Home > The Bank of Castile > Securities
The Bank of Castile, Securities
| 2021-12-31 | Rank | |
| Total securities | $547,669,000 | 422 |
| U.S. Government securities | $539,809,000 | 309 |
| U.S. Treasury securities | $58,677,000 | 309 |
| U.S. Government agency obligations | $481,132,000 | 305 |
| Securities issued by states & political subdivisions | $7,860,000 | 2,899 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,526,000 | 354 |
| Mortgage-backed securities | $238,007,000 | 455 |
| Certificates of participation in pools of residential mortgages | $238,006,000 | 302 |
| Issued or guaranteed by U.S. | $238,006,000 | 302 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $53,220,000 | 364 |
| Available-for-sale securities (fair market value) | $494,449,000 | 408 |
| Total debt securities | $547,669,000 | 416 |
| 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 | $561,866,000 | 407 |
| U.S. Government securities | $553,973,000 | 298 |
| U.S. Treasury securities | $59,044,000 | 242 |
| U.S. Government agency obligations | $494,929,000 | 298 |
| Securities issued by states & political subdivisions | $7,893,000 | 2,888 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,454,000 | 327 |
| Mortgage-backed securities | $255,340,000 | 422 |
| Certificates of participation in pools of residential mortgages | $255,271,000 | 285 |
| Issued or guaranteed by U.S. | $255,271,000 | 285 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $69,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,743 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $53,172,000 | 337 |
| Available-for-sale securities (fair market value) | $508,694,000 | 380 |
| Total debt securities | $561,867,000 | 397 |
| 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 | $451,636,000 | 456 |
| U.S. Government securities | $443,627,000 | 322 |
| U.S. Treasury securities | $24,504,000 | 423 |
| U.S. Government agency obligations | $419,123,000 | 319 |
| Securities issued by states & political subdivisions | $8,009,000 | 2,867 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,836,000 | 362 |
| Mortgage-backed securities | $208,002,000 | 463 |
| Certificates of participation in pools of residential mortgages | $202,327,000 | 309 |
| Issued or guaranteed by U.S. | $202,327,000 | 307 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,675,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $5,675,000 | 1,419 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $23,350,000 | 489 |
| Available-for-sale securities (fair market value) | $428,286,000 | 429 |
| Total debt securities | $451,636,000 | 446 |
| 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 | $400,877,000 | 472 |
| U.S. Government securities | $389,887,000 | 326 |
| U.S. Treasury securities | $4,790,000 | 837 |
| U.S. Government agency obligations | $385,097,000 | 312 |
| Securities issued by states & political subdivisions | $10,990,000 | 2,547 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,469,000 | 329 |
| Mortgage-backed securities | $217,079,000 | 426 |
| Certificates of participation in pools of residential mortgages | $209,731,000 | 282 |
| Issued or guaranteed by U.S. | $209,731,000 | 281 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,348,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $7,348,000 | 1,216 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $400,877,000 | 423 |
| Total debt securities | $400,877,000 | 463 |
| 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 | $303,588,000 | 546 |
| U.S. Government securities | $292,275,000 | 374 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $292,275,000 | 354 |
| Securities issued by states & political subdivisions | $11,313,000 | 2,490 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,416,000 | 346 |
| Mortgage-backed securities | $171,338,000 | 463 |
| Certificates of participation in pools of residential mortgages | $161,507,000 | 301 |
| Issued or guaranteed by U.S. | $161,507,000 | 299 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,831,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $9,831,000 | 1,084 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $303,588,000 | 500 |
| Total debt securities | $303,589,000 | 538 |
| 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 | $310,865,000 | 509 |
| U.S. Government securities | $298,501,000 | 351 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $298,501,000 | 335 |
| Securities issued by states & political subdivisions | $12,364,000 | 2,287 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,037,000 | 304 |
| Mortgage-backed securities | $176,996,000 | 432 |
| Certificates of participation in pools of residential mortgages | $163,894,000 | 292 |
| Issued or guaranteed by U.S. | $163,894,000 | 290 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,102,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $13,102,000 | 953 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $310,865,000 | 460 |
| Total debt securities | $310,865,000 | 499 |
| 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 | $270,220,000 | 546 |
| U.S. Government securities | $256,750,000 | 392 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $256,750,000 | 374 |
| Securities issued by states & political subdivisions | $13,470,000 | 2,135 |
| 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 | $223,669,000 | 307 |
| Mortgage-backed securities | $195,048,000 | 409 |
| Certificates of participation in pools of residential mortgages | $177,690,000 | 274 |
| Issued or guaranteed by U.S. | $177,690,000 | 272 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $17,358,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $17,358,000 | 828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $270,220,000 | 499 |
| Total debt securities | $270,220,000 | 538 |
| 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 | $276,710,000 | 526 |
| U.S. Government securities | $263,923,000 | 381 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $263,923,000 | 368 |
| Securities issued by states & political subdivisions | $12,787,000 | 2,067 |
| 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 | $229,532,000 | 292 |
| Mortgage-backed securities | $197,227,000 | 407 |
| Certificates of participation in pools of residential mortgages | $175,289,000 | 280 |
| Issued or guaranteed by U.S. | $175,289,000 | 274 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $21,938,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $21,938,000 | 736 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $276,710,000 | 476 |
| Total debt securities | $276,708,000 | 516 |
| 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 | $271,875,000 | 519 |
| U.S. Government securities | $259,323,000 | 380 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $259,323,000 | 366 |
| Securities issued by states & political subdivisions | $12,552,000 | 2,060 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $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 | $220,097,000 | 283 |
| Mortgage-backed securities | $180,813,000 | 421 |
| Certificates of participation in pools of residential mortgages | $151,782,000 | 293 |
| Issued or guaranteed by U.S. | $151,782,000 | 286 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,031,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $29,031,000 | 601 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $271,875,000 | 465 |
| Total debt securities | $271,875,000 | 510 |
| 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 | $255,331,000 | 549 |
| U.S. Government securities | $243,511,000 | 405 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $243,511,000 | 389 |
| Securities issued by states & political subdivisions | $11,820,000 | 2,141 |
| 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 | $240,286,000 | 256 |
| Mortgage-backed securities | $160,787,000 | 439 |
| Certificates of participation in pools of residential mortgages | $128,492,000 | 327 |
| Issued or guaranteed by U.S. | $128,492,000 | 320 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $32,295,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $32,295,000 | 552 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $29,457,000 | 443 |
| Available-for-sale securities (fair market value) | $225,874,000 | 545 |
| Total debt securities | $255,330,000 | 538 |
| 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 | $283,931,000 | 489 |
| U.S. Government securities | $271,143,000 | 375 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $271,143,000 | 356 |
| Securities issued by states & political subdivisions | $12,788,000 | 2,089 |
| 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 | $241,766,000 | 262 |
| Mortgage-backed securities | $178,783,000 | 410 |
| Certificates of participation in pools of residential mortgages | $129,742,000 | 323 |
| Issued or guaranteed by U.S. | $129,742,000 | 323 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $49,041,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $49,041,000 | 388 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $30,482,000 | 451 |
| Available-for-sale securities (fair market value) | $253,449,000 | 494 |
| Total debt securities | $283,931,000 | 481 |
| 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 | $304,110,000 | 471 |
| U.S. Government securities | $290,005,000 | 355 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $290,005,000 | 336 |
| Securities issued by states & political subdivisions | $14,105,000 | 2,038 |
| 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 | $249,064,000 | 264 |
| Mortgage-backed securities | $178,044,000 | 407 |
| Certificates of participation in pools of residential mortgages | $125,625,000 | 344 |
| Issued or guaranteed by U.S. | $125,625,000 | 344 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $52,419,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $52,419,000 | 368 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $29,064,000 | 478 |
| Available-for-sale securities (fair market value) | $275,046,000 | 455 |
| Total debt securities | $304,110,000 | 462 |
| 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 | $302,736,000 | 474 |
| U.S. Government securities | $289,326,000 | 360 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $289,326,000 | 341 |
| Securities issued by states & political subdivisions | $13,410,000 | 2,145 |
