Home > The Moody National Bank > Securities
The Moody National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $444,867,000 | 470 |
| U.S. Government securities | $225,133,000 | 598 |
| U.S. Treasury securities | $1,895,000 | 2,339 |
| U.S. Government agency obligations | $223,238,000 | 529 |
| Securities issued by states & political subdivisions | $215,051,000 | 186 |
| Other domestic debt securities | $4,683,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,683,000 | 994 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,604,000 | 439 |
| Mortgage-backed securities | $203,311,000 | 452 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $195,182,000 | 305 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,793,000 | 1,198 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $336,000 | 1,456 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $5,513,000 | 1,159 |
| Available-for-sale securities (fair market value) | $439,354,000 | 387 |
| Total debt securities | $444,868,000 | 463 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $444,951,000 | 466 |
| U.S. Government securities | $227,986,000 | 604 |
| U.S. Treasury securities | $3,783,000 | 2,058 |
| U.S. Government agency obligations | $224,203,000 | 529 |
| Securities issued by states & political subdivisions | $212,334,000 | 183 |
| Other domestic debt securities | $4,631,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $4,631,000 | 994 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,613,000 | 319 |
| Mortgage-backed securities | $204,798,000 | 444 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $196,514,000 | 291 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,949,000 | 1,164 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $335,000 | 1,435 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,519,000 | 1,171 |
| Available-for-sale securities (fair market value) | $439,432,000 | 378 |
| Total debt securities | $444,949,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $470,403,000 | 451 |
| U.S. Government securities | $242,368,000 | 584 |
| U.S. Treasury securities | $3,782,000 | 2,103 |
| U.S. Government agency obligations | $238,586,000 | 516 |
| Securities issued by states & political subdivisions | $223,451,000 | 185 |
| Other domestic debt securities | $4,584,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,584,000 | 998 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,790,000 | 261 |
| Mortgage-backed securities | $219,139,000 | 432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $210,358,000 | 282 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,419,000 | 1,139 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $362,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $7,158,000 | 1,099 |
| Available-for-sale securities (fair market value) | $463,245,000 | 371 |
| Total debt securities | $470,402,000 | 443 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $482,812,000 | 472 |
| U.S. Government securities | $253,069,000 | 587 |
| U.S. Treasury securities | $3,820,000 | 2,167 |
| U.S. Government agency obligations | $249,249,000 | 491 |
| Securities issued by states & political subdivisions | $224,891,000 | 194 |
| Other domestic debt securities | $4,852,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,852,000 | 1,016 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,622,000 | 308 |
| Mortgage-backed securities | $229,668,000 | 446 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $220,334,000 | 288 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,967,000 | 1,146 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $367,000 | 1,439 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $7,170,000 | 1,138 |
| Available-for-sale securities (fair market value) | $475,642,000 | 390 |
| Total debt securities | $482,813,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $492,285,000 | 469 |
| U.S. Government securities | $262,170,000 | 575 |
| U.S. Treasury securities | $3,782,000 | 2,222 |
| U.S. Government agency obligations | $258,388,000 | 477 |
| Securities issued by states & political subdivisions | $225,246,000 | 203 |
| Other domestic debt securities | $4,869,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,869,000 | 1,029 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,374,000 | 270 |
| Mortgage-backed securities | $238,878,000 | 438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $229,233,000 | 290 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,222,000 | 1,140 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $423,000 | 1,410 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $8,326,000 | 1,117 |
| Available-for-sale securities (fair market value) | $483,959,000 | 383 |
| Total debt securities | $492,285,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $515,074,000 | 453 |
| U.S. Government securities | $274,212,000 | 562 |
| U.S. Treasury securities | $7,575,000 | 1,785 |
| U.S. Government agency obligations | $266,637,000 | 459 |
| Securities issued by states & political subdivisions | $235,936,000 | 188 |
| Other domestic debt securities | $4,926,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,926,000 | 1,024 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,028,000 | 478 |
| Mortgage-backed securities | $247,157,000 | 432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $235,958,000 | 285 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,903,000 | 1,126 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,296,000 | 1,160 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $8,343,000 | 1,096 |
| Available-for-sale securities (fair market value) | $506,731,000 | 372 |
| Total debt securities | $515,075,000 | 443 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $534,953,000 | 447 |
| U.S. Government securities | $276,052,000 | 558 |
| U.S. Treasury securities | $1,849,000 | 2,531 |
| U.S. Government agency obligations | $274,203,000 | 468 |
| Securities issued by states & political subdivisions | $253,908,000 | 186 |
| Other domestic debt securities | $4,993,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,993,000 | 1,022 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,897,000 | 476 |
| Mortgage-backed securities | $254,181,000 | 438 |
| Certificates of participation in pools of residential mortgages | $242,106,000 | 287 |
| Issued or guaranteed by U.S. | $242,106,000 | 286 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,711,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $10,711,000 | 1,104 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,364,000 | 1,636 |
| Commercial mortgage pass-through securities | $1,364,000 | 1,139 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $9,854,000 | 974 |
| Available-for-sale securities (fair market value) | $525,099,000 | 377 |
| Total debt securities | $534,953,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $590,480,000 | 413 |
| U.S. Government securities | $306,583,000 | 509 |
| U.S. Treasury securities | $1,892,000 | 2,297 |
| U.S. Government agency obligations | $304,691,000 | 435 |
| Securities issued by states & political subdivisions | $278,764,000 | 172 |
| Other domestic debt securities | $5,133,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,133,000 | 994 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,978,000 | 448 |
| Mortgage-backed securities | $283,685,000 | 410 |
| Certificates of participation in pools of residential mortgages | $269,773,000 | 278 |
| Issued or guaranteed by U.S. | $269,773,000 | 278 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,508,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $12,508,000 | 1,024 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,404,000 | 1,612 |
| Commercial mortgage pass-through securities | $1,404,000 | 1,127 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $9,877,000 | 882 |
| Available-for-sale securities (fair market value) | $580,603,000 | 354 |
| Total debt securities | $590,481,000 | 405 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $539,934,000 | 428 |
| U.S. Government securities | $276,962,000 | 527 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $276,962,000 | 472 |
| Securities issued by states & political subdivisions | $257,757,000 | 195 |
| Other domestic debt securities | $5,215,000 | 1,258 |
| 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 | $5,215,000 | 943 |
| 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 | $179,324,000 | 426 |
| Mortgage-backed securities | $269,321,000 | 420 |
| Certificates of participation in pools of residential mortgages | $252,903,000 | 292 |
| Issued or guaranteed by U.S. | $252,903,000 | 292 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $14,272,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $14,272,000 | 933 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,146,000 | 1,463 |
| Commercial mortgage pass-through securities | $1,598,000 | 1,083 |
| Other commercial mortgage-backed securities | $548,000 | 1,292 |
| Held to maturity securities (book value) | $11,322,000 | 730 |
| Available-for-sale securities (fair market value) | $528,612,000 | 381 |
| Total debt securities | $539,934,000 | 419 |
| 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 | $495,168,000 | 441 |
| U.S. Government securities | $266,618,000 | 508 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $266,618,000 | 466 |
| Securities issued by states & political subdivisions | $223,300,000 | 214 |
| Other domestic debt securities | $5,250,000 | 1,206 |
| 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 | $5,250,000 | 888 |
| 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 | $185,455,000 | 392 |
| Mortgage-backed securities | $264,063,000 | 414 |
| Certificates of participation in pools of residential mortgages | $245,862,000 | 288 |
| Issued or guaranteed by U.S. | $245,862,000 | 288 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,988,000 | 903 |
| CMOs issued by government agencies or sponsored agencies | $15,988,000 | 867 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,213,000 | 1,464 |
| Commercial mortgage pass-through securities | $1,638,000 | 1,081 |
| Other commercial mortgage-backed securities | $575,000 | 1,295 |
| Held to maturity securities (book value) | $11,349,000 | 702 |
| Available-for-sale securities (fair market value) | $483,819,000 | 401 |
| Total debt securities | $495,168,000 | 433 |
| 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 | $438,843,000 | 471 |
| U.S. Government securities | $234,534,000 | 522 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $234,534,000 | 486 |
| Securities issued by states & political subdivisions | $199,069,000 | 232 |
| Other domestic debt securities | $5,240,000 | 1,176 |
| 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 | $5,240,000 | 847 |
| 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 | $185,722,000 | 381 |
| Mortgage-backed securities | $234,534,000 | 426 |
| Certificates of participation in pools of residential mortgages | $222,870,000 | 288 |
