Home > AuburnBank > Securities
AuburnBank, Securities
| 2023-12-31 | Rank | |
| Total securities | $270,910,000 | 746 |
| U.S. Government securities | $233,891,000 | 582 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $233,891,000 | 512 |
| Securities issued by states & political subdivisions | $18,742,000 | 1,855 |
| Other domestic debt securities | $18,277,000 | 745 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $18,277,000 | 190 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $211,719,000 | 492 |
| Mortgage-backed securities | $180,012,000 | 493 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,012,000 | 327 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $270,910,000 | 627 |
| Total debt securities | $270,910,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $373,287,000 | 558 |
| U.S. Government securities | $297,643,000 | 486 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $297,643,000 | 424 |
| Securities issued by states & political subdivisions | $58,080,000 | 757 |
| Other domestic debt securities | $17,564,000 | 756 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $17,564,000 | 195 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $224,596,000 | 469 |
| Mortgage-backed securities | $174,894,000 | 498 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $174,894,000 | 327 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $373,287,000 | 460 |
| Total debt securities | $373,285,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $394,079,000 | 544 |
| U.S. Government securities | $314,195,000 | 458 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $314,195,000 | 406 |
| Securities issued by states & political subdivisions | $61,947,000 | 753 |
| Other domestic debt securities | $17,937,000 | 745 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $17,937,000 | 181 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $215,945,000 | 470 |
| Mortgage-backed securities | $189,043,000 | 483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $189,043,000 | 316 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $394,079,000 | 445 |
| Total debt securities | $394,080,000 | 530 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $405,692,000 | 557 |
| U.S. Government securities | $324,686,000 | 468 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $324,686,000 | 390 |
| Securities issued by states & political subdivisions | $62,813,000 | 783 |
| Other domestic debt securities | $18,193,000 | 775 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $18,193,000 | 183 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $207,643,000 | 464 |
| Mortgage-backed securities | $197,506,000 | 495 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $197,506,000 | 318 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $405,692,000 | 458 |
| Total debt securities | $405,692,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $405,304,000 | 569 |
| U.S. Government securities | $325,888,000 | 468 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $325,888,000 | 383 |
| Securities issued by states & political subdivisions | $61,526,000 | 823 |
| Other domestic debt securities | $17,890,000 | 795 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $17,890,000 | 200 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $208,275,000 | 413 |
| Mortgage-backed securities | $200,270,000 | 492 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $200,270,000 | 318 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $405,304,000 | 465 |
| Total debt securities | $405,303,000 | 557 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $411,538,000 | 570 |
| U.S. Government securities | $346,625,000 | 444 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $346,625,000 | 367 |
| Securities issued by states & political subdivisions | $64,913,000 | 781 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,678,000 | 393 |
| Mortgage-backed securities | $221,308,000 | 464 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,539,000 | 314 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $17,769,000 | 410 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $411,538,000 | 469 |
| Total debt securities | $411,538,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $429,219,000 | 556 |
| U.S. Government securities | $361,495,000 | 452 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $361,495,000 | 371 |
| Securities issued by states & political subdivisions | $67,724,000 | 781 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,501,000 | 426 |
| Mortgage-backed securities | $234,584,000 | 464 |
| Certificates of participation in pools of residential mortgages | $215,837,000 | 311 |
| Issued or guaranteed by U.S. | $215,837,000 | 309 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $18,747,000 | 655 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $18,747,000 | 440 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $429,219,000 | 471 |
| Total debt securities | $429,218,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $417,459,000 | 572 |
| U.S. Government securities | $349,878,000 | 459 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $349,878,000 | 386 |
| Securities issued by states & political subdivisions | $67,581,000 | 807 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,942,000 | 406 |
| Mortgage-backed securities | $233,827,000 | 481 |
| Certificates of participation in pools of residential mortgages | $214,347,000 | 321 |
| Issued or guaranteed by U.S. | $214,347,000 | 320 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $19,480,000 | 632 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $19,480,000 | 424 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $417,459,000 | 489 |
| Total debt securities | $417,459,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $421,891,000 | 538 |
| U.S. Government securities | $347,784,000 | 445 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $347,784,000 | 401 |
| Securities issued by states & political subdivisions | $74,107,000 | 776 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,316,000 | 439 |
| Mortgage-backed securities | $223,371,000 | 479 |
| Certificates of participation in pools of residential mortgages | $202,446,000 | 334 |
| Issued or guaranteed by U.S. | $202,446,000 | 333 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $20,925,000 | 596 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $20,925,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $421,891,000 | 476 |
| Total debt securities | $421,891,000 | 527 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $407,474,000 | 516 |
| U.S. Government securities | $333,123,000 | 429 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $333,123,000 | 395 |
| Securities issued by states & political subdivisions | $74,351,000 | 746 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,995,000 | 423 |
| Mortgage-backed securities | $213,614,000 | 475 |
| Certificates of participation in pools of residential mortgages | $192,437,000 | 338 |
| Issued or guaranteed by U.S. | $192,437,000 | 337 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $21,177,000 | 579 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $21,177,000 | 388 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $407,474,000 | 466 |
| Total debt securities | $407,473,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $384,866,000 | 513 |
| U.S. Government securities | $310,337,000 | 429 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $310,337,000 | 399 |
| Securities issued by states & political subdivisions | $74,529,000 | 723 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,497,000 | 423 |
| Mortgage-backed securities | $198,850,000 | 478 |
| Certificates of participation in pools of residential mortgages | $181,877,000 | 335 |
| Issued or guaranteed by U.S. | $181,877,000 | 331 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,973,000 | 649 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $16,973,000 | 431 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $384,866,000 | 462 |
| Total debt securities | $384,865,000 | 507 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $359,630,000 | 524 |
| U.S. Government securities | $287,688,000 | 424 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $287,688,000 | 401 |
| Securities issued by states & political subdivisions | $71,942,000 | 701 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,101,000 | 388 |
| Mortgage-backed securities | $182,506,000 | 482 |
| Certificates of participation in pools of residential mortgages | $165,777,000 | 332 |
| Issued or guaranteed by U.S. | $165,777,000 | 329 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $16,729,000 | 618 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $16,729,000 | 416 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $359,630,000 | 469 |
| Total debt securities | $359,637,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $335,177,000 | 505 |
| U.S. Government securities | $260,919,000 | 406 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $260,919,000 | 388 |
| Securities issued by states & political subdivisions | $74,258,000 | 650 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,926,000 | 401 |
| Mortgage-backed securities | $163,471,000 | 479 |
| Certificates of participation in pools of residential mortgages | $151,890,000 | 324 |
| Issued or guaranteed by U.S. | $151,890,000 | 322 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $11,581,000 | 715 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $11,581,000 | 466 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $335,177,000 | 449 |
| Total debt securities | $335,175,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $320,922,000 | 494 |
| U.S. Government securities | $250,701,000 | 399 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $250,701,000 | 381 |
| Securities issued by states & political subdivisions | $70,221,000 | 611 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,445,000 | 402 |
| Mortgage-backed securities | $154,647,000 | 482 |
| Certificates of participation in pools of residential mortgages | $154,647,000 | 309 |
| Issued or guaranteed by U.S. | $154,647,000 | 305 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $320,922,000 | 446 |
| Total debt securities | $320,922,000 | 486 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $302,192,000 | 501 |
| U.S. Government securities | $235,414,000 | 419 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $235,414,000 | 397 |
| Securities issued by states & political subdivisions | $66,778,000 | 595 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,295,000 | 425 |
| Mortgage-backed securities | $154,606,000 | 479 |
| Certificates of participation in pools of residential mortgages | $154,606,000 | 311 |
| Issued or guaranteed by U.S. | $154,606,000 | 306 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $302,192,000 | 450 |
