Home > Citizens and Farmers Bank > Securities
Citizens and Farmers Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $468,130,000 | 456 |
| U.S. Government securities | $293,893,000 | 483 |
| U.S. Treasury securities | $45,103,000 | 506 |
| U.S. Government agency obligations | $248,790,000 | 488 |
| Securities issued by states & political subdivisions | $147,111,000 | 284 |
| Other domestic debt securities | $21,440,000 | 689 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $21,440,000 | 379 |
| 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 | $198,847,000 | 516 |
| Mortgage-backed securities | $159,759,000 | 530 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $159,101,000 | 361 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,278 |
| 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) | $462,444,000 | 372 |
| Total debt securities | $462,443,000 | 451 |
| Structured notes | ||
| Amortized cost | $4,240,000 | 363 |
| Fair value | $3,614,000 | 386 |
| 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 | $466,300,000 | 449 |
| U.S. Government securities | $305,758,000 | 473 |
| U.S. Treasury securities | $51,394,000 | 466 |
| U.S. Government agency obligations | $254,364,000 | 480 |
| Securities issued by states & political subdivisions | $134,165,000 | 298 |
| Other domestic debt securities | $20,730,000 | 690 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $20,730,000 | 387 |
| 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 | $190,507,000 | 517 |
| Mortgage-backed securities | $158,375,000 | 527 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $157,710,000 | 355 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,259 |
| 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) | $460,653,000 | 363 |
| Total debt securities | $460,649,000 | 444 |
| Structured notes | ||
| Amortized cost | $4,238,000 | 375 |
| Fair value | $3,421,000 | 411 |
| 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 | $496,625,000 | 439 |
| U.S. Government securities | $338,671,000 | 425 |
| U.S. Treasury securities | $52,018,000 | 472 |
| U.S. Government agency obligations | $286,653,000 | 434 |
| Securities issued by states & political subdivisions | $130,906,000 | 333 |
| Other domestic debt securities | $21,307,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $21,307,000 | 381 |
| 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 | $200,423,000 | 498 |
| Mortgage-backed securities | $172,090,000 | 507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $169,554,000 | 343 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,243 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,828,000 | 1,001 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $490,884,000 | 359 |
| Total debt securities | $490,885,000 | 433 |
| Structured notes | ||
| Amortized cost | $28,968,000 | 64 |
| Fair value | $24,402,000 | 68 |
| 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 | $519,289,000 | 450 |
| U.S. Government securities | $365,541,000 | 424 |
| U.S. Treasury securities | $56,955,000 | 463 |
| U.S. Government agency obligations | $308,586,000 | 407 |
| Securities issued by states & political subdivisions | $126,039,000 | 379 |
| Other domestic debt securities | $22,045,000 | 704 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $22,045,000 | 392 |
| 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 | $408,848,000 | 268 |
| Mortgage-backed securities | $182,174,000 | 515 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $179,500,000 | 345 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,265 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,911,000 | 1,017 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $513,625,000 | 365 |
| Total debt securities | $513,624,000 | 442 |
| Structured notes | ||
| Amortized cost | $28,991,000 | 72 |
| Fair value | $25,179,000 | 74 |
| 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 | $518,400,000 | 453 |
| U.S. Government securities | $369,026,000 | 416 |
| U.S. Treasury securities | $58,832,000 | 482 |
| U.S. Government agency obligations | $310,194,000 | 399 |
| Securities issued by states & political subdivisions | $120,826,000 | 404 |
| Other domestic debt securities | $22,739,000 | 700 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $22,739,000 | 393 |
| 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 | $213,579,000 | 407 |
| Mortgage-backed securities | $179,540,000 | 528 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,725,000 | 353 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 2,280 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,040,000 | 986 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $512,591,000 | 368 |
| Total debt securities | $512,590,000 | 447 |
| Structured notes | ||
| Amortized cost | $29,024,000 | 76 |
| Fair value | $25,750,000 | 79 |
| 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 | $501,720,000 | 464 |
| U.S. Government securities | $370,026,000 | 421 |
| U.S. Treasury securities | $58,590,000 | 493 |
| U.S. Government agency obligations | $311,436,000 | 400 |
| Securities issued by states & political subdivisions | $106,767,000 | 465 |
| Other domestic debt securities | $22,771,000 | 678 |
| 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 | $22,771,000 | 397 |
| 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 | $212,032,000 | 389 |
| Mortgage-backed securities | $180,839,000 | 529 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $177,882,000 | 356 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $802,000 | 2,288 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,155,000 | 1,005 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $499,564,000 | 376 |
| Total debt securities | $499,565,000 | 457 |
| Structured notes | ||
| Amortized cost | $29,056,000 | 76 |
| Fair value | $25,814,000 | 78 |
| 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 | $504,398,000 | 469 |
| U.S. Government securities | $376,473,000 | 430 |
| U.S. Treasury securities | $57,130,000 | 495 |
| U.S. Government agency obligations | $319,343,000 | 414 |
| Securities issued by states & political subdivisions | $99,933,000 | 538 |
| Other domestic debt securities | $25,578,000 | 608 |
| 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 | $25,578,000 | 376 |
| 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 | $212,850,000 | 381 |
| Mortgage-backed securities | $195,349,000 | 517 |
| Certificates of participation in pools of residential mortgages | $191,945,000 | 340 |
| Issued or guaranteed by U.S. | $191,945,000 | 338 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $894,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,270 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,510,000 | 1,441 |
| Commercial mortgage pass-through securities | $2,510,000 | 939 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $501,984,000 | 395 |
| Total debt securities | $501,983,000 | 462 |
| Structured notes | ||
| Amortized cost | $30,751,000 | 70 |
| Fair value | $28,806,000 | 70 |
| 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 | $418,031,000 | 570 |
| U.S. Government securities | $297,141,000 | 523 |
| U.S. Treasury securities | $26,211,000 | 797 |
| U.S. Government agency obligations | $270,930,000 | 479 |
| Securities issued by states & political subdivisions | $91,721,000 | 607 |
| Other domestic debt securities | $26,670,000 | 579 |
| 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 | $26,670,000 | 355 |
| 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 | $177,403,000 | 430 |
| Mortgage-backed securities | $197,944,000 | 525 |
| Certificates of participation in pools of residential mortgages | $194,229,000 | 341 |
| Issued or guaranteed by U.S. | $194,229,000 | 340 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,005,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,230 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,710,000 | 1,407 |
| Commercial mortgage pass-through securities | $2,710,000 | 915 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $415,532,000 | 490 |
| Total debt securities | $415,532,000 | 561 |
| Structured notes | ||
| Amortized cost | $30,789,000 | 62 |
| Fair value | $30,080,000 | 60 |
| 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 | $374,542,000 | 605 |
| U.S. Government securities | $258,635,000 | 564 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $258,635,000 | 495 |
| Securities issued by states & political subdivisions | $92,666,000 | 630 |
| Other domestic debt securities | $21,772,000 | 625 |
| 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 | $21,772,000 | 390 |
| 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 | $186,219,000 | 411 |
| Mortgage-backed securities | $189,685,000 | 527 |
| Certificates of participation in pools of residential mortgages | $185,357,000 | 347 |
| Issued or guaranteed by U.S. | $185,357,000 | 346 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,162,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 2,196 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,166,000 | 1,330 |
| Commercial mortgage pass-through securities | $3,166,000 | 851 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $373,073,000 | 540 |
| Total debt securities | $373,073,000 | 596 |
| Structured notes | ||
| Amortized cost | $25,373,000 | 59 |
