Home > Orange Bank & Trust Company > Securities
Orange Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $489,949,000 | 441 |
| U.S. Government securities | $377,289,000 | 374 |
| U.S. Treasury securities | $9,830,000 | 1,387 |
| U.S. Government agency obligations | $367,459,000 | 350 |
| Securities issued by states & political subdivisions | $93,384,000 | 483 |
| Other domestic debt securities | $17,496,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $17,496,000 | 440 |
| Foreign debt securities | $1,780,000 | 165 |
| 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 | $317,855,000 | 357 |
| Mortgage-backed securities | $290,221,000 | 351 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $117,408,000 | 441 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,510,000 | 229 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,871,000 | 611 |
| Other commercial mortgage-backed securities | $57,432,000 | 173 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $489,949,000 | 354 |
| Total debt securities | $489,948,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $478,708,000 | 444 |
| U.S. Government securities | $373,143,000 | 379 |
| U.S. Treasury securities | $9,705,000 | 1,449 |
| U.S. Government agency obligations | $363,438,000 | 351 |
| Securities issued by states & political subdivisions | $86,029,000 | 511 |
| Other domestic debt securities | $17,837,000 | 746 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $17,837,000 | 433 |
| Foreign debt securities | $1,699,000 | 172 |
| 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 | $386,461,000 | 288 |
| Mortgage-backed securities | $287,419,000 | 350 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $114,239,000 | 440 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,259,000 | 226 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,679,000 | 620 |
| Other commercial mortgage-backed securities | $58,242,000 | 174 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $478,708,000 | 358 |
| Total debt securities | $478,709,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $503,243,000 | 435 |
| U.S. Government securities | $393,888,000 | 365 |
| U.S. Treasury securities | $9,689,000 | 1,471 |
| U.S. Government agency obligations | $384,199,000 | 337 |
| Securities issued by states & political subdivisions | $89,450,000 | 527 |
| Other domestic debt securities | $18,187,000 | 741 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $18,187,000 | 425 |
| Foreign debt securities | $1,718,000 | 175 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,405,000 | 700 |
| Mortgage-backed securities | $304,557,000 | 339 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $121,142,000 | 435 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $116,950,000 | 216 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,938,000 | 600 |
| Other commercial mortgage-backed securities | $60,527,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $503,243,000 | 352 |
| Total debt securities | $503,244,000 | 427 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $526,325,000 | 443 |
| U.S. Government securities | $414,228,000 | 372 |
| U.S. Treasury securities | $9,808,000 | 1,526 |
| U.S. Government agency obligations | $404,420,000 | 319 |
| Securities issued by states & political subdivisions | $91,309,000 | 553 |
| Other domestic debt securities | $19,068,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $19,068,000 | 433 |
| Foreign debt securities | $1,720,000 | 154 |
| 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 | $165,655,000 | 543 |
| Mortgage-backed securities | $320,545,000 | 347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $127,327,000 | 432 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,683,000 | 222 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,110,000 | 623 |
| Other commercial mortgage-backed securities | $63,425,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $526,325,000 | 359 |
| Total debt securities | $526,324,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $533,460,000 | 446 |
| U.S. Government securities | $410,664,000 | 383 |
| U.S. Treasury securities | $9,683,000 | 1,590 |
| U.S. Government agency obligations | $400,981,000 | 322 |
| Securities issued by states & political subdivisions | $97,138,000 | 511 |
| Other domestic debt securities | $23,984,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $23,984,000 | 384 |
| Foreign debt securities | $1,674,000 | 161 |
| 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 | $208,311,000 | 412 |
| Mortgage-backed securities | $316,915,000 | 350 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,825,000 | 448 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,326,000 | 226 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,821,000 | 692 |
| Other commercial mortgage-backed securities | $62,943,000 | 180 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $533,460,000 | 362 |
| Total debt securities | $533,461,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $547,272,000 | 436 |
| U.S. Government securities | $425,586,000 | 376 |
| U.S. Treasury securities | $9,693,000 | 1,619 |
| U.S. Government agency obligations | $415,893,000 | 319 |
| Securities issued by states & political subdivisions | $95,120,000 | 546 |
| Other domestic debt securities | $24,928,000 | 650 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $24,928,000 | 376 |
| Foreign debt securities | $1,638,000 | 162 |
| 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 | $424,196,000 | 220 |
| Mortgage-backed securities | $328,325,000 | 349 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $127,701,000 | 443 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $127,410,000 | 224 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,133,000 | 579 |
| Other commercial mortgage-backed securities | $66,081,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $547,272,000 | 355 |
| Total debt securities | $547,273,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $561,662,000 | 433 |
| U.S. Government securities | $439,563,000 | 380 |
| U.S. Treasury securities | $9,878,000 | 1,580 |
| U.S. Government agency obligations | $429,685,000 | 322 |
| Securities issued by states & political subdivisions | $99,163,000 | 541 |
| Other domestic debt securities | $21,233,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $21,233,000 | 423 |
| Foreign debt securities | $1,703,000 | 165 |
| 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 | $374,620,000 | 244 |
| Mortgage-backed securities | $335,951,000 | 356 |
| Certificates of participation in pools of residential mortgages | $132,273,000 | 443 |
| Issued or guaranteed by U.S. | $132,273,000 | 438 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $126,602,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $126,602,000 | 229 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $77,076,000 | 269 |
| Commercial mortgage pass-through securities | $7,733,000 | 563 |
| Other commercial mortgage-backed securities | $69,343,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $561,662,000 | 358 |
| Total debt securities | $561,661,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $504,141,000 | 470 |
| U.S. Government securities | $392,616,000 | 410 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $392,616,000 | 350 |
| Securities issued by states & political subdivisions | $92,044,000 | 605 |
| Other domestic debt securities | $17,682,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $17,682,000 | 471 |
| Foreign debt securities | $1,799,000 | 162 |
| 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 | $339,088,000 | 252 |
| Mortgage-backed securities | $314,460,000 | 376 |
| Certificates of participation in pools of residential mortgages | $120,557,000 | 508 |
| Issued or guaranteed by U.S. | $120,557,000 | 504 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $108,830,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $108,830,000 | 268 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $85,073,000 | 258 |
| Commercial mortgage pass-through securities | $10,182,000 | 492 |
| Other commercial mortgage-backed securities | $74,891,000 | 196 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $504,141,000 | 405 |
| Total debt securities | $504,141,000 | 463 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $464,797,000 | 491 |
| U.S. Government securities | $350,138,000 | 441 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $350,138,000 | 398 |
| Securities issued by states & political subdivisions | $94,448,000 | 613 |
| Other domestic debt securities | $18,255,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,255,000 | 442 |
| Foreign debt securities | $1,956,000 | 148 |
| 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 | $269,692,000 | 300 |
| Mortgage-backed securities | $270,432,000 | 418 |
| Certificates of participation in pools of residential mortgages | $122,273,000 | 507 |
| Issued or guaranteed by U.S. | $122,273,000 | 502 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $78,165,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $78,165,000 | 327 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $69,994,000 | 294 |
| Commercial mortgage pass-through securities | $7,765,000 | 569 |
| Other commercial mortgage-backed securities | $62,229,000 | 223 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $464,797,000 | 434 |
| Total debt securities | $464,798,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $422,092,000 | 501 |
| U.S. Government securities | $314,519,000 | 455 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $314,519,000 | 419 |
| Securities issued by states & political subdivisions | $87,140,000 | 633 |
| Other domestic debt securities | $18,428,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,428,000 | 410 |
| Foreign debt securities | $2,005,000 | 132 |
| 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 | $274,342,000 | 295 |
| Mortgage-backed securities | $241,229,000 | 433 |
| Certificates of participation in pools of residential mortgages | $110,599,000 | 512 |
| Issued or guaranteed by U.S. | $110,599,000 | 507 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $77,954,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $77,954,000 | 332 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $52,676,000 | 351 |
| Commercial mortgage pass-through securities | $7,945,000 | 565 |
| Other commercial mortgage-backed securities | $44,731,000 | 271 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $422,092,000 | 450 |
| Total debt securities | $422,093,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $377,738,000 | 522 |
