fair market value) | $296,100,000 | 449 |
| Total debt securities | $360,225,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $395,934,000 | 398 |
| U.S. Government securities | $240,099,000 | 460 |
| U.S. Treasury securities | $2,034,000 | 653 |
| U.S. Government agency obligations | $238,065,000 | 447 |
| Securities issued by states & political subdivisions | $124,551,000 | 216 |
| Other domestic debt securities | $30,559,000 | 334 |
| Privately issued residential mortgage-backed securities | $30,559,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $725,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,646,000 | 284 |
| Mortgage-backed securities | $251,318,000 | 322 |
| Certificates of participation in pools of residential mortgages | $126,768,000 | 349 |
| Issued or guaranteed by U.S. | $126,768,000 | 349 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $104,592,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $74,033,000 | 327 |
| Privately issued | $30,559,000 | 73 |
| Commercial mortgage-backed securities | $19,958,000 | 186 |
| Commercial mortgage pass-through securities | $19,958,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $50,638,000 | 407 |
| Available-for-sale securities (fair market value) | $345,296,000 | 380 |
| Total debt securities | $395,209,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $381,308,000 | 413 |
| U.S. Government securities | $222,808,000 | 492 |
| U.S. Treasury securities | $2,049,000 | 629 |
| U.S. Government agency obligations | $220,759,000 | 483 |
| Securities issued by states & political subdivisions | $125,877,000 | 211 |
| Other domestic debt securities | $31,898,000 | 331 |
| Privately issued residential mortgage-backed securities | $31,898,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $725,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,249,000 | 324 |
| Mortgage-backed securities | $247,584,000 | 330 |
| Certificates of participation in pools of residential mortgages | $119,396,000 | 368 |
| Issued or guaranteed by U.S. | $119,396,000 | 367 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $107,991,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $76,093,000 | 323 |
| Privately issued | $31,898,000 | 72 |
| Commercial mortgage-backed securities | $20,197,000 | 181 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $20,197,000 | 107 |
| Held to maturity securities (book value) | $4,822,000 | 1,417 |
| Available-for-sale securities (fair market value) | $376,486,000 | 363 |
| Total debt securities | $380,583,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $429,231,000 | 357 |
| U.S. Government securities | $266,909,000 | 410 |
| U.S. Treasury securities | $2,049,000 | 641 |
| U.S. Government agency obligations | $264,860,000 | 399 |
| Securities issued by states & political subdivisions | $127,040,000 | 207 |
| Other domestic debt securities | $34,557,000 | 318 |
| Privately issued residential mortgage-backed securities | $34,557,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $725,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,228,000 | 291 |
| Mortgage-backed securities | $272,949,000 | 298 |
| Certificates of participation in pools of residential mortgages | $140,928,000 | 322 |
| Issued or guaranteed by U.S. | $140,928,000 | 321 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $111,826,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $77,269,000 | 323 |
| Privately issued | $34,557,000 | 74 |
| Commercial mortgage-backed securities | $20,195,000 | 172 |
| Commercial mortgage pass-through securities | $20,195,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,981,000 | 1,337 |
| Available-for-sale securities (fair market value) | $424,250,000 | 315 |
| Total debt securities | $428,506,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $433,895,000 | 351 |
| U.S. Government securities | $264,117,000 | 430 |
| U.S. Treasury securities | $2,081,000 | 655 |
| U.S. Government agency obligations | $262,036,000 | 417 |
| Securities issued by states & political subdivisions | $132,147,000 | 196 |
| Other domestic debt securities | $36,906,000 | 314 |
| Privately issued residential mortgage-backed securities | $36,906,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $725,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,137,000 | 293 |
| Mortgage-backed securities | $264,541,000 | 320 |
| Certificates of participation in pools of residential mortgages | $120,487,000 | 374 |
| Issued or guaranteed by U.S. | $120,487,000 | 373 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $121,346,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $84,440,000 | 319 |
| Privately issued | $36,906,000 | 78 |
| Commercial mortgage-backed securities | $22,708,000 | 145 |
| Commercial mortgage pass-through securities | $22,708,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,217,000 | 1,283 |
| Available-for-sale securities (fair market value) | $428,678,000 | 312 |
| Total debt securities | $433,170,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $428,171,000 | 355 |
| U.S. Government securities | $256,258,000 | 441 |
| U.S. Treasury securities | $2,085,000 | 642 |
| U.S. Government agency obligations | $254,173,000 | 426 |
| Securities issued by states & political subdivisions | $133,386,000 | 185 |
| Other domestic debt securities | $37,802,000 | 300 |
| Privately issued residential mortgage-backed securities | $37,802,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $725,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,541,000 | 289 |
| Mortgage-backed securities | $257,198,000 | 332 |
| Certificates of participation in pools of residential mortgages | $107,469,000 | 420 |
| Issued or guaranteed by U.S. | $107,469,000 | 419 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $149,729,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $111,927,000 | 273 |
| Privately issued | $37,802,000 | 83 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,264,000 | 1,284 |
| Available-for-sale securities (fair market value) | $422,907,000 | 310 |