| Fair value | $25,472,000 | 59 |
| 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 | $364,837,000 | 581 |
| U.S. Government securities | $248,692,000 | 535 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $248,692,000 | 486 |
| Securities issued by states & political subdivisions | $96,305,000 | 575 |
| Other domestic debt securities | $18,416,000 | 650 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,416,000 | 411 |
| 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 | $159,863,000 | 450 |
| Mortgage-backed securities | $185,436,000 | 535 |
| Certificates of participation in pools of residential mortgages | $180,693,000 | 353 |
| Issued or guaranteed by U.S. | $180,693,000 | 352 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,330,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,330,000 | 2,176 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,413,000 | 1,299 |
| Commercial mortgage pass-through securities | $3,413,000 | 822 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $363,413,000 | 514 |
| Total debt securities | $363,409,000 | 569 |
| Structured notes | ||
| Amortized cost | $21,264,000 | 66 |
| Fair value | $21,369,000 | 66 |
| 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 | $358,260,000 | 558 |
| U.S. Government securities | $241,120,000 | 515 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $241,120,000 | 479 |
| Securities issued by states & political subdivisions | $100,283,000 | 521 |
| Other domestic debt securities | $15,483,000 | 680 |
| 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 | $15,483,000 | 434 |
| 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 | $153,392,000 | 465 |
| Mortgage-backed securities | $179,453,000 | 516 |
| Certificates of participation in pools of residential mortgages | $174,122,000 | 344 |
| Issued or guaranteed by U.S. | $174,122,000 | 340 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,562,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,562,000 | 2,097 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,769,000 | 1,252 |
| Commercial mortgage pass-through securities | $3,744,000 | 783 |
| Other commercial mortgage-backed securities | $25,000 | 1,400 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $356,886,000 | 504 |
| Total debt securities | $356,887,000 | 556 |
| Structured notes | ||
| Amortized cost | $17,343,000 | 62 |
| Fair value | $17,447,000 | 62 |
| 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 | $322,724,000 | 569 |
| U.S. Government securities | $204,199,000 | 546 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $204,199,000 | 512 |
| Securities issued by states & political subdivisions | $103,154,000 | 466 |
| Other domestic debt securities | $13,932,000 | 703 |
| 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 | $13,932,000 | 450 |
| 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 | $138,108,000 | 482 |
| Mortgage-backed securities | $149,744,000 | 558 |
| Certificates of participation in pools of residential mortgages | $143,896,000 | 371 |
| Issued or guaranteed by U.S. | $143,896,000 | 366 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,877,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $1,877,000 | 1,989 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,971,000 | 1,203 |
| Commercial mortgage pass-through securities | $3,925,000 | 751 |
| Other commercial mortgage-backed securities | $46,000 | 1,378 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $321,285,000 | 520 |
| Total debt securities | $321,290,000 | 565 |
| Structured notes | ||
| Amortized cost | $15,870,000 | 43 |
| Fair value | $15,838,000 | 44 |
| 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 | $287,865,000 | 577 |
| U.S. Government securities | $171,997,000 | 556 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $171,997,000 | 525 |
| Securities issued by states & political subdivisions | $102,804,000 | 449 |
| Other domestic debt securities | $11,588,000 | 718 |
| 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 | $11,588,000 | 474 |
| 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 | $150,131,000 | 438 |
| Mortgage-backed securities | $122,810,000 | 593 |
| Certificates of participation in pools of residential mortgages | $116,212,000 | 399 |
| Issued or guaranteed by U.S. | $116,212,000 | 395 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,184,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,184,000 | 1,940 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,414,000 | 1,115 |
| Commercial mortgage pass-through securities | $4,311,000 | 696 |
| Other commercial mortgage-backed securities | $103,000 | 1,327 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $286,389,000 | 532 |
| Total debt securities | $286,389,000 | 572 |
| Structured notes | ||
| Amortized cost | $10,564,000 | 39 |
| Fair value | $10,566,000 | 40 |
| 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 | $273,523,000 | 572 |
| U.S. Government securities | $164,131,000 | 550 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $164,131,000 | 520 |
| Securities issued by states & political subdivisions | $101,024,000 | 399 |
| Other domestic debt securities | $6,936,000 | 895 |
| 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 | $6,936,000 | 593 |
| 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 | $116,603,000 | 516 |
| Mortgage-backed securities | $114,919,000 | 603 |
| Certificates of participation in pools of residential mortgages | $107,312,000 | 413 |
| Issued or guaranteed by U.S. | $107,312,000 | 405 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,696,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $2,696,000 | 1,846 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,911,000 | 1,043 |
| Commercial mortgage pass-through securities | $4,445,000 | 666 |
| Other commercial mortgage-backed securities | $466,000 | 1,229 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $272,091,000 | 521 |
| Total debt securities | $272,091,000 | 562 |
| Structured notes | ||
| Amortized cost | $6,462,000 | 59 |
| Fair value | $6,436,000 | 60 |
| 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 | $248,565,000 | 600 |
| U.S. Government securities | $55,754,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $55,754,000 | 1,232 |
| Securities issued by states & political subdivisions | $103,679,000 | 358 |
| Other domestic debt securities | $87,700,000 | 192 |
| Privately issued residential mortgage-backed securities | $87,700,000 | 54 |
| 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 | $122,582,000 | 498 |
| Mortgage-backed securities | $105,247,000 | 638 |
| Certificates of participation in pools of residential mortgages | $96,573,000 | 436 |
| Issued or guaranteed by U.S. | $8,873,000 | 2,096 |
| Privately issued | $87,700,000 | 14 |
| Collaterized mortgage obligations | $3,380,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $3,380,000 | 1,785 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,294,000 | 983 |
| Commercial mortgage pass-through securities | $4,738,000 | 640 |
| Other commercial mortgage-backed securities | $556,000 | 1,175 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $247,133,000 | 547 |
| Total debt securities | $247,133,000 | 597 |
| 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 | $235,980,000 | 614 |
| U.S. Government securities | $51,777,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $51,777,000 | 1,313 |
| Securities issued by states & political subdivisions | $98,019,000 | 344 |
| Other domestic debt securities | $84,628,000 | 196 |
| Privately issued residential mortgage-backed securities | $84,628,000 | 54 |
| 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 | $123,626,000 | 481 |
| Mortgage-backed securities | $103,348,000 | 668 |
| Certificates of participation in pools of residential mortgages | $94,156,000 | 452 |
| Issued or guaranteed by U.S. | $9,528,000 | 2,038 |
| Privately issued | $84,628,000 | 18 |
| Collaterized mortgage obligations | $3,639,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,746 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,553,000 | 949 |
| Commercial mortgage pass-through securities | $4,849,000 | 618 |
| Other commercial mortgage-backed securities | $704,000 | 1,119 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $234,424,000 | 561 |
| Total debt securities | $234,424,000 | 607 |
| 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 | $189,733,000 | 715 |
| U.S. Government securities | $108,026,000 | 796 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $108,026,000 | 755 |
| Securities issued by states & political subdivisions | $81,707,000 | 394 |
| 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 | $127,467,000 | 459 |
| Mortgage-backed securities | $86,586,000 | 741 |
| Certificates of participation in pools of residential mortgages | $77,893,000 | 490 |
| Issued or guaranteed by U.S. | $77,893,000 | 478 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,536,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $3,536,000 | 1,761 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,157,000 | 963 |
| Commercial mortgage pass-through securities | $5,157,000 | 588 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $189,733,000 | 650 |
| Total debt securities | $189,733,000 | 707 |