| Total debt securities | $302,192,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $280,434,000 | 522 |
| U.S. Government securities | $213,048,000 | 452 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $213,048,000 | 426 |
| Securities issued by states & political subdivisions | $67,386,000 | 530 |
| 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 | $154,267,000 | 397 |
| Mortgage-backed securities | $145,370,000 | 507 |
| Certificates of participation in pools of residential mortgages | $145,370,000 | 321 |
| Issued or guaranteed by U.S. | $145,370,000 | 312 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $280,434,000 | 471 |
| Total debt securities | $280,435,000 | 511 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $235,902,000 | 591 |
| U.S. Government securities | $173,984,000 | 544 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $173,984,000 | 504 |
| Securities issued by states & political subdivisions | $61,918,000 | 533 |
| 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 | $147,823,000 | 406 |
| Mortgage-backed securities | $123,276,000 | 562 |
| Certificates of participation in pools of residential mortgages | $123,276,000 | 354 |
| Issued or guaranteed by U.S. | $123,276,000 | 345 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $235,902,000 | 536 |
| Total debt securities | $235,902,000 | 581 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $251,152,000 | 560 |
| U.S. Government securities | $184,591,000 | 500 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $184,591,000 | 470 |
| Securities issued by states & political subdivisions | $66,561,000 | 488 |
| 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 | $145,869,000 | 409 |
| Mortgage-backed securities | $128,560,000 | 526 |
| Certificates of participation in pools of residential mortgages | $128,560,000 | 325 |
| Issued or guaranteed by U.S. | $128,560,000 | 318 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $251,152,000 | 498 |
| Total debt securities | $251,152,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $248,813,000 | 565 |
| U.S. Government securities | $179,815,000 | 519 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $179,815,000 | 491 |
| Securities issued by states & political subdivisions | $68,998,000 | 456 |
| 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 | $157,105,000 | 383 |
| Mortgage-backed securities | $122,655,000 | 545 |
| Certificates of participation in pools of residential mortgages | $122,655,000 | 337 |
| Issued or guaranteed by U.S. | $122,655,000 | 336 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $248,813,000 | 502 |
| Total debt securities | $248,812,000 | 557 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $241,287,000 | 586 |
| U.S. Government securities | $171,979,000 | 535 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $171,979,000 | 504 |
| Securities issued by states & political subdivisions | $69,308,000 | 476 |
| 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 | $166,455,000 | 363 |
| Mortgage-backed securities | $121,004,000 | 540 |
| Certificates of participation in pools of residential mortgages | $121,004,000 | 349 |
| Issued or guaranteed by U.S. | $121,004,000 | 349 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $241,287,000 | 511 |
| Total debt securities | $241,287,000 | 579 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $239,801,000 | 586 |
| U.S. Government securities | $169,769,000 | 548 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $169,769,000 | 514 |
| Securities issued by states & political subdivisions | $70,032,000 | 484 |
| 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 | $133,078,000 | 449 |
| Mortgage-backed securities | $118,598,000 | 554 |
| Certificates of participation in pools of residential mortgages | $118,598,000 | 352 |
| Issued or guaranteed by U.S. | $118,598,000 | 348 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $239,801,000 | 515 |
| Total debt securities | $239,799,000 | 576 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $243,335,000 | 574 |
| U.S. Government securities | $172,528,000 | 534 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $172,528,000 | 501 |
| Securities issued by states & political subdivisions | $70,807,000 | 484 |
| 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 | $138,864,000 | 424 |
| Mortgage-backed securities | $122,040,000 | 545 |
| Certificates of participation in pools of residential mortgages | $122,040,000 | 344 |
| Issued or guaranteed by U.S. | $122,040,000 | 343 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $243,335,000 | 503 |
| Total debt securities | $243,334,000 | 568 |
| 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 | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $251,319,000 | 563 |
| U.S. Government securities | $180,366,000 | 525 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $180,366,000 | 487 |
| Securities issued by states & political subdivisions | $70,953,000 | 511 |
| 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 | $144,477,000 | 419 |
| Mortgage-backed securities | $129,005,000 | 515 |
| Certificates of participation in pools of residential mortgages | $129,005,000 | 334 |
| Issued or guaranteed by U.S. | $129,005,000 | 333 |
| 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 | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $251,319,000 | 496 |
| Total debt securities | $251,320,000 | 557 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $259,176,000 | 559 |
| U.S. Government securities | $187,473,000 | 513 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $187,473,000 | 484 |
| Securities issued by states & political subdivisions | $71,703,000 | 500 |
| 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 | $150,321,000 | 419 |
| Mortgage-backed securities | $135,793,000 | 498 |
| Certificates of participation in pools of residential mortgages | $135,793,000 | 326 |
| Issued or guaranteed by U.S. | $135,793,000 | 325 |
| 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 | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $259,176,000 | 491 |
| Total debt securities | $259,177,000 | 550 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $257,698,000 | 566 |
| U.S. Government securities | $186,135,000 | 521 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $186,135,000 | 490 |
| Securities issued by states & political subdivisions | $71,563,000 | 527 |
| 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 | $153,451,000 | 416 |
| Mortgage-backed securities | $133,073,000 | 504 |
| Certificates of participation in pools of residential mortgages | $133,073,000 | 328 |
| Issued or guaranteed by U.S. | $133,073,000 | 327 |
| 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 | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $257,698,000 | 503 |
| Total debt securities | $257,698,000 | 556 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $265,172,000 | 547 |
| U.S. Government securities | $193,312,000 | 495 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $193,312,000 | 471 |
| Securities issued by states & political subdivisions | $71,860,000 | 527 |
| 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 | $155,507,000 | 411 |
| Mortgage-backed securities | $139,807,000 | 479 |
| Certificates of participation in pools of residential mortgages | $139,807,000 | 320 |
| Issued or guaranteed by U.S. | $139,807,000 | 319 |
| 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 | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $265,172,000 | 477 |
| Total debt securities | $265,172,000 | 539 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $277,362,000 | 539 |
| U.S. Government securities | $205,421,000 | 477 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $205,421,000 | 457 |
| Securities issued by states & political subdivisions | $71,941,000 | 527 |
| 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 | $166,585,000 | 400 |
| Mortgage-backed securities | $148,128,000 | 462 |
| Certificates of participation in pools of residential mortgages | $148,128,000 | 309 |
| Issued or guaranteed by U.S. | $148,128,000 | 308 |
| 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 | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $277,362,000 | 466 |
| Total debt securities | $277,362,000 | 532 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $273,853,000 | 554 |
| U.S. Government securities | $203,562,000 | 483 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $203,562,000 | 459 |
| Securities issued by states & political subdivisions | $70,291,000 | 546 |
| 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 | $174,617,000 | 392 |
| Mortgage-backed securities | $148,361,000 | 467 |
| Certificates of participation in pools of residential mortgages | $148,361,000 | 307 |
| Issued or guaranteed by U.S. | $148,361,000 | 306 |
| 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 | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $273,853,000 | 478 |
| Total debt securities | $273,853,000 | 547 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $243,572,000 | 615 |
| U.S. Government securities | $173,258,000 | 550 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $173,258,000 | 517 |
| Securities issued by states & political subdivisions | $70,314,000 | 542 |
| 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 | $137,155,000 | 468 |
| Mortgage-backed securities | $127,787,000 | 521 |
| Certificates of participation in pools of residential mortgages | $127,787,000 | 339 |
| Issued or guaranteed by U.S. | $127,787,000 | 338 |
| 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 | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $243,572,000 | 541 |
| Total debt securities | $243,572,000 | 604 |
| 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 | $249,556,000 | 598 |
| U.S. Government securities | $175,090,000 | 549 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $175,090,000 | 523 |
| Securities issued by states & political subdivisions | $74,466,000 | 511 |
| 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 | $148,836,000 | 440 |
| Mortgage-backed securities | $133,265,000 | 510 |
| Certificates of participation in pools of residential mortgages | $133,265,000 | 329 |
| Issued or guaranteed by U.S. | $133,265,000 | 328 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $249,556,000 | 525 |
| Total debt securities | $249,556,000 | 589 |
| 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 | $217,002,000 | 674 |
| U.S. Government securities | $145,518,000 | 648 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $145,518,000 | 615 |
| Securities issued by states & political subdivisions | $71,484,000 | 527 |
| 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 | $155,170,000 | 430 |
| Mortgage-backed securities | $102,879,000 | 640 |