| U.S. Government securities | $280,162,000 | 467 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $280,162,000 | 430 |
| Securities issued by states & political subdivisions | $84,226,000 | 639 |
| Other domestic debt securities | $11,351,000 | 795 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $11,351,000 | 524 |
| Foreign debt securities | $1,999,000 | 132 |
| 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 | $233,737,000 | 318 |
| Mortgage-backed securities | $201,727,000 | 473 |
| Certificates of participation in pools of residential mortgages | $100,613,000 | 525 |
| Issued or guaranteed by U.S. | $100,613,000 | 516 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $56,989,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $56,989,000 | 376 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $44,125,000 | 369 |
| Commercial mortgage pass-through securities | $8,083,000 | 550 |
| Other commercial mortgage-backed securities | $36,042,000 | 290 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $377,738,000 | 471 |
| Total debt securities | $377,738,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $359,372,000 | 525 |
| U.S. Government securities | $257,249,000 | 452 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $257,249,000 | 430 |
| Securities issued by states & political subdivisions | $88,985,000 | 570 |
| Other domestic debt securities | $11,154,000 | 790 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,154,000 | 516 |
| Foreign debt securities | $1,984,000 | 135 |
| 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 | $191,372,000 | 353 |
| Mortgage-backed securities | $176,678,000 | 491 |
| Certificates of participation in pools of residential mortgages | $98,148,000 | 500 |
| Issued or guaranteed by U.S. | $98,148,000 | 491 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $41,285,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $41,285,000 | 439 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $37,245,000 | 386 |
| Commercial mortgage pass-through securities | $9,359,000 | 473 |
| Other commercial mortgage-backed securities | $27,886,000 | 304 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $359,372,000 | 470 |
| Total debt securities | $359,373,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $330,105,000 | 514 |
| U.S. Government securities | $240,572,000 | 426 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $240,572,000 | 408 |
| Securities issued by states & political subdivisions | $78,905,000 | 608 |
| Other domestic debt securities | $8,596,000 | 848 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $8,596,000 | 565 |
| Foreign debt securities | $2,032,000 | 123 |
| 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 | $149,724,000 | 441 |
| Mortgage-backed securities | $160,784,000 | 485 |
| Certificates of participation in pools of residential mortgages | $85,763,000 | 500 |
| Issued or guaranteed by U.S. | $85,763,000 | 494 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $34,698,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $34,698,000 | 484 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $40,323,000 | 345 |
| Commercial mortgage pass-through securities | $13,960,000 | 345 |
| Other commercial mortgage-backed securities | $26,363,000 | 298 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $330,105,000 | 459 |
| Total debt securities | $330,104,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $327,623,000 | 484 |
| U.S. Government securities | $251,025,000 | 398 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $251,025,000 | 380 |
| Securities issued by states & political subdivisions | $72,596,000 | 588 |
| Other domestic debt securities | $2,000,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,000,000 | 1,060 |
| Foreign debt securities | $2,002,000 | 136 |
| 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 | $221,438,000 | 317 |
| Mortgage-backed securities | $178,235,000 | 429 |
| Certificates of participation in pools of residential mortgages | $98,898,000 | 429 |
| Issued or guaranteed by U.S. | $98,898,000 | 421 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $34,755,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $34,755,000 | 485 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $44,582,000 | 313 |
| Commercial mortgage pass-through securities | $14,156,000 | 332 |
| Other commercial mortgage-backed securities | $30,426,000 | 258 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $327,623,000 | 435 |
| Total debt securities | $327,624,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $287,299,000 | 520 |
| U.S. Government securities | $239,684,000 | 411 |
| U.S. Treasury securities | $10,025,000 | 428 |
| U.S. Government agency obligations | $229,659,000 | 403 |
| Securities issued by states & political subdivisions | $47,615,000 | 832 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $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 | $180,135,000 | 360 |
| Mortgage-backed securities | $163,214,000 | 463 |
| Certificates of participation in pools of residential mortgages | $88,689,000 | 468 |
| Issued or guaranteed by U.S. | $88,689,000 | 460 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $40,899,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $40,899,000 | 452 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $33,626,000 | 356 |
| Commercial mortgage pass-through securities | $14,345,000 | 324 |
| Other commercial mortgage-backed securities | $19,281,000 | 339 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $287,299,000 | 470 |
| Total debt securities | $287,300,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $274,926,000 | 528 |
| U.S. Government securities | $253,759,000 | 394 |
| U.S. Treasury securities | $10,086,000 | 428 |
| U.S. Government agency obligations | $243,673,000 | 388 |
| Securities issued by states & political subdivisions | $21,167,000 | 1,497 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $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 | $144,147,000 | 423 |
| Mortgage-backed securities | $185,486,000 | 421 |
| Certificates of participation in pools of residential mortgages | $95,059,000 | 449 |
| Issued or guaranteed by U.S. | $95,059,000 | 435 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $44,977,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $44,977,000 | 427 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $45,450,000 | 292 |
| Commercial mortgage pass-through securities | $20,014,000 | 245 |
| Other commercial mortgage-backed securities | $25,436,000 | 296 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $274,926,000 | 481 |
| Total debt securities | $274,925,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $254,915,000 | 551 |
| U.S. Government securities | $212,064,000 | 455 |
| U.S. Treasury securities | $10,056,000 | 440 |
| U.S. Government agency obligations | $202,008,000 | 444 |
| Securities issued by states & political subdivisions | $14,628,000 | 1,890 |
| Other domestic debt securities | $28,223,000 | 386 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $28,223,000 | 53 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $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 | $134,287,000 | 438 |
| Mortgage-backed securities | $158,490,000 | 465 |
| Certificates of participation in pools of residential mortgages | $92,006,000 | 442 |
| Issued or guaranteed by U.S. | $92,006,000 | 431 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,390,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $18,390,000 | 821 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $48,094,000 | 281 |
| Commercial mortgage pass-through securities | $19,871,000 | 256 |
| Other commercial mortgage-backed securities | $28,223,000 | 268 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $254,915,000 | 499 |
| Total debt securities | $254,917,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $257,624,000 | 540 |
| U.S. Government securities | $242,615,000 | 407 |
| U.S. Treasury securities | $10,061,000 | 438 |
| U.S. Government agency obligations | $232,554,000 | 400 |
| Securities issued by states & political subdivisions | $15,009,000 | 1,861 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $179,209,000 | 337 |
| Mortgage-backed securities | $157,125,000 | 450 |
| Certificates of participation in pools of residential mortgages | $85,213,000 | 452 |
| Issued or guaranteed by U.S. | $85,213,000 | 439 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,530,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $19,530,000 | 790 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $52,382,000 | 269 |
| Commercial mortgage pass-through securities | $20,241,000 | 253 |
| Other commercial mortgage-backed securities | $32,141,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $257,624,000 | 485 |
| Total debt securities | $257,623,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $251,497,000 | 559 |
| U.S. Government securities | $235,460,000 | 421 |
| U.S. Treasury securities | $15,064,000 | 349 |
| U.S. Government agency obligations | $220,396,000 | 422 |
| Securities issued by states & political subdivisions | $16,037,000 | 1,815 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $155,850,000 | 387 |
| Mortgage-backed securities | $149,535,000 | 464 |
| Certificates of participation in pools of residential mortgages | $70,091,000 | 522 |
| Issued or guaranteed by U.S. | $70,091,000 | 518 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,452,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $20,452,000 | 746 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $58,992,000 | 252 |
| Commercial mortgage pass-through securities | $26,743,000 | 208 |
| Other commercial mortgage-backed securities | $32,249,000 | 235 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $251,497,000 | 497 |
| Total debt securities | $251,496,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $251,405,000 | 555 |
| U.S. Government securities | $232,787,000 | 430 |
| U.S. Treasury securities | $15,011,000 | 347 |
| U.S. Government agency obligations | $217,776,000 | 429 |
| Securities issued by states & political subdivisions | $18,618,000 | 1,696 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $192,185,000 | 321 |
| Mortgage-backed securities | $143,844,000 | 477 |
| Certificates of participation in pools of residential mortgages | $62,360,000 | 575 |
| Issued or guaranteed by U.S. | $62,360,000 | 572 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,243,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $18,243,000 | 786 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $63,241,000 | 231 |
| Commercial mortgage pass-through securities | $31,497,000 | 165 |