| Structured notes | ||
| Amortized cost | $1,268,000 | 373 |
| Fair value | $1,267,000 | 373 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $190,869,000 | 702 |
| U.S. Government securities | $111,881,000 | 768 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $111,881,000 | 722 |
| Securities issued by states & political subdivisions | $78,988,000 | 399 |
| 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 | $93,048,000 | 570 |
| Mortgage-backed securities | $89,701,000 | 698 |
| Certificates of participation in pools of residential mortgages | $80,553,000 | 471 |
| Issued or guaranteed by U.S. | $80,553,000 | 457 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,765,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,765,000 | 1,732 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,383,000 | 927 |
| Commercial mortgage pass-through securities | $5,383,000 | 576 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $190,869,000 | 631 |
| Total debt securities | $190,871,000 | 696 |
| Structured notes | ||
| Amortized cost | $1,268,000 | 466 |
| Fair value | $1,268,000 | 466 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $200,427,000 | 684 |
| U.S. Government securities | $112,833,000 | 772 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $112,833,000 | 731 |
| Securities issued by states & political subdivisions | $87,594,000 | 352 |
| 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 | $98,861,000 | 558 |
| Mortgage-backed securities | $95,636,000 | 656 |
| Certificates of participation in pools of residential mortgages | $85,897,000 | 450 |
| Issued or guaranteed by U.S. | $85,897,000 | 447 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,958,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,958,000 | 1,677 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $5,781,000 | 885 |
| Commercial mortgage pass-through securities | $5,781,000 | 563 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $200,427,000 | 604 |
| Total debt securities | $200,426,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $209,007,000 | 657 |
| U.S. Government securities | $117,983,000 | 745 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $117,983,000 | 697 |
| Securities issued by states & political subdivisions | $91,024,000 | 344 |
| 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 | $103,332,000 | 539 |
| Mortgage-backed securities | $100,589,000 | 626 |
| Certificates of participation in pools of residential mortgages | $90,680,000 | 441 |
| Issued or guaranteed by U.S. | $90,680,000 | 439 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,079,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $4,079,000 | 1,661 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,830,000 | 818 |
| Commercial mortgage pass-through securities | $5,830,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $209,007,000 | 585 |
| Total debt securities | $209,008,000 | 649 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $214,910,000 | 652 |
| U.S. Government securities | $122,456,000 | 727 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $122,456,000 | 687 |
| Securities issued by states & political subdivisions | $92,454,000 | 351 |
| 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 | $109,832,000 | 525 |
| Mortgage-backed securities | $104,983,000 | 610 |
| Certificates of participation in pools of residential mortgages | $94,613,000 | 429 |
| Issued or guaranteed by U.S. | $94,613,000 | 426 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,224,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,646 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $6,146,000 | 792 |
| Commercial mortgage pass-through securities | $6,146,000 | 521 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $214,910,000 | 575 |
| Total debt securities | $214,908,000 | 645 |
| Structured notes | ||
| Amortized cost | $1,747,000 | 499 |
| Fair value | $1,748,000 | 495 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $217,114,000 | 634 |
| U.S. Government securities | $119,918,000 | 734 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $119,918,000 | 692 |
| Securities issued by states & political subdivisions | $97,196,000 | 338 |
| 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 | $91,902,000 | 610 |
| Mortgage-backed securities | $103,730,000 | 612 |
| Certificates of participation in pools of residential mortgages | $93,121,000 | 436 |
| Issued or guaranteed by U.S. | $93,121,000 | 434 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,250,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $4,250,000 | 1,610 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $6,359,000 | 773 |
| Commercial mortgage pass-through securities | $6,359,000 | 504 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $217,114,000 | 557 |
| Total debt securities | $217,113,000 | 625 |
| Structured notes | ||
| Amortized cost | $750,000 | 705 |
| Fair value | $749,000 | 705 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $221,869,000 | 632 |
| U.S. Government securities | $119,975,000 | 732 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $119,975,000 | 691 |
| Securities issued by states & political subdivisions | $101,894,000 | 336 |
| 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 | $104,476,000 | 563 |
| Mortgage-backed securities | $97,519,000 | 649 |
| Certificates of participation in pools of residential mortgages | $92,972,000 | 441 |
| Issued or guaranteed by U.S. | $92,972,000 | 439 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,547,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $4,547,000 | 1,582 |
| 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) | $221,869,000 | 555 |
| Total debt securities | $221,867,000 | 622 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $218,408,000 | 642 |
| U.S. Government securities | $117,752,000 | 755 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $117,752,000 | 717 |
| Securities issued by states & political subdivisions | $100,656,000 | 341 |
| 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 | $109,774,000 | 549 |
| Mortgage-backed securities | $94,756,000 | 665 |
| Certificates of participation in pools of residential mortgages | $89,954,000 | 465 |
| Issued or guaranteed by U.S. | $89,954,000 | 464 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,802,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 1,535 |
| 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) | $218,408,000 | 563 |
| Total debt securities | $218,406,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $218,976,000 | 650 |
| U.S. Government securities | $113,230,000 | 797 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $113,230,000 | 757 |
| Securities issued by states & political subdivisions | $105,746,000 | 335 |
| 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 | $119,256,000 | 517 |
| Mortgage-backed securities | $89,199,000 | 701 |
| Certificates of participation in pools of residential mortgages | $84,058,000 | 483 |
| Issued or guaranteed by U.S. | $84,058,000 | 482 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,141,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,141,000 | 1,481 |
| 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) | $218,976,000 | 569 |
| Total debt securities | $218,976,000 | 643 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $208,993,000 | 673 |
| U.S. Government securities | $102,242,000 | 874 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $102,242,000 | 834 |
| Securities issued by states & political subdivisions | $106,751,000 | 332 |
| 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 | $98,957,000 | 615 |
| Mortgage-backed securities | $77,916,000 | 782 |
| Certificates of participation in pools of residential mortgages | $72,397,000 | 544 |
| Issued or guaranteed by U.S. | $72,397,000 | 544 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,519,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $5,519,000 | 1,437 |
| 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) | $208,993,000 | 593 |
| Total debt securities | $208,993,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $213,036,000 | 674 |
| U.S. Government securities | $101,040,000 | 893 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $101,040,000 | 852 |
| Securities issued by states & political subdivisions | $111,996,000 | 324 |
| 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 | $104,653,000 | 586 |
| Mortgage-backed securities | $75,718,000 | 820 |
| Certificates of participation in pools of residential mortgages | $69,778,000 | 579 |
| Issued or guaranteed by U.S. | $69,778,000 | 579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,940,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $5,940,000 | 1,403 |
| 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) | $213,036,000 | 593 |
| Total debt securities | $213,036,000 | 666 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $213,079,000 | 687 |
| U.S. Government securities | $99,265,000 | 930 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $99,265,000 | 888 |
| Securities issued by states & political subdivisions | $113,814,000 | 313 |
| 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 | $107,489,000 | 574 |
| Mortgage-backed securities | $73,834,000 | 839 |