| Total debt securities | $427,446,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $393,559,000 | 391 |
| U.S. Government securities | $258,309,000 | 442 |
| U.S. Treasury securities | $2,090,000 | 599 |
| U.S. Government agency obligations | $256,219,000 | 431 |
| Securities issued by states & political subdivisions | $106,464,000 | 234 |
| Other domestic debt securities | $28,061,000 | 364 |
| Privately issued residential mortgage-backed securities | $18,285,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $9,776,000 | 495 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $725,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,706,000 | 360 |
| Mortgage-backed securities | $246,666,000 | 358 |
| Certificates of participation in pools of residential mortgages | $122,537,000 | 400 |
| Issued or guaranteed by U.S. | $122,537,000 | 399 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $124,129,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $105,844,000 | 293 |
| Privately issued | $18,285,000 | 141 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,313,000 | 1,296 |
| Available-for-sale securities (fair market value) | $388,246,000 | 347 |
| Total debt securities | $392,834,000 | 386 |
| Structured notes | ||
| Amortized cost | $4,871,000 | 808 |
| Fair value | $4,813,000 | 808 |
| 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 | $400,210,000 | 383 |
| U.S. Government securities | $256,378,000 | 439 |
| U.S. Treasury securities | $17,347,000 | 184 |
| U.S. Government agency obligations | $239,031,000 | 454 |
| Securities issued by states & political subdivisions | $104,447,000 | 232 |
| Other domestic debt securities | $38,660,000 | 299 |
| Privately issued residential mortgage-backed securities | $19,520,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $10,187,000 | 111 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $8,953,000 | 519 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $725,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,746,000 | 338 |
| Mortgage-backed securities | $214,091,000 | 397 |
| Certificates of participation in pools of residential mortgages | $106,322,000 | 463 |
| Issued or guaranteed by U.S. | $106,322,000 | 461 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $107,769,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $88,249,000 | 347 |
| Privately issued | $19,520,000 | 144 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,489,000 | 1,276 |
| Available-for-sale securities (fair market value) | $394,721,000 | 345 |
| Total debt securities | $399,485,000 | 376 |
| Structured notes | ||
| Amortized cost | $4,868,000 | 929 |
| Fair value | $4,444,000 | 987 |
| 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 | $314,760,000 | 497 |
| U.S. Government securities | $224,181,000 | 504 |
| U.S. Treasury securities | $17,139,000 | 185 |
| U.S. Government agency obligations | $207,042,000 | 527 |
| Securities issued by states & political subdivisions | $60,128,000 | 470 |
| Other domestic debt securities | $29,726,000 | 343 |
| Privately issued residential mortgage-backed securities | $20,369,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $9,357,000 | 502 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $725,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,539,000 | 392 |
| Mortgage-backed securities | $208,781,000 | 414 |
| Certificates of participation in pools of residential mortgages | $60,688,000 | 775 |
| Issued or guaranteed by U.S. | $60,688,000 | 775 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $148,093,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $127,724,000 | 280 |
| Privately issued | $20,369,000 | 146 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,742,000 | 1,272 |
| Available-for-sale securities (fair market value) | $309,018,000 | 460 |
| Total debt securities | $314,035,000 | 490 |
| Structured notes | ||
| Amortized cost | $4,866,000 | 1,079 |
| Fair value | $4,576,000 | 1,099 |
| 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 | $344,255,000 | 428 |
| U.S. Government securities | $246,121,000 | 449 |
| U.S. Treasury securities | $17,211,000 | 182 |
| U.S. Government agency obligations | $228,910,000 | 460 |
| Securities issued by states & political subdivisions | $66,237,000 | 400 |
| Other domestic debt securities | $31,172,000 | 347 |
| Privately issued residential mortgage-backed securities | $21,683,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $9,489,000 | 469 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $725,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,324,000 | 295 |
| Mortgage-backed securities | $231,940,000 | 368 |
| Certificates of participation in pools of residential mortgages | $60,719,000 | 731 |
| Issued or guaranteed by U.S. | $60,719,000 | 728 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $171,221,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $149,538,000 | 229 |
| Privately issued | $21,683,000 | 187 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,800,000 | 1,288 |
| Available-for-sale securities (fair market value) | $338,455,000 | 395 |
| Total debt securities | $343,530,000 | 427 |
| Structured notes | ||
| Amortized cost | $4,863,000 | 1,049 |
| Fair value | $4,705,000 | 1,064 |
| 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 | $340,761,000 | 423 |
| U.S. Government securities | $241,573,000 | 451 |
| U.S. Treasury securities | $17,140,000 | 198 |
| U.S. Government agency obligations | $224,433,000 | 457 |
| Securities issued by states & political subdivisions | $66,003,000 | 372 |
| Other domestic debt securities | $32,460,000 | 337 |
| Privately issued residential mortgage-backed securities | $22,795,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,665,000 | 438 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $725,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,207,000 | 380 |
| Mortgage-backed securities | $207,328,000 | 385 |
| Certificates of participation in pools of residential mortgages | $43,053,000 | 949 |