| Other commercial mortgage-backed securities | $31,744,000 | 218 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $251,405,000 | 488 |
| Total debt securities | $251,404,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $255,536,000 | 552 |
| U.S. Government securities | $207,425,000 | 468 |
| U.S. Treasury securities | $10,013,000 | 448 |
| U.S. Government agency obligations | $197,412,000 | 463 |
| Securities issued by states & political subdivisions | $48,111,000 | 737 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $162,750,000 | 382 |
| Mortgage-backed securities | $120,676,000 | 545 |
| Certificates of participation in pools of residential mortgages | $65,913,000 | 561 |
| Issued or guaranteed by U.S. | $65,913,000 | 557 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,871,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $12,871,000 | 975 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $41,892,000 | 273 |
| Commercial mortgage pass-through securities | $29,969,000 | 166 |
| Other commercial mortgage-backed securities | $11,923,000 | 345 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $255,536,000 | 488 |
| Total debt securities | $255,535,000 | 544 |
| 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 | $272,817,000 | 525 |
| U.S. Government securities | $222,670,000 | 435 |
| U.S. Treasury securities | $9,967,000 | 434 |
| U.S. Government agency obligations | $212,703,000 | 432 |
| Securities issued by states & political subdivisions | $50,147,000 | 703 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $197,259,000 | 328 |
| Mortgage-backed securities | $122,977,000 | 539 |
| Certificates of participation in pools of residential mortgages | $68,336,000 | 541 |
| Issued or guaranteed by U.S. | $68,336,000 | 539 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,279,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,279,000 | 943 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $41,362,000 | 273 |
| Commercial mortgage pass-through securities | $29,545,000 | 172 |
| Other commercial mortgage-backed securities | $11,817,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $272,817,000 | 455 |
| Total debt securities | $272,817,000 | 517 |
| 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 | $287,759,000 | 499 |
| U.S. Government securities | $234,002,000 | 418 |
| U.S. Treasury securities | $9,966,000 | 425 |
| U.S. Government agency obligations | $224,036,000 | 412 |
| Securities issued by states & political subdivisions | $53,757,000 | 672 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $192,524,000 | 342 |
| Mortgage-backed securities | $128,224,000 | 518 |
| Certificates of participation in pools of residential mortgages | $72,267,000 | 533 |
| Issued or guaranteed by U.S. | $72,267,000 | 524 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,996,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $13,996,000 | 898 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $41,961,000 | 264 |
| Commercial mortgage pass-through securities | $30,025,000 | 167 |
| Other commercial mortgage-backed securities | $11,936,000 | 327 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $287,759,000 | 439 |
| Total debt securities | $287,759,000 | 493 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $294,739,000 | 498 |
| U.S. Government securities | $233,564,000 | 433 |
| U.S. Treasury securities | $9,943,000 | 424 |
| U.S. Government agency obligations | $223,621,000 | 422 |
| Securities issued by states & political subdivisions | $61,175,000 | 602 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $238,267,000 | 289 |
| Mortgage-backed securities | $133,318,000 | 510 |
| Certificates of participation in pools of residential mortgages | $76,148,000 | 520 |
| Issued or guaranteed by U.S. | $76,148,000 | 519 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,671,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $14,671,000 | 860 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $42,499,000 | 244 |
| Commercial mortgage pass-through securities | $30,446,000 | 141 |
| Other commercial mortgage-backed securities | $12,053,000 | 313 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $294,739,000 | 433 |
| Total debt securities | $294,739,000 | 490 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $297,699,000 | 494 |
| U.S. Government securities | $233,218,000 | 433 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $233,218,000 | 412 |
| Securities issued by states & political subdivisions | $64,481,000 | 605 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,256,000 | 366 |
| Mortgage-backed securities | $140,212,000 | 480 |
| Certificates of participation in pools of residential mortgages | $81,141,000 | 496 |
| Issued or guaranteed by U.S. | $81,141,000 | 495 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $15,433,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $15,433,000 | 826 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $43,638,000 | 234 |
| Commercial mortgage pass-through securities | $31,364,000 | 134 |
| Other commercial mortgage-backed securities | $12,274,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $297,699,000 | 427 |
| Total debt securities | $297,700,000 | 486 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $313,825,000 | 477 |
| U.S. Government securities | $246,618,000 | 406 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $246,618,000 | 394 |
| Securities issued by states & political subdivisions | $67,207,000 | 579 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,026,000 | 319 |
| Mortgage-backed securities | $141,005,000 | 475 |
| Certificates of participation in pools of residential mortgages | $75,894,000 | 521 |
| Issued or guaranteed by U.S. | $75,894,000 | 520 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,099,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $16,099,000 | 794 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $49,012,000 | 217 |
| Commercial mortgage pass-through securities | $39,421,000 | 120 |
| Other commercial mortgage-backed securities | $9,591,000 | 323 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $313,825,000 | 411 |
| Total debt securities | $313,827,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $325,151,000 | 468 |
| U.S. Government securities | $256,071,000 | 402 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $256,071,000 | 387 |
| Securities issued by states & political subdivisions | $69,080,000 | 556 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,486,000 | 318 |
| Mortgage-backed securities | $150,581,000 | 457 |
| Certificates of participation in pools of residential mortgages | $90,032,000 | 460 |
| Issued or guaranteed by U.S. | $90,032,000 | 459 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,706,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $12,706,000 | 944 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $47,843,000 | 217 |
| Commercial mortgage pass-through securities | $38,178,000 | 123 |
| Other commercial mortgage-backed securities | $9,665,000 | 316 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $325,151,000 | 404 |
| Total debt securities | $325,150,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $315,220,000 | 484 |
| U.S. Government securities | $238,440,000 | 430 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $238,440,000 | 410 |
| Securities issued by states & political subdivisions | $76,780,000 | 479 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,766,000 | 295 |
| Mortgage-backed securities | $140,837,000 | 485 |
| Certificates of participation in pools of residential mortgages | $84,478,000 | 507 |
| Issued or guaranteed by U.S. | $84,478,000 | 506 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,306,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,306,000 | 921 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $43,053,000 | 227 |
| Commercial mortgage pass-through securities | $33,471,000 | 131 |
| Other commercial mortgage-backed securities | $9,582,000 | 303 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $315,220,000 | 417 |
| Total debt securities | $315,221,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $279,282,000 | 545 |
| U.S. Government securities | $204,779,000 | 477 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $204,779,000 | 451 |
| Securities issued by states & political subdivisions | $74,503,000 | 496 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,473,000 | 347 |
| Mortgage-backed securities | $115,820,000 | 576 |
| Certificates of participation in pools of residential mortgages | $68,365,000 | 583 |
| Issued or guaranteed by U.S. | $68,365,000 | 583 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,821,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $8,821,000 | 1,152 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $38,634,000 | 233 |
| Commercial mortgage pass-through securities | $33,574,000 | 129 |
| Other commercial mortgage-backed securities | $5,060,000 | 408 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $279,282,000 | 469 |
| Total debt securities | $279,285,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $295,595,000 | 516 |
| U.S. Government securities | $220,182,000 | 446 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $220,182,000 | 424 |
| Securities issued by states & political subdivisions | $75,413,000 | 504 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,066,000 | 300 |
| Mortgage-backed securities | $126,098,000 | 537 |
| Certificates of participation in pools of residential mortgages | $82,576,000 | 496 |
| Issued or guaranteed by U.S. | $82,576,000 | 495 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,616,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $9,616,000 | 1,123 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $33,906,000 | 236 |
| Commercial mortgage pass-through securities | $28,757,000 | 136 |
| Other commercial mortgage-backed securities | $5,149,000 | 393 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $295,595,000 | 436 |
| Total debt securities | $295,593,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $307,357,000 | 499 |
| U.S. Government securities | $228,482,000 | 437 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $228,482,000 | 417 |
| Securities issued by states & political subdivisions | $78,875,000 | 461 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,692,000 | 297 |
| Mortgage-backed securities | $126,277,000 | 542 |
| Certificates of participation in pools of residential mortgages | $85,271,000 | 477 |
| Issued or guaranteed by U.S. | $85,271,000 | 477 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,304,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $10,304,000 | 1,091 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $30,702,000 | 230 |