| Certificates of participation in pools of residential mortgages | $102,879,000 | 417 |
| Issued or guaranteed by U.S. | $102,879,000 | 416 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $217,002,000 | 590 |
| Total debt securities | $217,002,000 | 666 |
| 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 | $234,109,000 | 639 |
| U.S. Government securities | $163,545,000 | 613 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $163,545,000 | 581 |
| Securities issued by states & political subdivisions | $70,564,000 | 529 |
| 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 | $164,368,000 | 415 |
| Mortgage-backed securities | $107,664,000 | 617 |
| Certificates of participation in pools of residential mortgages | $107,664,000 | 396 |
| Issued or guaranteed by U.S. | $107,664,000 | 395 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $234,109,000 | 560 |
| Total debt securities | $234,109,000 | 632 |
| 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 | $241,687,000 | 628 |
| U.S. Government securities | $171,039,000 | 587 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $171,039,000 | 558 |
| Securities issued by states & political subdivisions | $70,648,000 | 527 |
| 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 | $138,378,000 | 484 |
| Mortgage-backed securities | $110,954,000 | 599 |
| Certificates of participation in pools of residential mortgages | $110,954,000 | 390 |
| Issued or guaranteed by U.S. | $110,954,000 | 389 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $241,687,000 | 543 |
| Total debt securities | $241,687,000 | 619 |
| 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 | $250,142,000 | 607 |
| U.S. Government securities | $177,858,000 | 571 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $177,858,000 | 546 |
| Securities issued by states & political subdivisions | $72,284,000 | 502 |
| 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 | $136,065,000 | 496 |
| Mortgage-backed securities | $117,303,000 | 561 |
| Certificates of participation in pools of residential mortgages | $117,303,000 | 362 |
| Issued or guaranteed by U.S. | $117,303,000 | 361 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $250,142,000 | 518 |
| Total debt securities | $250,142,000 | 596 |
| 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 | $252,906,000 | 612 |
| U.S. Government securities | $182,332,000 | 571 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $182,332,000 | 550 |
| Securities issued by states & political subdivisions | $70,574,000 | 507 |
| 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 | $140,334,000 | 492 |
| Mortgage-backed securities | $122,112,000 | 557 |
| Certificates of participation in pools of residential mortgages | $122,112,000 | 354 |
| Issued or guaranteed by U.S. | $122,112,000 | 353 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $252,906,000 | 524 |
| Total debt securities | $252,906,000 | 600 |
| 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 | $262,141,000 | 594 |
| U.S. Government securities | $190,854,000 | 557 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $190,854,000 | 537 |
| Securities issued by states & political subdivisions | $71,287,000 | 480 |
| 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 | $146,890,000 | 474 |
| Mortgage-backed securities | $129,993,000 | 536 |
| Certificates of participation in pools of residential mortgages | $129,993,000 | 335 |
| Issued or guaranteed by U.S. | $129,993,000 | 332 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $262,141,000 | 505 |
| Total debt securities | $262,141,000 | 585 |
| 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 | $267,603,000 | 577 |
| U.S. Government securities | $195,292,000 | 543 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $195,292,000 | 524 |
| Securities issued by states & political subdivisions | $72,311,000 | 470 |
| 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 | $137,472,000 | 489 |
| Mortgage-backed securities | $135,043,000 | 526 |
| Certificates of participation in pools of residential mortgages | $135,043,000 | 327 |
| Issued or guaranteed by U.S. | $135,043,000 | 325 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $267,603,000 | 492 |
| Total debt securities | $267,603,000 | 568 |
| 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 | $264,827,000 | 576 |
| U.S. Government securities | $198,685,000 | 527 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $198,685,000 | 511 |
| Securities issued by states & political subdivisions | $66,142,000 | 526 |
| 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 | $119,669,000 | 546 |
| Mortgage-backed securities | $139,182,000 | 516 |
| Certificates of participation in pools of residential mortgages | $139,182,000 | 319 |
| Issued or guaranteed by U.S. | $139,182,000 | 317 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $264,827,000 | 492 |
| Total debt securities | $264,827,000 | 564 |
| 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 | $276,953,000 | 556 |
| U.S. Government securities | $211,757,000 | 506 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $211,757,000 | 489 |
| Securities issued by states & political subdivisions | $65,196,000 | 520 |
| 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 | $137,447,000 | 480 |
| Mortgage-backed securities | $141,005,000 | 507 |
| Certificates of participation in pools of residential mortgages | $141,005,000 | 314 |
| Issued or guaranteed by U.S. | $141,005,000 | 312 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $276,953,000 | 472 |
| Total debt securities | $276,953,000 | 547 |
| Structured notes | ||
| Amortized cost | $9,154,000 | 448 |
| Fair value | $8,941,000 | 452 |
| 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 | $279,989,000 | 550 |
| U.S. Government securities | $218,743,000 | 503 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $218,743,000 | 487 |
| Securities issued by states & political subdivisions | $61,246,000 | 575 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,841,000 | 470 |
| Mortgage-backed securities | $162,709,000 | 460 |
| Certificates of participation in pools of residential mortgages | $162,709,000 | 285 |
| Issued or guaranteed by U.S. | $162,709,000 | 283 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $279,989,000 | 470 |
| Total debt securities | $279,989,000 | 541 |
| Structured notes | ||
| Amortized cost | $9,152,000 | 468 |
| Fair value | $8,658,000 | 477 |
| 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 | $271,219,000 | 565 |
| U.S. Government securities | $206,880,000 | 524 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $206,880,000 | 505 |
| Securities issued by states & political subdivisions | $64,339,000 | 524 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,539,000 | 550 |
| Mortgage-backed securities | $162,358,000 | 459 |
| Certificates of participation in pools of residential mortgages | $162,358,000 | 286 |
| Issued or guaranteed by U.S. | $162,358,000 | 285 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $271,219,000 | 482 |
| Total debt securities | $271,219,000 | 553 |
| Structured notes | ||
| Amortized cost | $9,151,000 | 457 |
| Fair value | $8,353,000 | 472 |
| 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 | $259,467,000 | 596 |
| U.S. Government securities | $191,813,000 | 554 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $191,813,000 | 535 |
| Securities issued by states & political subdivisions | $66,912,000 | 502 |
| Other domestic debt securities | $742,000 | 2,107 |
| 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 | $742,000 | 1,659 |
| 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 | $135,779,000 | 488 |
| Mortgage-backed securities | $145,990,000 | 498 |
| Certificates of participation in pools of residential mortgages | $145,990,000 | 309 |
| Issued or guaranteed by U.S. | $145,990,000 | 307 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $259,467,000 | 519 |
| Total debt securities | $259,467,000 | 585 |
| Structured notes | ||
| Amortized cost | $9,149,000 | 448 |
| Fair value | $8,684,000 | 455 |
| 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 | $270,794,000 | 573 |
| U.S. Government securities | $200,578,000 | 532 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $200,578,000 | 512 |
| Securities issued by states & political subdivisions | $69,522,000 | 470 |
| Other domestic debt securities | $694,000 | 2,194 |
| 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 | $694,000 | 1,725 |
| 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 | $145,784,000 | 442 |
| Mortgage-backed securities | $153,963,000 | 486 |
| Certificates of participation in pools of residential mortgages | $153,963,000 | 292 |
| Issued or guaranteed by U.S. | $153,963,000 | 291 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $270,794,000 | 505 |
| Total debt securities | $270,463,000 | 564 |
| Structured notes | ||
| Amortized cost | $9,148,000 | 434 |
| Fair value | $8,941,000 | 433 |
| 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 | $270,219,000 | 577 |
| U.S. Government securities | $194,639,000 | 563 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $194,639,000 | 544 |
| Securities issued by states & political subdivisions | $74,920,000 | 432 |
| Other domestic debt securities | $660,000 | 2,203 |
| 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 | $660,000 | 1,697 |
| 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 | $156,688,000 | 433 |
| Mortgage-backed securities | $150,442,000 | 503 |
| Certificates of participation in pools of residential mortgages | $150,442,000 | 312 |
| Issued or guaranteed by U.S. | $150,442,000 | 310 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $270,219,000 | 517 |
| Total debt securities | $269,898,000 | 569 |
| Structured notes | ||
| Amortized cost | $9,397,000 | 427 |
| Fair value | $9,418,000 | 427 |
| 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 | $259,475,000 | 586 |
| U.S. Government securities | $180,985,000 | 586 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $180,985,000 | 559 |
| Securities issued by states & political subdivisions | $77,838,000 | 393 |
| Other domestic debt securities | $652,000 | 2,203 |
| 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 | $652,000 | 1,676 |
| 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 | $134,015,000 | 489 |
| Mortgage-backed securities | $141,460,000 | 522 |
| Certificates of participation in pools of residential mortgages | $141,460,000 | 329 |
| Issued or guaranteed by U.S. | $141,460,000 | 328 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $259,475,000 | 525 |
| Total debt securities | $259,169,000 | 575 |
| Structured notes | ||
| Amortized cost | $14,388,000 | 317 |
| Fair value | $14,453,000 | 317 |
| 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 | $254,819,000 | 604 |
| U.S. Government securities | $172,229,000 | 617 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $172,229,000 | 599 |