| Certificates of participation in pools of residential mortgages | $67,553,000 | 601 |
| Issued or guaranteed by U.S. | $67,553,000 | 601 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,281,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $6,281,000 | 1,368 |
| 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) | $213,079,000 | 606 |
| Total debt securities | $213,079,000 | 680 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $210,026,000 | 682 |
| U.S. Government securities | $92,927,000 | 955 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $92,927,000 | 911 |
| Securities issued by states & political subdivisions | $117,099,000 | 299 |
| 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 | $114,156,000 | 537 |
| Mortgage-backed securities | $67,380,000 | 897 |
| Certificates of participation in pools of residential mortgages | $60,755,000 | 653 |
| Issued or guaranteed by U.S. | $60,755,000 | 653 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,625,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $6,625,000 | 1,314 |
| 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) | $210,026,000 | 602 |
| Total debt securities | $210,026,000 | 673 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,032,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $205,232,000 | 702 |
| U.S. Government securities | $84,413,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $84,413,000 | 992 |
| Securities issued by states & political subdivisions | $120,819,000 | 280 |
| 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 | $86,797,000 | 693 |
| Mortgage-backed securities | $60,454,000 | 967 |
| Certificates of participation in pools of residential mortgages | $52,896,000 | 748 |
| Issued or guaranteed by U.S. | $52,896,000 | 748 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,558,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $7,558,000 | 1,252 |
| 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) | $205,232,000 | 621 |
| Total debt securities | $205,232,000 | 694 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $815,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $212,086,000 | 686 |
| U.S. Government securities | $90,015,000 | 996 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $90,015,000 | 944 |
| Securities issued by states & political subdivisions | $122,071,000 | 275 |
| 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 | $90,447,000 | 674 |
| Mortgage-backed securities | $64,753,000 | 928 |
| Certificates of participation in pools of residential mortgages | $56,478,000 | 708 |
| Issued or guaranteed by U.S. | $56,478,000 | 705 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,275,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $8,275,000 | 1,218 |
| 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) | $212,086,000 | 603 |
| Total debt securities | $212,086,000 | 681 |
| 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 | $216,256,000 | 673 |
| U.S. Government securities | $92,453,000 | 994 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $92,453,000 | 948 |
| Securities issued by states & political subdivisions | $123,803,000 | 261 |
| 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 | $93,881,000 | 660 |
| Mortgage-backed securities | $65,431,000 | 912 |
| Certificates of participation in pools of residential mortgages | $56,691,000 | 707 |
| Issued or guaranteed by U.S. | $56,691,000 | 707 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,740,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,740,000 | 1,195 |
| 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) | $216,256,000 | 593 |
| Total debt securities | $216,256,000 | 668 |
| 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 | $219,476,000 | 671 |
| U.S. Government securities | $95,530,000 | 973 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $95,530,000 | 929 |
| Securities issued by states & political subdivisions | $123,946,000 | 253 |
| 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 | $95,128,000 | 644 |
| Mortgage-backed securities | $65,504,000 | 911 |
| Certificates of participation in pools of residential mortgages | $56,555,000 | 719 |
| Issued or guaranteed by U.S. | $56,555,000 | 718 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,949,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,949,000 | 1,189 |
| 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) | $219,476,000 | 593 |
| Total debt securities | $219,476,000 | 666 |
| 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 | $220,807,000 | 675 |
| U.S. Government securities | $94,197,000 | 993 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $94,197,000 | 947 |
| Securities issued by states & political subdivisions | $126,610,000 | 244 |
| 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 | $86,365,000 | 711 |
| Mortgage-backed securities | $62,773,000 | 936 |
| Certificates of participation in pools of residential mortgages | $53,061,000 | 745 |
| Issued or guaranteed by U.S. | $53,061,000 | 745 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,712,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $9,712,000 | 1,155 |
| 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) | $220,807,000 | 588 |
| Total debt securities | $220,807,000 | 667 |
| 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 | $218,349,000 | 693 |
| U.S. Government securities | $91,021,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $91,021,000 | 1,008 |
| Securities issued by states & political subdivisions | $127,328,000 | 236 |
| 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 | $86,755,000 | 720 |
| Mortgage-backed securities | $58,246,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $48,175,000 | 842 |
| Issued or guaranteed by U.S. | $48,175,000 | 842 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,071,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $10,071,000 | 1,184 |
| 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) | $218,349,000 | 599 |
| Total debt securities | $218,349,000 | 685 |
| 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 | $220,834,000 | 684 |
| U.S. Government securities | $89,023,000 | 1,095 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $89,023,000 | 1,049 |
| Securities issued by states & political subdivisions | $131,811,000 | 219 |
| 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 | $107,654,000 | 606 |
| Mortgage-backed securities | $55,829,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $44,573,000 | 911 |
| Issued or guaranteed by U.S. | $44,573,000 | 911 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,256,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $11,256,000 | 1,158 |
| 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) | $220,834,000 | 596 |
| Total debt securities | $220,834,000 | 675 |
| 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 | $221,897,000 | 675 |
| U.S. Government securities | $90,552,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $90,552,000 | 1,027 |
| Securities issued by states & political subdivisions | $131,345,000 | 215 |
| 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 | $110,368,000 | 586 |
| Mortgage-backed securities | $54,333,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $42,554,000 | 959 |
| Issued or guaranteed by U.S. | $42,554,000 | 956 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,779,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $11,779,000 | 1,152 |
| 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) | $221,897,000 | 570 |
| Total debt securities | $221,897,000 | 663 |
| 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 | $220,093,000 | 683 |
| U.S. Government securities | $88,767,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $88,767,000 | 1,066 |
| Securities issued by states & political subdivisions | $131,326,000 | 208 |
| 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 | $103,676,000 | 612 |
| Mortgage-backed securities | $50,146,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $38,124,000 | 1,058 |
| Issued or guaranteed by U.S. | $38,124,000 | 1,057 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,022,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $12,022,000 | 1,150 |
| 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) | $220,093,000 | 580 |
| Total debt securities | $220,093,000 | 675 |
| 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 | $217,308,000 | 702 |
| U.S. Government securities | $86,655,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $86,655,000 | 1,116 |
| Securities issued by states & political subdivisions | $130,653,000 | 208 |
| 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 | $108,006,000 | 600 |
| Mortgage-backed securities | $43,794,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $29,942,000 | 1,310 |
| Issued or guaranteed by U.S. | $29,942,000 | 1,310 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,852,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $13,852,000 | 1,082 |
| 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) | $217,308,000 | 604 |
| Total debt securities | $217,308,000 | 693 |
| Structured notes | ||
| Amortized cost | $1,819,000 | 1,341 |
| Fair value | $1,846,000 | 1,323 |
| 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 | $211,799,000 | 723 |