| 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 | $256,600,000 | 255 |
| Mortgage-backed securities | $168,101,000 | 422 |
| Certificates of participation in pools of residential mortgages | $114,781,000 | 364 |
| Issued or guaranteed by U.S. | $114,781,000 | 361 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $53,320,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $53,320,000 | 368 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,725,000 | 488 |
| Available-for-sale securities (fair market value) | $273,011,000 | 457 |
| Total debt securities | $302,735,000 | 468 |
| 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 | $300,857,000 | 472 |
| U.S. Government securities | $285,861,000 | 360 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $285,861,000 | 343 |
| Securities issued by states & political subdivisions | $14,996,000 | 2,029 |
| 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 | $277,134,000 | 246 |
| Mortgage-backed securities | $165,574,000 | 425 |
| Certificates of participation in pools of residential mortgages | $109,562,000 | 377 |
| Issued or guaranteed by U.S. | $109,562,000 | 376 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $56,012,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $56,012,000 | 343 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $29,535,000 | 503 |
| Available-for-sale securities (fair market value) | $271,322,000 | 463 |
| Total debt securities | $300,859,000 | 466 |
| 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 | $307,501,000 | 470 |
| U.S. Government securities | $291,458,000 | 357 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $291,458,000 | 341 |
| Securities issued by states & political subdivisions | $16,043,000 | 2,000 |
| 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 | $268,974,000 | 250 |
| Mortgage-backed securities | $170,802,000 | 415 |
| Certificates of participation in pools of residential mortgages | $119,853,000 | 356 |
| Issued or guaranteed by U.S. | $119,853,000 | 353 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $50,949,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $50,949,000 | 366 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $30,552,000 | 500 |
| Available-for-sale securities (fair market value) | $276,949,000 | 456 |
| Total debt securities | $307,502,000 | 463 |
| 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 | $313,629,000 | 472 |
| U.S. Government securities | $297,202,000 | 357 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $297,202,000 | 339 |
| Securities issued by states & political subdivisions | $16,427,000 | 2,011 |
| 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 | $296,575,000 | 238 |
| Mortgage-backed securities | $176,174,000 | 415 |
| Certificates of participation in pools of residential mortgages | $125,385,000 | 354 |
| Issued or guaranteed by U.S. | $125,385,000 | 353 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,789,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $50,789,000 | 372 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $30,248,000 | 513 |
| Available-for-sale securities (fair market value) | $283,381,000 | 451 |
| Total debt securities | $313,629,000 | 463 |
| 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 | $311,455,000 | 473 |
| U.S. Government securities | $296,239,000 | 356 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $296,239,000 | 340 |
| Securities issued by states & political subdivisions | $15,216,000 | 2,170 |
| 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 | $286,657,000 | 248 |
| Mortgage-backed securities | $174,009,000 | 411 |
| Certificates of participation in pools of residential mortgages | $121,164,000 | 354 |
| Issued or guaranteed by U.S. | $121,164,000 | 353 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $52,845,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $52,845,000 | 362 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $28,966,000 | 539 |
| Available-for-sale securities (fair market value) | $282,489,000 | 457 |
| Total debt securities | $311,456,000 | 466 |
| 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 | $308,088,000 | 482 |
| U.S. Government securities | $292,184,000 | 364 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $292,184,000 | 348 |
| Securities issued by states & political subdivisions | $15,904,000 | 2,131 |
| 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 | $304,460,000 | 238 |
| Mortgage-backed securities | $164,113,000 | 427 |
| Certificates of participation in pools of residential mortgages | $115,349,000 | 371 |
| Issued or guaranteed by U.S. | $115,349,000 | 370 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $48,764,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $48,764,000 | 389 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $29,219,000 | 556 |
| Available-for-sale securities (fair market value) | $278,869,000 | 455 |
| Total debt securities | $308,088,000 | 476 |
| 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 | $302,948,000 | 498 |
| U.S. Government securities | $287,644,000 | 366 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $287,644,000 | 351 |
| Securities issued by states & political subdivisions | $15,304,000 | 2,209 |
| 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 | $298,309,000 | 242 |
| Mortgage-backed securities | $159,496,000 | 444 |
| Certificates of participation in pools of residential mortgages | $112,805,000 | 386 |
| Issued or guaranteed by U.S. | $112,805,000 | 385 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,691,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $46,691,000 | 405 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $29,313,000 | 557 |
| Available-for-sale securities (fair market value) | $273,635,000 | 471 |
| Total debt securities | $302,950,000 | 491 |
| 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 | $305,970,000 | 499 |
| U.S. Government securities | $288,854,000 | 365 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $288,854,000 | 348 |
| Securities issued by states & political subdivisions | $17,116,000 | 2,072 |
| 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 | $302,038,000 | 244 |
| Mortgage-backed securities | $160,719,000 | 445 |
| Certificates of participation in pools of residential mortgages | $118,092,000 | 371 |
| Issued or guaranteed by U.S. | $118,092,000 | 370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $42,627,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $42,627,000 | 439 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $29,527,000 | 567 |
| Available-for-sale securities (fair market value) | $276,443,000 | 474 |
| Total debt securities | $305,971,000 | 493 |
| 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 | $315,137,000 | 478 |
| U.S. Government securities | $296,258,000 | 354 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $296,258,000 | 340 |
| Securities issued by states & political subdivisions | $18,879,000 | 1,956 |
| 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 | $270,765,000 | 252 |
| Mortgage-backed securities | $167,916,000 | 424 |
| Certificates of participation in pools of residential mortgages | $124,164,000 | 349 |
| Issued or guaranteed by U.S. | $124,164,000 | 348 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $43,752,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $43,752,000 | 423 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $29,998,000 | 563 |
| Available-for-sale securities (fair market value) | $285,139,000 | 457 |
| Total debt securities | $315,137,000 | 472 |
| 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 | $312,722,000 | 485 |
| U.S. Government securities | $294,162,000 | 361 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $294,162,000 | 344 |
| Securities issued by states & political subdivisions | $18,560,000 | 1,977 |
| 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 | $298,793,000 | 233 |
| Mortgage-backed securities | $171,842,000 | 416 |
| Certificates of participation in pools of residential mortgages | $128,375,000 | 346 |
| Issued or guaranteed by U.S. | $128,375,000 | 345 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,467,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $43,467,000 | 437 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $30,689,000 | 553 |
| Available-for-sale securities (fair market value) | $282,033,000 | 461 |
| Total debt securities | $312,721,000 | 477 |
| 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 | $314,504,000 | 491 |
| U.S. Government securities | $295,906,000 | 363 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $295,906,000 | 349 |
| Securities issued by states & political subdivisions | $18,598,000 | 1,970 |
| 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 | $299,696,000 | 231 |
| Mortgage-backed securities | $172,854,000 | 422 |
| Certificates of participation in pools of residential mortgages | $143,777,000 | 310 |
| Issued or guaranteed by U.S. | $143,777,000 | 309 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,077,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $29,077,000 | 568 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $30,644,000 | 571 |
| Available-for-sale securities (fair market value) | $283,860,000 | 464 |
| Total debt securities | $314,504,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $113,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $328,825,000 | 475 |
| U.S. Government securities | $310,099,000 | 352 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $310,099,000 | 336 |
| Securities issued by states & political subdivisions | $18,726,000 | 1,947 |
| 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 | $323,636,000 | 231 |
| Mortgage-backed securities | $178,999,000 | 412 |
| Certificates of participation in pools of residential mortgages | $154,205,000 | 295 |
| Issued or guaranteed by U.S. | $154,205,000 | 294 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,794,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $24,794,000 | 639 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $30,336,000 | 587 |
| Available-for-sale securities (fair market value) | $298,489,000 | 443 |
| Total debt securities | $328,825,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $160,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $317,085,000 | 494 |