| Securities issued by states & political subdivisions | $81,969,000 | 340 |
| Other domestic debt securities | $621,000 | 2,282 |
| 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 | $621,000 | 1,747 |
| 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 | $133,381,000 | 491 |
| Mortgage-backed securities | $137,613,000 | 563 |
| Certificates of participation in pools of residential mortgages | $137,613,000 | 359 |
| Issued or guaranteed by U.S. | $137,613,000 | 357 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $254,819,000 | 545 |
| Total debt securities | $254,521,000 | 595 |
| Structured notes | ||
| Amortized cost | $19,386,000 | 236 |
| Fair value | $19,500,000 | 237 |
| 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 | $277,246,000 | 560 |
| U.S. Government securities | $192,904,000 | 569 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $192,904,000 | 550 |
| Securities issued by states & political subdivisions | $83,712,000 | 319 |
| Other domestic debt securities | $630,000 | 2,272 |
| 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 | $630,000 | 1,735 |
| 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 | $144,492,000 | 454 |
| Mortgage-backed securities | $152,668,000 | 528 |
| Certificates of participation in pools of residential mortgages | $152,668,000 | 325 |
| Issued or guaranteed by U.S. | $152,668,000 | 324 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $277,246,000 | 504 |
| Total debt securities | $276,973,000 | 553 |
| Structured notes | ||
| Amortized cost | $29,976,000 | 156 |
| Fair value | $30,135,000 | 153 |
| 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 | $299,902,000 | 523 |
| U.S. Government securities | $214,278,000 | 524 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $214,278,000 | 506 |
| Securities issued by states & political subdivisions | $84,599,000 | 299 |
| Other domestic debt securities | $1,025,000 | 1,988 |
| 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 | $1,025,000 | 1,504 |
| 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 | $150,874,000 | 439 |
| Mortgage-backed securities | $173,460,000 | 492 |
| Certificates of participation in pools of residential mortgages | $173,460,000 | 296 |
| Issued or guaranteed by U.S. | $173,460,000 | 294 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $299,902,000 | 476 |
| Total debt securities | $299,656,000 | 515 |
| Structured notes | ||
| Amortized cost | $23,846,000 | 240 |
| Fair value | $23,853,000 | 242 |
| 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 | $299,582,000 | 506 |
| U.S. Government securities | $215,883,000 | 503 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $215,883,000 | 488 |
| Securities issued by states & political subdivisions | $81,713,000 | 308 |
| Other domestic debt securities | $1,986,000 | 1,605 |
| 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 | $100,000 | 292 |
| Other domestic debt securities - All other | $1,886,000 | 1,164 |
| 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 | $161,495,000 | 375 |
| Mortgage-backed securities | $164,798,000 | 494 |
| Certificates of participation in pools of residential mortgages | $164,798,000 | 295 |
| Issued or guaranteed by U.S. | $164,798,000 | 294 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $299,582,000 | 455 |
| Total debt securities | $299,159,000 | 502 |
| Structured notes | ||
| Amortized cost | $38,835,000 | 127 |
| Fair value | $39,008,000 | 127 |
| 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 | $283,070,000 | 528 |
| U.S. Government securities | $198,319,000 | 540 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $198,319,000 | 518 |
| Securities issued by states & political subdivisions | $82,800,000 | 285 |
| Other domestic debt securities | $1,951,000 | 1,635 |
| 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 | $100,000 | 297 |
| Other domestic debt securities - All other | $1,851,000 | 1,156 |
| 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 | $172,004,000 | 356 |
| Mortgage-backed securities | $157,060,000 | 495 |
| Certificates of participation in pools of residential mortgages | $157,060,000 | 295 |
| Issued or guaranteed by U.S. | $157,060,000 | 292 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $283,070,000 | 472 |
| Total debt securities | $282,647,000 | 519 |
| Structured notes | ||
| Amortized cost | $28,976,000 | 170 |
| Fair value | $29,159,000 | 169 |
| 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 | $296,443,000 | 493 |
| U.S. Government securities | $211,116,000 | 511 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $211,116,000 | 490 |
| Securities issued by states & political subdivisions | $83,075,000 | 268 |
| Other domestic debt securities | $2,252,000 | 1,462 |
| 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 | $20,000 | 325 |
| Other domestic debt securities - All other | $2,232,000 | 959 |
| 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 | $186,493,000 | 320 |
| Mortgage-backed securities | $160,357,000 | 473 |
| Certificates of participation in pools of residential mortgages | $160,357,000 | 286 |
| Issued or guaranteed by U.S. | $160,357,000 | 284 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $296,443,000 | 443 |
| Total debt securities | $295,859,000 | 488 |
| Structured notes | ||
| Amortized cost | $29,987,000 | 198 |
| Fair value | $29,768,000 | 203 |
| 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 | $321,098,000 | 447 |
| U.S. Government securities | $236,394,000 | 453 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $236,394,000 | 434 |
| Securities issued by states & political subdivisions | $82,471,000 | 265 |
| Other domestic debt securities | $2,233,000 | 1,510 |
| 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 | $20,000 | 330 |
| Other domestic debt securities - All other | $2,213,000 | 982 |
| 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 | $198,685,000 | 303 |
| Mortgage-backed securities | $138,411,000 | 520 |
| Certificates of participation in pools of residential mortgages | $137,258,000 | 328 |
| Issued or guaranteed by U.S. | $137,258,000 | 326 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,153,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,691 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $321,098,000 | 397 |
| Total debt securities | $319,719,000 | 447 |
| Structured notes | ||
| Amortized cost | $58,097,000 | 99 |
| Fair value | $57,492,000 | 94 |
| 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 | $315,219,000 | 444 |
| U.S. Government securities | $233,615,000 | 440 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $233,615,000 | 419 |
| Securities issued by states & political subdivisions | $76,765,000 | 282 |
| Other domestic debt securities | $4,839,000 | 1,129 |
| 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 | $20,000 | 327 |
| Other domestic debt securities - All other | $4,819,000 | 629 |
| 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 | $171,050,000 | 350 |
| Mortgage-backed securities | $143,144,000 | 487 |
| Certificates of participation in pools of residential mortgages | $141,956,000 | 305 |
| Issued or guaranteed by U.S. | $141,956,000 | 302 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,188,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $1,188,000 | 2,633 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $315,219,000 | 398 |
| Total debt securities | $313,918,000 | 439 |
| Structured notes | ||
| Amortized cost | $52,097,000 | 90 |
| Fair value | $51,653,000 | 88 |
| 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 | $322,118,000 | 409 |
| U.S. Government securities | $230,790,000 | 421 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $230,790,000 | 403 |
| Securities issued by states & political subdivisions | $85,746,000 | 223 |
| Other domestic debt securities | $5,582,000 | 1,083 |
| 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 | $20,000 | 337 |
| Other domestic debt securities - All other | $5,562,000 | 563 |
| 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 | $187,508,000 | 316 |
| Mortgage-backed securities | $130,246,000 | 521 |
| Certificates of participation in pools of residential mortgages | $119,669,000 | 334 |
| Issued or guaranteed by U.S. | $119,669,000 | 329 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,577,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $10,577,000 | 1,236 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $322,118,000 | 361 |
| Total debt securities | $322,098,000 | 401 |
| Structured notes | ||
| Amortized cost | $53,010,000 | 80 |
| Fair value | $53,121,000 | 78 |
| 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 | $333,107,000 | 388 |
| U.S. Government securities | $244,842,000 | 390 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $244,842,000 | 378 |
| Securities issued by states & political subdivisions | $83,534,000 | 211 |
| Other domestic debt securities | $4,731,000 | 1,179 |
| 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 | $20,000 | 338 |
| Other domestic debt securities - All other | $4,711,000 | 590 |
| 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 | $213,855,000 | 287 |
| Mortgage-backed securities | $88,749,000 | 713 |
| Certificates of participation in pools of residential mortgages | $77,549,000 | 487 |
| Issued or guaranteed by U.S. | $77,549,000 | 482 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,200,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $11,200,000 | 1,116 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $333,107,000 | 340 |
| Total debt securities | $333,086,000 | 382 |
| Structured notes | ||
| Amortized cost | $83,259,000 | 44 |
| Fair value | $83,385,000 | 44 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $333,660,000 | 399 |
| U.S. Government securities | $246,827,000 | 396 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $246,827,000 | 381 |
| Securities issued by states & political subdivisions | $82,289,000 | 209 |
| Other domestic debt securities | $4,544,000 | 1,245 |
| 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 | $40,000 | 337 |
| Other domestic debt securities - All other | $4,504,000 | 636 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,631,000 | 291 |
| Mortgage-backed securities | $119,627,000 | 571 |
| Certificates of participation in pools of residential mortgages | $108,250,000 | 395 |
| Issued or guaranteed by U.S. | $108,250,000 | 392 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,377,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $11,377,000 | 1,078 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $333,660,000 | 351 |
| Total debt securities | $333,620,000 | 394 |
| Structured notes | ||
| Amortized cost | $51,257,000 | 63 |
| Fair value | $51,083,000 | 61 |
| 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 | $334,761,000 | 389 |