| Issued or guaranteed by U.S. | $222,870,000 | 287 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $9,081,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $9,081,000 | 1,139 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,583,000 | 1,389 |
| Commercial mortgage pass-through securities | $1,781,000 | 1,058 |
| Other commercial mortgage-backed securities | $802,000 | 1,233 |
| Held to maturity securities (book value) | $15,360,000 | 605 |
| Available-for-sale securities (fair market value) | $423,483,000 | 434 |
| Total debt securities | $438,844,000 | 463 |
| 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 | $405,860,000 | 464 |
| U.S. Government securities | $224,862,000 | 497 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $224,862,000 | 469 |
| Securities issued by states & political subdivisions | $176,924,000 | 253 |
| Other domestic debt securities | $4,074,000 | 1,236 |
| 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 | $4,074,000 | 879 |
| 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 | $168,836,000 | 414 |
| Mortgage-backed securities | $224,862,000 | 415 |
| Certificates of participation in pools of residential mortgages | $213,748,000 | 276 |
| Issued or guaranteed by U.S. | $213,748,000 | 275 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,448,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $8,448,000 | 1,149 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,666,000 | 1,360 |
| Commercial mortgage pass-through securities | $1,798,000 | 1,040 |
| Other commercial mortgage-backed securities | $868,000 | 1,200 |
| Held to maturity securities (book value) | $15,392,000 | 570 |
| Available-for-sale securities (fair market value) | $390,468,000 | 436 |
| Total debt securities | $405,860,000 | 456 |
| 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 | $383,612,000 | 444 |
| U.S. Government securities | $208,273,000 | 478 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $208,273,000 | 459 |
| Securities issued by states & political subdivisions | $171,318,000 | 249 |
| Other domestic debt securities | $4,021,000 | 1,181 |
| 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 | $4,021,000 | 843 |
| 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 | $162,338,000 | 410 |
| Mortgage-backed securities | $208,273,000 | 413 |
| Certificates of participation in pools of residential mortgages | $195,434,000 | 266 |
| Issued or guaranteed by U.S. | $195,434,000 | 265 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,809,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $9,809,000 | 1,085 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,030,000 | 1,259 |
| Commercial mortgage pass-through securities | $1,886,000 | 989 |
| Other commercial mortgage-backed securities | $1,144,000 | 1,073 |
| Held to maturity securities (book value) | $17,338,000 | 518 |
| Available-for-sale securities (fair market value) | $366,274,000 | 418 |
| Total debt securities | $383,612,000 | 437 |
| 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 | $353,929,000 | 454 |
| U.S. Government securities | $194,438,000 | 485 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $194,438,000 | 457 |
| Securities issued by states & political subdivisions | $155,473,000 | 245 |
| Other domestic debt securities | $4,018,000 | 1,130 |
| 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 | $4,018,000 | 792 |
| 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 | $165,445,000 | 395 |
| Mortgage-backed securities | $194,438,000 | 410 |
| Certificates of participation in pools of residential mortgages | $180,147,000 | 266 |
| Issued or guaranteed by U.S. | $180,147,000 | 265 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,184,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $11,184,000 | 1,033 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,107,000 | 1,220 |
| Commercial mortgage pass-through securities | $1,907,000 | 960 |
| Other commercial mortgage-backed securities | $1,200,000 | 1,039 |
| Held to maturity securities (book value) | $18,379,000 | 486 |
| Available-for-sale securities (fair market value) | $335,550,000 | 423 |
| Total debt securities | $353,930,000 | 448 |
| 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 | $320,685,000 | 473 |
| U.S. Government securities | $184,966,000 | 495 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $184,966,000 | 467 |
| Securities issued by states & political subdivisions | $133,717,000 | 269 |
| Other domestic debt securities | $2,002,000 | 1,351 |
| 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 | $2,002,000 | 1,008 |
| 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 | $149,491,000 | 428 |
| Mortgage-backed securities | $184,966,000 | 421 |
| Certificates of participation in pools of residential mortgages | $169,341,000 | 286 |
| Issued or guaranteed by U.S. | $169,341,000 | 284 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,976,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $11,976,000 | 1,019 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,649,000 | 1,138 |
| Commercial mortgage pass-through securities | $1,998,000 | 939 |
| Other commercial mortgage-backed securities | $1,651,000 | 948 |
| Held to maturity securities (book value) | $20,375,000 | 460 |
| Available-for-sale securities (fair market value) | $300,310,000 | 452 |
| Total debt securities | $320,684,000 | 464 |
| 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 | $278,879,000 | 523 |
| U.S. Government securities | $175,816,000 | 527 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $175,816,000 | 494 |
| Securities issued by states & political subdivisions | $103,063,000 | 322 |
| 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 | $147,756,000 | 414 |
| Mortgage-backed securities | $175,816,000 | 439 |
| Certificates of participation in pools of residential mortgages | $161,383,000 | 295 |
| Issued or guaranteed by U.S. | $161,383,000 | 289 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $12,479,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $12,479,000 | 1,016 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,954,000 | 1,378 |
| Commercial mortgage pass-through securities | $1,954,000 | 923 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $20,427,000 | 466 |
| Available-for-sale securities (fair market value) | $258,452,000 | 512 |
| Total debt securities | $278,878,000 | 513 |
| 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 | $276,932,000 | 511 |
| U.S. Government securities | $178,046,000 | 527 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $178,046,000 | 490 |
| Securities issued by states & political subdivisions | $98,886,000 | 315 |
| 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 | $130,006,000 | 448 |
| Mortgage-backed securities | $178,046,000 | 426 |
| Certificates of participation in pools of residential mortgages | $162,812,000 | 278 |
| Issued or guaranteed by U.S. | $162,812,000 | 271 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $13,138,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $13,138,000 | 971 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,096,000 | 1,297 |
| Commercial mortgage pass-through securities | $2,096,000 | 878 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $22,644,000 | 469 |
| Available-for-sale securities (fair market value) | $254,288,000 | 501 |
| Total debt securities | $276,934,000 | 500 |
| 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 | $201,407,000 | 669 |
| U.S. Government securities | $133,156,000 | 663 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $133,156,000 | 616 |
| Securities issued by states & political subdivisions | $68,251,000 | 470 |
| 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 | $126,656,000 | 454 |
| Mortgage-backed securities | $133,156,000 | 511 |
| Certificates of participation in pools of residential mortgages | $124,490,000 | 336 |
| Issued or guaranteed by U.S. | $124,490,000 | 329 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,544,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,544,000 | 1,402 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,122,000 | 1,288 |
| Commercial mortgage pass-through securities | $2,122,000 | 873 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $22,708,000 | 501 |
| Available-for-sale securities (fair market value) | $178,699,000 | 674 |
| Total debt securities | $201,408,000 | 663 |
| 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 | $174,221,000 | 766 |
| U.S. Government securities | $108,460,000 | 805 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $108,460,000 | 758 |
| Securities issued by states & political subdivisions | $65,761,000 | 493 |
| 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 | $122,293,000 | 474 |
| Mortgage-backed securities | $108,460,000 | 597 |
| Certificates of participation in pools of residential mortgages | $104,570,000 | 390 |
| Issued or guaranteed by U.S. | $104,570,000 | 388 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,617,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,617,000 | 2,141 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,273,000 | 1,249 |
| Commercial mortgage pass-through securities | $2,273,000 | 848 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $25,596,000 | 498 |
| Available-for-sale securities (fair market value) | $148,625,000 | 793 |
| Total debt securities | $174,220,000 | 756 |
| 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 | $193,969,000 | 705 |
| U.S. Government securities | $113,085,000 | 778 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $113,085,000 | 726 |
| Securities issued by states & political subdivisions | $80,884,000 | 396 |
| 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 | $125,410,000 | 466 |
| Mortgage-backed securities | $113,085,000 | 570 |
| Certificates of participation in pools of residential mortgages | $109,170,000 | 382 |
| Issued or guaranteed by U.S. | $109,170,000 | 381 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,693,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,693,000 | 2,119 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,222,000 | 1,194 |
| Commercial mortgage pass-through securities | $2,222,000 | 835 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $25,667,000 | 512 |
| Available-for-sale securities (fair market value) | $168,302,000 | 703 |
| Total debt securities | $193,968,000 | 694 |
| 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 | $203,704,000 | 678 |
| U.S. Government securities | $117,427,000 | 746 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $117,427,000 | 702 |
| Securities issued by states & political subdivisions | $86,277,000 | 375 |
| 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 | $127,912,000 | 464 |
| Mortgage-backed securities | $117,427,000 | 558 |
| Certificates of participation in pools of residential mortgages | $113,304,000 | 370 |
| Issued or guaranteed by U.S. | $113,304,000 | 367 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,764,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $1,764,000 | 2,097 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,359,000 | 1,152 |
| Commercial mortgage pass-through securities | $2,359,000 | 813 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $27,068,000 | 520 |