| U.S. Government securities | $298,465,000 | 367 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $298,465,000 | 346 |
| Securities issued by states & political subdivisions | $18,620,000 | 1,973 |
| 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 | $306,920,000 | 239 |
| Mortgage-backed securities | $154,478,000 | 459 |
| Certificates of participation in pools of residential mortgages | $136,314,000 | 316 |
| Issued or guaranteed by U.S. | $136,314,000 | 315 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,164,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $18,164,000 | 793 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $30,242,000 | 608 |
| Available-for-sale securities (fair market value) | $286,843,000 | 456 |
| Total debt securities | $317,084,000 | 490 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $218,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $314,603,000 | 497 |
| U.S. Government securities | $299,105,000 | 365 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $299,105,000 | 346 |
| Securities issued by states & political subdivisions | $15,498,000 | 2,241 |
| 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 | $301,309,000 | 240 |
| Mortgage-backed securities | $153,723,000 | 468 |
| Certificates of participation in pools of residential mortgages | $133,960,000 | 326 |
| Issued or guaranteed by U.S. | $133,960,000 | 325 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,763,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $19,763,000 | 755 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $30,158,000 | 611 |
| Available-for-sale securities (fair market value) | $284,445,000 | 458 |
| Total debt securities | $314,603,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $276,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $315,436,000 | 493 |
| U.S. Government securities | $299,810,000 | 364 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $299,810,000 | 347 |
| Securities issued by states & political subdivisions | $15,626,000 | 2,206 |
| 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 | $265,542,000 | 272 |
| Mortgage-backed securities | $157,108,000 | 468 |
| Certificates of participation in pools of residential mortgages | $136,465,000 | 325 |
| Issued or guaranteed by U.S. | $136,465,000 | 324 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,643,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $20,643,000 | 766 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $30,316,000 | 615 |
| Available-for-sale securities (fair market value) | $285,120,000 | 461 |
| Total debt securities | $315,437,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $346,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $318,898,000 | 490 |
| U.S. Government securities | $302,917,000 | 362 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $302,917,000 | 348 |
| Securities issued by states & political subdivisions | $15,981,000 | 2,166 |
| 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 | $269,493,000 | 270 |
| Mortgage-backed securities | $159,241,000 | 471 |
| Certificates of participation in pools of residential mortgages | $137,116,000 | 322 |
| Issued or guaranteed by U.S. | $137,116,000 | 320 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,125,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $22,125,000 | 764 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $14,759,000 | 912 |
| Available-for-sale securities (fair market value) | $304,139,000 | 436 |
| Total debt securities | $318,901,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $418,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $301,091,000 | 515 |
| U.S. Government securities | $285,928,000 | 392 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $285,928,000 | 373 |
| Securities issued by states & political subdivisions | $15,163,000 | 2,238 |
| 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 | $194,088,000 | 366 |
| Mortgage-backed securities | $146,163,000 | 501 |
| Certificates of participation in pools of residential mortgages | $123,131,000 | 353 |
| Issued or guaranteed by U.S. | $123,131,000 | 351 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $23,032,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $23,032,000 | 763 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $14,704,000 | 924 |
| Available-for-sale securities (fair market value) | $286,387,000 | 460 |
| Total debt securities | $301,091,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $497,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $297,859,000 | 517 |
| U.S. Government securities | $282,623,000 | 396 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $282,623,000 | 380 |
| Securities issued by states & political subdivisions | $15,236,000 | 2,251 |
| 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 | $206,869,000 | 342 |
| Mortgage-backed securities | $143,917,000 | 507 |
| Certificates of participation in pools of residential mortgages | $119,398,000 | 372 |
| Issued or guaranteed by U.S. | $119,398,000 | 372 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,519,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $24,519,000 | 742 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,529,000 | 1,454 |
| Available-for-sale securities (fair market value) | $293,330,000 | 445 |
| Total debt securities | $297,859,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $584,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $303,967,000 | 504 |
| U.S. Government securities | $289,727,000 | 389 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $289,727,000 | 374 |
| Securities issued by states & political subdivisions | $14,240,000 | 2,375 |
| 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 | $213,547,000 | 330 |
| Mortgage-backed securities | $150,095,000 | 489 |
| Certificates of participation in pools of residential mortgages | $124,274,000 | 357 |
| Issued or guaranteed by U.S. | $124,274,000 | 357 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,821,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $25,821,000 | 725 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,740,000 | 1,459 |
| Available-for-sale securities (fair market value) | $299,227,000 | 439 |
| Total debt securities | $303,967,000 | 497 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $691,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $311,237,000 | 501 |
| U.S. Government securities | $295,236,000 | 382 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $295,236,000 | 373 |
| Securities issued by states & political subdivisions | $16,001,000 | 2,198 |
| 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 | $235,631,000 | 307 |
| Mortgage-backed securities | $151,082,000 | 489 |
| Certificates of participation in pools of residential mortgages | $124,151,000 | 352 |
| Issued or guaranteed by U.S. | $124,151,000 | 352 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,931,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $26,931,000 | 712 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,054,000 | 1,432 |
| Available-for-sale securities (fair market value) | $306,183,000 | 431 |
| Total debt securities | $311,237,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $777,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $288,616,000 | 528 |
| U.S. Government securities | $272,438,000 | 403 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $272,438,000 | 390 |
| Securities issued by states & political subdivisions | $16,178,000 | 2,175 |
| 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 | $182,729,000 | 367 |
| Mortgage-backed securities | $129,213,000 | 542 |
| Certificates of participation in pools of residential mortgages | $101,512,000 | 436 |
| Issued or guaranteed by U.S. | $101,512,000 | 435 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $27,701,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $27,701,000 | 701 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,952,000 | 1,428 |
| Available-for-sale securities (fair market value) | $283,664,000 | 459 |
| Total debt securities | $288,616,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $868,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $299,688,000 | 517 |
| U.S. Government securities | $282,342,000 | 388 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $282,342,000 | 376 |
| Securities issued by states & political subdivisions | $17,346,000 | 2,069 |
| 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 | $192,093,000 | 350 |
| Mortgage-backed securities | $137,552,000 | 520 |
| Certificates of participation in pools of residential mortgages | $108,176,000 | 412 |
| Issued or guaranteed by U.S. | $108,176,000 | 411 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $29,376,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $29,376,000 | 679 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,364,000 | 1,356 |
| Available-for-sale securities (fair market value) | $294,324,000 | 452 |
| Total debt securities | $299,688,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $970,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $318,751,000 | 479 |
| U.S. Government securities | $301,920,000 | 352 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $301,920,000 | 341 |
| Securities issued by states & political subdivisions | $16,831,000 | 2,111 |
| 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 | $190,637,000 | 337 |
| Mortgage-backed securities | $152,057,000 | 490 |
| Certificates of participation in pools of residential mortgages | $119,115,000 | 378 |
| Issued or guaranteed by U.S. | $119,115,000 | 375 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,942,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $32,942,000 | 630 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,813,000 | 1,356 |
| Available-for-sale securities (fair market value) | $313,938,000 | 427 |
| Total debt securities | $318,752,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $1,114,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $341,752,000 | 452 |
| U.S. Government securities | $323,433,000 | 334 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $323,433,000 | 326 |
| Securities issued by states & political subdivisions | $18,319,000 | 1,959 |
| 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 | $211,274,000 | 319 |
| Mortgage-backed securities | $168,913,000 | 464 |
| Certificates of participation in pools of residential mortgages | $132,891,000 | 347 |