| U.S. Government securities | $81,820,000 | 1,232 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $81,820,000 | 1,182 |
| Securities issued by states & political subdivisions | $129,979,000 | 208 |
| 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 | $81,652,000 | 769 |
| Mortgage-backed securities | $39,154,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $24,695,000 | 1,515 |
| Issued or guaranteed by U.S. | $24,695,000 | 1,514 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,459,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $14,459,000 | 1,053 |
| 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) | $211,799,000 | 625 |
| Total debt securities | $211,799,000 | 714 |
| Structured notes | ||
| Amortized cost | $1,815,000 | 1,355 |
| Fair value | $1,818,000 | 1,340 |
| 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 | $156,944,000 | 988 |
| U.S. Government securities | $35,834,000 | 2,433 |
| U.S. Treasury securities | $10,000,000 | 296 |
| U.S. Government agency obligations | $25,834,000 | 2,930 |
| Securities issued by states & political subdivisions | $121,110,000 | 226 |
| 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 | $135,777,000 | 483 |
| Mortgage-backed securities | $2,836,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $2,836,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,836,000 | 4,017 |
| 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) | $156,944,000 | 852 |
| Total debt securities | $156,944,000 | 978 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $147,161,000 | 1,044 |
| U.S. Government securities | $24,443,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,443,000 | 3,064 |
| Securities issued by states & political subdivisions | $122,718,000 | 217 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,253,000 | 564 |
| Mortgage-backed securities | $2,986,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,986 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,979 |
| 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) | $147,161,000 | 910 |
| Total debt securities | $147,161,000 | 1,035 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $147,330,000 | 1,045 |
| U.S. Government securities | $24,914,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,914,000 | 3,019 |
| Securities issued by states & political subdivisions | $122,416,000 | 218 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,027,000 | 557 |
| Mortgage-backed securities | $3,155,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $3,155,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,155,000 | 3,939 |
| 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) | $147,330,000 | 928 |
| Total debt securities | $147,330,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $150,334,000 | 1,030 |
| U.S. Government securities | $27,878,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,878,000 | 2,868 |
| Securities issued by states & political subdivisions | $122,456,000 | 211 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,956,000 | 554 |
| Mortgage-backed securities | $1,956,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,300 |
| 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) | $150,334,000 | 921 |
| Total debt securities | $150,334,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $152,713,000 | 996 |
| U.S. Government securities | $26,838,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,838,000 | 2,875 |
| Securities issued by states & political subdivisions | $125,875,000 | 200 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,137,000 | 554 |
| Mortgage-backed securities | $2,189,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 4,256 |
| Issued or guaranteed by U.S. | $2,189,000 | 4,255 |
| 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) | $152,713,000 | 889 |
| Total debt securities | $152,713,000 | 983 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $140,567,000 | 1,086 |
| U.S. Government securities | $15,193,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,193,000 | 4,001 |
| Securities issued by states & political subdivisions | $125,374,000 | 190 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,821,000 | 630 |
| Mortgage-backed securities | $2,463,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,313 |
| 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) | $140,567,000 | 979 |
| Total debt securities | $140,567,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,079 |
| Fair value | $700,000 | 2,088 |
| 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 | $141,193,000 | 1,099 |
| U.S. Government securities | $16,239,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,239,000 | 3,950 |
| Securities issued by states & political subdivisions | $124,954,000 | 177 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,388,000 | 638 |
| Mortgage-backed securities | $2,707,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,707,000 | 4,281 |
| 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) | $141,193,000 | 989 |
| Total debt securities | $141,193,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $904,000 | 2,205 |
| Fair value | $905,000 | 2,198 |
| 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 | $143,803,000 | 1,088 |
| U.S. Government securities | $16,903,000 | 4,044 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,903,000 | 3,956 |
| Securities issued by states & political subdivisions | $126,900,000 | 174 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,812,000 | 609 |
| Mortgage-backed securities | $2,977,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $2,977,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,977,000 | 4,202 |
| 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) | $143,803,000 | 968 |
| Total debt securities | $143,803,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $1,104,000 | 2,124 |
| Fair value | $1,102,000 | 2,129 |
| 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 | $144,578,000 | 1,037 |
| U.S. Government securities | $17,498,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,498,000 | 3,822 |
| Securities issued by states & political subdivisions | $127,080,000 | 169 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,659,000 | 529 |
| Mortgage-backed securities | $2,215,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $2,215,000 | 4,370 |
| Issued or guaranteed by U.S. | $2,215,000 | 4,361 |
| 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) | $144,578,000 | 915 |
| Total debt securities | $144,578,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,478 |
| Fair value | $700,000 | 2,481 |
| 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 | $141,693,000 | 1,035 |
| U.S. Government securities | $13,555,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,555,000 | 4,273 |
| Securities issued by states & political subdivisions | $128,138,000 | 150 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,195,000 | 588 |
| Mortgage-backed securities | $2,499,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 4,228 |
| Issued or guaranteed by U.S. | $2,499,000 | 4,213 |
| 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) | $141,693,000 | 915 |
| Total debt securities | $141,693,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $501,000 | 2,701 |
| 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 | $140,001,000 | 1,033 |
| U.S. Government securities | $15,273,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,273,000 | 4,127 |
| Securities issued by states & political subdivisions | $124,728,000 | 154 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,792,000 | 618 |
| Mortgage-backed securities | $2,699,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,699,000 | 4,129 |
| 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) | $140,001,000 | 919 |
| Total debt securities | $140,001,000 | 1,021 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,813 |
| Fair value | $503,000 | 2,846 |
| 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 | $135,751,000 | 1,060 |
| U.S. Government securities | $16,828,000 | 3,994 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,828,000 | 3,880 |
| Securities issued by states & political subdivisions | $118,923,000 | 160 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,175,000 | 614 |
| Mortgage-backed securities | $2,895,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $2,895,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,895,000 | 4,024 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $135,751,000 | 934 |
| Total debt securities | $135,751,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $504,000 | 2,872 |
| Fair value | $504,000 | 2,901 |
| 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 | $130,244,000 | 1,064 |
| U.S. Government securities | $15,956,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,956,000 | 3,820 |
| Securities issued by states & political subdivisions | $114,288,000 | 162 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,283,000 | 603 |
| Mortgage-backed securities | $2,301,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,130 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,122 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $130,244,000 | 934 |
| Total debt securities | $130,244,000 | 1,053 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 2,321 |