| Available-for-sale securities (fair market value) | $176,636,000 | 677 |
| Total debt securities | $203,704,000 | 668 |
| 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 | $200,880,000 | 680 |
| U.S. Government securities | $117,828,000 | 742 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $117,828,000 | 700 |
| Securities issued by states & political subdivisions | $83,052,000 | 392 |
| 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 | $129,820,000 | 455 |
| Mortgage-backed securities | $117,828,000 | 557 |
| Certificates of participation in pools of residential mortgages | $113,632,000 | 369 |
| Issued or guaranteed by U.S. | $113,632,000 | 368 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,875,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $1,875,000 | 2,063 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,321,000 | 1,140 |
| Commercial mortgage pass-through securities | $2,321,000 | 806 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $27,478,000 | 520 |
| Available-for-sale securities (fair market value) | $173,402,000 | 683 |
| Total debt securities | $200,882,000 | 672 |
| 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 | $192,857,000 | 716 |
| U.S. Government securities | $109,192,000 | 798 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $109,192,000 | 754 |
| Securities issued by states & political subdivisions | $83,665,000 | 406 |
| 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 | $122,769,000 | 487 |
| Mortgage-backed securities | $109,192,000 | 595 |
| Certificates of participation in pools of residential mortgages | $106,657,000 | 394 |
| Issued or guaranteed by U.S. | $106,657,000 | 392 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,535,000 | 1,084 |
| Commercial mortgage pass-through securities | $2,535,000 | 759 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $30,091,000 | 509 |
| Available-for-sale securities (fair market value) | $162,766,000 | 743 |
| Total debt securities | $192,858,000 | 707 |
| 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 | $217,120,000 | 650 |
| U.S. Government securities | $117,542,000 | 756 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $117,542,000 | 718 |
| Securities issued by states & political subdivisions | $99,578,000 | 346 |
| 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 | $143,769,000 | 434 |
| Mortgage-backed securities | $115,939,000 | 569 |
| Certificates of participation in pools of residential mortgages | $114,987,000 | 379 |
| Issued or guaranteed by U.S. | $114,987,000 | 378 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $952,000 | 1,249 |
| Commercial mortgage pass-through securities | $952,000 | 837 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $30,180,000 | 515 |
| Available-for-sale securities (fair market value) | $186,940,000 | 644 |
| Total debt securities | $217,120,000 | 641 |
| 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 | $224,505,000 | 643 |
| U.S. Government securities | $119,476,000 | 764 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $119,476,000 | 723 |
| Securities issued by states & political subdivisions | $105,029,000 | 336 |
| 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 | $157,270,000 | 410 |
| Mortgage-backed securities | $117,711,000 | 568 |
| Certificates of participation in pools of residential mortgages | $116,730,000 | 367 |
| Issued or guaranteed by U.S. | $116,730,000 | 366 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $981,000 | 1,223 |
| Commercial mortgage pass-through securities | $981,000 | 823 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $31,951,000 | 494 |
| Available-for-sale securities (fair market value) | $192,554,000 | 641 |
| Total debt securities | $224,504,000 | 634 |
| 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 | $222,806,000 | 633 |
| U.S. Government securities | $116,870,000 | 784 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $116,870,000 | 746 |
| Securities issued by states & political subdivisions | $105,936,000 | 333 |
| 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 | $128,908,000 | 493 |
| Mortgage-backed securities | $115,095,000 | 575 |
| Certificates of participation in pools of residential mortgages | $114,099,000 | 374 |
| Issued or guaranteed by U.S. | $114,099,000 | 373 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $996,000 | 1,200 |
| Commercial mortgage pass-through securities | $996,000 | 812 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $32,045,000 | 513 |
| Available-for-sale securities (fair market value) | $190,761,000 | 647 |
| Total debt securities | $222,806,000 | 626 |
| 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 | $232,897,000 | 626 |
| U.S. Government securities | $124,431,000 | 754 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $124,431,000 | 716 |
| Securities issued by states & political subdivisions | $108,466,000 | 332 |
| 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 | $131,767,000 | 480 |
| Mortgage-backed securities | $122,403,000 | 554 |
| Certificates of participation in pools of residential mortgages | $121,397,000 | 362 |
| Issued or guaranteed by U.S. | $121,397,000 | 360 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,006,000 | 1,151 |
| Commercial mortgage pass-through securities | $1,006,000 | 788 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $33,448,000 | 514 |
| Available-for-sale securities (fair market value) | $199,449,000 | 635 |
| Total debt securities | $232,898,000 | 618 |
| 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 | $266,255,000 | 567 |
| U.S. Government securities | $131,382,000 | 734 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $131,382,000 | 698 |
| Securities issued by states & political subdivisions | $134,873,000 | 255 |
| 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 | $115,700,000 | 539 |
| Mortgage-backed securities | $129,380,000 | 533 |
| Certificates of participation in pools of residential mortgages | $128,398,000 | 344 |
| Issued or guaranteed by U.S. | $128,398,000 | 343 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $982,000 | 1,141 |
| Commercial mortgage pass-through securities | $982,000 | 769 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $33,672,000 | 522 |
| Available-for-sale securities (fair market value) | $232,583,000 | 556 |
| Total debt securities | $266,255,000 | 559 |
| 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 | $275,415,000 | 552 |
| U.S. Government securities | $139,050,000 | 678 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $139,050,000 | 640 |
| Securities issued by states & political subdivisions | $136,365,000 | 240 |
| 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 | $107,228,000 | 568 |
| Mortgage-backed securities | $136,895,000 | 498 |
| Certificates of participation in pools of residential mortgages | $135,891,000 | 317 |
| Issued or guaranteed by U.S. | $135,891,000 | 316 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,004,000 | 1,080 |
| Commercial mortgage pass-through securities | $1,004,000 | 728 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,280,000 | 511 |
| Available-for-sale securities (fair market value) | $240,135,000 | 549 |
| Total debt securities | $275,415,000 | 542 |
| 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 | $316,049,000 | 484 |
| U.S. Government securities | $173,733,000 | 554 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $173,733,000 | 528 |
| Securities issued by states & political subdivisions | $142,316,000 | 223 |
| 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 | $135,574,000 | 476 |
| Mortgage-backed securities | $171,493,000 | 418 |
| Certificates of participation in pools of residential mortgages | $171,493,000 | 262 |
| Issued or guaranteed by U.S. | $171,493,000 | 261 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $35,373,000 | 510 |
| Available-for-sale securities (fair market value) | $280,676,000 | 463 |
| Total debt securities | $316,049,000 | 476 |
| 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 | $353,626,000 | 447 |
| U.S. Government securities | $208,702,000 | 470 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $208,702,000 | 445 |
| Securities issued by states & political subdivisions | $144,924,000 | 220 |
| 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 | $141,296,000 | 469 |
| Mortgage-backed securities | $206,215,000 | 368 |
| Certificates of participation in pools of residential mortgages | $206,215,000 | 226 |
| Issued or guaranteed by U.S. | $206,215,000 | 225 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $36,555,000 | 516 |
| Available-for-sale securities (fair market value) | $317,071,000 | 416 |
| Total debt securities | $353,626,000 | 438 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $412,941,000 | 384 |
| U.S. Government securities | $240,045,000 | 431 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $240,045,000 | 412 |
| Securities issued by states & political subdivisions | $172,896,000 | 170 |
| 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 | $146,753,000 | 469 |
| Mortgage-backed securities | $237,572,000 | 326 |
| Certificates of participation in pools of residential mortgages | $237,572,000 | 198 |
| Issued or guaranteed by U.S. | $237,572,000 | 196 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $37,003,000 | 529 |
| Available-for-sale securities (fair market value) | $375,938,000 | 354 |
| Total debt securities | $412,941,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $506,157,000 | 311 |
| U.S. Government securities | $308,239,000 | 357 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $308,239,000 | 341 |
| Securities issued by states & political subdivisions | $197,918,000 | 142 |
| 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 | $150,741,000 | 451 |
| Mortgage-backed securities | $297,702,000 | 279 |
| Certificates of participation in pools of residential mortgages | $297,702,000 | 164 |
| Issued or guaranteed by U.S. | $297,702,000 | 161 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $37,101,000 | 540 |
| Available-for-sale securities (fair market value) | $469,056,000 | 282 |
| Total debt securities | $506,157,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $509,359,000 | 307 |
| U.S. Government securities | $322,015,000 | 341 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $322,015,000 | 326 |
| Securities issued by states & political subdivisions | $187,344,000 | 147 |
| 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 | $155,203,000 | 449 |
| Mortgage-backed securities | $311,462,000 | 270 |
| Certificates of participation in pools of residential mortgages | $311,462,000 | 158 |
| Issued or guaranteed by U.S. | $311,462,000 | 156 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $37,213,000 | 530 |
| Available-for-sale securities (fair market value) | $472,146,000 | 279 |
| Total debt securities | $509,359,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $466,295,000 | 334 |
| U.S. Government securities | $290,700,000 | 376 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $290,700,000 | 357 |