| U.S. Government securities | $248,862,000 | 375 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $248,862,000 | 358 |
| Securities issued by states & political subdivisions | $81,562,000 | 209 |
| Other domestic debt securities | $4,337,000 | 1,318 |
| 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 | $22,000 | 353 |
| Other domestic debt securities - All other | $4,315,000 | 672 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,387,000 | 310 |
| Mortgage-backed securities | $158,642,000 | 444 |
| Certificates of participation in pools of residential mortgages | $146,840,000 | 301 |
| Issued or guaranteed by U.S. | $146,840,000 | 298 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,802,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $11,802,000 | 1,038 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $334,761,000 | 346 |
| Total debt securities | $334,739,000 | 386 |
| Structured notes | ||
| Amortized cost | $44,335,000 | 52 |
| Fair value | $43,824,000 | 52 |
| 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 | $338,924,000 | 392 |
| U.S. Government securities | $250,057,000 | 358 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $250,057,000 | 345 |
| Securities issued by states & political subdivisions | $84,466,000 | 205 |
| Other domestic debt securities | $4,401,000 | 1,379 |
| 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 | $95,000 | 344 |
| Other domestic debt securities - All other | $4,306,000 | 710 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,217,000 | 269 |
| Mortgage-backed securities | $161,051,000 | 452 |
| Certificates of participation in pools of residential mortgages | $149,057,000 | 314 |
| Issued or guaranteed by U.S. | $149,057,000 | 310 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,994,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $11,994,000 | 1,001 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $338,924,000 | 341 |
| Total debt securities | $337,629,000 | 382 |
| Structured notes | ||
| Amortized cost | $37,335,000 | 47 |
| Fair value | $37,050,000 | 46 |
| 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 | $349,472,000 | 386 |
| U.S. Government securities | $269,139,000 | 336 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $269,139,000 | 324 |
| Securities issued by states & political subdivisions | $75,373,000 | 229 |
| Other domestic debt securities | $4,960,000 | 1,346 |
| 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 | $365,000 | 331 |
| Other domestic debt securities - All other | $4,595,000 | 713 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,863,000 | 255 |
| Mortgage-backed securities | $184,703,000 | 405 |
| Certificates of participation in pools of residential mortgages | $172,082,000 | 275 |
| Issued or guaranteed by U.S. | $172,082,000 | 271 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,621,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $12,621,000 | 945 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $349,472,000 | 334 |
| Total debt securities | $349,472,000 | 377 |
| Structured notes | ||
| Amortized cost | $13,098,000 | 112 |
| Fair value | $12,722,000 | 111 |
| 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 | $358,426,000 | 375 |
| U.S. Government securities | $279,618,000 | 336 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $279,618,000 | 327 |
| Securities issued by states & political subdivisions | $67,880,000 | 259 |
| Other domestic debt securities | $10,928,000 | 821 |
| Privately issued residential mortgage-backed securities | $5,533,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,395,000 | 617 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,759,000 | 262 |
| Mortgage-backed securities | $177,747,000 | 422 |
| Certificates of participation in pools of residential mortgages | $170,018,000 | 296 |
| Issued or guaranteed by U.S. | $170,018,000 | 290 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,729,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 2,084 |
| Privately issued | $5,533,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $358,426,000 | 321 |
| Total debt securities | $358,426,000 | 365 |
| Structured notes | ||
| Amortized cost | $12,087,000 | 86 |
| Fair value | $11,886,000 | 86 |
| 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 | $302,656,000 | 419 |
| U.S. Government securities | $223,080,000 | 397 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $223,080,000 | 389 |
| Securities issued by states & political subdivisions | $65,292,000 | 258 |
| Other domestic debt securities | $14,284,000 | 663 |
| Privately issued residential mortgage-backed securities | $5,579,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,705,000 | 427 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,146,000 | 316 |
| Mortgage-backed securities | $160,658,000 | 432 |
| Certificates of participation in pools of residential mortgages | $150,669,000 | 307 |
| Issued or guaranteed by U.S. | $150,669,000 | 301 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,989,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $4,410,000 | 1,584 |
| Privately issued | $5,579,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $302,656,000 | 356 |
| Total debt securities | $302,656,000 | 411 |
| Structured notes | ||
| Amortized cost | $3,992,000 | 367 |
| Fair value | $3,992,000 | 361 |
| 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 | $316,148,000 | 397 |
| U.S. Government securities | $238,044,000 | 357 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $238,044,000 | 350 |
| Securities issued by states & political subdivisions | $60,465,000 | 268 |
| Other domestic debt securities | $17,639,000 | 580 |
| Privately issued residential mortgage-backed securities | $5,671,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,968,000 | 312 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,757,000 | 276 |
| Mortgage-backed securities | $167,489,000 | 405 |
| Certificates of participation in pools of residential mortgages | $157,229,000 | 286 |
| Issued or guaranteed by U.S. | $157,229,000 | 281 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,260,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $4,589,000 | 1,478 |
| Privately issued | $5,671,000 | 628 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $316,148,000 | 336 |
| Total debt securities | $316,148,000 | 387 |
| Structured notes | ||
| Amortized cost | $3,992,000 | 334 |
| Fair value | $3,918,000 | 329 |
| 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 | $323,705,000 | 400 |
| U.S. Government securities | $241,643,000 | 348 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $241,643,000 | 341 |
| Securities issued by states & political subdivisions | $62,746,000 | 260 |
| Other domestic debt securities | $19,316,000 | 571 |
| Privately issued residential mortgage-backed securities | $6,091,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,225,000 | 344 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,216,000 | 290 |
| Mortgage-backed securities | $161,484,000 | 421 |
| Certificates of participation in pools of residential mortgages | $150,525,000 | 305 |
| Issued or guaranteed by U.S. | $150,525,000 | 300 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,959,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $4,868,000 | 1,443 |
| Privately issued | $6,091,000 | 609 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $323,705,000 | 339 |
| Total debt securities | $323,705,000 | 390 |
| Structured notes | ||
| Amortized cost | $3,992,000 | 355 |
| Fair value | $3,975,000 | 343 |
| 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 | $322,843,000 | 410 |
| U.S. Government securities | $239,712,000 | 357 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $239,712,000 | 345 |
| Securities issued by states & political subdivisions | $63,417,000 | 261 |
| Other domestic debt securities | $19,714,000 | 547 |
| Privately issued residential mortgage-backed securities | $6,458,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,256,000 | 356 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,900,000 | 278 |
| Mortgage-backed securities | $154,045,000 | 425 |
| Certificates of participation in pools of residential mortgages | $142,316,000 | 314 |
| Issued or guaranteed by U.S. | $142,316,000 | 308 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,729,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $5,271,000 | 1,368 |
| Privately issued | $6,458,000 | 561 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $322,843,000 | 353 |
| Total debt securities | $322,843,000 | 393 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 382 |
| Fair value | $4,011,000 | 379 |
| 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 | $318,373,000 | 398 |
| U.S. Government securities | $239,931,000 | 361 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $239,931,000 | 351 |
| Securities issued by states & political subdivisions | $58,816,000 | 283 |
| Other domestic debt securities | $19,626,000 | 522 |
| Privately issued residential mortgage-backed securities | $6,767,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,859,000 | 355 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,295,000 | 315 |
| Mortgage-backed securities | $138,438,000 | 429 |
| Certificates of participation in pools of residential mortgages | $126,217,000 | 313 |
| Issued or guaranteed by U.S. | $126,217,000 | 307 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,221,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $5,454,000 | 1,299 |
| Privately issued | $6,767,000 | 517 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $318,373,000 | 343 |
| Total debt securities | $318,373,000 | 385 |
| Structured notes | ||
| Amortized cost | $5,994,000 | 417 |
| Fair value | $5,997,000 | 415 |
| 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 | $288,459,000 | 433 |
| U.S. Government securities | $217,106,000 | 417 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $217,106,000 | 405 |
| Securities issued by states & political subdivisions | $53,567,000 | 316 |
| Other domestic debt securities | $17,786,000 | 528 |
| Privately issued residential mortgage-backed securities | $6,880,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,906,000 | 386 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,068,000 | 328 |
| Mortgage-backed securities | $129,599,000 | 442 |
| Certificates of participation in pools of residential mortgages | $117,025,000 | 322 |
| Issued or guaranteed by U.S. | $117,025,000 | 317 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,574,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $5,694,000 | 1,244 |
| Privately issued | $6,880,000 | 488 |
| 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) | $434,000 | 3,062 |
| Available-for-sale securities (fair market value) | $288,025,000 | 374 |
| Total debt securities | $288,459,000 | 422 |