| Issued or guaranteed by U.S. | $132,891,000 | 346 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,022,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $36,022,000 | 604 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,021,000 | 1,302 |
| Available-for-sale securities (fair market value) | $336,731,000 | 405 |
| Total debt securities | $341,752,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,284,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $298,353,000 | 509 |
| U.S. Government securities | $279,807,000 | 402 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $279,807,000 | 381 |
| Securities issued by states & political subdivisions | $18,546,000 | 1,918 |
| 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 | $157,823,000 | 418 |
| Mortgage-backed securities | $131,007,000 | 558 |
| Certificates of participation in pools of residential mortgages | $118,421,000 | 383 |
| Issued or guaranteed by U.S. | $118,421,000 | 382 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,586,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $12,586,000 | 1,243 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,036,000 | 1,314 |
| Available-for-sale securities (fair market value) | $293,317,000 | 464 |
| Total debt securities | $298,353,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,400,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $318,383,000 | 482 |
| U.S. Government securities | $296,261,000 | 377 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $296,261,000 | 364 |
| Securities issued by states & political subdivisions | $22,122,000 | 1,593 |
| 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 | $167,568,000 | 396 |
| Mortgage-backed securities | $147,177,000 | 539 |
| Certificates of participation in pools of residential mortgages | $131,773,000 | 375 |
| Issued or guaranteed by U.S. | $131,773,000 | 374 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,404,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $15,404,000 | 1,157 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,239,000 | 1,141 |
| Available-for-sale securities (fair market value) | $311,144,000 | 439 |
| Total debt securities | $318,382,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,587,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $330,895,000 | 464 |
| U.S. Government securities | $310,401,000 | 362 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $310,401,000 | 351 |
| Securities issued by states & political subdivisions | $20,494,000 | 1,667 |
| 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 | $160,623,000 | 415 |
| Mortgage-backed securities | $162,174,000 | 510 |
| Certificates of participation in pools of residential mortgages | $144,035,000 | 351 |
| Issued or guaranteed by U.S. | $144,035,000 | 350 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,139,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $18,139,000 | 1,067 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,655,000 | 1,254 |
| Available-for-sale securities (fair market value) | $325,240,000 | 423 |
| Total debt securities | $330,895,000 | 456 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,693,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $358,661,000 | 424 |
| U.S. Government securities | $335,662,000 | 333 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $335,662,000 | 323 |
| Securities issued by states & political subdivisions | $22,999,000 | 1,444 |
| 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 | $187,993,000 | 357 |
| Mortgage-backed securities | $177,892,000 | 476 |
| Certificates of participation in pools of residential mortgages | $157,365,000 | 325 |
| Issued or guaranteed by U.S. | $157,365,000 | 324 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,527,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $20,527,000 | 982 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,376,000 | 1,307 |
| Available-for-sale securities (fair market value) | $353,285,000 | 393 |
| Total debt securities | $358,660,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,855,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $312,211,000 | 488 |
| U.S. Government securities | $290,424,000 | 373 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $290,424,000 | 364 |
| Securities issued by states & political subdivisions | $21,787,000 | 1,477 |
| 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 | $153,519,000 | 402 |
| Mortgage-backed securities | $187,527,000 | 446 |
| Certificates of participation in pools of residential mortgages | $164,780,000 | 296 |
| Issued or guaranteed by U.S. | $164,780,000 | 295 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,747,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $22,747,000 | 872 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,234,000 | 1,344 |
| Available-for-sale securities (fair market value) | $306,977,000 | 447 |
| Total debt securities | $312,211,000 | 483 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $2,034,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $298,859,000 | 492 |
| U.S. Government securities | $278,993,000 | 383 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $278,993,000 | 372 |
| Securities issued by states & political subdivisions | $19,791,000 | 1,560 |
| Other domestic debt securities | $75,000 | 2,751 |
| 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 | $75,000 | 2,048 |
| 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 | $166,489,000 | 367 |
| Mortgage-backed securities | $191,109,000 | 419 |
| Certificates of participation in pools of residential mortgages | $166,074,000 | 285 |
| Issued or guaranteed by U.S. | $166,074,000 | 282 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,035,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $25,035,000 | 799 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,195,000 | 1,466 |
| Available-for-sale securities (fair market value) | $294,664,000 | 444 |
| Total debt securities | $298,859,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $2,193,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $310,872,000 | 469 |
| U.S. Government securities | $291,438,000 | 375 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $291,438,000 | 362 |
| Securities issued by states & political subdivisions | $19,359,000 | 1,548 |
| Other domestic debt securities | $75,000 | 2,711 |
| 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 | $75,000 | 1,985 |
| 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 | $160,916,000 | 383 |
| Mortgage-backed securities | $201,929,000 | 384 |
| Certificates of participation in pools of residential mortgages | $175,258,000 | 264 |
| Issued or guaranteed by U.S. | $175,258,000 | 262 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,671,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $26,671,000 | 751 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,918,000 | 1,428 |
| Available-for-sale securities (fair market value) | $305,954,000 | 424 |
| Total debt securities | $310,873,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $2,350,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $263,946,000 | 560 |
| U.S. Government securities | $241,596,000 | 441 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $241,596,000 | 422 |
| Securities issued by states & political subdivisions | $22,275,000 | 1,308 |
| Other domestic debt securities | $75,000 | 2,764 |
| 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 | $75,000 | 2,030 |
| 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 | $175,180,000 | 348 |
| Mortgage-backed securities | $163,394,000 | 445 |
| Certificates of participation in pools of residential mortgages | $134,606,000 | 331 |
| Issued or guaranteed by U.S. | $134,606,000 | 329 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $28,788,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $28,788,000 | 691 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $5,139,000 | 1,409 |
| Available-for-sale securities (fair market value) | $258,807,000 | 512 |
| Total debt securities | $263,946,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $2,627,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $259,011,000 | 546 |
| U.S. Government securities | $232,658,000 | 442 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $232,658,000 | 421 |
| Securities issued by states & political subdivisions | $26,278,000 | 1,072 |
| Other domestic debt securities | $75,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $75,000 | 2,036 |
| 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 | $147,360,000 | 398 |
| Mortgage-backed securities | $147,970,000 | 471 |
| Certificates of participation in pools of residential mortgages | $114,776,000 | 361 |
| Issued or guaranteed by U.S. | $114,776,000 | 359 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,194,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $33,194,000 | 616 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $9,002,000 | 1,083 |
| Available-for-sale securities (fair market value) | $250,009,000 | 509 |
| Total debt securities | $259,011,000 | 537 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $2,845,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $232,237,000 | 586 |
| U.S. Government securities | $204,347,000 | 465 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $204,347,000 | 444 |
| Securities issued by states & political subdivisions | $27,802,000 | 977 |
| Other domestic debt securities | $88,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $88,000 | 2,073 |
| 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 | $169,230,000 | 351 |
| Mortgage-backed securities | $143,887,000 | 467 |
| Certificates of participation in pools of residential mortgages | $105,464,000 | 386 |
| Issued or guaranteed by U.S. | $105,464,000 | 384 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,423,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $38,423,000 | 548 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $9,174,000 | 1,088 |
| Available-for-sale securities (fair market value) | $223,063,000 | 539 |
| Total debt securities | $232,234,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $3,114,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $227,096,000 | 580 |
| U.S. Government securities | $199,140,000 | 482 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $199,140,000 | 461 |