| Securities issued by states & political subdivisions | $175,595,000 | 158 |
| 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 | $207,269,000 | 350 |
| Mortgage-backed securities | $280,117,000 | 292 |
| Certificates of participation in pools of residential mortgages | $280,117,000 | 166 |
| Issued or guaranteed by U.S. | $280,117,000 | 165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $37,700,000 | 529 |
| Available-for-sale securities (fair market value) | $428,595,000 | 301 |
| Total debt securities | $466,295,000 | 328 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $464,628,000 | 332 |
| U.S. Government securities | $297,293,000 | 370 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $297,293,000 | 354 |
| Securities issued by states & political subdivisions | $167,335,000 | 160 |
| 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 | $221,390,000 | 329 |
| Mortgage-backed securities | $286,591,000 | 286 |
| Certificates of participation in pools of residential mortgages | $286,591,000 | 167 |
| Issued or guaranteed by U.S. | $286,591,000 | 166 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $37,797,000 | 531 |
| Available-for-sale securities (fair market value) | $426,831,000 | 307 |
| Total debt securities | $464,628,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $419,762,000 | 375 |
| U.S. Government securities | $261,949,000 | 428 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $261,949,000 | 413 |
| Securities issued by states & political subdivisions | $157,813,000 | 168 |
| 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 | $194,900,000 | 365 |
| Mortgage-backed securities | $251,185,000 | 330 |
| Certificates of participation in pools of residential mortgages | $251,185,000 | 182 |
| Issued or guaranteed by U.S. | $251,185,000 | 181 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $37,969,000 | 525 |
| Available-for-sale securities (fair market value) | $381,793,000 | 335 |
| Total debt securities | $419,762,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $420,279,000 | 376 |
| U.S. Government securities | $272,212,000 | 407 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $272,212,000 | 392 |
| Securities issued by states & political subdivisions | $148,067,000 | 183 |
| 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 | $160,859,000 | 423 |
| Mortgage-backed securities | $261,624,000 | 317 |
| Certificates of participation in pools of residential mortgages | $261,624,000 | 177 |
| Issued or guaranteed by U.S. | $261,624,000 | 176 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $28,807,000 | 630 |
| Available-for-sale securities (fair market value) | $391,472,000 | 325 |
| Total debt securities | $420,279,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $392,319,000 | 407 |
| U.S. Government securities | $251,163,000 | 441 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $251,163,000 | 429 |
| Securities issued by states & political subdivisions | $141,156,000 | 193 |
| 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 | $169,277,000 | 403 |
| Mortgage-backed securities | $240,497,000 | 345 |
| Certificates of participation in pools of residential mortgages | $240,497,000 | 192 |
| Issued or guaranteed by U.S. | $240,497,000 | 191 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $25,440,000 | 686 |
| Available-for-sale securities (fair market value) | $366,879,000 | 358 |
| Total debt securities | $392,319,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $410,472,000 | 390 |
| U.S. Government securities | $265,879,000 | 418 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $265,879,000 | 404 |
| Securities issued by states & political subdivisions | $140,131,000 | 192 |
| Other domestic debt securities | $4,462,000 | 1,026 |
| 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 | $4,462,000 | 758 |
| 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 | $207,456,000 | 342 |
| Mortgage-backed securities | $252,334,000 | 331 |
| Certificates of participation in pools of residential mortgages | $252,334,000 | 184 |
| Issued or guaranteed by U.S. | $252,334,000 | 183 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $25,816,000 | 666 |
| Available-for-sale securities (fair market value) | $384,656,000 | 347 |
| Total debt securities | $410,472,000 | 383 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $400,932,000 | 392 |
| U.S. Government securities | $266,589,000 | 411 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $266,589,000 | 396 |
| Securities issued by states & political subdivisions | $129,897,000 | 206 |
| Other domestic debt securities | $4,446,000 | 1,060 |
| 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 | $4,446,000 | 777 |
| 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 | $186,642,000 | 360 |
| Mortgage-backed securities | $253,070,000 | 319 |
| Certificates of participation in pools of residential mortgages | $253,070,000 | 183 |
| Issued or guaranteed by U.S. | $253,070,000 | 182 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $18,675,000 | 799 |
| Available-for-sale securities (fair market value) | $382,257,000 | 353 |
| Total debt securities | $400,932,000 | 385 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $426,890,000 | 361 |
| U.S. Government securities | $286,500,000 | 380 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $286,500,000 | 369 |
| Securities issued by states & political subdivisions | $135,969,000 | 192 |
| Other domestic debt securities | $4,421,000 | 1,097 |
| 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 | $4,421,000 | 802 |
| 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 | $161,171,000 | 406 |
| Mortgage-backed securities | $272,965,000 | 301 |
| Certificates of participation in pools of residential mortgages | $272,965,000 | 168 |
| Issued or guaranteed by U.S. | $272,965,000 | 167 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $16,516,000 | 834 |
| Available-for-sale securities (fair market value) | $410,374,000 | 325 |
| Total debt securities | $426,890,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $381,917,000 | 391 |
| U.S. Government securities | $250,121,000 | 443 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $250,121,000 | 429 |
| Securities issued by states & political subdivisions | $126,162,000 | 211 |
| Other domestic debt securities | $5,634,000 | 969 |
| 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 | $5,634,000 | 687 |
| 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 | $169,880,000 | 386 |
| Mortgage-backed securities | $231,112,000 | 354 |
| Certificates of participation in pools of residential mortgages | $231,112,000 | 202 |
| Issued or guaranteed by U.S. | $231,112,000 | 201 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $10,960,000 | 958 |
| Available-for-sale securities (fair market value) | $370,957,000 | 359 |
| Total debt securities | $381,917,000 | 383 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $387,856,000 | 395 |
| U.S. Government securities | $260,583,000 | 436 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $260,583,000 | 422 |
| Securities issued by states & political subdivisions | $121,450,000 | 215 |
| Other domestic debt securities | $5,823,000 | 965 |
| 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 | $5,823,000 | 669 |
| 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 | $209,416,000 | 324 |
| Mortgage-backed securities | $240,925,000 | 352 |
| Certificates of participation in pools of residential mortgages | $240,925,000 | 201 |
| Issued or guaranteed by U.S. | $240,925,000 | 199 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $11,224,000 | 922 |
| Available-for-sale securities (fair market value) | $376,632,000 | 357 |
| Total debt securities | $387,856,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $349,175,000 | 438 |
| U.S. Government securities | $252,617,000 | 446 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $252,617,000 | 430 |
| Securities issued by states & political subdivisions | $90,689,000 | 311 |
| Other domestic debt securities | $5,869,000 | 934 |
| 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 | $5,869,000 | 642 |
| 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 | $207,574,000 | 325 |
| Mortgage-backed securities | $230,638,000 | 363 |
| Certificates of participation in pools of residential mortgages | $230,638,000 | 202 |
| Issued or guaranteed by U.S. | $230,638,000 | 200 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $11,238,000 | 916 |
| Available-for-sale securities (fair market value) | $337,937,000 | 402 |
| Total debt securities | $349,175,000 | 430 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $360,154,000 | 425 |
| U.S. Government securities | $273,684,000 | 418 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $273,684,000 | 399 |
| Securities issued by states & political subdivisions | $80,065,000 | 357 |
| Other domestic debt securities | $6,405,000 | 923 |
| 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 | $6,405,000 | 631 |
| 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 | $202,782,000 | 329 |
| Mortgage-backed securities | $251,416,000 | 353 |
| Certificates of participation in pools of residential mortgages | $251,416,000 | 198 |
| Issued or guaranteed by U.S. | $251,416,000 | 197 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $11,333,000 | 927 |
| Available-for-sale securities (fair market value) | $348,821,000 | 389 |
| Total debt securities | $360,154,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $363,305,000 | 426 |
| U.S. Government securities | $289,315,000 | 388 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $289,315,000 | 372 |
| Securities issued by states & political subdivisions | $66,645,000 | 434 |
| Other domestic debt securities | $7,345,000 | 869 |
| 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 | $7,345,000 | 591 |
| 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 | $207,517,000 | 325 |
| Mortgage-backed securities | $256,210,000 | 349 |
| Certificates of participation in pools of residential mortgages | $256,210,000 | 196 |
| Issued or guaranteed by U.S. | $256,210,000 | 195 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $12,074,000 | 889 |
| Available-for-sale securities (fair market value) | $351,231,000 | 392 |
| Total debt securities | $363,305,000 | 419 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,001,000 | 2,081 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $319,053,000 | 494 |
| U.S. Government securities | $264,153,000 | 435 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $264,153,000 | 418 |
| Securities issued by states & political subdivisions | $44,484,000 | 725 |
| Other domestic debt securities | $10,416,000 | 706 |
| 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 | $10,416,000 | 463 |
| 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 | $224,119,000 | 313 |
| Mortgage-backed securities | $211,055,000 | 406 |
| Certificates of participation in pools of residential mortgages | $211,055,000 | 244 |