| Fair value | $1,004,000 | 2,372 |
| 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 | $129,895,000 | 1,029 |
| U.S. Government securities | $17,120,000 | 3,760 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,120,000 | 3,658 |
| Securities issued by states & political subdivisions | $112,775,000 | 159 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,728,000 | 668 |
| Mortgage-backed securities | $2,582,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,582,000 | 3,999 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $129,895,000 | 904 |
| Total debt securities | $129,895,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 2,367 |
| Fair value | $1,008,000 | 2,433 |
| 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 | $121,065,000 | 1,102 |
| U.S. Government securities | $17,339,000 | 3,780 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,339,000 | 3,689 |
| Securities issued by states & political subdivisions | $103,726,000 | 161 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,300,000 | 686 |
| Mortgage-backed securities | $2,999,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 3,923 |
| Issued or guaranteed by U.S. | $2,999,000 | 3,915 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $121,065,000 | 971 |
| Total debt securities | $121,065,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,001,000 | 2,607 |
| 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 | $121,530,000 | 1,091 |
| U.S. Government securities | $17,043,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,043,000 | 3,802 |
| Securities issued by states & political subdivisions | $104,487,000 | 149 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,294,000 | 677 |
| Mortgage-backed securities | $2,423,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,244 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $121,530,000 | 962 |
| Total debt securities | $121,530,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 2,106 |
| Fair value | $1,491,000 | 2,095 |
| 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 | $117,319,000 | 1,101 |
| U.S. Government securities | $12,452,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,452,000 | 4,435 |
| Securities issued by states & political subdivisions | $104,867,000 | 151 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,902,000 | 636 |
| Mortgage-backed securities | $2,709,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,709,000 | 4,229 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $117,319,000 | 958 |
| Total debt securities | $117,319,000 | 1,085 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,821 |
| Fair value | $1,469,000 | 1,819 |
| 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 | $118,339,000 | 1,088 |
| U.S. Government securities | $12,245,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,245,000 | 4,476 |
| Securities issued by states & political subdivisions | $106,094,000 | 156 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,029,000 | 1,269 |
| Mortgage-backed securities | $3,046,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $3,046,000 | 4,210 |
| Issued or guaranteed by U.S. | $3,046,000 | 4,203 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $118,339,000 | 940 |
| Total debt securities | $118,339,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $482,000 | 2,181 |
| 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 | $109,346,000 | 1,151 |
| U.S. Government securities | $11,356,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,356,000 | 4,646 |
| Securities issued by states & political subdivisions | $97,990,000 | 172 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,640,000 | 1,252 |
| Mortgage-backed securities | $2,579,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $2,579,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,579,000 | 4,429 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $109,346,000 | 985 |
| Total debt securities | $109,346,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $465,000 | 1,686 |
| 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 | $106,552,000 | 1,172 |
| U.S. Government securities | $12,324,000 | 4,653 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,324,000 | 4,573 |
| Securities issued by states & political subdivisions | $94,228,000 | 178 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,311,000 | 1,210 |
| Mortgage-backed securities | $3,025,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $3,025,000 | 4,388 |
| Issued or guaranteed by U.S. | $3,025,000 | 4,377 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $106,552,000 | 1,015 |
| Total debt securities | $106,552,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $98,991,000 | 1,241 |
| U.S. Government securities | $13,480,000 | 4,482 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,480,000 | 4,395 |
| Securities issued by states & political subdivisions | $85,511,000 | 193 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,841,000 | 1,306 |
| Mortgage-backed securities | $2,318,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,603 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,590 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $98,991,000 | 1,075 |
| Total debt securities | $98,991,000 | 1,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $85,807,000 | 1,388 |
| U.S. Government securities | $13,761,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,761,000 | 4,328 |
| Securities issued by states & political subdivisions | $72,046,000 | 214 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,973,000 | 1,331 |
| Mortgage-backed securities | $2,401,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 4,526 |
| Issued or guaranteed by U.S. | $2,401,000 | 4,513 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $85,807,000 | 1,196 |
| Total debt securities | $85,807,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $86,632,000 | 1,391 |
| U.S. Government securities | $11,945,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,945,000 | 4,679 |
| Securities issued by states & political subdivisions | $74,687,000 | 209 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,627,000 | 1,392 |
| Mortgage-backed securities | $1,525,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,883 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $86,632,000 | 1,205 |
| Total debt securities | $86,632,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $83,417,000 | 1,442 |
| U.S. Government securities | $10,017,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,017,000 | 5,019 |
| Securities issued by states & political subdivisions | $73,400,000 | 218 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,747,000 | 1,321 |
| Mortgage-backed securities | $1,702,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $1,702,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,702,000 | 4,735 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $83,417,000 | 1,254 |
| Total debt securities | $83,417,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $2,967,000 | 529 |
| Fair value | $2,967,000 | 531 |
| 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 | $77,388,000 | 1,543 |
| U.S. Government securities | $9,238,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,238,000 | 5,301 |
| Securities issued by states & political subdivisions | $68,150,000 | 234 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,002,000 | 1,404 |
| Mortgage-backed securities | $1,771,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,473 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $77,388,000 | 1,336 |
| Total debt securities | $77,388,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $2,967,000 | 827 |
| Fair value | $2,967,000 | 824 |
| 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 | $72,105,000 | 1,650 |
| U.S. Government securities | $9,108,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,108,000 | 5,443 |
| Securities issued by states & political subdivisions | $62,997,000 | 258 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,728,000 | 1,377 |
| Mortgage-backed securities | $1,843,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,291 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,279 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $72,105,000 | 1,428 |
| Total debt securities | $72,105,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $3,113,000 | 908 |
| Fair value | $3,121,000 | 903 |
| 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 | $67,545,000 | 1,725 |
| U.S. Government securities | $8,119,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,119,000 | 5,709 |
| Securities issued by states & political subdivisions | $59,426,000 | 275 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,612,000 | 1,079 |
| Mortgage-backed securities | $1,927,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,927,000 | 4,208 |
| Issued or guaranteed by U.S. | $1,927,000 | 4,195 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $67,545,000 | 1,498 |
| Total debt securities | $67,545,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $3,113,000 | 963 |
| Fair value | $3,082,000 | 956 |
| 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 | $63,236,000 | 1,850 |