| Securities issued by states & political subdivisions | $27,870,000 | 911 |
| Other domestic debt securities | $86,000 | 2,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $86,000 | 2,043 |
| 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 | $178,698,000 | 337 |
| Mortgage-backed securities | $137,019,000 | 491 |
| Certificates of participation in pools of residential mortgages | $101,040,000 | 389 |
| Issued or guaranteed by U.S. | $101,040,000 | 386 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $35,979,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $35,979,000 | 545 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $8,762,000 | 1,160 |
| Available-for-sale securities (fair market value) | $218,334,000 | 530 |
| Total debt securities | $227,097,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $4,915,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $204,326,000 | 643 |
| U.S. Government securities | $179,947,000 | 533 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $179,947,000 | 509 |
| Securities issued by states & political subdivisions | $24,291,000 | 1,020 |
| Other domestic debt securities | $88,000 | 3,039 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $88,000 | 2,063 |
| 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 | $174,190,000 | 358 |
| Mortgage-backed securities | $97,904,000 | 674 |
| Certificates of participation in pools of residential mortgages | $64,638,000 | 606 |
| Issued or guaranteed by U.S. | $64,638,000 | 603 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,266,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $33,266,000 | 574 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,050,000 | 1,522 |
| Available-for-sale securities (fair market value) | $199,276,000 | 571 |
| Total debt securities | $204,325,000 | 630 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $7,599,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $191,795,000 | 680 |
| U.S. Government securities | $168,135,000 | 554 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $168,135,000 | 536 |
| Securities issued by states & political subdivisions | $23,572,000 | 1,043 |
| Other domestic debt securities | $88,000 | 3,101 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $88,000 | 2,118 |
| 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 | $147,335,000 | 421 |
| Mortgage-backed securities | $100,199,000 | 657 |
| Certificates of participation in pools of residential mortgages | $63,520,000 | 635 |
| Issued or guaranteed by U.S. | $63,520,000 | 629 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $36,679,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $36,679,000 | 511 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,907,000 | 1,530 |
| Available-for-sale securities (fair market value) | $186,888,000 | 602 |
| Total debt securities | $191,795,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $7,966,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $184,880,000 | 700 |
| U.S. Government securities | $160,614,000 | 567 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $160,614,000 | 544 |
| Securities issued by states & political subdivisions | $24,166,000 | 1,008 |
| Other domestic debt securities | $100,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $100,000 | 2,180 |
| 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 | $167,390,000 | 379 |
| Mortgage-backed securities | $102,194,000 | 644 |
| Certificates of participation in pools of residential mortgages | $62,503,000 | 649 |
| Issued or guaranteed by U.S. | $62,503,000 | 643 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $39,691,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $39,691,000 | 462 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,833,000 | 1,766 |
| Available-for-sale securities (fair market value) | $181,047,000 | 611 |
| Total debt securities | $184,881,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $8,257,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $187,911,000 | 677 |
| U.S. Government securities | $162,684,000 | 548 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $162,684,000 | 527 |
| Securities issued by states & political subdivisions | $25,123,000 | 931 |
| Other domestic debt securities | $104,000 | 3,237 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $104,000 | 2,264 |
| 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 | $147,935,000 | 396 |
| Mortgage-backed securities | $102,808,000 | 634 |
| Certificates of participation in pools of residential mortgages | $66,973,000 | 633 |
| Issued or guaranteed by U.S. | $66,973,000 | 624 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $35,835,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $35,835,000 | 464 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $5,146,000 | 1,577 |
| Available-for-sale securities (fair market value) | $182,765,000 | 596 |
| Total debt securities | $187,909,000 | 659 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $8,672,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $202,184,000 | 610 |
| U.S. Government securities | $176,029,000 | 507 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $176,029,000 | 493 |
| Securities issued by states & political subdivisions | $26,051,000 | 844 |
| Other domestic debt securities | $104,000 | 3,183 |
| 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 | $104,000 | 2,393 |
| 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 | $176,632,000 | 348 |
| Mortgage-backed securities | $110,404,000 | 608 |
| Certificates of participation in pools of residential mortgages | $72,714,000 | 599 |
| Issued or guaranteed by U.S. | $72,714,000 | 588 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,690,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $37,690,000 | 430 |
| 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) | $6,790,000 | 1,426 |
| Available-for-sale securities (fair market value) | $195,394,000 | 545 |
| Total debt securities | $202,180,000 | 595 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $9,083,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $169,026,000 | 725 |
| U.S. Government securities | $143,047,000 | 628 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $143,047,000 | 614 |
| Securities issued by states & political subdivisions | $25,875,000 | 826 |
| Other domestic debt securities | $104,000 | 3,100 |
| 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 | $104,000 | 2,316 |
| 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 | $149,813,000 | 403 |
| Mortgage-backed securities | $84,170,000 | 761 |
| Certificates of participation in pools of residential mortgages | $55,645,000 | 752 |
| Issued or guaranteed by U.S. | $55,645,000 | 745 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $28,525,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $28,525,000 | 504 |
| 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) | $6,925,000 | 1,413 |
| Available-for-sale securities (fair market value) | $162,101,000 | 642 |
| Total debt securities | $169,023,000 | 713 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $9,367,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $175,673,000 | 678 |
| U.S. Government securities | $149,183,000 | 580 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $149,183,000 | 567 |
| Securities issued by states & political subdivisions | $26,373,000 | 794 |
| Other domestic debt securities | $117,000 | 3,048 |
| 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 | $117,000 | 2,270 |
| 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 | $150,261,000 | 388 |
| Mortgage-backed securities | $86,434,000 | 708 |
| Certificates of participation in pools of residential mortgages | $57,237,000 | 699 |
| Issued or guaranteed by U.S. | $57,237,000 | 690 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $29,197,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $29,197,000 | 469 |
| 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) | $6,904,000 | 1,419 |
| Available-for-sale securities (fair market value) | $168,769,000 | 594 |
| Total debt securities | $175,669,000 | 666 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $9,645,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $177,047,000 | 673 |
| U.S. Government securities | $151,185,000 | 568 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $151,185,000 | 556 |
| Securities issued by states & political subdivisions | $25,744,000 | 831 |
| Other domestic debt securities | $118,000 | 3,021 |
| 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 | $118,000 | 2,282 |
| 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 | $149,785,000 | 384 |
| Mortgage-backed securities | $88,795,000 | 682 |
| Certificates of participation in pools of residential mortgages | $58,971,000 | 677 |
| Issued or guaranteed by U.S. | $58,971,000 | 669 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $29,824,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $29,824,000 | 457 |
| 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) | $5,682,000 | 1,547 |
| Available-for-sale securities (fair market value) | $171,365,000 | 589 |
| Total debt securities | $177,041,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $9,938,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $167,507,000 | 718 |
| U.S. Government securities | $139,192,000 | 589 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $139,192,000 | 579 |
| Securities issued by states & political subdivisions | $28,202,000 | 743 |
| 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 | $113,000 | 155 |
| 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 | $147,987,000 | 382 |
| Mortgage-backed securities | $69,313,000 | 821 |
| Certificates of participation in pools of residential mortgages | $47,525,000 | 792 |
| Issued or guaranteed by U.S. | $47,525,000 | 782 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,788,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $21,788,000 | 553 |
| 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) | $6,157,000 | 1,499 |
| Available-for-sale securities (fair market value) | $161,350,000 | 642 |
| Total debt securities | $167,501,000 | 698 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $10,625,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $153,032,000 | 784 |
| U.S. Government securities | $124,951,000 | 668 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $124,951,000 | 651 |