| Issued or guaranteed by U.S. | $211,055,000 | 242 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $12,339,000 | 892 |
| Available-for-sale securities (fair market value) | $306,714,000 | 465 |
| Total debt securities | $319,054,000 | 485 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,184 |
| Fair value | $1,007,000 | 2,216 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $289,862,000 | 530 |
| U.S. Government securities | $251,586,000 | 439 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $251,586,000 | 424 |
| Securities issued by states & political subdivisions | $30,861,000 | 1,044 |
| Other domestic debt securities | $7,415,000 | 865 |
| 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 | $7,415,000 | 544 |
| 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 | $206,556,000 | 302 |
| Mortgage-backed securities | $187,431,000 | 447 |
| Certificates of participation in pools of residential mortgages | $187,431,000 | 258 |
| Issued or guaranteed by U.S. | $187,431,000 | 256 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $12,808,000 | 890 |
| Available-for-sale securities (fair market value) | $277,054,000 | 492 |
| Total debt securities | $289,862,000 | 521 |
| Structured notes | ||
| Amortized cost | $6,004,000 | 852 |
| Fair value | $6,026,000 | 861 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $316,781,000 | 457 |
| U.S. Government securities | $280,901,000 | 377 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $280,901,000 | 367 |
| Securities issued by states & political subdivisions | $28,360,000 | 1,090 |
| Other domestic debt securities | $7,520,000 | 848 |
| 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 | $7,520,000 | 507 |
| 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 | $268,399,000 | 226 |
| Mortgage-backed securities | $193,863,000 | 413 |
| Certificates of participation in pools of residential mortgages | $193,863,000 | 243 |
| Issued or guaranteed by U.S. | $193,863,000 | 240 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $12,908,000 | 879 |
| Available-for-sale securities (fair market value) | $303,873,000 | 430 |
| Total debt securities | $316,781,000 | 451 |
| Structured notes | ||
| Amortized cost | $6,007,000 | 886 |
| Fair value | $6,046,000 | 885 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $362,231,000 | 397 |
| U.S. Government securities | $325,029,000 | 337 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $325,029,000 | 325 |
| Securities issued by states & political subdivisions | $29,601,000 | 989 |
| Other domestic debt securities | $7,601,000 | 817 |
| 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 | $7,601,000 | 466 |
| 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 | $325,655,000 | 189 |
| Mortgage-backed securities | $198,403,000 | 387 |
| Certificates of participation in pools of residential mortgages | $198,403,000 | 235 |
| Issued or guaranteed by U.S. | $198,403,000 | 232 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $12,922,000 | 889 |
| Available-for-sale securities (fair market value) | $349,309,000 | 363 |
| Total debt securities | $362,231,000 | 392 |
| Structured notes | ||
| Amortized cost | $6,009,000 | 1,008 |
| Fair value | $6,099,000 | 1,006 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $394,242,000 | 366 |
| U.S. Government securities | $357,031,000 | 300 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $357,031,000 | 288 |
| Securities issued by states & political subdivisions | $29,552,000 | 972 |
| Other domestic debt securities | $7,659,000 | 838 |
| 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 | $7,659,000 | 463 |
| 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 | $339,343,000 | 186 |
| Mortgage-backed securities | $212,132,000 | 361 |
| Certificates of participation in pools of residential mortgages | $212,132,000 | 219 |
| Issued or guaranteed by U.S. | $212,132,000 | 217 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $12,936,000 | 906 |
| Available-for-sale securities (fair market value) | $381,306,000 | 335 |
| Total debt securities | $394,242,000 | 358 |
| Structured notes | ||
| Amortized cost | $6,011,000 | 1,068 |
| Fair value | $6,053,000 | 1,065 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $364,589,000 | 382 |
| U.S. Government securities | $327,261,000 | 321 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $327,261,000 | 308 |
| Securities issued by states & political subdivisions | $28,544,000 | 982 |
| Other domestic debt securities | $8,784,000 | 823 |
| 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 | $8,784,000 | 419 |
| 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 | $285,270,000 | 217 |
| Mortgage-backed securities | $208,572,000 | 366 |
| Certificates of participation in pools of residential mortgages | $208,572,000 | 206 |
| Issued or guaranteed by U.S. | $208,572,000 | 205 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $13,326,000 | 881 |
| Available-for-sale securities (fair market value) | $351,263,000 | 358 |
| Total debt securities | $364,589,000 | 375 |
| Structured notes | ||
| Amortized cost | $6,014,000 | 972 |
| Fair value | $6,097,000 | 963 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $386,460,000 | 349 |
| U.S. Government securities | $349,378,000 | 275 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $349,378,000 | 267 |
| Securities issued by states & political subdivisions | $27,153,000 | 1,000 |
| Other domestic debt securities | $9,929,000 | 779 |
| 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 | $9,929,000 | 372 |
| 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 | $333,542,000 | 183 |
| Mortgage-backed securities | $215,408,000 | 330 |
| Certificates of participation in pools of residential mortgages | $215,408,000 | 200 |
| Issued or guaranteed by U.S. | $215,408,000 | 198 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $13,341,000 | 893 |
| Available-for-sale securities (fair market value) | $373,119,000 | 318 |
| Total debt securities | $386,460,000 | 344 |
| Structured notes | ||
| Amortized cost | $6,016,000 | 949 |
| Fair value | $6,125,000 | 944 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $364,558,000 | 354 |
| U.S. Government securities | $330,566,000 | 288 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $330,566,000 | 279 |
| Securities issued by states & political subdivisions | $24,043,000 | 1,060 |
| Other domestic debt securities | $9,949,000 | 790 |
| 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 | $9,949,000 | 351 |
| 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 | $273,333,000 | 225 |
| Mortgage-backed securities | $186,344,000 | 362 |
| Certificates of participation in pools of residential mortgages | $186,344,000 | 221 |
| Issued or guaranteed by U.S. | $186,344,000 | 219 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $13,356,000 | 919 |
| Available-for-sale securities (fair market value) | $351,202,000 | 324 |
| Total debt securities | $364,558,000 | 349 |
| Structured notes | ||
| Amortized cost | $6,018,000 | 1,014 |
| Fair value | $6,078,000 | 1,010 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $402,867,000 | 331 |
| U.S. Government securities | $369,108,000 | 265 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $369,108,000 | 257 |
| Securities issued by states & political subdivisions | $23,614,000 | 1,054 |
| Other domestic debt securities | $9,995,000 | 813 |
| 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 | $9,995,000 | 359 |
| Foreign debt securities | $150,000 | 119 |
| 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 | $368,820,000 | 170 |
| Mortgage-backed securities | $199,840,000 | 363 |
| Certificates of participation in pools of residential mortgages | $199,840,000 | 216 |
| Issued or guaranteed by U.S. | $199,840,000 | 214 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $13,520,000 | 916 |
| Available-for-sale securities (fair market value) | $389,347,000 | 296 |
| Total debt securities | $402,867,000 | 326 |
| Structured notes | ||
| Amortized cost | $6,020,000 | 812 |
| Fair value | $6,042,000 | 813 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $355,649,000 | 366 |
| U.S. Government securities | $325,854,000 | 283 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $325,854,000 | 273 |
| Securities issued by states & political subdivisions | $17,519,000 | 1,446 |
| Other domestic debt securities | $12,126,000 | 729 |
| 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 | $12,126,000 | 305 |
| Foreign debt securities | $150,000 | 120 |
| 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 | $280,365,000 | 228 |
| Mortgage-backed securities | $155,199,000 | 453 |
| Certificates of participation in pools of residential mortgages | $155,199,000 | 286 |
| Issued or guaranteed by U.S. | $155,199,000 | 284 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $13,928,000 | 905 |
| Available-for-sale securities (fair market value) | $341,721,000 | 339 |
| Total debt securities | $355,649,000 | 359 |
| Structured notes | ||
| Amortized cost | $1,023,000 | 1,958 |
| Fair value | $1,012,000 | 1,970 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $343,715,000 | 388 |
| U.S. Government securities | $316,483,000 | 294 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $316,483,000 | 282 |
| Securities issued by states & political subdivisions | $12,887,000 | 1,897 |
| Other domestic debt securities | $14,170,000 | 721 |
| 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 | $14,170,000 | 287 |
| Foreign debt securities | $175,000 | 122 |
| 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 | $219,452,000 | 291 |
| Mortgage-backed securities | $138,906,000 | 512 |
| Certificates of participation in pools of residential mortgages | $138,906,000 | 332 |
| Issued or guaranteed by U.S. | $138,906,000 | 328 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $11,795,000 | 1,027 |
| Available-for-sale securities (fair market value) | $331,920,000 | 348 |
| Total debt securities | $343,715,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $320,246,000 | 410 |
| U.S. Government securities | $293,470,000 | 311 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $293,470,000 | 300 |
| Securities issued by states & political subdivisions | $12,773,000 | 1,867 |
| Other domestic debt securities | $13,828,000 | 748 |
| 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 | $13,828,000 | 304 |
| Foreign debt securities | $175,000 | 125 |
| 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 | $222,975,000 | 286 |
| Mortgage-backed securities | $120,783,000 | 568 |
| Certificates of participation in pools of residential mortgages | $120,783,000 | 385 |
| Issued or guaranteed by U.S. | $120,783,000 | 379 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $11,811,000 | 1,049 |
| Available-for-sale securities (fair market value) | $308,435,000 | 367 |
| Total debt securities | $320,246,000 | 402 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $378,954,000 | 354 |
| U.S. Government securities | $348,973,000 | 276 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $348,973,000 | 268 |
| Securities issued by states & political subdivisions | $12,194,000 | 1,835 |