| Commercial mortgage pass-through securities | $25,539,000 | 138 |
| Other commercial mortgage-backed securities | $5,163,000 | 384 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $307,357,000 | 424 |
| Total debt securities | $307,356,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $328,807,000 | 476 |
| U.S. Government securities | $248,951,000 | 419 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $248,951,000 | 399 |
| Securities issued by states & political subdivisions | $79,856,000 | 440 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,415,000 | 290 |
| Mortgage-backed securities | $140,252,000 | 500 |
| Certificates of participation in pools of residential mortgages | $99,348,000 | 427 |
| Issued or guaranteed by U.S. | $99,348,000 | 426 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,738,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $10,738,000 | 1,068 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $30,166,000 | 214 |
| Commercial mortgage pass-through securities | $25,045,000 | 133 |
| Other commercial mortgage-backed securities | $5,121,000 | 371 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $328,807,000 | 401 |
| Total debt securities | $328,805,000 | 471 |
| 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 | $304,829,000 | 507 |
| U.S. Government securities | $224,682,000 | 463 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $224,682,000 | 434 |
| Securities issued by states & political subdivisions | $80,147,000 | 433 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,430,000 | 346 |
| Mortgage-backed securities | $114,806,000 | 576 |
| Certificates of participation in pools of residential mortgages | $91,265,000 | 452 |
| Issued or guaranteed by U.S. | $91,265,000 | 452 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,623,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $5,623,000 | 1,508 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $17,918,000 | 286 |
| Commercial mortgage pass-through securities | $17,918,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $304,829,000 | 429 |
| Total debt securities | $304,827,000 | 501 |
| 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 | $344,388,000 | 457 |
| U.S. Government securities | $263,601,000 | 407 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $263,601,000 | 391 |
| Securities issued by states & political subdivisions | $80,787,000 | 425 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,196,000 | 286 |
| Mortgage-backed securities | $145,373,000 | 487 |
| Certificates of participation in pools of residential mortgages | $121,099,000 | 352 |
| Issued or guaranteed by U.S. | $121,099,000 | 351 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,943,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $5,943,000 | 1,474 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $18,331,000 | 267 |
| Commercial mortgage pass-through securities | $18,331,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $344,388,000 | 380 |
| Total debt securities | $344,387,000 | 451 |
| 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 | $327,887,000 | 479 |
| U.S. Government securities | $248,441,000 | 429 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $248,441,000 | 410 |
| Securities issued by states & political subdivisions | $79,446,000 | 421 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,876,000 | 291 |
| Mortgage-backed securities | $144,605,000 | 490 |
| Certificates of participation in pools of residential mortgages | $121,356,000 | 357 |
| Issued or guaranteed by U.S. | $121,356,000 | 356 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,077,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $6,077,000 | 1,508 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $17,172,000 | 253 |
| Commercial mortgage pass-through securities | $17,172,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $327,887,000 | 401 |
| Total debt securities | $327,887,000 | 473 |
| 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 | $352,773,000 | 449 |
| U.S. Government securities | $264,886,000 | 415 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $264,886,000 | 398 |
| Securities issued by states & political subdivisions | $87,887,000 | 371 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,704,000 | 266 |
| Mortgage-backed securities | $154,902,000 | 481 |
| Certificates of participation in pools of residential mortgages | $132,681,000 | 329 |
| Issued or guaranteed by U.S. | $132,681,000 | 327 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,487,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $6,487,000 | 1,505 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $15,734,000 | 252 |
| Commercial mortgage pass-through securities | $15,734,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $352,773,000 | 368 |
| Total debt securities | $352,773,000 | 443 |
| 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 | $320,543,000 | 485 |
| U.S. Government securities | $228,944,000 | 470 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $228,944,000 | 448 |
| Securities issued by states & political subdivisions | $91,599,000 | 345 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,177,000 | 323 |
| Mortgage-backed securities | $150,186,000 | 489 |
| Certificates of participation in pools of residential mortgages | $135,957,000 | 322 |
| Issued or guaranteed by U.S. | $135,957,000 | 320 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $14,229,000 | 266 |
| Commercial mortgage pass-through securities | $14,229,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $320,543,000 | 411 |
| Total debt securities | $320,542,000 | 478 |
| 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 | $306,646,000 | 498 |
| U.S. Government securities | $212,273,000 | 503 |
| U.S. Treasury securities | $4,814,000 | 576 |
| U.S. Government agency obligations | $207,459,000 | 492 |
| Securities issued by states & political subdivisions | $94,373,000 | 328 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,236,000 | 301 |
| Mortgage-backed securities | $130,349,000 | 541 |
| Certificates of participation in pools of residential mortgages | $121,084,000 | 366 |
| Issued or guaranteed by U.S. | $121,084,000 | 366 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $9,265,000 | 338 |
| Commercial mortgage pass-through securities | $9,265,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $306,646,000 | 428 |
| Total debt securities | $306,644,000 | 493 |
| 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 | $317,218,000 | 493 |
| U.S. Government securities | $221,237,000 | 487 |
| U.S. Treasury securities | $4,803,000 | 528 |
| U.S. Government agency obligations | $216,434,000 | 475 |
| Securities issued by states & political subdivisions | $95,981,000 | 315 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,821,000 | 294 |
| Mortgage-backed securities | $138,316,000 | 520 |
| Certificates of participation in pools of residential mortgages | $129,035,000 | 342 |
| Issued or guaranteed by U.S. | $129,035,000 | 341 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $9,281,000 | 330 |
| Commercial mortgage pass-through securities | $9,281,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $317,218,000 | 415 |
| Total debt securities | $317,219,000 | 487 |
| 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 | $303,473,000 | 511 |
| U.S. Government securities | $207,428,000 | 525 |
| U.S. Treasury securities | $4,758,000 | 482 |
| U.S. Government agency obligations | $202,670,000 | 515 |
| Securities issued by states & political subdivisions | $96,045,000 | 313 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,220,000 | 274 |
| Mortgage-backed securities | $125,757,000 | 565 |
| Certificates of participation in pools of residential mortgages | $116,518,000 | 380 |
| Issued or guaranteed by U.S. | $116,518,000 | 380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $9,239,000 | 316 |
| Commercial mortgage pass-through securities | $9,239,000 | 178 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $303,473,000 | 435 |
| Total debt securities | $303,473,000 | 505 |
| 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 | $286,442,000 | 534 |
| U.S. Government securities | $187,038,000 | 561 |
| U.S. Treasury securities | $4,722,000 | 458 |
| U.S. Government agency obligations | $182,316,000 | 556 |
| Securities issued by states & political subdivisions | $99,404,000 | 296 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,171,000 | 353 |
| Mortgage-backed securities | $105,056,000 | 647 |
| Certificates of participation in pools of residential mortgages | $93,377,000 | 484 |
| Issued or guaranteed by U.S. | $93,377,000 | 484 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $11,679,000 | 247 |
| Commercial mortgage pass-through securities | $11,679,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $286,442,000 | 456 |
| Total debt securities | $286,442,000 | 525 |
| 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 | $300,651,000 | 515 |
| U.S. Government securities | $193,795,000 | 548 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $193,795,000 | 530 |
| Securities issued by states & political subdivisions | $106,856,000 | 269 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,126,000 | 306 |
| Mortgage-backed securities | $113,749,000 | 603 |
| Certificates of participation in pools of residential mortgages | $102,037,000 | 436 |
| Issued or guaranteed by U.S. | $102,037,000 | 436 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $11,712,000 | 242 |
| Commercial mortgage pass-through securities | $11,712,000 | 135 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $300,651,000 | 445 |
| Total debt securities | $300,650,000 | 504 |
| 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 | $300,265,000 | 518 |
| U.S. Government securities | $191,052,000 | 558 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $191,052,000 | 540 |
| Securities issued by states & political subdivisions | $109,213,000 | 254 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,105,000 | 289 |
| Mortgage-backed securities | $110,276,000 | 633 |
| Certificates of participation in pools of residential mortgages | $101,445,000 | 450 |
| Issued or guaranteed by U.S. | $101,445,000 | 448 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $8,831,000 | 284 |
| Commercial mortgage pass-through securities | $8,831,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $300,265,000 | 456 |
| Total debt securities | $300,264,000 | 508 |
| 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 | $313,061,000 | 497 |