| Structured notes | ||
| Amortized cost | $7,493,000 | 414 |
| Fair value | $7,404,000 | 417 |
| 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 | $292,618,000 | 427 |
| U.S. Government securities | $223,138,000 | 410 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $223,138,000 | 401 |
| Securities issued by states & political subdivisions | $51,878,000 | 323 |
| Other domestic debt securities | $17,602,000 | 516 |
| Privately issued residential mortgage-backed securities | $7,119,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,483,000 | 375 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,758,000 | 316 |
| Mortgage-backed securities | $133,505,000 | 437 |
| Certificates of participation in pools of residential mortgages | $120,336,000 | 320 |
| Issued or guaranteed by U.S. | $120,336,000 | 313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,169,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $6,050,000 | 1,176 |
| Privately issued | $7,119,000 | 456 |
| 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) | $450,000 | 3,083 |
| Available-for-sale securities (fair market value) | $292,168,000 | 364 |
| Total debt securities | $292,618,000 | 417 |
| Structured notes | ||
| Amortized cost | $7,493,000 | 443 |
| Fair value | $7,262,000 | 455 |
| 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 | $297,326,000 | 433 |
| U.S. Government securities | $227,817,000 | 408 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $227,817,000 | 399 |
| Securities issued by states & political subdivisions | $51,163,000 | 335 |
| Other domestic debt securities | $18,346,000 | 503 |
| Privately issued residential mortgage-backed securities | $7,581,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,765,000 | 381 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,660,000 | 339 |
| Mortgage-backed securities | $137,223,000 | 429 |
| Certificates of participation in pools of residential mortgages | $123,002,000 | 323 |
| Issued or guaranteed by U.S. | $123,002,000 | 315 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,221,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $6,640,000 | 1,102 |
| Privately issued | $7,581,000 | 430 |
| 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) | $488,000 | 3,118 |
| Available-for-sale securities (fair market value) | $296,838,000 | 366 |
| Total debt securities | $297,326,000 | 421 |
| Structured notes | ||
| Amortized cost | $11,479,000 | 284 |
| Fair value | $11,334,000 | 285 |
| 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 | $301,938,000 | 427 |
| U.S. Government securities | $233,722,000 | 404 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $233,722,000 | 394 |
| Securities issued by states & political subdivisions | $49,858,000 | 343 |
| Other domestic debt securities | $18,358,000 | 503 |
| Privately issued residential mortgage-backed securities | $7,772,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,586,000 | 391 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,831,000 | 310 |
| Mortgage-backed securities | $141,386,000 | 424 |
| Certificates of participation in pools of residential mortgages | $126,673,000 | 318 |
| Issued or guaranteed by U.S. | $126,673,000 | 311 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,713,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $6,941,000 | 1,073 |
| Privately issued | $7,772,000 | 422 |
| 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) | $513,000 | 3,136 |
| Available-for-sale securities (fair market value) | $301,425,000 | 365 |
| Total debt securities | $301,938,000 | 412 |
| Structured notes | ||
| Amortized cost | $17,478,000 | 170 |
| Fair value | $17,216,000 | 171 |
| 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 | $287,702,000 | 457 |
| U.S. Government securities | $222,911,000 | 425 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $222,911,000 | 416 |
| Securities issued by states & political subdivisions | $46,259,000 | 376 |
| Other domestic debt securities | $18,532,000 | 506 |
| Privately issued residential mortgage-backed securities | $7,979,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,553,000 | 392 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,993,000 | 314 |
| Mortgage-backed securities | $145,372,000 | 424 |
| Certificates of participation in pools of residential mortgages | $127,370,000 | 324 |
| Issued or guaranteed by U.S. | $127,370,000 | 316 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,002,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $10,023,000 | 838 |
| Privately issued | $7,979,000 | 411 |
| 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) | $543,000 | 3,186 |
| Available-for-sale securities (fair market value) | $287,159,000 | 390 |
| Total debt securities | $287,702,000 | 440 |
| Structured notes | ||
| Amortized cost | $22,473,000 | 137 |
| Fair value | $22,060,000 | 140 |
| 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 | $291,519,000 | 461 |
| U.S. Government securities | $226,395,000 | 431 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $226,395,000 | 419 |
| Securities issued by states & political subdivisions | $46,442,000 | 368 |
| Other domestic debt securities | $18,682,000 | 511 |
| Privately issued residential mortgage-backed securities | $8,093,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,589,000 | 394 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,335,000 | 307 |
| Mortgage-backed securities | $150,652,000 | 425 |
| Certificates of participation in pools of residential mortgages | $131,805,000 | 322 |
| Issued or guaranteed by U.S. | $131,805,000 | 316 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,847,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $10,754,000 | 803 |
| Privately issued | $8,093,000 | 404 |
| 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) | $564,000 | 3,215 |
| Available-for-sale securities (fair market value) | $290,955,000 | 393 |
| Total debt securities | $291,518,000 | 445 |
| Structured notes | ||
| Amortized cost | $24,461,000 | 137 |
| Fair value | $23,816,000 | 135 |
| 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 | $292,947,000 | 466 |
| U.S. Government securities | $222,890,000 | 452 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $222,890,000 | 435 |
| Securities issued by states & political subdivisions | $51,429,000 | 317 |
| Other domestic debt securities | $18,628,000 | 523 |
| Privately issued residential mortgage-backed securities | $8,504,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,124,000 | 433 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,218,000 | 322 |
| Mortgage-backed securities | $152,188,000 | 424 |
| Certificates of participation in pools of residential mortgages | $135,136,000 | 326 |
| Issued or guaranteed by U.S. | $135,136,000 | 320 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,052,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $8,548,000 | 932 |
| Privately issued | $8,504,000 | 401 |
| 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) | $603,000 | 3,243 |
| Available-for-sale securities (fair market value) | $292,344,000 | 392 |
| Total debt securities | $292,947,000 | 451 |
| Structured notes | ||
| Amortized cost | $24,460,000 | 141 |
| Fair value | $23,890,000 | 141 |
| 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 | $274,960,000 | 496 |
| U.S. Government securities | $211,668,000 | 476 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $211,668,000 | 461 |
| Securities issued by states & political subdivisions | $49,393,000 | 336 |
| Other domestic debt securities | $13,899,000 | 613 |
| Privately issued residential mortgage-backed securities | $3,680,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,219,000 | 443 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,185,000 | 315 |
| Mortgage-backed securities | $153,913,000 | 426 |
| Certificates of participation in pools of residential mortgages | $137,363,000 | 331 |
| Issued or guaranteed by U.S. | $137,363,000 | 326 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $16,550,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $12,870,000 | 731 |
| Privately issued | $3,680,000 | 519 |
| 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) | $633,000 | 3,309 |
| Available-for-sale securities (fair market value) | $274,327,000 | 422 |
| Total debt securities | $274,962,000 | 484 |
| Structured notes | ||
| Amortized cost | $24,458,000 | 138 |
| Fair value | $23,908,000 | 139 |
| 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 | $278,174,000 | 493 |
| U.S. Government securities | $217,844,000 | 470 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $217,844,000 | 446 |
| Securities issued by states & political subdivisions | $48,608,000 | 341 |
| Other domestic debt securities | $11,722,000 | 683 |
| Privately issued residential mortgage-backed securities | $3,998,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,724,000 | 561 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,971,000 | 304 |
| Mortgage-backed securities | $162,746,000 | 409 |
| Certificates of participation in pools of residential mortgages | $144,060,000 | 316 |
| Issued or guaranteed by U.S. | $144,060,000 | 312 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,686,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $14,688,000 | 678 |
| Privately issued | $3,998,000 | 497 |
| 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) | $667,000 | 3,324 |
| Available-for-sale securities (fair market value) | $277,507,000 | 419 |
| Total debt securities | $278,174,000 | 481 |
| Structured notes | ||
| Amortized cost | $24,456,000 | 130 |
| Fair value | $24,143,000 | 131 |
| 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 | $278,138,000 | 491 |
| U.S. Government securities | $224,770,000 | 454 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $224,770,000 | 440 |
| Securities issued by states & political subdivisions | $46,129,000 | 368 |
| Other domestic debt securities | $7,239,000 | 905 |
| 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 | $7,239,000 | 589 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,698,000 | 283 |
| Mortgage-backed securities | $169,512,000 | 406 |
| Certificates of participation in pools of residential mortgages | $153,395,000 | 308 |
| Issued or guaranteed by U.S. | $153,395,000 | 298 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,117,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $16,117,000 | 660 |
| 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) | $728,000 | 3,342 |
| Available-for-sale securities (fair market value) | $277,410,000 | 422 |
| Total debt securities | $278,138,000 | 481 |
| Structured notes | ||
| Amortized cost | $24,455,000 | 134 |
| Fair value | $24,164,000 | 134 |
| 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 | $282,390,000 | 485 |
| U.S. Government securities | $231,452,000 | 454 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $231,452,000 | 434 |