| Issued or guaranteed by U.S. | $43,053,000 | 947 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $164,275,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $141,480,000 | 234 |
| Privately issued | $22,795,000 | 192 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,858,000 | 1,293 |
| Available-for-sale securities (fair market value) | $334,903,000 | 377 |
| Total debt securities | $340,036,000 | 418 |
| Structured notes | ||
| Amortized cost | $4,861,000 | 1,085 |
| Fair value | $4,705,000 | 1,094 |
| 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 | $279,390,000 | 535 |
| U.S. Government securities | $183,843,000 | 574 |
| U.S. Treasury securities | $1,983,000 | 754 |
| U.S. Government agency obligations | $181,860,000 | 561 |
| Securities issued by states & political subdivisions | $64,674,000 | 364 |
| Other domestic debt securities | $30,148,000 | 346 |
| Privately issued residential mortgage-backed securities | $25,443,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $4,705,000 | 649 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $725,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,970,000 | 342 |
| Mortgage-backed securities | $168,576,000 | 451 |
| Certificates of participation in pools of residential mortgages | $43,589,000 | 916 |
| Issued or guaranteed by U.S. | $43,589,000 | 913 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $124,987,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $99,544,000 | 299 |
| Privately issued | $25,443,000 | 189 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,031,000 | 1,305 |
| Available-for-sale securities (fair market value) | $273,359,000 | 491 |
| Total debt securities | $278,665,000 | 525 |
| Structured notes | ||
| Amortized cost | $4,858,000 | 1,214 |
| Fair value | $4,705,000 | 1,233 |
| 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 | $285,263,000 | 514 |
| U.S. Government securities | $194,040,000 | 537 |
| U.S. Treasury securities | $469,000 | 1,124 |
| U.S. Government agency obligations | $193,571,000 | 517 |
| Securities issued by states & political subdivisions | $65,184,000 | 360 |
| Other domestic debt securities | $25,314,000 | 398 |
| Privately issued residential mortgage-backed securities | $20,675,000 | 234 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,639,000 | 653 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $725,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,312,000 | 359 |
| Mortgage-backed securities | $149,493,000 | 484 |
| Certificates of participation in pools of residential mortgages | $31,617,000 | 1,152 |
| Issued or guaranteed by U.S. | $31,617,000 | 1,146 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $117,876,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $97,201,000 | 285 |
| Privately issued | $20,675,000 | 226 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,280,000 | 1,280 |
| Available-for-sale securities (fair market value) | $278,983,000 | 469 |
| Total debt securities | $284,538,000 | 507 |
| Structured notes | ||
| Amortized cost | $4,856,000 | 1,273 |
| Fair value | $4,639,000 | 1,294 |
| 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 | $319,296,000 | 437 |
| U.S. Government securities | $231,121,000 | 448 |
| U.S. Treasury securities | $471,000 | 1,119 |
| U.S. Government agency obligations | $230,650,000 | 429 |
| Securities issued by states & political subdivisions | $61,357,000 | 371 |
| Other domestic debt securities | $26,093,000 | 423 |
| Privately issued residential mortgage-backed securities | $21,506,000 | 244 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,587,000 | 647 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $725,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,937,000 | 275 |
| Mortgage-backed securities | $160,609,000 | 437 |
| Certificates of participation in pools of residential mortgages | $29,103,000 | 1,183 |
| Issued or guaranteed by U.S. | $29,103,000 | 1,173 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $131,506,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $110,000,000 | 259 |
| Privately issued | $21,506,000 | 235 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,335,000 | 1,284 |
| Available-for-sale securities (fair market value) | $312,961,000 | 402 |
| Total debt securities | $318,571,000 | 433 |
| Structured notes | ||
| Amortized cost | $4,853,000 | 1,171 |
| Fair value | $4,587,000 | 1,191 |
| 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 | $270,099,000 | 490 |
| U.S. Government securities | $194,023,000 | 482 |
| U.S. Treasury securities | $500,000 | 1,015 |
| U.S. Government agency obligations | $193,523,000 | 466 |
| Securities issued by states & political subdivisions | $56,312,000 | 404 |
| Other domestic debt securities | $19,039,000 | 507 |
| Privately issued residential mortgage-backed securities | $14,212,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $4,827,000 | 621 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $725,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,239,000 | 398 |
| Mortgage-backed securities | $128,339,000 | 536 |
| Certificates of participation in pools of residential mortgages | $19,310,000 | 1,575 |
| Issued or guaranteed by U.S. | $19,310,000 | 1,572 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $109,029,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $94,817,000 | 293 |
| Privately issued | $14,212,000 | 321 |
| 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) | $6,389,000 | 1,322 |
| Available-for-sale securities (fair market value) | $263,710,000 | 448 |
| Total debt securities | $269,374,000 | 482 |
| Structured notes | ||
| Amortized cost | $4,851,000 | 1,177 |
| Fair value | $4,827,000 | 1,179 |
| 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 | $279,475,000 | 467 |
| U.S. Government securities | $205,238,000 | 468 |
| U.S. Treasury securities | $31,255,000 | 144 |
| U.S. Government agency obligations | $173,983,000 | 532 |
| Securities issued by states & political subdivisions | $52,801,000 | 416 |
| Other domestic debt securities | $20,711,000 | 480 |