| U.S. Government securities | $198,553,000 | 553 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $198,553,000 | 535 |
| Securities issued by states & political subdivisions | $114,508,000 | 236 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,141,000 | 296 |
| Mortgage-backed securities | $115,792,000 | 629 |
| Certificates of participation in pools of residential mortgages | $109,683,000 | 421 |
| Issued or guaranteed by U.S. | $109,683,000 | 420 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $6,109,000 | 290 |
| Commercial mortgage pass-through securities | $6,109,000 | 180 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $313,061,000 | 440 |
| Total debt securities | $313,062,000 | 485 |
| 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 | $298,513,000 | 508 |
| U.S. Government securities | $184,116,000 | 580 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $184,116,000 | 552 |
| Securities issued by states & political subdivisions | $114,397,000 | 225 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,837,000 | 366 |
| Mortgage-backed securities | $126,328,000 | 579 |
| Certificates of participation in pools of residential mortgages | $116,836,000 | 390 |
| Issued or guaranteed by U.S. | $116,836,000 | 389 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $9,492,000 | 208 |
| Commercial mortgage pass-through securities | $9,492,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $298,513,000 | 453 |
| Total debt securities | $298,513,000 | 500 |
| 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 | $339,144,000 | 453 |
| U.S. Government securities | $222,905,000 | 501 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $222,905,000 | 485 |
| Securities issued by states & political subdivisions | $116,239,000 | 210 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,723,000 | 321 |
| Mortgage-backed securities | $164,133,000 | 489 |
| Certificates of participation in pools of residential mortgages | $154,554,000 | 319 |
| Issued or guaranteed by U.S. | $154,554,000 | 318 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $9,579,000 | 193 |
| Commercial mortgage pass-through securities | $9,579,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $339,144,000 | 402 |
| Total debt securities | $339,144,000 | 444 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $330,200,000 | 465 |
| U.S. Government securities | $213,285,000 | 514 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $213,285,000 | 499 |
| Securities issued by states & political subdivisions | $116,915,000 | 197 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,836,000 | 335 |
| Mortgage-backed securities | $163,826,000 | 504 |
| Certificates of participation in pools of residential mortgages | $154,180,000 | 323 |
| Issued or guaranteed by U.S. | $154,180,000 | 322 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $9,646,000 | 180 |
| Commercial mortgage pass-through securities | $9,646,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $330,200,000 | 418 |
| Total debt securities | $330,198,000 | 458 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $320,916,000 | 491 |
| U.S. Government securities | $201,252,000 | 562 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $201,252,000 | 544 |
| Securities issued by states & political subdivisions | $119,664,000 | 183 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,652,000 | 766 |
| Mortgage-backed securities | $164,818,000 | 514 |
| Certificates of participation in pools of residential mortgages | $155,297,000 | 330 |
| Issued or guaranteed by U.S. | $155,297,000 | 329 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $9,521,000 | 161 |
| Commercial mortgage pass-through securities | $9,521,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $320,916,000 | 444 |
| Total debt securities | $320,916,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $286,772,000 | 534 |
| U.S. Government securities | $165,824,000 | 638 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $165,824,000 | 620 |
| Securities issued by states & political subdivisions | $120,948,000 | 180 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,128,000 | 280 |
| Mortgage-backed securities | $125,519,000 | 625 |
| Certificates of participation in pools of residential mortgages | $115,867,000 | 411 |
| Issued or guaranteed by U.S. | $115,867,000 | 410 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $9,652,000 | 125 |
| Commercial mortgage pass-through securities | $9,652,000 | 59 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $286,772,000 | 476 |
| Total debt securities | $286,772,000 | 526 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $286,025,000 | 520 |
| U.S. Government securities | $167,951,000 | 624 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $167,951,000 | 603 |
| Securities issued by states & political subdivisions | $118,074,000 | 172 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,695,000 | 265 |
| Mortgage-backed securities | $123,289,000 | 622 |
| Certificates of participation in pools of residential mortgages | $113,128,000 | 397 |
| Issued or guaranteed by U.S. | $113,128,000 | 393 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $10,161,000 | 108 |
| Commercial mortgage pass-through securities | $10,161,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $286,025,000 | 465 |
| Total debt securities | $286,025,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $267,908,000 | 551 |
| U.S. Government securities | $151,793,000 | 702 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $151,793,000 | 678 |
| Securities issued by states & political subdivisions | $116,115,000 | 166 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,877,000 | 261 |
| Mortgage-backed securities | $114,523,000 | 646 |
| Certificates of participation in pools of residential mortgages | $104,523,000 | 426 |
| Issued or guaranteed by U.S. | $104,523,000 | 422 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $10,000,000 | 93 |
| Commercial mortgage pass-through securities | $10,000,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $267,908,000 | 496 |
| Total debt securities | $267,907,000 | 540 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $262,308,000 | 566 |
| U.S. Government securities | $146,468,000 | 734 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $146,468,000 | 702 |
| Securities issued by states & political subdivisions | $115,840,000 | 169 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,069,000 | 286 |
| Mortgage-backed securities | $124,487,000 | 578 |
| Certificates of participation in pools of residential mortgages | $114,573,000 | 382 |
| Issued or guaranteed by U.S. | $114,573,000 | 379 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $154,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 3,286 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $9,760,000 | 86 |
| Commercial mortgage pass-through securities | $9,760,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $262,308,000 | 503 |
| Total debt securities | $262,308,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $235,400,000 | 591 |
| U.S. Government securities | $113,159,000 | 865 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $113,159,000 | 829 |
| Securities issued by states & political subdivisions | $112,373,000 | 169 |
| Other domestic debt securities | $9,868,000 | 765 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $9,868,000 | 79 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,056,000 | 303 |
| Mortgage-backed securities | $109,614,000 | 622 |
| Certificates of participation in pools of residential mortgages | $99,561,000 | 418 |
| Issued or guaranteed by U.S. | $99,561,000 | 415 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $185,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,235 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $9,868,000 | 79 |
| Commercial mortgage pass-through securities | $9,868,000 | 42 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $235,400,000 | 527 |
| Total debt securities | $235,401,000 | 583 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $256,932,000 | 520 |
| U.S. Government securities | $136,734,000 | 716 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $136,734,000 | 679 |
| Securities issued by states & political subdivisions | $115,133,000 | 153 |
| Other domestic debt securities | $5,065,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $5,065,000 | 95 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,966,000 | 285 |
| Mortgage-backed securities | $114,550,000 | 588 |
| Certificates of participation in pools of residential mortgages | $109,267,000 | 366 |
| Issued or guaranteed by U.S. | $109,267,000 | 364 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $218,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,179 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $5,065,000 | 95 |
| Commercial mortgage pass-through securities | $5,065,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $256,932,000 | 458 |
| Total debt securities | $256,932,000 | 513 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 1,535 |
| Fair value | $3,007,000 | 1,606 |
| 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 | $241,975,000 | 549 |
| U.S. Government securities | $127,827,000 | 757 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $127,827,000 | 723 |
| Securities issued by states & political subdivisions | $109,157,000 | 148 |
| Other domestic debt securities | $4,991,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $4,991,000 | 95 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,483,000 | 316 |
| Mortgage-backed securities | $105,761,000 | 610 |
| Certificates of participation in pools of residential mortgages | $100,521,000 | 391 |
| Issued or guaranteed by U.S. | $100,521,000 | 388 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $249,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,067 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $4,991,000 | 95 |
| Commercial mortgage pass-through securities | $4,991,000 | 52 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $241,975,000 | 479 |
| Total debt securities | $241,974,000 | 540 |
| Structured notes | ||
| Amortized cost | $3,012,000 | 1,606 |
| Fair value | $3,012,000 | 1,656 |
| 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 | $220,763,000 | 599 |
| U.S. Government securities | $112,641,000 | 829 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $112,641,000 | 798 |
| Securities issued by states & political subdivisions | $104,107,000 | 150 |
| Other domestic debt securities | $4,015,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $4,015,000 | 113 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,983,000 | 331 |