| Securities issued by states & political subdivisions | $28,081,000 | 726 |
| 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 | $125,214,000 | 434 |
| Mortgage-backed securities | $71,950,000 | 721 |
| Certificates of participation in pools of residential mortgages | $49,521,000 | 691 |
| Issued or guaranteed by U.S. | $49,521,000 | 682 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,429,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $22,429,000 | 517 |
| 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) | $6,139,000 | 1,560 |
| Available-for-sale securities (fair market value) | $146,893,000 | 694 |
| Total debt securities | $153,026,000 | 762 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,000,000 | 785 |
| Trading account assets | $11,932,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $147,411,000 | 804 |
| U.S. Government securities | $121,316,000 | 685 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $121,316,000 | 670 |
| Securities issued by states & political subdivisions | $26,095,000 | 762 |
| 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 | $115,180,000 | 461 |
| Mortgage-backed securities | $69,282,000 | 713 |
| Certificates of participation in pools of residential mortgages | $51,081,000 | 638 |
| Issued or guaranteed by U.S. | $51,081,000 | 630 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,201,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $18,201,000 | 572 |
| 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) | $5,941,000 | 1,627 |
| Available-for-sale securities (fair market value) | $141,470,000 | 711 |
| Total debt securities | $147,411,000 | 779 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 925 |
| Fair value | $2,985,000 | 963 |
| Trading account assets | $17,201,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $129,028,000 | 923 |
| U.S. Government securities | $102,269,000 | 825 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $102,269,000 | 801 |
| Securities issued by states & political subdivisions | $26,759,000 | 743 |
| 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 | $117,515,000 | 456 |
| Mortgage-backed securities | $35,783,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $22,886,000 | 1,166 |
| Issued or guaranteed by U.S. | $22,886,000 | 1,158 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,897,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $12,897,000 | 709 |
| 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) | $6,041,000 | 1,633 |
| Available-for-sale securities (fair market value) | $122,987,000 | 828 |
| Total debt securities | $129,027,000 | 899 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,931,000 | 1,042 |
| Trading account assets | $22,415,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $133,640,000 | 889 |
| U.S. Government securities | $106,455,000 | 798 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $106,455,000 | 770 |
| Securities issued by states & political subdivisions | $27,185,000 | 722 |
| 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 | $121,245,000 | 443 |
| Mortgage-backed securities | $39,329,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $25,720,000 | 1,060 |
| Issued or guaranteed by U.S. | $25,720,000 | 1,052 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,609,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $13,609,000 | 691 |
| 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) | $7,118,000 | 1,521 |
| Available-for-sale securities (fair market value) | $126,522,000 | 813 |
| Total debt securities | $133,637,000 | 873 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,946,000 | 1,087 |
| Trading account assets | $13,097,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $140,185,000 | 872 |
| U.S. Government securities | $111,005,000 | 785 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $111,005,000 | 760 |
| Securities issued by states & political subdivisions | $29,180,000 | 660 |
| 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 | $120,443,000 | 463 |
| Mortgage-backed securities | $50,356,000 | 920 |
| Certificates of participation in pools of residential mortgages | $27,403,000 | 1,024 |
| Issued or guaranteed by U.S. | $27,403,000 | 1,014 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,953,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $22,953,000 | 511 |
| 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) | $8,979,000 | 1,399 |
| Available-for-sale securities (fair market value) | $131,206,000 | 788 |
| Total debt securities | $140,185,000 | 857 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,936,000 | 1,166 |
| 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 | $143,231,000 | 874 |
| U.S. Government securities | $113,239,000 | 793 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $113,239,000 | 769 |
| Securities issued by states & political subdivisions | $29,992,000 | 637 |
| 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 | $130,803,000 | 421 |
| Mortgage-backed securities | $52,751,000 | 894 |
| Certificates of participation in pools of residential mortgages | $28,758,000 | 995 |
| Issued or guaranteed by U.S. | $28,758,000 | 983 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $23,993,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $23,993,000 | 487 |
| 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) | $8,809,000 | 1,446 |
| Available-for-sale securities (fair market value) | $134,422,000 | 775 |
| Total debt securities | $143,233,000 | 855 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,926,000 | 1,252 |
| 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 | $149,439,000 | 832 |
| U.S. Government securities | $114,862,000 | 783 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $114,862,000 | 755 |
| Securities issued by states & political subdivisions | $34,577,000 | 513 |
| 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 | $133,174,000 | 414 |
| Mortgage-backed securities | $55,277,000 | 873 |
| Certificates of participation in pools of residential mortgages | $30,612,000 | 963 |
| Issued or guaranteed by U.S. | $30,612,000 | 954 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,665,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $24,665,000 | 472 |
| 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) | $12,277,000 | 1,214 |
| Available-for-sale securities (fair market value) | $137,162,000 | 761 |
| Total debt securities | $149,439,000 | 818 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,868,000 | 1,301 |
| 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 | $143,456,000 | 871 |
| U.S. Government securities | $107,906,000 | 851 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $107,906,000 | 824 |
| Securities issued by states & political subdivisions | $35,550,000 | 485 |
| 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 | $133,731,000 | 413 |
| Mortgage-backed securities | $47,699,000 | 989 |
| Certificates of participation in pools of residential mortgages | $21,368,000 | 1,287 |
| Issued or guaranteed by U.S. | $21,368,000 | 1,279 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,331,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $26,331,000 | 466 |
| 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) | $9,357,000 | 1,444 |
| Available-for-sale securities (fair market value) | $134,099,000 | 777 |
| Total debt securities | $143,454,000 | 851 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,903,000 | 1,320 |
| 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 | $125,840,000 | 987 |
| U.S. Government securities | $89,002,000 | 1,030 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $89,002,000 | 1,000 |
| Securities issued by states & political subdivisions | $36,690,000 | 475 |
| Other domestic debt securities | $148,000 | 3,053 |
| 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 | $148,000 | 2,495 |
| 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 | $105,529,000 | 518 |
| Mortgage-backed securities | $43,440,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $20,885,000 | 1,334 |
| Issued or guaranteed by U.S. | $20,885,000 | 1,325 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $22,555,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $22,555,000 | 501 |
| 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) | $9,672,000 | 1,451 |
| Available-for-sale securities (fair market value) | $116,168,000 | 908 |
| Total debt securities | $125,839,000 | 971 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,918,000 | 1,327 |
| 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 | $120,795,000 | 1,025 |
| U.S. Government securities | $82,577,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $82,577,000 | 1,051 |
| Securities issued by states & political subdivisions | $38,058,000 | 458 |
| Other domestic debt securities | $160,000 | 3,082 |
| 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 | $160,000 | 2,537 |
| 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 | $110,063,000 | 491 |
| Mortgage-backed securities | $36,422,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $22,813,000 | 1,278 |
| Issued or guaranteed by U.S. | $22,813,000 | 1,267 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,609,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $13,609,000 | 719 |
| 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) | $10,145,000 | 1,426 |
| Available-for-sale securities (fair market value) | $110,650,000 | 942 |
| Total debt securities | $120,796,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,956,000 | 1,277 |
| 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 | $104,407,000 | 1,199 |
| U.S. Government securities | $66,057,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $66,057,000 | 1,336 |
| Securities issued by states & political subdivisions | $38,200,000 | 455 |
| Other domestic debt securities | $150,000 | 3,139 |
| 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 | $150,000 | 2,613 |
| 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 | $93,386,000 | 554 |
| Mortgage-backed securities | $37,682,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $22,522,000 | 1,325 |
| Issued or guaranteed by U.S. | $22,522,000 | 1,314 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,160,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $15,160,000 | 684 |