| Privately issued residential mortgage-backed securities | $15,891,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,820,000 | 583 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $725,000 | 737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,825,000 | 377 |
| Mortgage-backed securities | $138,561,000 | 483 |
| Certificates of participation in pools of residential mortgages | $18,669,000 | 1,629 |
| Issued or guaranteed by U.S. | $18,669,000 | 1,622 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $119,892,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $104,001,000 | 258 |
| Privately issued | $15,891,000 | 319 |
| 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) | $7,665,000 | 1,233 |
| Available-for-sale securities (fair market value) | $271,810,000 | 424 |
| Total debt securities | $278,750,000 | 460 |
| Structured notes | ||
| Amortized cost | $4,849,000 | 1,220 |
| Fair value | $4,820,000 | 1,229 |
| 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 | $242,927,000 | 549 |
| U.S. Government securities | $182,863,000 | 525 |
| U.S. Treasury securities | $35,169,000 | 128 |
| U.S. Government agency obligations | $147,694,000 | 624 |
| Securities issued by states & political subdivisions | $47,420,000 | 454 |
| Other domestic debt securities | $11,259,000 | 739 |
| Privately issued residential mortgage-backed securities | $11,259,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,385,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,654,000 | 423 |
| Mortgage-backed securities | $125,030,000 | 553 |
| Certificates of participation in pools of residential mortgages | $22,111,000 | 1,503 |
| Issued or guaranteed by U.S. | $22,111,000 | 1,499 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $102,919,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $91,660,000 | 277 |
| Privately issued | $11,259,000 | 403 |
| 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) | $7,929,000 | 1,222 |
| Available-for-sale securities (fair market value) | $234,998,000 | 496 |
| Total debt securities | $241,542,000 | 541 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $213,352,000 | 601 |
| U.S. Government securities | $155,323,000 | 597 |
| U.S. Treasury securities | $498,000 | 928 |
| U.S. Government agency obligations | $154,825,000 | 575 |
| Securities issued by states & political subdivisions | $44,744,000 | 492 |
| Other domestic debt securities | $11,702,000 | 751 |
| Privately issued residential mortgage-backed securities | $11,702,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,583,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,171,000 | 383 |
| Mortgage-backed securities | $133,906,000 | 521 |
| Certificates of participation in pools of residential mortgages | $23,995,000 | 1,464 |
| Issued or guaranteed by U.S. | $23,995,000 | 1,455 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $109,911,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $98,209,000 | 244 |
| Privately issued | $11,702,000 | 418 |
| 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) | $8,025,000 | 1,207 |
| Available-for-sale securities (fair market value) | $205,327,000 | 547 |
| Total debt securities | $211,769,000 | 595 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $195,472,000 | 666 |
| U.S. Government securities | $139,619,000 | 651 |
| U.S. Treasury securities | $500,000 | 861 |
| U.S. Government agency obligations | $139,119,000 | 624 |
| Securities issued by states & political subdivisions | $45,870,000 | 470 |
| Other domestic debt securities | $8,622,000 | 974 |
| Privately issued residential mortgage-backed securities | $8,622,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,361,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,724,000 | 456 |
| Mortgage-backed securities | $118,881,000 | 574 |
| Certificates of participation in pools of residential mortgages | $25,427,000 | 1,448 |
| Issued or guaranteed by U.S. | $25,427,000 | 1,440 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $93,454,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $84,832,000 | 264 |
| Privately issued | $8,622,000 | 521 |
| 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) | $8,094,000 | 1,274 |
| Available-for-sale securities (fair market value) | $187,378,000 | 594 |
| Total debt securities | $194,111,000 | 655 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $205,807,000 | 618 |
| U.S. Government securities | $150,585,000 | 600 |
| U.S. Treasury securities | $499,000 | 863 |
| U.S. Government agency obligations | $150,086,000 | 578 |
| Securities issued by states & political subdivisions | $44,746,000 | 464 |
| Other domestic debt securities | $9,129,000 | 967 |
| Privately issued residential mortgage-backed securities | $9,129,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,347,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,914,000 | 383 |
| Mortgage-backed securities | $112,077,000 | 600 |
| Certificates of participation in pools of residential mortgages | $28,636,000 | 1,342 |
| Issued or guaranteed by U.S. | $28,636,000 | 1,333 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $83,441,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $74,312,000 | 271 |
| Privately issued | $9,129,000 | 518 |
| 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) | $10,376,000 | 1,126 |
| Available-for-sale securities (fair market value) | $195,431,000 | 555 |
| Total debt securities | $204,460,000 | 602 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $202,353,000 | 608 |
| U.S. Government securities | $156,873,000 | 578 |
| U.S. Treasury securities | $498,000 | 814 |
| U.S. Government agency obligations | $156,375,000 | 561 |
| Securities issued by states & political subdivisions | $35,268,000 | 572 |
| Other domestic debt securities | $8,879,000 | 940 |
| Privately issued residential mortgage-backed securities | $8,879,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,333,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,915,000 | 404 |
| Mortgage-backed securities | $117,993,000 | 575 |
| Certificates of participation in pools of residential mortgages | $28,181,000 | 1,391 |