| Other domestic debt securities | $17,612,000 | 622 |
| 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 | $17,612,000 | 253 |
| Foreign debt securities | $175,000 | 123 |
| 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 | $270,877,000 | 239 |
| Mortgage-backed securities | $152,379,000 | 477 |
| Certificates of participation in pools of residential mortgages | $152,379,000 | 324 |
| Issued or guaranteed by U.S. | $152,379,000 | 318 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,534,000 | 847 |
| Available-for-sale securities (fair market value) | $362,420,000 | 314 |
| Total debt securities | $378,954,000 | 346 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 224 |
| Fair value | $5,363,000 | 221 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $275,446,000 | 455 |
| U.S. Government securities | $244,166,000 | 367 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $244,166,000 | 358 |
| Securities issued by states & political subdivisions | $10,593,000 | 1,988 |
| Other domestic debt securities | $20,512,000 | 524 |
| 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 | $20,512,000 | 215 |
| Foreign debt securities | $175,000 | 116 |
| 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 | $176,422,000 | 352 |
| Mortgage-backed securities | $79,603,000 | 802 |
| Certificates of participation in pools of residential mortgages | $79,603,000 | 542 |
| Issued or guaranteed by U.S. | $79,603,000 | 536 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,994,000 | 914 |
| Available-for-sale securities (fair market value) | $260,452,000 | 410 |
| Total debt securities | $275,446,000 | 443 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 261 |
| Fair value | $5,422,000 | 258 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $236,709,000 | 513 |
| U.S. Government securities | $217,964,000 | 397 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $217,964,000 | 382 |
| Securities issued by states & political subdivisions | $6,700,000 | 2,676 |
| Other domestic debt securities | $11,820,000 | 750 |
| 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 | $11,820,000 | 318 |
| Foreign debt securities | $225,000 | 117 |
| 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 | $133,681,000 | 433 |
| Mortgage-backed securities | $45,218,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $45,218,000 | 874 |
| Issued or guaranteed by U.S. | $45,218,000 | 864 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,417,000 | 1,012 |
| Available-for-sale securities (fair market value) | $224,292,000 | 462 |
| Total debt securities | $236,709,000 | 505 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 240 |
| Fair value | $5,362,000 | 236 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $238,346,000 | 522 |
| U.S. Government securities | $221,430,000 | 387 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $221,430,000 | 376 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,848 |
| Other domestic debt securities | $10,677,000 | 842 |
| 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 | $10,677,000 | 414 |
| Foreign debt securities | $225,000 | 122 |
| 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 | $115,187,000 | 488 |
| Mortgage-backed securities | $42,518,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $42,518,000 | 926 |
| Issued or guaranteed by U.S. | $42,518,000 | 914 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,424,000 | 1,004 |
| Available-for-sale securities (fair market value) | $225,922,000 | 471 |
| Total debt securities | $238,346,000 | 508 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 258 |
| Fair value | $5,390,000 | 253 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $287,190,000 | 438 |
| U.S. Government securities | $265,895,000 | 323 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $265,895,000 | 314 |
| Securities issued by states & political subdivisions | $6,015,000 | 2,859 |
| Other domestic debt securities | $15,055,000 | 655 |
| 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 | $15,055,000 | 315 |
| Foreign debt securities | $225,000 | 133 |
| 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 | $121,984,000 | 457 |
| Mortgage-backed securities | $45,955,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $45,955,000 | 826 |
| Issued or guaranteed by U.S. | $45,955,000 | 816 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,429,000 | 1,021 |
| Available-for-sale securities (fair market value) | $274,761,000 | 397 |
| Total debt securities | $287,190,000 | 425 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 261 |
| Fair value | $5,529,000 | 256 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $290,194,000 | 431 |
| U.S. Government securities | $270,677,000 | 327 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $270,677,000 | 319 |
| Securities issued by states & political subdivisions | $5,123,000 | 3,067 |
| Other domestic debt securities | $14,169,000 | 642 |
| 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 | $14,169,000 | 325 |
| Foreign debt securities | $225,000 | 140 |
| 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 | $166,057,000 | 352 |
| Mortgage-backed securities | $21,314,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $21,314,000 | 1,343 |
| Issued or guaranteed by U.S. | $21,314,000 | 1,336 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,302,000 | 1,074 |
| Available-for-sale securities (fair market value) | $277,892,000 | 384 |
| Total debt securities | $290,194,000 | 414 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 476 |
| Fair value | $5,431,000 | 470 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $310,104,000 | 411 |
| U.S. Government securities | $285,984,000 | 315 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $285,984,000 | 308 |
| Securities issued by states & political subdivisions | $4,103,000 | 3,383 |
| Other domestic debt securities | $19,792,000 | 489 |
| 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 | $19,792,000 | 242 |
| Foreign debt securities | $225,000 | 141 |
| 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 | $154,141,000 | 360 |
| Mortgage-backed securities | $1,577,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,457 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,444 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,291,000 | 1,165 |
| Available-for-sale securities (fair market value) | $298,813,000 | 365 |
| Total debt securities | $310,104,000 | 397 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 590 |
| Fair value | $5,384,000 | 588 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $315,541,000 | 404 |
| U.S. Government securities | $295,242,000 | 318 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $295,242,000 | 312 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,365 |
| Other domestic debt securities | $15,922,000 | 537 |
| 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 | $15,922,000 | 272 |
| Foreign debt securities | $275,000 | 126 |
| 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 | $263,238,000 | 252 |
| Mortgage-backed securities | $1,626,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,626,000 | 4,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,346,000 | 1,167 |
| Available-for-sale securities (fair market value) | $304,195,000 | 352 |
| Total debt securities | $315,541,000 | 391 |
| Structured notes | ||
| Amortized cost | $5,350,000 | 617 |
| Fair value | $5,308,000 | 614 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $413,549,000 | 332 |
| U.S. Government securities | $408,309,000 | 240 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $408,309,000 | 232 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,375 |
| Other domestic debt securities | $863,000 | 2,044 |
| 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 | $863,000 | 1,480 |
| Foreign debt securities | $275,000 | 132 |
| 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 | $308,798,000 | 222 |
| Mortgage-backed securities | $568,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,194 |
| Issued or guaranteed by U.S. | $568,000 | 5,173 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $406,003,000 | 59 |
| Available-for-sale securities (fair market value) | $7,546,000 | 5,980 |
| Total debt securities | $413,549,000 | 323 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 180 |
| Fair value | $15,951,000 | 179 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $434,407,000 | 313 |
| U.S. Government securities | $429,161,000 | 236 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $429,161,000 | 229 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,396 |
| Other domestic debt securities | $869,000 | 2,046 |
| 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 | $869,000 | 1,502 |
| Foreign debt securities | $275,000 | 132 |
| 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 | $368,893,000 | 189 |
| Mortgage-backed securities | $595,000 | 5,614 |
| Certificates of participation in pools of residential mortgages | $595,000 | 5,178 |
| Issued or guaranteed by U.S. | $595,000 | 5,158 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $407,671,000 | 55 |
| Available-for-sale securities (fair market value) | $26,736,000 | 3,279 |
| Total debt securities | $434,406,000 | 303 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 193 |
| Fair value | $15,806,000 | 194 |
| 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 | $448,084,000 | 303 |
| U.S. Government securities | $442,634,000 | 232 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $442,634,000 | 225 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,311 |
| Other domestic debt securities | $874,000 | 2,062 |
| 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 | $874,000 | 1,517 |
| Foreign debt securities | $275,000 | 133 |
| 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 | $335,888,000 | 208 |
| Mortgage-backed securities | $635,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,153 |
| Issued or guaranteed by U.S. | $635,000 | 5,129 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $409,517,000 | 56 |
| Available-for-sale securities (fair market value) | $38,567,000 | 2,501 |
| Total debt securities | $448,083,000 | 292 |
| Structured notes | ||
| Amortized cost | $15,600,000 | 228 |
| Fair value | $15,725,000 | 224 |
| 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 | $462,408,000 | 302 |
| U.S. Government securities | $456,951,000 | 233 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $456,951,000 | 227 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,298 |
| Other domestic debt securities | $881,000 | 2,083 |
| 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 | $881,000 | 1,557 |
| Foreign debt securities | $275,000 | 144 |
| 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 | $341,452,000 | 204 |
| Mortgage-backed securities | $688,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,133 |
| Issued or guaranteed by U.S. | $688,000 | 5,110 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $409,167,000 | 59 |