| U.S. Government securities | $7,810,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,810,000 | 5,830 |
| Securities issued by states & political subdivisions | $55,426,000 | 302 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,139,000 | 1,084 |
| Mortgage-backed securities | $2,072,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,116 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $63,236,000 | 1,586 |
| Total debt securities | $63,236,000 | 1,815 |
| Structured notes | ||
| Amortized cost | $2,625,000 | 1,158 |
| Fair value | $2,603,000 | 1,158 |
| 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 | $63,456,000 | 1,869 |
| U.S. Government securities | $8,429,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,429,000 | 5,703 |
| Securities issued by states & political subdivisions | $55,027,000 | 305 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,269,000 | 1,174 |
| Mortgage-backed securities | $2,207,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,056 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $63,456,000 | 1,597 |
| Total debt securities | $63,456,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $3,124,000 | 1,083 |
| Fair value | $3,098,000 | 1,081 |
| 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 | $60,910,000 | 1,963 |
| U.S. Government securities | $8,400,000 | 5,910 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,400,000 | 5,794 |
| Securities issued by states & political subdivisions | $52,510,000 | 314 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,595,000 | 1,180 |
| Mortgage-backed securities | $2,312,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 4,001 |
| Issued or guaranteed by U.S. | $2,312,000 | 3,980 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $60,910,000 | 1,679 |
| Total debt securities | $60,910,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $3,145,000 | 1,165 |
| Fair value | $3,117,000 | 1,162 |
| 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 | $60,806,000 | 1,967 |
| U.S. Government securities | $8,503,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,503,000 | 5,772 |
| Securities issued by states & political subdivisions | $52,303,000 | 313 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,248,000 | 1,233 |
| Mortgage-backed securities | $2,519,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,904 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,889 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $60,806,000 | 1,681 |
| Total debt securities | $60,806,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $3,145,000 | 1,217 |
| Fair value | $3,075,000 | 1,211 |
| 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 | $62,064,000 | 1,955 |
| U.S. Government securities | $8,938,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,938,000 | 5,713 |
| Securities issued by states & political subdivisions | $53,126,000 | 305 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,761,000 | 1,219 |
| Mortgage-backed securities | $2,838,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $2,838,000 | 3,800 |
| Issued or guaranteed by U.S. | $2,838,000 | 3,784 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $62,064,000 | 1,666 |
| Total debt securities | $62,064,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 1,176 |
| Fair value | $3,450,000 | 1,154 |
| 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 | $61,204,000 | 1,976 |
| U.S. Government securities | $8,679,000 | 5,911 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,679,000 | 5,757 |
| Securities issued by states & political subdivisions | $52,525,000 | 315 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,818,000 | 1,194 |
| Mortgage-backed securities | $2,562,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 3,937 |
| Issued or guaranteed by U.S. | $2,562,000 | 3,921 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $61,204,000 | 1,688 |
| Total debt securities | $61,203,000 | 1,934 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 1,171 |
| Fair value | $3,451,000 | 1,153 |
| 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 | $62,777,000 | 1,918 |
| U.S. Government securities | $10,017,000 | 5,553 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,017,000 | 5,424 |
| Securities issued by states & political subdivisions | $52,760,000 | 313 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,214,000 | 1,129 |
| Mortgage-backed securities | $2,840,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $2,840,000 | 3,871 |
| Issued or guaranteed by U.S. | $2,840,000 | 3,857 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $62,777,000 | 1,617 |
| Total debt securities | $62,777,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $4,491,000 | 943 |
| Fair value | $4,479,000 | 925 |
| 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 | $64,564,000 | 1,876 |
| U.S. Government securities | $10,924,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,924,000 | 5,251 |
| Securities issued by states & political subdivisions | $53,640,000 | 306 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,165,000 | 1,125 |
| Mortgage-backed securities | $3,215,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,215,000 | 3,796 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $64,564,000 | 1,587 |
| Total debt securities | $64,564,000 | 1,832 |
| Structured notes | ||
| Amortized cost | $4,490,000 | 937 |
| Fair value | $4,490,000 | 915 |
| 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 | $64,720,000 | 1,904 |
| U.S. Government securities | $10,656,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,656,000 | 5,388 |
| Securities issued by states & political subdivisions | $54,064,000 | 284 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,808,000 | 1,148 |
| Mortgage-backed securities | $3,525,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $3,525,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,525,000 | 3,769 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $64,720,000 | 1,612 |
| Total debt securities | $64,720,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,026 |
| Fair value | $3,962,000 | 1,005 |
| 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 | $67,460,000 | 1,846 |
| U.S. Government securities | $13,790,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,790,000 | 4,714 |
| Securities issued by states & political subdivisions | $53,670,000 | 291 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,307,000 | 1,411 |
| Mortgage-backed securities | $3,067,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $3,067,000 | 4,000 |
| Issued or guaranteed by U.S. | $3,067,000 | 3,988 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $67,460,000 | 1,560 |
| Total debt securities | $67,460,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 920 |
| Fair value | $4,493,000 | 904 |
| 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 | $66,277,000 | 1,864 |
| U.S. Government securities | $13,029,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,029,000 | 4,878 |
| Securities issued by states & political subdivisions | $53,248,000 | 301 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,528,000 | 1,380 |
| Mortgage-backed securities | $2,742,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $2,742,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,742,000 | 4,124 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $66,277,000 | 1,565 |
| Total debt securities | $66,277,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 925 |
| Fair value | $4,507,000 | 903 |
| 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 | $65,062,000 | 1,914 |
| U.S. Government securities | $14,300,000 | 4,842 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,300,000 | 4,676 |
| Securities issued by states & political subdivisions | $50,762,000 | 305 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,610,000 | 1,403 |
| Mortgage-backed securities | $3,159,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,993 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $65,062,000 | 1,614 |
| Total debt securities | $65,062,000 | 1,858 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 752 |
| Fair value | $5,421,000 | 747 |
| 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 | $67,765,000 | 1,859 |
| U.S. Government securities | $15,248,000 | 4,596 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,248,000 | 4,453 |
| Securities issued by states & political subdivisions | $52,517,000 | 296 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,571,000 | 1,447 |
| Mortgage-backed securities | $3,833,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,814 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $67,765,000 | 1,589 |
| Total debt securities | $67,765,000 | 1,803 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 639 |
| Fair value | $5,518,000 | 641 |
| 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 | $97,605,000 | 1,390 |
| U.S. Government securities | $48,851,000 | 1,944 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $48,851,000 | 1,872 |
| Securities issued by states & political subdivisions | $48,754,000 | 324 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,202,000 | 1,424 |