| Issued or guaranteed by U.S. | $28,181,000 | 1,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $89,812,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $80,933,000 | 247 |
| Privately issued | $8,879,000 | 533 |
| 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) | $10,780,000 | 1,105 |
| Available-for-sale securities (fair market value) | $191,573,000 | 553 |
| Total debt securities | $201,020,000 | 603 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $208,784,000 | 585 |
| U.S. Government securities | $161,413,000 | 551 |
| U.S. Treasury securities | $500,000 | 757 |
| U.S. Government agency obligations | $160,913,000 | 537 |
| Securities issued by states & political subdivisions | $37,058,000 | 529 |
| Other domestic debt securities | $8,995,000 | 891 |
| Privately issued residential mortgage-backed securities | $8,995,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,318,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,474,000 | 364 |
| Mortgage-backed securities | $119,866,000 | 563 |
| Certificates of participation in pools of residential mortgages | $26,624,000 | 1,422 |
| Issued or guaranteed by U.S. | $26,624,000 | 1,414 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $93,242,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $84,247,000 | 239 |
| Privately issued | $8,995,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,995,000 | 1,093 |
| Available-for-sale securities (fair market value) | $197,789,000 | 527 |
| Total debt securities | $207,466,000 | 580 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $163,180,000 | 725 |
| U.S. Government securities | $123,519,000 | 681 |
| U.S. Treasury securities | $497,000 | 823 |
| U.S. Government agency obligations | $123,022,000 | 669 |
| Securities issued by states & political subdivisions | $35,783,000 | 532 |
| Other domestic debt securities | $2,569,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $2,569,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,309,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,188,000 | 456 |
| Mortgage-backed securities | $102,092,000 | 608 |
| Certificates of participation in pools of residential mortgages | $28,322,000 | 1,283 |
| Issued or guaranteed by U.S. | $28,322,000 | 1,271 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $73,770,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $71,201,000 | 241 |
| Privately issued | $2,569,000 | 843 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,614,000 | 1,560 |
| Available-for-sale securities (fair market value) | $157,566,000 | 635 |
| Total debt securities | $161,871,000 | 717 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $170,924,000 | 697 |
| U.S. Government securities | $130,802,000 | 643 |
| U.S. Treasury securities | $498,000 | 815 |
| U.S. Government agency obligations | $130,304,000 | 627 |
| Securities issued by states & political subdivisions | $36,147,000 | 539 |
| Other domestic debt securities | $2,667,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $2,667,000 | 875 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,308,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,568,000 | 411 |
| Mortgage-backed securities | $103,175,000 | 596 |
| Certificates of participation in pools of residential mortgages | $27,553,000 | 1,312 |
| Issued or guaranteed by U.S. | $27,553,000 | 1,300 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $75,622,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $72,955,000 | 233 |
| Privately issued | $2,667,000 | 831 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,700,000 | 2,034 |
| Available-for-sale securities (fair market value) | $168,224,000 | 602 |
| Total debt securities | $169,616,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $158,896,000 | 757 |
| U.S. Government securities | $118,209,000 | 705 |
| U.S. Treasury securities | $497,000 | 853 |
| U.S. Government agency obligations | $117,712,000 | 692 |
| Securities issued by states & political subdivisions | $34,453,000 | 584 |
| Other domestic debt securities | $4,927,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $2,926,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,131 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,307,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,632,000 | 445 |
| Mortgage-backed securities | $73,072,000 | 785 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 4,185 |
| Issued or guaranteed by U.S. | $3,000,000 | 4,170 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $70,072,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $67,146,000 | 252 |
| Privately issued | $2,926,000 | 771 |
| 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) | $158,896,000 | 652 |
| Total debt securities | $157,589,000 | 739 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $156,195,000 | 769 |
| U.S. Government securities | $116,936,000 | 712 |
| U.S. Treasury securities | $502,000 | 903 |
| U.S. Government agency obligations | $116,434,000 | 696 |
| Securities issued by states & political subdivisions | $32,999,000 | 595 |
| Other domestic debt securities | $4,959,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $2,984,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,080 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,301,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,198,000 | 452 |
| Mortgage-backed securities | $59,510,000 | 852 |
| Certificates of participation in pools of residential mortgages | $2,971,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,971,000 | 3,897 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $56,539,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $53,555,000 | 293 |
| Privately issued | $2,984,000 | 702 |
| 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) | $156,195,000 | 647 |
| Total debt securities | $154,894,000 | 755 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $154,937,000 | 766 |
| U.S. Government securities | $117,387,000 | 721 |
| U.S. Treasury securities | $501,000 | 959 |
| U.S. Government agency obligations | $116,886,000 | 708 |