| Available-for-sale securities (fair market value) | $53,241,000 | 1,877 |
| Total debt securities | $462,408,000 | 295 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 237 |
| Fair value | $15,528,000 | 238 |
| 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 | $464,118,000 | 312 |
| U.S. Government securities | $458,458,000 | 245 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $458,458,000 | 236 |
| Securities issued by states & political subdivisions | $4,499,000 | 3,244 |
| Other domestic debt securities | $886,000 | 2,136 |
| 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 | $886,000 | 1,624 |
| Foreign debt securities | $275,000 | 145 |
| 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 | $399,835,000 | 187 |
| Mortgage-backed securities | $750,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $750,000 | 5,106 |
| Issued or guaranteed by U.S. | $750,000 | 5,086 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $409,028,000 | 61 |
| Available-for-sale securities (fair market value) | $55,090,000 | 1,841 |
| Total debt securities | $464,118,000 | 302 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 254 |
| Fair value | $15,603,000 | 255 |
| 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 | $494,221,000 | 303 |
| U.S. Government securities | $488,556,000 | 239 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $488,556,000 | 228 |
| Securities issued by states & political subdivisions | $4,499,000 | 3,242 |
| Other domestic debt securities | $891,000 | 2,212 |
| 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 | $891,000 | 1,724 |
| Foreign debt securities | $275,000 | 140 |
| 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 | $417,927,000 | 181 |
| Mortgage-backed securities | $786,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $786,000 | 5,110 |
| Issued or guaranteed by U.S. | $786,000 | 5,091 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $408,689,000 | 66 |
| Available-for-sale securities (fair market value) | $85,532,000 | 1,222 |
| Total debt securities | $494,221,000 | 296 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 256 |
| Fair value | $15,574,000 | 259 |
| 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 | $572,705,000 | 268 |
| U.S. Government securities | $567,034,000 | 216 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $567,034,000 | 210 |
| Securities issued by states & political subdivisions | $4,499,000 | 3,233 |
| Other domestic debt securities | $897,000 | 2,242 |
| 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 | $897,000 | 1,785 |
| Foreign debt securities | $275,000 | 144 |
| 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 | $467,960,000 | 157 |
| Mortgage-backed securities | $884,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $884,000 | 5,073 |
| Issued or guaranteed by U.S. | $884,000 | 5,054 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $411,382,000 | 67 |
| Available-for-sale securities (fair market value) | $161,323,000 | 651 |
| Total debt securities | $572,704,000 | 262 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 249 |
| Fair value | $15,644,000 | 261 |
| 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 | $598,589,000 | 256 |
| U.S. Government securities | $591,141,000 | 208 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $591,141,000 | 201 |
| Securities issued by states & political subdivisions | $6,271,000 | 2,656 |
| Other domestic debt securities | $902,000 | 2,307 |
| 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 | $902,000 | 1,864 |
| Foreign debt securities | $275,000 | 145 |
| 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 | $556,119,000 | 138 |
| Mortgage-backed securities | $3,869,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $3,869,000 | 3,559 |
| Issued or guaranteed by U.S. | $3,869,000 | 3,543 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,013,000 | 62 |
| Available-for-sale securities (fair market value) | $161,576,000 | 647 |
| Total debt securities | $598,589,000 | 253 |
| Structured notes | ||
| Amortized cost | $15,999,000 | 249 |
| Fair value | $15,686,000 | 258 |
| 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 | $626,377,000 | 251 |
| U.S. Government securities | $619,056,000 | 210 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $619,056,000 | 202 |
| Securities issued by states & political subdivisions | $6,139,000 | 2,696 |
| Other domestic debt securities | $907,000 | 2,375 |
| 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 | $907,000 | 1,947 |
| Foreign debt securities | $275,000 | 152 |
| 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 | $555,018,000 | 134 |
| Mortgage-backed securities | $5,190,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 3,220 |
| Issued or guaranteed by U.S. | $5,190,000 | 3,213 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $439,765,000 | 64 |
| Available-for-sale securities (fair market value) | $186,612,000 | 578 |
| Total debt securities | $626,377,000 | 241 |
| Structured notes | ||
| Amortized cost | $15,999,000 | 258 |
| Fair value | $15,640,000 | 263 |
| 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 | $583,711,000 | 270 |
| U.S. Government securities | $577,476,000 | 212 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $577,476,000 | 206 |
| Securities issued by states & political subdivisions | $5,048,000 | 3,056 |
| Other domestic debt securities | $912,000 | 2,411 |
| 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 | $912,000 | 2,016 |
| Foreign debt securities | $275,000 | 150 |
| 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 | $529,477,000 | 149 |
| Mortgage-backed securities | $5,634,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $5,634,000 | 3,129 |
| Issued or guaranteed by U.S. | $5,634,000 | 3,120 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $441,235,000 | 65 |
| Available-for-sale securities (fair market value) | $142,476,000 | 763 |
| Total debt securities | $583,711,000 | 265 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 252 |
| Fair value | $15,810,000 | 257 |
| 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 | $593,553,000 | 269 |
| U.S. Government securities | $586,983,000 | 214 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $586,983,000 | 207 |
| Securities issued by states & political subdivisions | $5,378,000 | 2,962 |
| Other domestic debt securities | $917,000 | 2,437 |
| 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 | $917,000 | 2,070 |
| Foreign debt securities | $275,000 | 153 |
| 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 | $528,202,000 | 151 |
| Mortgage-backed securities | $6,077,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $6,077,000 | 3,060 |
| Issued or guaranteed by U.S. | $6,077,000 | 3,054 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $449,715,000 | 59 |
| Available-for-sale securities (fair market value) | $143,838,000 | 765 |
| Total debt securities | $593,552,000 | 263 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 248 |
| Fair value | $15,734,000 | 258 |
| 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 | $652,396,000 | 256 |
| U.S. Government securities | $645,425,000 | 207 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $645,425,000 | 197 |
| Securities issued by states & political subdivisions | $5,773,000 | 2,819 |
| Other domestic debt securities | $923,000 | 2,542 |
| 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 | $923,000 | 2,166 |
| Foreign debt securities | $275,000 | 157 |
| 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 | $610,339,000 | 136 |
| Mortgage-backed securities | $15,486,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $15,486,000 | 1,824 |
| Issued or guaranteed by U.S. | $15,486,000 | 1,815 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $456,320,000 | 61 |
| Available-for-sale securities (fair market value) | $196,076,000 | 577 |
| Total debt securities | $652,396,000 | 251 |
| Structured notes | ||
| Amortized cost | $15,999,000 | 242 |
| Fair value | $15,246,000 | 248 |
| 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 | $668,694,000 | 253 |
| U.S. Government securities | $661,717,000 | 200 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $661,717,000 | 192 |
| Securities issued by states & political subdivisions | $5,776,000 | 2,838 |
| Other domestic debt securities | $926,000 | 2,627 |
| 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 | $926,000 | 2,243 |
| Foreign debt securities | $275,000 | 164 |
| 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 | $602,963,000 | 136 |
| Mortgage-backed securities | $18,567,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $18,567,000 | 1,626 |
| Issued or guaranteed by U.S. | $18,567,000 | 1,615 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $311,039,000 | 83 |
| Available-for-sale securities (fair market value) | $357,655,000 | 345 |
| Total debt securities | $668,694,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $453,090,000 | 347 |
| U.S. Government securities | $446,860,000 | 274 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $446,860,000 | 261 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,083 |
| Other domestic debt securities | $931,000 | 2,681 |
| 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 | $931,000 | 2,368 |
| Foreign debt securities | $275,000 | 172 |
| 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 | $441,250,000 | 163 |
| Mortgage-backed securities | $20,468,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $20,468,000 | 1,516 |
| Issued or guaranteed by U.S. | $20,468,000 | 1,505 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $309,902,000 | 74 |
| Available-for-sale securities (fair market value) | $143,188,000 | 809 |
| Total debt securities | $453,090,000 | 335 |
| 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 | $462,532,000 | 333 |
| U.S. Government securities | $452,661,000 | 269 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $452,661,000 | 258 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,521 |
| Other domestic debt securities | $5,162,000 | 1,317 |
| 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 | $5,162,000 | 1,081 |
| Foreign debt securities | $935,000 | 111 |
| 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 | $400,953,000 | 167 |
| Mortgage-backed securities | $23,069,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $23,069,000 | 1,386 |
| Issued or guaranteed by U.S. | $23,069,000 | 1,380 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $317,112,000 | 74 |
| Available-for-sale securities (fair market value) | $145,420,000 | 788 |
| Total debt securities | $462,532,000 | 322 |
| 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 | $398,795,000 | 368 |
| U.S. Government securities | $393,791,000 | 305 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $393,791,000 | 293 |
| Securities issued by states & political subdivisions | $3,789,000 | 3,493 |
| Other domestic debt securities | $940,000 | 2,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $940,000 | 2,520 |
| Foreign debt securities | $275,000 | 182 |
| 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 | $348,905,000 | 179 |