| Mortgage-backed securities | $116,656,000 | 583 |
| Certificates of participation in pools of residential mortgages | $112,357,000 | 380 |
| Issued or guaranteed by U.S. | $112,357,000 | 378 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $284,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,010 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $4,015,000 | 113 |
| Commercial mortgage pass-through securities | $4,015,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $220,763,000 | 524 |
| Total debt securities | $220,764,000 | 593 |
| 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 | $214,224,000 | 597 |
| U.S. Government securities | $109,693,000 | 829 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $109,693,000 | 802 |
| Securities issued by states & political subdivisions | $101,541,000 | 164 |
| Other domestic debt securities | $2,990,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,990,000 | 126 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,930,000 | 358 |
| Mortgage-backed securities | $112,683,000 | 602 |
| Certificates of participation in pools of residential mortgages | $109,351,000 | 391 |
| Issued or guaranteed by U.S. | $109,351,000 | 388 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $342,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,967 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,990,000 | 126 |
| Commercial mortgage pass-through securities | $2,990,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $214,224,000 | 522 |
| Total debt securities | $214,223,000 | 588 |
| 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 | $219,236,000 | 592 |
| U.S. Government securities | $115,492,000 | 772 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $115,492,000 | 749 |
| Securities issued by states & political subdivisions | $100,681,000 | 165 |
| Other domestic debt securities | $3,063,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $3,063,000 | 135 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,700,000 | 507 |
| Mortgage-backed securities | $118,555,000 | 577 |
| Certificates of participation in pools of residential mortgages | $115,119,000 | 393 |
| Issued or guaranteed by U.S. | $115,119,000 | 390 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $373,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,942 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $3,063,000 | 135 |
| Commercial mortgage pass-through securities | $3,063,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $219,236,000 | 506 |
| Total debt securities | $219,235,000 | 577 |
| 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 | $204,445,000 | 621 |
| U.S. Government securities | $105,520,000 | 818 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $105,520,000 | 788 |
| Securities issued by states & political subdivisions | $95,923,000 | 176 |
| Other domestic debt securities | $3,002,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $3,002,000 | 125 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,835,000 | 469 |
| Mortgage-backed securities | $108,522,000 | 614 |
| Certificates of participation in pools of residential mortgages | $105,111,000 | 434 |
| Issued or guaranteed by U.S. | $105,111,000 | 430 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $409,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,913 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $3,002,000 | 125 |
| Commercial mortgage pass-through securities | $3,002,000 | 64 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $204,445,000 | 534 |
| Total debt securities | $204,445,000 | 603 |
| 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 | $206,635,000 | 596 |
| U.S. Government securities | $122,380,000 | 723 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $122,380,000 | 697 |
| Securities issued by states & political subdivisions | $84,255,000 | 193 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,722,000 | 384 |
| Mortgage-backed securities | $122,380,000 | 564 |
| Certificates of participation in pools of residential mortgages | $121,931,000 | 406 |
| Issued or guaranteed by U.S. | $121,931,000 | 401 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $449,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,911 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $206,635,000 | 516 |
| Total debt securities | $206,635,000 | 583 |
| 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 | $201,458,000 | 609 |
| U.S. Government securities | $120,525,000 | 716 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $120,525,000 | 704 |
| Securities issued by states & political subdivisions | $80,933,000 | 201 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,017,000 | 397 |
| Mortgage-backed securities | $120,525,000 | 558 |
| Certificates of participation in pools of residential mortgages | $120,044,000 | 397 |
| Issued or guaranteed by U.S. | $120,044,000 | 392 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $481,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,869 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $201,458,000 | 520 |
| Total debt securities | $201,457,000 | 599 |
| 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 | $200,218,000 | 611 |
| U.S. Government securities | $122,818,000 | 685 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $122,818,000 | 670 |
| Securities issued by states & political subdivisions | $77,400,000 | 198 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,775,000 | 400 |
| Mortgage-backed securities | $122,818,000 | 521 |
| Certificates of participation in pools of residential mortgages | $122,323,000 | 369 |
| Issued or guaranteed by U.S. | $122,323,000 | 365 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $495,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,776 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $200,218,000 | 513 |
| Total debt securities | $200,218,000 | 600 |
| 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 | $196,886,000 | 618 |
| U.S. Government securities | $119,759,000 | 696 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $119,759,000 | 680 |
| Securities issued by states & political subdivisions | $77,127,000 | 202 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,826,000 | 383 |
| Mortgage-backed securities | $119,759,000 | 531 |
| Certificates of participation in pools of residential mortgages | $119,249,000 | 379 |
| Issued or guaranteed by U.S. | $119,249,000 | 374 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $510,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,754 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $196,886,000 | 529 |
| Total debt securities | $196,886,000 | 602 |
| 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 | $202,226,000 | 610 |
| U.S. Government securities | $125,043,000 | 668 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $125,043,000 | 652 |
| Securities issued by states & political subdivisions | $77,183,000 | 201 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,233,000 | 366 |
| Mortgage-backed securities | $125,043,000 | 498 |
| Certificates of participation in pools of residential mortgages | $124,479,000 | 350 |
| Issued or guaranteed by U.S. | $124,479,000 | 344 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $564,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,696 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $202,226,000 | 529 |
| Total debt securities | $202,226,000 | 590 |
| 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 | $193,901,000 | 626 |
| U.S. Government securities | $111,913,000 | 739 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $111,913,000 | 720 |
| Securities issued by states & political subdivisions | $81,988,000 | 186 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,299,000 | 392 |
| Mortgage-backed securities | $111,913,000 | 503 |
| Certificates of participation in pools of residential mortgages | $111,342,000 | 350 |
| Issued or guaranteed by U.S. | $111,342,000 | 345 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $571,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,607 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $193,901,000 | 530 |
| Total debt securities | $193,901,000 | 611 |
| 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 | $205,063,000 | 615 |
| U.S. Government securities | $117,077,000 | 723 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $117,077,000 | 706 |
| Securities issued by states & political subdivisions | $87,986,000 | 175 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,619,000 | 377 |
| Mortgage-backed securities | $117,077,000 | 475 |
| Certificates of participation in pools of residential mortgages | $116,485,000 | 325 |
| Issued or guaranteed by U.S. | $116,485,000 | 320 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $592,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,541 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $205,063,000 | 512 |
| Total debt securities | $205,063,000 | 592 |
| 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 | $190,239,000 | 644 |
| U.S. Government securities | $103,944,000 | 811 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $103,944,000 | 790 |
| Securities issued by states & political subdivisions | $86,295,000 | 172 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,319,000 | 378 |
| Mortgage-backed securities | $103,944,000 | 525 |
| Certificates of participation in pools of residential mortgages | $103,321,000 | 365 |
| Issued or guaranteed by U.S. | $103,321,000 | 360 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $623,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,509 |
| 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) | $190,239,000 | 543 |
| Total debt securities | $190,239,000 | 625 |
| 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 | $198,053,000 | 633 |
| U.S. Government securities | $109,770,000 | 767 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $109,770,000 | 742 |
| Securities issued by states & political subdivisions | $88,283,000 | 169 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,116,000 | 373 |
| Mortgage-backed securities | $109,770,000 | 507 |
| Certificates of participation in pools of residential mortgages | $109,096,000 | 354 |
| Issued or guaranteed by U.S. | $109,096,000 | 348 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $674,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,463 |
| 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) | $198,053,000 | 523 |
| Total debt securities | $198,053,000 | 613 |
| 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 | $196,025,000 | 644 |