| Securities issued by states & political subdivisions | $31,275,000 | 626 |
| Other domestic debt securities | $4,990,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $3,015,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,059 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,285,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,171,000 | 432 |
| Mortgage-backed securities | $60,347,000 | 796 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,785 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,770 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $57,405,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $54,390,000 | 283 |
| Privately issued | $3,015,000 | 670 |
| 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) | $154,937,000 | 648 |
| Total debt securities | $153,652,000 | 751 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $154,775,000 | 763 |
| U.S. Government securities | $119,864,000 | 709 |
| U.S. Treasury securities | $10,399,000 | 236 |
| U.S. Government agency obligations | $109,465,000 | 756 |
| Securities issued by states & political subdivisions | $30,632,000 | 631 |
| Other domestic debt securities | $3,000,000 | 1,289 |
| 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 | $3,000,000 | 816 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,279,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,249,000 | 427 |
| Mortgage-backed securities | $39,754,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $2,906,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,906,000 | 3,745 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,848,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $36,848,000 | 366 |
| 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) | $154,775,000 | 640 |
| Total debt securities | $153,496,000 | 754 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $154,314,000 | 786 |
| U.S. Government securities | $123,699,000 | 689 |
| U.S. Treasury securities | $10,266,000 | 262 |
| U.S. Government agency obligations | $113,433,000 | 719 |
| Securities issued by states & political subdivisions | $29,335,000 | 659 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,280,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,899,000 | 422 |
| Mortgage-backed securities | $42,192,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,706 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,691 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $39,209,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $39,209,000 | 357 |
| 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) | $154,314,000 | 652 |
| Total debt securities | $153,034,000 | 770 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $160,087,000 | 771 |
| U.S. Government securities | $129,498,000 | 692 |
| U.S. Treasury securities | $498,000 | 1,210 |
| U.S. Government agency obligations | $129,000,000 | 678 |
| Securities issued by states & political subdivisions | $29,315,000 | 657 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,274,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,675,000 | 417 |
| Mortgage-backed securities | $43,927,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $3,060,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,060,000 | 3,655 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $40,867,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $40,867,000 | 355 |
| 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) | $160,087,000 | 645 |
| Total debt securities | $158,813,000 | 761 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $152,185,000 | 817 |
| U.S. Government securities | $121,046,000 | 745 |
| U.S. Treasury securities | $998,000 | 1,020 |
| U.S. Government agency obligations | $120,048,000 | 734 |
| Securities issued by states & political subdivisions | $29,218,000 | 653 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,921,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,460,000 | 457 |
| Mortgage-backed securities | $39,947,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,947,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $39,947,000 | 370 |
| 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) | $152,185,000 | 684 |
| Total debt securities | $150,264,000 | 813 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $144,249,000 | 860 |
| U.S. Government securities | $113,892,000 | 787 |
| U.S. Treasury securities | $492,000 | 1,352 |
| U.S. Government agency obligations | $113,400,000 | 762 |
| Securities issued by states & political subdivisions | $29,112,000 | 634 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,245,000 | 952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,629,000 | 515 |
| Mortgage-backed securities | $37,537,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $37,537,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $37,537,000 | 372 |
| 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) | $144,249,000 | 725 |
| Total debt securities | $143,003,000 | 851 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $131,747,000 | 942 |
| U.S. Government securities | $101,964,000 | 893 |
| U.S. Treasury securities | $498,000 | 1,379 |
| U.S. Government agency obligations | $101,466,000 | 871 |
| Securities issued by states & political subdivisions | $28,530,000 | 638 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,253,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,962,000 | 518 |
| Mortgage-backed securities | $31,805,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,805,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $31,805,000 | 415 |
| 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) | $131,747,000 | 794 |
| Total debt securities | $130,494,000 | 932 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $136,172,000 | 919 |
| U.S. Government securities | $106,327,000 | 860 |
| U.S. Treasury securities | $493,000 | 1,438 |
| U.S. Government agency obligations | $105,834,000 | 840 |
| Securities issued by states & political subdivisions | $28,602,000 | 644 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,243,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,908,000 | 504 |