| 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) | $10,024,000 | 1,441 |
| Available-for-sale securities (fair market value) | $94,383,000 | 1,119 |
| Total debt securities | $104,407,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,971,000 | 1,277 |
| 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 | $111,161,000 | 1,138 |
| U.S. Government securities | $68,405,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $68,405,000 | 1,309 |
| Securities issued by states & political subdivisions | $42,598,000 | 388 |
| Other domestic debt securities | $158,000 | 3,179 |
| 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 | $158,000 | 2,689 |
| 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 | $99,181,000 | 529 |
| Mortgage-backed securities | $40,452,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $24,037,000 | 1,291 |
| Issued or guaranteed by U.S. | $24,037,000 | 1,283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,415,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $16,415,000 | 674 |
| 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) | $10,977,000 | 1,408 |
| Available-for-sale securities (fair market value) | $100,184,000 | 1,075 |
| Total debt securities | $111,161,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,209 |
| Fair value | $2,917,000 | 1,285 |
| 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 | $101,895,000 | 1,267 |
| U.S. Government securities | $58,600,000 | 1,581 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $58,600,000 | 1,521 |
| Securities issued by states & political subdivisions | $43,138,000 | 391 |
| Other domestic debt securities | $157,000 | 3,239 |
| 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 | $157,000 | 2,767 |
| 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 | $89,025,000 | 576 |
| Mortgage-backed securities | $38,768,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $20,941,000 | 1,444 |
| Issued or guaranteed by U.S. | $20,941,000 | 1,431 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $17,827,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $17,827,000 | 658 |
| 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) | $10,871,000 | 1,422 |
| Available-for-sale securities (fair market value) | $91,024,000 | 1,200 |
| Total debt securities | $101,895,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,238 |
| Fair value | $2,977,000 | 1,232 |
| 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 | $94,715,000 | 1,354 |
| U.S. Government securities | $50,320,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $50,320,000 | 1,750 |
| Securities issued by states & political subdivisions | $44,225,000 | 376 |
| Other domestic debt securities | $170,000 | 3,287 |
| 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 | $170,000 | 2,834 |
| 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 | $81,617,000 | 608 |
| Mortgage-backed securities | $37,317,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $18,091,000 | 1,606 |
| Issued or guaranteed by U.S. | $18,091,000 | 1,596 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,226,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $19,226,000 | 633 |
| 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) | $10,761,000 | 1,431 |
| Available-for-sale securities (fair market value) | $83,954,000 | 1,292 |
| Total debt securities | $94,710,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,286 |
| Fair value | $2,994,000 | 1,264 |
| 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 | $94,995,000 | 1,379 |
| U.S. Government securities | $50,871,000 | 1,817 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $50,871,000 | 1,758 |
| Securities issued by states & political subdivisions | $43,954,000 | 362 |
| Other domestic debt securities | $170,000 | 3,381 |
| 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 | $170,000 | 2,933 |
| 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 | $81,377,000 | 586 |
| Mortgage-backed securities | $38,255,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $18,957,000 | 1,571 |
| Issued or guaranteed by U.S. | $18,957,000 | 1,561 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,298,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $19,298,000 | 637 |
| 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) | $10,218,000 | 1,470 |
| Available-for-sale securities (fair market value) | $84,777,000 | 1,302 |
| Total debt securities | $94,994,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 1,261 |
| Fair value | $2,890,000 | 1,261 |
| 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 | $92,776,000 | 1,420 |
| U.S. Government securities | $44,099,000 | 2,075 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $44,099,000 | 2,002 |
| Securities issued by states & political subdivisions | $48,677,000 | 330 |
| 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 | $79,672,000 | 590 |
| Mortgage-backed securities | $31,043,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $15,723,000 | 1,815 |
| Issued or guaranteed by U.S. | $15,723,000 | 1,806 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,320,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $15,320,000 | 767 |
| 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) | $6,938,000 | 1,793 |
| Available-for-sale securities (fair market value) | $85,838,000 | 1,304 |
| Total debt securities | $92,777,000 | 1,375 |
| Structured notes | ||
| Amortized cost | $2,985,000 | 1,112 |
| Fair value | $2,985,000 | 1,108 |
| 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 | $94,684,000 | 1,421 |
| U.S. Government securities | $47,766,000 | 1,981 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $47,766,000 | 1,911 |
| Securities issued by states & political subdivisions | $46,918,000 | 344 |
| 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 | $73,084,000 | 625 |
| Mortgage-backed securities | $17,615,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $10,873,000 | 2,302 |
| Issued or guaranteed by U.S. | $10,873,000 | 2,288 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,742,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $6,742,000 | 1,287 |
| 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) | $5,160,000 | 2,049 |
| Available-for-sale securities (fair market value) | $89,524,000 | 1,292 |
| Total debt securities | $94,684,000 | 1,380 |
| 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 | $89,281,000 | 1,480 |
| U.S. Government securities | $44,390,000 | 2,065 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $44,390,000 | 1,995 |
| Securities issued by states & political subdivisions | $44,891,000 | 365 |
| 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 | $74,747,000 | 611 |
| Mortgage-backed securities | $18,238,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $11,076,000 | 2,259 |
| Issued or guaranteed by U.S. | $11,076,000 | 2,249 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,162,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $7,162,000 | 1,256 |
| 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) | $1,836,000 | 2,972 |
| Available-for-sale securities (fair market value) | $87,445,000 | 1,289 |
| Total debt securities | $89,282,000 | 1,429 |
| 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 | $87,912,000 | 1,454 |
| U.S. Government securities | $39,526,000 | 2,178 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $39,526,000 | 2,098 |
| Securities issued by states & political subdivisions | $46,704,000 | 331 |
| Other domestic debt securities | $1,682,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,682,000 | 213 |
| 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 | $73,108,000 | 589 |
| Mortgage-backed securities | $18,114,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $10,202,000 | 2,379 |
| Issued or guaranteed by U.S. | $10,202,000 | 2,368 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,912,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $7,912,000 | 1,285 |
| 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) | $2,541,000 | 2,708 |
| Available-for-sale securities (fair market value) | $85,371,000 | 1,274 |
| Total debt securities | $87,915,000 | 1,406 |
| 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 | $77,074,000 | 1,604 |
| U.S. Government securities | $29,568,000 | 2,734 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $29,568,000 | 2,625 |
| Securities issued by states & political subdivisions | $45,652,000 | 319 |
| Other domestic debt securities | $1,854,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,854,000 | 203 |
| 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 | $65,634,000 | 657 |
| Mortgage-backed securities | $16,223,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $7,147,000 | 2,853 |
| Issued or guaranteed by U.S. | $7,147,000 | 2,843 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,076,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $9,076,000 | 1,241 |
| 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) | $4,275,000 | 2,268 |
| Available-for-sale securities (fair market value) | $72,799,000 | 1,438 |
| Total debt securities | $77,073,000 | 1,563 |
| 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 | $76,315,000 | 1,615 |
| U.S. Government securities | $27,779,000 | 2,867 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $27,779,000 | 2,741 |
| Securities issued by states & political subdivisions | $46,614,000 | 305 |
| Other domestic debt securities | $1,922,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,922,000 | 203 |
| 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 | $61,888,000 | 692 |
| Mortgage-backed securities | $7,296,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,633 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,616 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,271,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $5,271,000 | 1,690 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,700,000 | 2,237 |
| Available-for-sale securities (fair market value) | $71,615,000 | 1,446 |
| Total debt securities | $76,315,000 | 1,561 |
| 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 | $60,794,000 | 1,845 |
| U.S. Government securities | $20,823,000 | 3,407 |
| U.S. Treasury securities | $1,023,000 | 1,936 |
| U.S. Government agency obligations | $19,800,000 | 3,388 |
| Securities issued by states & political subdivisions | $36,185,000 | 395 |