| U.S. Government securities | $111,639,000 | 784 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $111,639,000 | 759 |
| Securities issued by states & political subdivisions | $84,386,000 | 173 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,645,000 | 413 |
| Mortgage-backed securities | $111,628,000 | 505 |
| Certificates of participation in pools of residential mortgages | $110,901,000 | 351 |
| Issued or guaranteed by U.S. | $110,901,000 | 346 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $727,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 2,433 |
| 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) | $196,025,000 | 531 |
| Total debt securities | $196,025,000 | 627 |
| 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 | $202,154,000 | 637 |
| U.S. Government securities | $114,874,000 | 782 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $114,874,000 | 757 |
| Securities issued by states & political subdivisions | $87,280,000 | 169 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,074,000 | 419 |
| Mortgage-backed securities | $114,853,000 | 502 |
| Certificates of participation in pools of residential mortgages | $114,076,000 | 356 |
| Issued or guaranteed by U.S. | $114,076,000 | 350 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $777,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 2,375 |
| 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) | $202,154,000 | 524 |
| Total debt securities | $202,154,000 | 619 |
| 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 | $195,564,000 | 657 |
| U.S. Government securities | $116,885,000 | 774 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $116,885,000 | 747 |
| Securities issued by states & political subdivisions | $78,679,000 | 189 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,869,000 | 458 |
| Mortgage-backed securities | $116,854,000 | 494 |
| Certificates of participation in pools of residential mortgages | $116,031,000 | 358 |
| Issued or guaranteed by U.S. | $116,031,000 | 355 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $823,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,331 |
| 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) | $195,564,000 | 547 |
| Total debt securities | $195,564,000 | 640 |
| 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 | $196,350,000 | 670 |
| U.S. Government securities | $116,824,000 | 790 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $116,824,000 | 763 |
| Securities issued by states & political subdivisions | $79,526,000 | 189 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,693,000 | 480 |
| Mortgage-backed securities | $116,783,000 | 502 |
| Certificates of participation in pools of residential mortgages | $115,893,000 | 356 |
| Issued or guaranteed by U.S. | $115,893,000 | 351 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $890,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,289 |
| 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) | $196,350,000 | 556 |
| Total debt securities | $196,350,000 | 655 |
| 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 | $190,930,000 | 680 |
| U.S. Government securities | $115,264,000 | 810 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $115,264,000 | 785 |
| Securities issued by states & political subdivisions | $75,666,000 | 198 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,773,000 | 543 |
| Mortgage-backed securities | $115,213,000 | 514 |
| Certificates of participation in pools of residential mortgages | $115,012,000 | 380 |
| Issued or guaranteed by U.S. | $115,012,000 | 374 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $201,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,881 |
| 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) | $190,930,000 | 567 |
| Total debt securities | $190,928,000 | 665 |
| 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 | $197,388,000 | 655 |
| U.S. Government securities | $122,238,000 | 751 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $122,238,000 | 724 |
| Securities issued by states & political subdivisions | $75,150,000 | 196 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,939,000 | 471 |
| Mortgage-backed securities | $122,177,000 | 502 |
| Certificates of participation in pools of residential mortgages | $121,951,000 | 371 |
| Issued or guaranteed by U.S. | $121,951,000 | 367 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $226,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 2,866 |
| 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) | $197,388,000 | 545 |
| Total debt securities | $197,388,000 | 635 |
| 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 | $204,296,000 | 634 |
| U.S. Government securities | $129,501,000 | 711 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $129,501,000 | 685 |
| Securities issued by states & political subdivisions | $74,795,000 | 195 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,317,000 | 452 |
| Mortgage-backed securities | $129,431,000 | 489 |
| Certificates of participation in pools of residential mortgages | $129,177,000 | 361 |
| Issued or guaranteed by U.S. | $129,177,000 | 353 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $254,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,872 |
| 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) | $204,296,000 | 525 |
| Total debt securities | $204,296,000 | 612 |
| 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 | $201,079,000 | 656 |
| U.S. Government securities | $131,715,000 | 716 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $131,715,000 | 690 |
| Securities issued by states & political subdivisions | $69,364,000 | 204 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,802,000 | 533 |
| Mortgage-backed securities | $131,633,000 | 491 |
| Certificates of participation in pools of residential mortgages | $131,368,000 | 361 |
| Issued or guaranteed by U.S. | $131,368,000 | 355 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $265,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,924 |
| 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) | $201,079,000 | 541 |
| Total debt securities | $201,079,000 | 637 |
| 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 | $194,236,000 | 681 |
| U.S. Government securities | $128,859,000 | 746 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $128,859,000 | 718 |
| Securities issued by states & political subdivisions | $65,377,000 | 225 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,028,000 | 598 |
| Mortgage-backed securities | $128,754,000 | 515 |
| Certificates of participation in pools of residential mortgages | $128,474,000 | 373 |
| Issued or guaranteed by U.S. | $128,474,000 | 369 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $280,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 2,941 |
| 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) | $194,236,000 | 569 |
| Total debt securities | $194,236,000 | 663 |
| 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 | $192,104,000 | 690 |
| U.S. Government securities | $129,238,000 | 751 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $129,238,000 | 718 |
| Securities issued by states & political subdivisions | $62,866,000 | 240 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,921,000 | 555 |
| Mortgage-backed securities | $129,098,000 | 518 |
| Certificates of participation in pools of residential mortgages | $128,797,000 | 370 |
| Issued or guaranteed by U.S. | $128,797,000 | 369 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $301,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,935 |
| 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) | $192,104,000 | 582 |
| Total debt securities | $192,104,000 | 674 |
| 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 | $187,732,000 | 714 |
| U.S. Government securities | $128,073,000 | 764 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $128,073,000 | 736 |
| Securities issued by states & political subdivisions | $59,659,000 | 245 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,350,000 | 580 |
| Mortgage-backed securities | $127,898,000 | 518 |
| Certificates of participation in pools of residential mortgages | $127,577,000 | 377 |
| Issued or guaranteed by U.S. | $127,577,000 | 373 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $321,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,988 |
| 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) | $187,732,000 | 605 |
| Total debt securities | $187,732,000 | 696 |
| 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 | $192,318,000 | 700 |
| U.S. Government securities | $130,283,000 | 763 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $130,283,000 | 738 |
| Securities issued by states & political subdivisions | $62,035,000 | 239 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,240,000 | 387 |
| Mortgage-backed securities | $130,075,000 | 524 |
| Certificates of participation in pools of residential mortgages | $129,703,000 | 374 |
| Issued or guaranteed by U.S. | $129,703,000 | 371 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $372,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 3,007 |
| 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) | $192,318,000 | 597 |
| Total debt securities | $192,318,000 | 687 |
| 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 | $189,432,000 | 722 |
| U.S. Government securities | $130,587,000 | 788 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $130,587,000 | 759 |
| Securities issued by states & political subdivisions | $58,845,000 | 262 |
| 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,047,000 | 395 |
| Mortgage-backed securities | $130,342,000 | 535 |
| Certificates of participation in pools of residential mortgages | $129,934,000 | 384 |
| Issued or guaranteed by U.S. | $129,934,000 | 381 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $408,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 3,124 |
| 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) | $189,432,000 | 614 |
| Total debt securities | $189,432,000 | 704 |
| 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 | $174,318,000 | 766 |
| U.S. Government securities | $118,385,000 | 845 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $118,385,000 | 812 |
| Securities issued by states & political subdivisions | $55,933,000 | 271 |
| 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 | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,307,000 | 429 |
| Mortgage-backed securities | $118,096,000 | 575 |
| Certificates of participation in pools of residential mortgages | $117,631,000 | 419 |