| Mortgage-backed securities | $34,824,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $34,824,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $34,824,000 | 391 |
| 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) | $136,172,000 | 778 |
| Total debt securities | $134,929,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $117,501,000 | 1,053 |
| U.S. Government securities | $91,785,000 | 999 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $91,287,000 | 962 |
| Securities issued by states & political subdivisions | $24,445,000 | 773 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,271,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,524,000 | 562 |
| Mortgage-backed securities | $33,833,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,833,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $33,833,000 | 397 |
| 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) | $117,501,000 | 878 |
| Total debt securities | $116,230,000 | 1,035 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $113,851,000 | 1,085 |
| U.S. Government securities | $90,799,000 | 1,003 |
| U.S. Treasury securities | $494,000 | 1,530 |
| U.S. Government agency obligations | $90,305,000 | 974 |
| Securities issued by states & political subdivisions | $21,787,000 | 874 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,265,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,411,000 | 564 |
| Mortgage-backed securities | $35,221,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $35,221,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $35,221,000 | 397 |
| 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) | $113,851,000 | 909 |
| Total debt securities | $112,586,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $121,153,000 | 1,045 |
| U.S. Government securities | $101,614,000 | 925 |
| U.S. Treasury securities | $498,000 | 1,579 |
| U.S. Government agency obligations | $101,116,000 | 893 |
| Securities issued by states & political subdivisions | $17,223,000 | 1,122 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,316,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,306,000 | 509 |
| Mortgage-backed securities | $34,685,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,685,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $34,685,000 | 411 |
| 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) | $121,153,000 | 881 |
| Total debt securities | $118,837,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $139,914,000 | 914 |
| U.S. Government securities | $105,177,000 | 910 |
| U.S. Treasury securities | $498,000 | 1,612 |
| U.S. Government agency obligations | $104,679,000 | 877 |
| Securities issued by states & political subdivisions | $17,131,000 | 1,114 |
| Other domestic debt securities | $15,986,000 | 612 |
| 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 | $15,986,000 | 375 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,620,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,026,000 | 489 |
| Mortgage-backed securities | $37,340,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $37,340,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $37,340,000 | 396 |
| 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) | $139,914,000 | 774 |
| Total debt securities | $138,294,000 | 898 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $85,986,000 | 1,492 |
| U.S. Government securities | $67,552,000 | 1,360 |
| U.S. Treasury securities | $497,000 | 1,668 |
| U.S. Government agency obligations | $67,055,000 | 1,322 |
| Securities issued by states & political subdivisions | $16,785,000 | 1,156 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,649,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,983,000 | 716 |
| Mortgage-backed securities | $34,915,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,915,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $34,915,000 | 415 |
| 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) | $85,986,000 | 1,262 |
| Total debt securities | $84,337,000 | 1,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $67,228,000 | 1,859 |
| U.S. Government securities | $56,167,000 | 1,685 |
| U.S. Treasury securities | $499,000 | 1,722 |
| U.S. Government agency obligations | $55,668,000 | 1,632 |
| Securities issued by states & political subdivisions | $10,377,000 | 1,847 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $684,000 | 1,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,732,000 | 830 |
| Mortgage-backed securities | $26,684,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,684,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $26,684,000 | 511 |
| 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) | $67,228,000 | 1,569 |
| Total debt securities | $66,544,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $73,132,000 | 1,744 |
| U.S. Government securities | $61,587,000 | 1,530 |
| U.S. Treasury securities | $498,000 | 1,767 |
| U.S. Government agency obligations | $61,089,000 | 1,483 |
| Securities issued by states & political subdivisions | $10,908,000 | 1,803 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $637,000 | 1,486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,873,000 | 1,000 |
| Mortgage-backed securities | $31,329,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $31,329,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $31,329,000 | 487 |
| 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) | $73,132,000 | 1,487 |
| Total debt securities | $72,495,000 | 1,696 |
| 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 | $76,319,000 | 1,735 |
| U.S. Government securities | $64,573,000 | 1,518 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $64,074,000 | 1,466 |
| Securities issued by states & political subdivisions | $11,036,000 | 1,802 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $710,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,157,000 | 701 |