| Other domestic debt securities | $3,786,000 | 1,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,225,000 | 200 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,561,000 | 2,127 |
| 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 | $54,164,000 | 728 |
| Mortgage-backed securities | $10,722,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $3,398,000 | 3,703 |
| Issued or guaranteed by U.S. | $3,398,000 | 3,688 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,324,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $7,324,000 | 1,426 |
| 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) | $60,794,000 | 1,522 |
| Total debt securities | $60,791,000 | 1,776 |
| 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 | $63,407,000 | 1,739 |
| U.S. Government securities | $21,543,000 | 3,446 |
| U.S. Treasury securities | $2,029,000 | 1,863 |
| U.S. Government agency obligations | $19,514,000 | 3,462 |
| Securities issued by states & political subdivisions | $36,619,000 | 381 |
| Other domestic debt securities | $3,821,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,492,000 | 1,882 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,424,000 | 1,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,255,000 | 798 |
| Mortgage-backed securities | $14,141,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,988,000 | 2,959 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,153,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $7,824,000 | 1,065 |
| Privately issued | $2,329,000 | 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 | 5,708 |
| Available-for-sale securities (fair market value) | $63,407,000 | 1,360 |
| Total debt securities | $61,983,000 | 1,690 |
| 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 | $60,685,000 | 1,892 |
| U.S. Government securities | $22,510,000 | 3,520 |
| U.S. Treasury securities | $2,045,000 | 2,615 |
| U.S. Government agency obligations | $20,465,000 | 3,416 |
| Securities issued by states & political subdivisions | $35,454,000 | 390 |
| Other domestic debt securities | $1,461,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,461,000 | 1,753 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,260,000 | 2,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,972,000 | 819 |
| Mortgage-backed securities | $15,050,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 3,521 |
| Issued or guaranteed by U.S. | $3,135,000 | 3,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,915,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $11,915,000 | 876 |
| 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) | $60,685,000 | 1,427 |
| Total debt securities | $59,425,000 | 1,853 |
| 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 | $66,441,000 | 1,773 |
| U.S. Government securities | $30,980,000 | 2,744 |
| U.S. Treasury securities | $10,065,000 | 1,288 |
| U.S. Government agency obligations | $20,915,000 | 3,219 |
| Securities issued by states & political subdivisions | $33,589,000 | 408 |
| Other domestic debt securities | $612,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $612,000 | 849 |
| 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 | $1,260,000 | 2,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,377,000 | 739 |
| Mortgage-backed securities | $17,448,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $4,452,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,452,000 | 3,136 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $12,996,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $12,384,000 | 934 |
| Privately issued | $612,000 | 725 |
| 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) | $66,441,000 | 1,323 |
| Total debt securities | $65,181,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 376 |
| Fair value | $1,999,000 | 350 |
| 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 | $78,577,000 | 1,467 |
| U.S. Government securities | $46,321,000 | 1,964 |
| U.S. Treasury securities | $18,511,000 | 1,022 |
| U.S. Government agency obligations | $27,810,000 | 2,451 |
| Securities issued by states & political subdivisions | $29,884,000 | 394 |
| Other domestic debt securities | $1,113,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,574 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,259,000 | 2,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,740,000 | 1,172 |
| Mortgage-backed securities | $20,276,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,518 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $16,859,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $15,846,000 | 771 |
| Privately issued | $1,013,000 | 453 |
| 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) | $43,109,000 | 813 |
| Available-for-sale securities (fair market value) | $35,468,000 | 2,249 |
| Total debt securities | $77,318,000 | 1,441 |
| 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 | $79,316,000 | 1,520 |
| U.S. Government securities | $52,945,000 | 1,837 |
| U.S. Treasury securities | $24,616,000 | 960 |
| U.S. Government agency obligations | $28,329,000 | 2,504 |
| Securities issued by states & political subdivisions | $24,919,000 | 477 |
| Other domestic debt securities | $301,000 | 3,077 |
| 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 | $301,000 | 2,361 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,151,000 | 2,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,820,000 | 903 |
| Mortgage-backed securities | $13,737,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,755 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $11,779,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $11,779,000 | 1,051 |
| 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) | $42,072,000 | 976 |
| Available-for-sale securities (fair market value) | $37,244,000 | 2,225 |
| Total debt securities | $78,165,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $4,795,000 | 420 |
| Fair value | $4,767,000 | 414 |
| 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 | $82,607,000 | 1,529 |
| U.S. Government securities | $56,919,000 | 1,782 |
| U.S. Treasury securities | $33,046,000 | 856 |
| U.S. Government agency obligations | $23,873,000 | 2,866 |
| Securities issued by states & political subdivisions | $23,748,000 | 488 |
| Other domestic debt securities | $1,258,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,931 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,170,000 | 1,787 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $682,000 | 2,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,400,000 | 827 |
| Mortgage-backed securities | $10,191,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $2,364,000 | 4,625 |
| Issued or guaranteed by U.S. | $2,364,000 | 4,599 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,827,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $7,739,000 | 1,575 |
| Privately issued | $88,000 | 1,618 |
| 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) | $44,406,000 | 961 |
| Available-for-sale securities (fair market value) | $38,201,000 | 2,241 |
| Total debt securities | $81,925,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $5,762,000 | 579 |
| Fair value | $5,677,000 | 575 |
| 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 | $71,084,000 | 1,852 |
| U.S. Government securities | $47,545,000 | 2,208 |
| U.S. Treasury securities | $28,278,000 | 1,229 |
| U.S. Government agency obligations | $19,267,000 | 3,287 |
| Securities issued by states & political subdivisions | $21,167,000 | 567 |
| Other domestic debt securities | $1,747,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $121,000 | 2,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,626,000 | 1,752 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $625,000 | 2,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,793,000 | 961 |
| Mortgage-backed securities | $11,676,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 4,534 |
| Issued or guaranteed by U.S. | $2,780,000 | 4,507 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,896,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $8,775,000 | 1,520 |
| Privately issued | $121,000 | 1,752 |
| 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) | $48,803,000 | 1,522 |
| Available-for-sale securities (fair market value) | $22,281,000 | 2,553 |
| Total debt securities | $70,459,000 | 1,809 |
| 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 | $50,110,000 | 2,769 |
| U.S. Government securities | $32,684,000 | 3,323 |
| U.S. Treasury securities | $14,719,000 | 2,502 |
| U.S. Government agency obligations | $17,965,000 | 3,611 |
| Securities issued by states & political subdivisions | $14,527,000 | 952 |
| Other domestic debt securities | $2,370,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $2,370,000 | 762 |
| 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 | $529,000 | 2,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,424,000 | 1,233 |
| Mortgage-backed securities | $16,378,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $10,131,000 | 2,461 |
| Issued or guaranteed by U.S. | $10,131,000 | 2,434 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,247,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $3,877,000 | 2,875 |
| Privately issued | $2,370,000 | 536 |
| 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 | $49,581,000 | 2,712 |
| 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 | $48,696,000 | 2,808 |
| U.S. Government securities | $31,376,000 | 3,418 |
| U.S. Treasury securities | $23,673,000 | 1,583 |
| U.S. Government agency obligations | $7,703,000 | 6,489 |
| Securities issued by states & political subdivisions | $13,357,000 | 955 |
| Other domestic debt securities | $1,206,000 | 3,761 |
| Privately issued residential mortgage-backed securities | $1,206,000 | 1,600 |
| 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 | $2,757,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,415,000 | 2,101 |
| Mortgage-backed securities | $6,170,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 4,329 |
| Issued or guaranteed by U.S. | $4,215,000 | 4,278 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,955,000 | 4,103 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 5,047 |
| Privately issued | $1,206,000 | 1,277 |
| 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 | $45,939,000 | 2,898 |
| 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 |