| Mortgage-backed securities | $26,845,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $26,845,000 | 1,231 |
| Issued or guaranteed by U.S. | $26,845,000 | 1,226 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,991,000 | 166 |
| Available-for-sale securities (fair market value) | $264,804,000 | 461 |
| Total debt securities | $398,796,000 | 358 |
| 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 | $394,671,000 | 371 |
| U.S. Government securities | $390,601,000 | 304 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $390,601,000 | 295 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,850 |
| Other domestic debt securities | $945,000 | 2,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $945,000 | 2,555 |
| Foreign debt securities | $275,000 | 176 |
| 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 | $365,372,000 | 172 |
| Mortgage-backed securities | $13,468,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $13,468,000 | 1,974 |
| Issued or guaranteed by U.S. | $13,468,000 | 1,967 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,295,000 | 220 |
| Available-for-sale securities (fair market value) | $291,376,000 | 415 |
| Total debt securities | $394,671,000 | 362 |
| 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 | $262,944,000 | 514 |
| U.S. Government securities | $258,873,000 | 407 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $258,873,000 | 389 |
| Securities issued by states & political subdivisions | $2,849,000 | 3,831 |
| Other domestic debt securities | $947,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $947,000 | 2,571 |
| Foreign debt securities | $275,000 | 178 |
| 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 | $261,721,000 | 213 |
| Mortgage-backed securities | $15,589,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $15,589,000 | 1,737 |
| Issued or guaranteed by U.S. | $15,589,000 | 1,727 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $153,412,000 | 139 |
| Available-for-sale securities (fair market value) | $109,532,000 | 961 |
| Total debt securities | $262,944,000 | 494 |
| 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 | $241,303,000 | 502 |
| U.S. Government securities | $236,743,000 | 390 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $236,743,000 | 374 |
| Securities issued by states & political subdivisions | $3,321,000 | 3,573 |
| Other domestic debt securities | $964,000 | 2,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $964,000 | 2,578 |
| Foreign debt securities | $275,000 | 189 |
| 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 | $208,565,000 | 242 |
| Mortgage-backed securities | $22,260,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $22,260,000 | 1,191 |
| Issued or guaranteed by U.S. | $22,260,000 | 1,182 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,100,000 | 110 |
| Available-for-sale securities (fair market value) | $48,203,000 | 1,881 |
| Total debt securities | $241,303,000 | 480 |
| 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 | $189,134,000 | 611 |
| U.S. Government securities | $183,908,000 | 481 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $183,908,000 | 451 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,537 |
| Other domestic debt securities | $980,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 2,216 |
| Foreign debt securities | $275,000 | 184 |
| Equity securities | $653,000 | 3,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,921,000 | 325 |
| Mortgage-backed securities | $24,463,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $24,463,000 | 928 |
| Issued or guaranteed by U.S. | $24,463,000 | 920 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $112,760,000 | 232 |
| Available-for-sale securities (fair market value) | $76,374,000 | 1,130 |
| Total debt securities | $188,481,000 | 588 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $172,589,000 | 682 |
| U.S. Government securities | $166,863,000 | 551 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $166,863,000 | 505 |
| Securities issued by states & political subdivisions | $4,271,000 | 3,237 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| 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 | $1,000,000 | 1,965 |
| Foreign debt securities | $275,000 | 197 |
| Equity securities | $180,000 | 5,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,000 | 8,044 |
| Mortgage-backed securities | $27,212,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | $27,212,000 | 921 |
| Issued or guaranteed by U.S. | $27,212,000 | 911 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,576,000 | 248 |
| Available-for-sale securities (fair market value) | $57,013,000 | 1,522 |
| Total debt securities | $172,409,000 | 657 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $995,000 | 483 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $145,673,000 | 811 |
| U.S. Government securities | $140,353,000 | 653 |
| U.S. Treasury securities | $2,021,000 | 3,871 |
| U.S. Government agency obligations | $138,332,000 | 576 |
| Securities issued by states & political subdivisions | $4,890,000 | 3,008 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $250,000 | 205 |
| Equity securities | $180,000 | 5,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,247,000 | 347 |
| Mortgage-backed securities | $4,218,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $4,218,000 | 3,262 |
| Issued or guaranteed by U.S. | $4,218,000 | 3,247 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,240,000 | 289 |
| Available-for-sale securities (fair market value) | $45,433,000 | 1,894 |
| Total debt securities | $145,493,000 | 779 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $998,000 | 649 |
| 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 | $149,454,000 | 801 |
| U.S. Government securities | $142,790,000 | 694 |
| U.S. Treasury securities | $12,038,000 | 1,553 |
| U.S. Government agency obligations | $130,752,000 | 614 |
| Securities issued by states & political subdivisions | $6,284,000 | 2,289 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $200,000 | 235 |
| Equity securities | $180,000 | 5,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,163,000 | 296 |
| Mortgage-backed securities | $2,866,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,866,000 | 3,837 |
| Issued or guaranteed by U.S. | $2,866,000 | 3,822 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,669,000 | 371 |
| Available-for-sale securities (fair market value) | $55,785,000 | 1,427 |
| Total debt securities | $149,274,000 | 769 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $975,000 | 1,432 |
| 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 | $173,194,000 | 723 |
| U.S. Government securities | $166,431,000 | 634 |
| U.S. Treasury securities | $66,666,000 | 341 |
| U.S. Government agency obligations | $99,765,000 | 779 |
| Securities issued by states & political subdivisions | $6,433,000 | 2,272 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $150,000 | 277 |
| Equity securities | $180,000 | 5,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,194,000 | 274 |
| Mortgage-backed securities | $3,450,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $3,450,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,450,000 | 3,819 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,280,000 | 352 |
| Available-for-sale securities (fair market value) | $59,914,000 | 1,352 |
| Total debt securities | $173,014,000 | 702 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $956,000 | 1,992 |
| 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 | $144,610,000 | 884 |
| U.S. Government securities | $138,242,000 | 771 |
| U.S. Treasury securities | $15,059,000 | 1,865 |
| U.S. Government agency obligations | $123,183,000 | 649 |
| Securities issued by states & political subdivisions | $6,088,000 | 2,398 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $280,000 | 4,380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,330,000 | 330 |
| Mortgage-backed securities | $4,057,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $4,057,000 | 3,668 |
| Issued or guaranteed by U.S. | $4,057,000 | 3,637 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,205,000 | 416 |
| Available-for-sale securities (fair market value) | $46,405,000 | 1,833 |
| Total debt securities | $144,330,000 | 864 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,966,000 | 1,729 |
| 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 | $120,655,000 | 1,075 |
| U.S. Government securities | $114,930,000 | 931 |
| U.S. Treasury securities | $1,001,000 | 9,582 |
| U.S. Government agency obligations | $113,929,000 | 688 |
| Securities issued by states & political subdivisions | $5,545,000 | 2,698 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $180,000 | 4,964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,745,000 | 379 |
| Mortgage-backed securities | $4,546,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $4,546,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,546,000 | 3,538 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,914,000 | 684 |
| Available-for-sale securities (fair market value) | $9,741,000 | 4,850 |
| Total debt securities | $120,475,000 | 1,053 |
| 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 | $107,562,000 | 1,282 |
| U.S. Government securities | $103,456,000 | 1,074 |
| U.S. Treasury securities | $3,003,000 | 7,372 |
| U.S. Government agency obligations | $100,453,000 | 773 |
| Securities issued by states & political subdivisions | $3,926,000 | 3,608 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $180,000 | 4,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,061,000 | 440 |
| Mortgage-backed securities | $5,341,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $5,323,000 | 3,637 |
| Issued or guaranteed by U.S. | $5,323,000 | 3,601 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $18,000 | 6,928 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 6,445 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $107,382,000 | 1,252 |
| 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 | $82,230,000 | 1,634 |
| U.S. Government securities | $76,511,000 | 1,423 |
| U.S. Treasury securities | $11,000,000 | 3,263 |
| U.S. Government agency obligations | $65,511,000 | 1,089 |
| Securities issued by states & political subdivisions | $5,442,000 | 2,558 |
| Other domestic debt securities | $97,000 | 6,797 |
| Privately issued residential mortgage-backed securities | $97,000 | 3,527 |
| 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 | $180,000 | 4,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,756,000 | 999 |
| Mortgage-backed securities | $2,443,000 | 7,223 |
| Certificates of participation in pools of residential mortgages | $2,346,000 | 5,753 |
| Issued or guaranteed by U.S. | $2,346,000 | 5,686 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $97,000 | 6,979 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $97,000 | 3,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $82,050,000 | 1,596 |
| 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 |