| Mortgage-backed securities | $1,763,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $1,763,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,763,000 | 4,725 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $97,605,000 | 1,193 |
| Total debt securities | $97,605,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $48,491,000 | 2,515 |
| U.S. Government securities | $3,318,000 | 7,703 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,318,000 | 7,512 |
| Securities issued by states & political subdivisions | $45,173,000 | 360 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,986,000 | 1,374 |
| Mortgage-backed securities | $2,277,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 4,440 |
| Issued or guaranteed by U.S. | $2,277,000 | 4,418 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $48,491,000 | 2,144 |
| Total debt securities | $48,491,000 | 2,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $53,673,000 | 2,259 |
| U.S. Government securities | $5,336,000 | 6,971 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,336,000 | 6,785 |
| Securities issued by states & political subdivisions | $48,337,000 | 321 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,924,000 | 1,316 |
| Mortgage-backed securities | $3,265,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $3,265,000 | 4,036 |
| Issued or guaranteed by U.S. | $3,265,000 | 4,024 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $53,673,000 | 1,917 |
| Total debt securities | $53,673,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $55,906,000 | 2,152 |
| U.S. Government securities | $6,571,000 | 6,597 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,571,000 | 6,400 |
| Securities issued by states & political subdivisions | $49,335,000 | 299 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,499,000 | 1,316 |
| Mortgage-backed securities | $4,495,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $4,495,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,495,000 | 3,564 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $55,906,000 | 1,810 |
| Total debt securities | $55,906,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $55,011,000 | 2,148 |
| U.S. Government securities | $4,387,000 | 7,392 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,387,000 | 7,193 |
| Securities issued by states & political subdivisions | $50,624,000 | 283 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,441,000 | 1,314 |
| Mortgage-backed securities | $4,387,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $4,387,000 | 3,599 |
| Issued or guaranteed by U.S. | $4,387,000 | 3,588 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $55,011,000 | 1,810 |
| Total debt securities | $55,011,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $48,484,000 | 2,260 |
| U.S. Government securities | $1,924,000 | 8,530 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,924,000 | 8,333 |
| Securities issued by states & political subdivisions | $46,560,000 | 286 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,388,000 | 1,412 |
| Mortgage-backed securities | $1,924,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,523 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $48,484,000 | 1,866 |
| Total debt securities | $48,484,000 | 2,192 |
| 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 | $62,244,000 | 1,767 |
| U.S. Government securities | $14,298,000 | 4,692 |
| U.S. Treasury securities | $1,000,000 | 2,770 |
| U.S. Government agency obligations | $13,298,000 | 4,626 |
| Securities issued by states & political subdivisions | $46,351,000 | 269 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,595,000 | 1,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,990,000 | 1,617 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,771,000 | 740 |
| Available-for-sale securities (fair market value) | $28,473,000 | 2,875 |
| Total debt securities | $60,649,000 | 1,726 |
| 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 | $61,845,000 | 1,852 |
| U.S. Government securities | $13,638,000 | 5,073 |
| U.S. Treasury securities | $1,000,000 | 3,642 |
| U.S. Government agency obligations | $12,638,000 | 4,838 |
| Securities issued by states & political subdivisions | $46,622,000 | 281 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,585,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,580,000 | 1,783 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,791,000 | 768 |
| Available-for-sale securities (fair market value) | $27,054,000 | 3,073 |
| Total debt securities | $60,260,000 | 1,826 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $57,301,000 | 2,017 |
| U.S. Government securities | $16,563,000 | 4,482 |
| U.S. Treasury securities | $3,007,000 | 3,186 |
| U.S. Government agency obligations | $13,556,000 | 4,400 |
| Securities issued by states & political subdivisions | $39,032,000 | 324 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,706,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,831,000 | 1,531 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,810,000 | 751 |
| Available-for-sale securities (fair market value) | $18,491,000 | 4,036 |
| Total debt securities | $55,595,000 | 2,003 |
| 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 | $72,487,000 | 1,583 |
| U.S. Government securities | $34,996,000 | 2,560 |
| U.S. Treasury securities | $3,006,000 | 4,296 |
| U.S. Government agency obligations | $31,990,000 | 2,161 |
| Securities issued by states & political subdivisions | $36,129,000 | 312 |
| Other domestic debt securities | $300,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,139 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,062,000 | 2,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,152,000 | 1,459 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,927,000 | 766 |
| Available-for-sale securities (fair market value) | $26,560,000 | 2,897 |
| Total debt securities | $71,425,000 | 1,546 |
| 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 | $81,819,000 | 1,481 |
| U.S. Government securities | $42,873,000 | 2,269 |
| U.S. Treasury securities | $2,997,000 | 5,102 |
| U.S. Government agency obligations | $39,876,000 | 1,830 |
| Securities issued by states & political subdivisions | $37,789,000 | 285 |
| Other domestic debt securities | $300,000 | 3,084 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,370 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $857,000 | 2,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,989,000 | 1,256 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $66,651,000 | 595 |
| Available-for-sale securities (fair market value) | $15,168,000 | 4,674 |
| Total debt securities | $80,962,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $97,319,000 | 1,280 |
| U.S. Government securities | $60,957,000 | 1,662 |
| U.S. Treasury securities | $8,034,000 | 3,247 |
| U.S. Government agency obligations | $52,923,000 | 1,356 |
| Securities issued by states & political subdivisions | $34,758,000 | 326 |
| Other domestic debt securities | $799,000 | 2,727 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $799,000 | 2,123 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $805,000 | 2,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,006,000 | 1,348 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,271,000 | 555 |
| Available-for-sale securities (fair market value) | $21,048,000 | 3,794 |
| Total debt securities | $96,514,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $71,945,000 | 1,827 |
| U.S. Government securities | $42,958,000 | 2,431 |
| U.S. Treasury securities | $6,992,000 | 4,440 |
| U.S. Government agency obligations | $35,966,000 | 1,894 |
| Securities issued by states & political subdivisions | $27,074,000 | 419 |
| Other domestic debt securities | $1,140,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,140,000 | 2,069 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $773,000 | 2,393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,862,000 | 1,455 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,907,000 | 1,279 |
| Available-for-sale securities (fair market value) | $14,038,000 | 3,756 |
| Total debt securities | $71,172,000 | 1,786 |
| 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 | $66,407,000 | 2,057 |
| U.S. Government securities | $41,156,000 | 2,669 |
| U.S. Treasury securities | $2,996,000 | 7,405 |
| U.S. Government agency obligations | $38,160,000 | 1,834 |
| Securities issued by states & political subdivisions | $23,611,000 | 488 |
| Other domestic debt securities | $1,640,000 | 2,637 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,640,000 | 1,998 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,698,000 | 1,512 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $66,407,000 | 2,008 |
| 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 | $65,798,000 | 2,056 |
| U.S. Government securities | $41,699,000 | 2,581 |
| U.S. Treasury securities | $2,995,000 | 7,627 |
| U.S. Government agency obligations | $38,704,000 | 1,753 |
| Securities issued by states & political subdivisions | $22,061,000 | 493 |
| Other domestic debt securities | $2,038,000 | 2,884 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,038,000 | 2,034 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,066,000 | 1,458 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $65,798,000 | 2,005 |
| 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 |