| Securities issued by states & political subdivisions | $43,702,000 | 375 |
| Other domestic debt securities | $7,236,000 | 939 |
| 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 | $7,236,000 | 632 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,462,000 | 291 |
| Mortgage-backed securities | $174,584,000 | 409 |
| Certificates of participation in pools of residential mortgages | $157,825,000 | 307 |
| Issued or guaranteed by U.S. | $157,825,000 | 300 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,759,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $16,759,000 | 662 |
| 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) | $778,000 | 3,352 |
| Available-for-sale securities (fair market value) | $281,612,000 | 413 |
| Total debt securities | $282,390,000 | 476 |
| Structured notes | ||
| Amortized cost | $26,446,000 | 120 |
| Fair value | $25,938,000 | 120 |
| 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 | $282,199,000 | 496 |
| U.S. Government securities | $233,135,000 | 456 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $233,135,000 | 431 |
| Securities issued by states & political subdivisions | $42,751,000 | 397 |
| Other domestic debt securities | $6,313,000 | 1,028 |
| 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 | $6,313,000 | 724 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,632,000 | 279 |
| Mortgage-backed securities | $175,334,000 | 407 |
| Certificates of participation in pools of residential mortgages | $157,821,000 | 314 |
| Issued or guaranteed by U.S. | $157,821,000 | 308 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $17,513,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $17,513,000 | 665 |
| 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) | $809,000 | 3,362 |
| Available-for-sale securities (fair market value) | $281,390,000 | 423 |
| Total debt securities | $282,199,000 | 479 |
| Structured notes | ||
| Amortized cost | $25,432,000 | 122 |
| Fair value | $25,236,000 | 122 |
| 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 | $277,488,000 | 504 |
| U.S. Government securities | $230,857,000 | 466 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $230,857,000 | 439 |
| Securities issued by states & political subdivisions | $40,363,000 | 419 |
| Other domestic debt securities | $6,268,000 | 1,036 |
| 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 | $6,268,000 | 752 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,486,000 | 274 |
| Mortgage-backed securities | $172,841,000 | 418 |
| Certificates of participation in pools of residential mortgages | $159,636,000 | 308 |
| Issued or guaranteed by U.S. | $159,636,000 | 301 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,205,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $13,205,000 | 806 |
| 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) | $900,000 | 3,371 |
| Available-for-sale securities (fair market value) | $276,588,000 | 429 |
| Total debt securities | $277,488,000 | 485 |
| Structured notes | ||
| Amortized cost | $25,430,000 | 126 |
| Fair value | $25,278,000 | 126 |
| 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 | $286,626,000 | 497 |
| U.S. Government securities | $247,086,000 | 435 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $247,086,000 | 413 |
| Securities issued by states & political subdivisions | $33,300,000 | 520 |
| Other domestic debt securities | $6,240,000 | 1,060 |
| 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 | $6,240,000 | 776 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,686,000 | 265 |
| Mortgage-backed securities | $186,904,000 | 395 |
| Certificates of participation in pools of residential mortgages | $173,382,000 | 290 |
| Issued or guaranteed by U.S. | $173,382,000 | 285 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,522,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $13,522,000 | 803 |
| 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) | $957,000 | 3,353 |
| Available-for-sale securities (fair market value) | $285,669,000 | 423 |
| Total debt securities | $286,626,000 | 480 |
| Structured notes | ||
| Amortized cost | $25,427,000 | 127 |
| Fair value | $24,422,000 | 131 |
| 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 | $292,373,000 | 507 |
| U.S. Government securities | $257,014,000 | 432 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $257,014,000 | 408 |
| Securities issued by states & political subdivisions | $30,016,000 | 587 |
| Other domestic debt securities | $5,343,000 | 1,227 |
| 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 | $5,343,000 | 920 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,220,000 | 259 |
| Mortgage-backed securities | $197,274,000 | 393 |
| Certificates of participation in pools of residential mortgages | $182,076,000 | 283 |
| Issued or guaranteed by U.S. | $182,076,000 | 276 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,198,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $15,198,000 | 773 |
| 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) | $1,107,000 | 3,257 |
| Available-for-sale securities (fair market value) | $291,266,000 | 434 |
| Total debt securities | $292,373,000 | 486 |
| Structured notes | ||
| Amortized cost | $21,457,000 | 136 |
| Fair value | $21,485,000 | 136 |
| 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 | $284,561,000 | 515 |
| U.S. Government securities | $250,838,000 | 455 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $250,838,000 | 442 |
| Securities issued by states & political subdivisions | $28,446,000 | 636 |
| Other domestic debt securities | $5,277,000 | 1,228 |
| 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 | $5,277,000 | 998 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,247,000 | 278 |
| Mortgage-backed securities | $188,171,000 | 413 |
| Certificates of participation in pools of residential mortgages | $172,087,000 | 310 |
| Issued or guaranteed by U.S. | $172,087,000 | 304 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,084,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $16,084,000 | 798 |
| 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) | $1,238,000 | 3,215 |
| Available-for-sale securities (fair market value) | $283,323,000 | 453 |
| Total debt securities | $284,561,000 | 496 |
| Structured notes | ||
| Amortized cost | $18,456,000 | 144 |
| Fair value | $18,237,000 | 143 |
| 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 | $216,868,000 | 641 |
| U.S. Government securities | $209,331,000 | 540 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $209,331,000 | 520 |
| Securities issued by states & political subdivisions | $4,973,000 | 3,097 |
| Other domestic debt securities | $2,564,000 | 1,898 |
| 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 | $2,564,000 | 1,623 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,608,000 | 371 |
| Mortgage-backed securities | $145,794,000 | 487 |
| Certificates of participation in pools of residential mortgages | $126,895,000 | 396 |
| Issued or guaranteed by U.S. | $126,895,000 | 389 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $18,899,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $18,899,000 | 739 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,328,000 | 3,212 |
| Available-for-sale securities (fair market value) | $215,540,000 | 564 |
| Total debt securities | $216,868,000 | 623 |
| Structured notes | ||
| Amortized cost | $13,461,000 | 179 |
| Fair value | $13,154,000 | 181 |
| 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 | $227,445,000 | 606 |
| U.S. Government securities | $220,105,000 | 505 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $220,105,000 | 488 |
| Securities issued by states & political subdivisions | $4,753,000 | 3,129 |
| Other domestic debt securities | $2,587,000 | 1,962 |
| 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 | $2,587,000 | 1,686 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,499,000 | 352 |
| Mortgage-backed securities | $149,946,000 | 493 |
| Certificates of participation in pools of residential mortgages | $116,123,000 | 411 |
| Issued or guaranteed by U.S. | $116,123,000 | 408 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $33,823,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $33,823,000 | 546 |
| 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) | $1,502,000 | 3,134 |
| Available-for-sale securities (fair market value) | $225,943,000 | 527 |
| Total debt securities | $227,445,000 | 585 |
| Structured notes | ||
| Amortized cost | $16,465,000 | 97 |
| Fair value | $16,545,000 | 97 |
| 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 | $202,931,000 | 660 |
| U.S. Government securities | $195,809,000 | 546 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $195,809,000 | 522 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,095 |
| Other domestic debt securities | $2,500,000 | 2,001 |
| 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 | $2,500,000 | 1,718 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,398,000 | 326 |
| Mortgage-backed securities | $133,299,000 | 526 |
| Certificates of participation in pools of residential mortgages | $80,731,000 | 529 |
| Issued or guaranteed by U.S. | $80,731,000 | 525 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,568,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $52,568,000 | 405 |
| 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) | $1,990,000 | 2,973 |
| Available-for-sale securities (fair market value) | $200,941,000 | 575 |
| Total debt securities | $202,931,000 | 637 |
| Structured notes | ||
| Amortized cost | $12,483,000 | 91 |
| Fair value | $12,551,000 | 91 |
| 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 | $189,916,000 | 678 |
| U.S. Government securities | $183,351,000 | 551 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $183,351,000 | 528 |
| Securities issued by states & political subdivisions | $4,065,000 | 3,275 |
| Other domestic debt securities | $2,500,000 | 2,000 |
| 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 | $2,500,000 | 1,733 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,725,000 | 319 |
| Mortgage-backed securities | $138,784,000 | 481 |
| Certificates of participation in pools of residential mortgages | $74,787,000 | 532 |
| Issued or guaranteed by U.S. | $74,787,000 | 527 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $63,997,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $63,997,000 | 352 |
| 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) | $7,743,000 | 1,759 |
| Available-for-sale securities (fair market value) | $182,173,000 | 598 |
| Total debt securities | $189,915,000 | 660 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,534,000 | 621 |
| 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 | $148,805,000 | 774 |
| U.S. Government securities | $143,727,000 | 596 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $143,727,000 | 574 |
| Securities issued by states & political subdivisions | $3,779,000 | 3,343 |
| Other domestic debt securities | $1,299,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,299,000 | 268 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,271,000 | 364 |
| Mortgage-backed securities | $111,161,000 | 524 |
| Certificates of participation in pools of residential mortgages | $53,723,000 | 589 |
| Issued or guaranteed by U.S. | $53,723,000 | 584 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $57,438,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $57,438,000 | 371 |
| 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) | $15,933,000 | 1,105 |
| Available-for-sale securities (fair market value) | $132,872,000 | 727 |
| Total debt securities | $148,805,000 | 748 |
| 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 | $114,086,000 | 991 |
| U.S. Government securities | $109,986,000 | 763 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $109,986,000 | 711 |
| Securities issued by states & political subdivisions | $1,246,000 | 5,046 |
| Other domestic debt securities | $12,000 | 3,869 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,842,000 | 1,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,420,000 | 451 |
| Mortgage-backed securities | $69,530,000 | 614 |
| Certificates of participation in pools of residential mortgages | $25,756,000 | 891 |
| Issued or guaranteed by U.S. | $25,756,000 | 884 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $43,774,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $43,762,000 | 361 |
| Privately issued | $12,000 | 1,213 |
| 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) | $26,618,000 | 895 |
| Available-for-sale securities (fair market value) | $87,468,000 | 1,003 |
| Total debt securities | $111,244,000 | 970 |
| 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 | $80,286,000 | 1,426 |
| U.S. Government securities | $73,255,000 | 1,175 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $73,255,000 | 1,075 |
| Securities issued by states & political subdivisions | $1,256,000 | 5,310 |
| Other domestic debt securities | $3,026,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 1,250 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,749,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,371,000 | 562 |
| Mortgage-backed securities | $50,902,000 | 866 |
| Certificates of participation in pools of residential mortgages | $24,957,000 | 979 |
| Issued or guaranteed by U.S. | $24,957,000 | 969 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,945,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $25,919,000 | 559 |
| Privately issued | $26,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,738,000 | 2,154 |
| Available-for-sale securities (fair market value) | $70,548,000 | 1,236 |
| Total debt securities | $77,537,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $73,242,000 | 1,610 |
| U.S. Government securities | $68,828,000 | 1,282 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $68,828,000 | 1,106 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,851 |
| Other domestic debt securities | $366,000 | 2,926 |
| Privately issued residential mortgage-backed securities | $366,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,205,000 | 1,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,714,000 | 556 |
| Mortgage-backed securities | $51,852,000 | 874 |
| Certificates of participation in pools of residential mortgages | $24,203,000 | 1,070 |
| Issued or guaranteed by U.S. | $24,203,000 | 1,056 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $27,649,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $27,283,000 | 556 |
| Privately issued | $366,000 | 841 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,452,000 | 2,769 |
| Available-for-sale securities (fair market value) | $65,790,000 | 1,338 |
| Total debt securities | $71,037,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $55,406,000 | 2,084 |
| U.S. Government securities | $46,536,000 | 1,951 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $46,536,000 | 1,534 |
| Securities issued by states & political subdivisions | $1,307,000 | 5,368 |
| Other domestic debt securities | $6,275,000 | 748 |
| Privately issued residential mortgage-backed securities | $6,275,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,288,000 | 1,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,066,000 | 697 |
| Mortgage-backed securities | $37,497,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $17,436,000 | 1,359 |
| Issued or guaranteed by U.S. | $17,242,000 | 1,353 |
| Privately issued | $194,000 | 300 |
| Collaterized mortgage obligations | $20,061,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $13,980,000 | 840 |
| Privately issued | $6,081,000 | 209 |
| 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) | $13,671,000 | 2,245 |
| Available-for-sale securities (fair market value) | $41,735,000 | 1,914 |
| Total debt securities | $54,118,000 | 2,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $62,330,000 | 1,952 |
| U.S. Government securities | $52,791,000 | 1,843 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $52,791,000 | 1,379 |
| Securities issued by states & political subdivisions | $1,245,000 | 5,721 |
| Other domestic debt securities | $6,699,000 | 752 |
| Privately issued residential mortgage-backed securities | $6,492,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,000 | 2,572 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,595,000 | 1,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,138,000 | 664 |
| Mortgage-backed securities | $39,382,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $13,993,000 | 1,723 |
| Issued or guaranteed by U.S. | $13,798,000 | 1,722 |
| Privately issued | $195,000 | 366 |
| Collaterized mortgage obligations | $25,389,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $19,092,000 | 689 |
| Privately issued | $6,297,000 | 218 |
| 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) | $17,155,000 | 2,141 |
| Available-for-sale securities (fair market value) | $45,175,000 | 1,823 |
| Total debt securities | $60,735,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $2,028,000 | 985 |
| Fair value | $2,044,000 | 977 |
| 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 | $55,680,000 | 2,257 |
| U.S. Government securities | $50,601,000 | 1,985 |
| U.S. Treasury securities | $1,016,000 | 8,382 |
| U.S. Government agency obligations | $49,585,000 | 1,444 |
| Securities issued by states & political subdivisions | $979,000 | 6,378 |
| Other domestic debt securities | $2,510,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $1,611,000 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $899,000 | 2,051 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,590,000 | 1,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,166,000 | 1,068 |
| Mortgage-backed securities | $34,059,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $20,999,000 | 1,280 |
| Issued or guaranteed by U.S. | $20,804,000 | 1,259 |
| Privately issued | $195,000 | 412 |
| Collaterized mortgage obligations | $13,060,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $11,644,000 | 1,189 |
| Privately issued | $1,416,000 | 531 |
| 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) | $23,774,000 | 1,724 |
| Available-for-sale securities (fair market value) | $31,906,000 | 2,663 |
| Total debt securities | $54,090,000 | 2,251 |
| Structured notes | ||
| Amortized cost | $3,011,000 | 1,167 |
| Fair value | $3,032,000 | 1,149 |
| 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 | $47,725,000 | 2,739 |
| U.S. Government securities | $39,922,000 | 2,621 |
| U.S. Treasury securities | $992,000 | 9,683 |
| U.S. Government agency obligations | $38,930,000 | 1,739 |
| Securities issued by states & political subdivisions | $1,802,000 | 5,465 |
| Other domestic debt securities | $3,885,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $3,410,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $475,000 | 2,981 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,116,000 | 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 | $36,001,000 | 906 |
| Mortgage-backed securities | $34,237,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $24,447,000 | 1,197 |
| Issued or guaranteed by U.S. | $24,255,000 | 1,180 |
| Privately issued | $192,000 | 415 |
| Collaterized mortgage obligations | $9,790,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $6,572,000 | 1,833 |
| Privately issued | $3,218,000 | 372 |
| 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) | $34,217,000 | 2,156 |
| Available-for-sale securities (fair market value) | $13,508,000 | 3,879 |
| Total debt securities | $45,609,000 | 2,794 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $44,290,000 | 3,149 |
| U.S. Government securities | $38,694,000 | 2,823 |
| U.S. Treasury securities | $3,029,000 | 7,308 |
| U.S. Government agency obligations | $35,665,000 | 1,954 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,703 |
| Other domestic debt securities | $1,817,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $1,717,000 | 913 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 4,513 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,237,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,659,000 | 833 |
| Mortgage-backed securities | $28,932,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $22,645,000 | 1,351 |
| Issued or guaranteed by U.S. | $22,645,000 | 1,329 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,287,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $4,570,000 | 2,612 |
| Privately issued | $1,717,000 | 657 |
| 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 | $43,053,000 | 3,161 |
| 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 | $41,301,000 | 3,317 |
| U.S. Government securities | $33,955,000 | 3,165 |
| U.S. Treasury securities | $3,095,000 | 7,395 |
| U.S. Government agency obligations | $30,860,000 | 2,195 |
| Securities issued by states & political subdivisions | $3,631,000 | 3,563 |
| Other domestic debt securities | $2,509,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $2,309,000 | 1,103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,735 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,206,000 | 1,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,015,000 | 847 |
| Mortgage-backed securities | $22,347,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $15,844,000 | 1,805 |
| Issued or guaranteed by U.S. | $15,844,000 | 1,769 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,503,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $4,194,000 | 2,655 |
| Privately issued | $2,309,000 | 819 |
| 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 | $40,095,000 | 3,343 |
| 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 |