| Mortgage-backed securities | $27,436,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $27,436,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $27,436,000 | 573 |
| 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) | $76,319,000 | 1,484 |
| Total debt securities | $75,609,000 | 1,693 |
| 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 | $63,054,000 | 2,007 |
| U.S. Government securities | $52,927,000 | 1,763 |
| U.S. Treasury securities | $498,000 | 1,917 |
| U.S. Government agency obligations | $52,429,000 | 1,724 |
| Securities issued by states & political subdivisions | $9,481,000 | 2,039 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $646,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,540,000 | 812 |
| Mortgage-backed securities | $29,169,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $29,169,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $29,169,000 | 557 |
| 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) | $63,054,000 | 1,692 |
| Total debt securities | $62,408,000 | 1,970 |
| 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 | $54,670,000 | 2,222 |
| U.S. Government securities | $44,996,000 | 1,961 |
| U.S. Treasury securities | $499,000 | 1,934 |
| U.S. Government agency obligations | $44,497,000 | 1,914 |
| Securities issued by states & political subdivisions | $8,604,000 | 2,170 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,070,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,602,000 | 908 |
| Mortgage-backed securities | $25,984,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $25,984,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $25,984,000 | 643 |
| 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) | $54,670,000 | 1,886 |
| Total debt securities | $53,600,000 | 2,193 |
| 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 | $49,874,000 | 2,382 |
| U.S. Government securities | $43,360,000 | 1,988 |
| U.S. Treasury securities | $498,000 | 1,984 |
| U.S. Government agency obligations | $42,862,000 | 1,951 |
| Securities issued by states & political subdivisions | $5,947,000 | 2,676 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $567,000 | 1,594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,886,000 | 971 |
| Mortgage-backed securities | $25,418,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $25,418,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $25,418,000 | 663 |
| 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) | $49,874,000 | 2,014 |
| Total debt securities | $49,307,000 | 2,339 |
| 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 | $50,850,000 | 2,310 |
| U.S. Government securities | $44,416,000 | 1,937 |
| U.S. Treasury securities | $499,000 | 2,101 |
| U.S. Government agency obligations | $43,917,000 | 1,871 |
| Securities issued by states & political subdivisions | $5,847,000 | 2,665 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $587,000 | 1,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,631,000 | 903 |
| Mortgage-backed securities | $26,343,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $26,343,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $26,343,000 | 641 |
| 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) | $50,850,000 | 1,955 |
| Total debt securities | $50,263,000 | 2,267 |
| 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 | $37,613,000 | 2,803 |
| U.S. Government securities | $31,463,000 | 2,439 |
| U.S. Treasury securities | $498,000 | 2,625 |
| U.S. Government agency obligations | $30,965,000 | 2,349 |
| Securities issued by states & political subdivisions | $5,644,000 | 2,651 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $506,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,633,000 | 1,143 |
| Mortgage-backed securities | $17,246,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,246,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $17,246,000 | 830 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $37,613,000 | 2,332 |
| Total debt securities | $37,107,000 | 2,777 |
| 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 | $45,886,000 | 2,374 |
| U.S. Government securities | $40,373,000 | 1,975 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $40,373,000 | 1,840 |
| Securities issued by states & political subdivisions | $5,367,000 | 2,683 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $146,000 | 6,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,579,000 | 954 |
| Mortgage-backed securities | $10,701,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,701,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $10,701,000 | 858 |
| 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) | $150,000 | 5,361 |
| Available-for-sale securities (fair market value) | $45,736,000 | 1,904 |
| Total debt securities | $45,740,000 | 2,287 |
| 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 | $23,867,000 | 4,271 |
| U.S. Government securities | $19,001,000 | 4,014 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,001,000 | 3,623 |
| Securities issued by states & political subdivisions | $4,776,000 | 3,010 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $90,000 | 6,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,994,000 | 4,258 |
| Mortgage-backed securities | $12,957,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,957,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $12,957,000 | 835 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $23,867,000 | 3,404 |
| Total debt securities | $23,777,000 | 4,174 |
| 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 | $8,784,000 | 7,465 |
| U.S. Government securities | $8,784,000 | 6,487 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,784,000 | 5,654 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,155,000 | 6,005 |
| Mortgage-backed securities | $6,751,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,751,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $6,751,000 | 1,402 |
| 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) | $8,784,000 | 6,117 |
| Total debt securities | $8,784,000 | 7,337 |
| 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 |