| Issued or guaranteed by U.S. | $117,631,000 | 415 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $465,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,125 |
| 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) | $174,318,000 | 660 |
| Total debt securities | $174,318,000 | 746 |
| 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 | $172,451,000 | 772 |
| U.S. Government securities | $113,779,000 | 843 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $113,779,000 | 815 |
| Securities issued by states & political subdivisions | $58,672,000 | 255 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,137,000 | 450 |
| Mortgage-backed securities | $113,439,000 | 600 |
| Certificates of participation in pools of residential mortgages | $112,935,000 | 421 |
| Issued or guaranteed by U.S. | $112,935,000 | 418 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $504,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 3,270 |
| 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) | $172,451,000 | 663 |
| Total debt securities | $172,451,000 | 749 |
| 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 | $172,092,000 | 754 |
| U.S. Government securities | $116,876,000 | 812 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $116,876,000 | 777 |
| Securities issued by states & political subdivisions | $55,216,000 | 263 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,492,000 | 460 |
| Mortgage-backed securities | $116,499,000 | 584 |
| Certificates of participation in pools of residential mortgages | $115,867,000 | 407 |
| Issued or guaranteed by U.S. | $115,867,000 | 402 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $632,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 3,246 |
| 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) | $172,092,000 | 647 |
| Total debt securities | $172,092,000 | 726 |
| 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 | $159,933,000 | 791 |
| U.S. Government securities | $106,993,000 | 865 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $106,993,000 | 819 |
| Securities issued by states & political subdivisions | $52,940,000 | 267 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,751,000 | 567 |
| Mortgage-backed securities | $106,564,000 | 600 |
| Certificates of participation in pools of residential mortgages | $102,575,000 | 422 |
| Issued or guaranteed by U.S. | $102,575,000 | 415 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,989,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $3,989,000 | 1,918 |
| 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) | $159,933,000 | 671 |
| Total debt securities | $159,933,000 | 763 |
| 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 | $128,693,000 | 892 |
| U.S. Government securities | $85,494,000 | 949 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $85,494,000 | 892 |
| Securities issued by states & political subdivisions | $43,199,000 | 317 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,862,000 | 743 |
| Mortgage-backed securities | $79,363,000 | 678 |
| Certificates of participation in pools of residential mortgages | $77,387,000 | 451 |
| Issued or guaranteed by U.S. | $77,387,000 | 445 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,976,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,585 |
| 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) | $128,693,000 | 745 |
| Total debt securities | $128,693,000 | 866 |
| 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 | $107,720,000 | 1,035 |
| U.S. Government securities | $68,316,000 | 1,169 |
| U.S. Treasury securities | $3,003,000 | 1,545 |
| U.S. Government agency obligations | $65,313,000 | 1,135 |
| Securities issued by states & political subdivisions | $37,043,000 | 375 |
| 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 | $2,361,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,050,000 | 815 |
| Mortgage-backed securities | $54,869,000 | 735 |
| Certificates of participation in pools of residential mortgages | $50,441,000 | 534 |
| Issued or guaranteed by U.S. | $50,441,000 | 530 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,428,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,428,000 | 1,476 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $107,720,000 | 804 |
| Total debt securities | $105,359,000 | 1,013 |
| 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 | $101,363,000 | 1,127 |
| U.S. Government securities | $67,077,000 | 1,267 |
| U.S. Treasury securities | $4,747,000 | 1,645 |
| U.S. Government agency obligations | $62,330,000 | 1,245 |
| Securities issued by states & political subdivisions | $31,935,000 | 451 |
| 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 | $2,351,000 | 1,373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,824,000 | 1,171 |
| Mortgage-backed securities | $52,467,000 | 846 |
| Certificates of participation in pools of residential mortgages | $47,787,000 | 625 |
| Issued or guaranteed by U.S. | $47,787,000 | 617 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,680,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,680,000 | 1,542 |
| 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) | $101,363,000 | 872 |
| Total debt securities | $99,012,000 | 1,108 |
| 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 | $108,300,000 | 1,067 |
| U.S. Government securities | $73,244,000 | 1,216 |
| U.S. Treasury securities | $9,415,000 | 1,367 |
| U.S. Government agency obligations | $63,829,000 | 1,191 |
| Securities issued by states & political subdivisions | $32,705,000 | 421 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,351,000 | 1,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,729,000 | 1,127 |
| Mortgage-backed securities | $55,685,000 | 825 |
| Certificates of participation in pools of residential mortgages | $44,985,000 | 694 |
| Issued or guaranteed by U.S. | $44,985,000 | 688 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,700,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $10,700,000 | 1,037 |
| 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) | $108,300,000 | 811 |
| Total debt securities | $105,949,000 | 1,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $84,273,000 | 1,368 |
| U.S. Government securities | $59,543,000 | 1,521 |
| U.S. Treasury securities | $13,332,000 | 1,383 |
| U.S. Government agency obligations | $46,211,000 | 1,548 |
| Securities issued by states & political subdivisions | $23,403,000 | 528 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,327,000 | 1,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,576,000 | 4,237 |
| Mortgage-backed securities | $33,310,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $31,954,000 | 888 |
| Issued or guaranteed by U.S. | $31,954,000 | 871 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,356,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,998 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $84,273,000 | 966 |
| Total debt securities | $82,946,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $67,482,000 | 1,800 |
| U.S. Government securities | $48,386,000 | 2,007 |
| U.S. Treasury securities | $12,047,000 | 1,894 |
| U.S. Government agency obligations | $36,339,000 | 1,980 |
| Securities issued by states & political subdivisions | $19,000,000 | 674 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $96,000 | 6,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,071,000 | 4,127 |
| Mortgage-backed securities | $22,513,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $22,513,000 | 1,217 |
| Issued or guaranteed by U.S. | $22,513,000 | 1,198 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $67,482,000 | 1,223 |
| Total debt securities | $67,386,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $60,823,000 | 2,051 |
| U.S. Government securities | $43,240,000 | 2,315 |
| U.S. Treasury securities | $11,715,000 | 2,329 |
| U.S. Government agency obligations | $31,525,000 | 2,215 |
| Securities issued by states & political subdivisions | $17,487,000 | 725 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $96,000 | 6,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,404,000 | 4,484 |
| Mortgage-backed securities | $25,214,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $25,214,000 | 1,130 |
| Issued or guaranteed by U.S. | $25,214,000 | 1,114 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $60,823,000 | 1,393 |
| Total debt securities | $60,727,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $54,001,000 | 2,438 |
| U.S. Government securities | $38,343,000 | 2,720 |
| U.S. Treasury securities | $12,792,000 | 2,721 |
| U.S. Government agency obligations | $25,551,000 | 2,602 |
| Securities issued by states & political subdivisions | $15,562,000 | 850 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $96,000 | 6,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,511,000 | 5,002 |
| Mortgage-backed securities | $24,829,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $24,829,000 | 1,181 |
| Issued or guaranteed by U.S. | $24,829,000 | 1,160 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,562,000 | 4,195 |
| Available-for-sale securities (fair market value) | $38,439,000 | 1,486 |
| Total debt securities | $53,905,000 | 2,392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $52,040,000 | 2,657 |
| U.S. Government securities | $37,927,000 | 2,868 |
| U.S. Treasury securities | $12,956,000 | 2,815 |
| U.S. Government agency obligations | $24,971,000 | 2,747 |
| Securities issued by states & political subdivisions | $14,017,000 | 1,002 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $96,000 | 5,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,451 |
| Mortgage-backed securities | $24,160,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $24,160,000 | 1,297 |
| Issued or guaranteed by U.S. | $24,160,000 | 1,277 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $51,944,000 | 2,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $44,411,000 | 3,073 |
| U.S. Government securities | $30,962,000 | 3,460 |
| U.S. Treasury securities | $16,053,000 | 2,327 |
| U.S. Government agency obligations | $14,909,000 | 4,135 |
| Securities issued by states & political subdivisions | $13,353,000 | 959 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $96,000 | 5,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,369,000 | 3,411 |
| Mortgage-backed securities | $14,864,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $13,866,000 | 2,002 |
| Issued or guaranteed by U.S. | $13,866,000 | 1,962 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $998,000 | 5,083 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,709 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,315,000 | 2,998 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |