Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $349,789,000 | 594 |
| U.S. Government securities | $349,789,000 | 406 |
| U.S. Treasury securities | $289,009,000 | 111 |
| U.S. Government agency obligations | $60,780,000 | 1,422 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,780,000 | 659 |
| Mortgage-backed securities | $42,430,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,093,000 | 3,003 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,827,000 | 638 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $15,510,000 | 390 |
| Held to maturity securities (book value) | $349,789,000 | 179 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $349,789,000 | 584 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $327,670,000 | 632 |
| U.S. Government securities | $326,670,000 | 443 |
| U.S. Treasury securities | $264,917,000 | 119 |
| U.S. Government agency obligations | $61,753,000 | 1,393 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,563 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,667,000 | 641 |
| Mortgage-backed securities | $42,595,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,256,000 | 2,979 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,872,000 | 621 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $15,467,000 | 390 |
| Held to maturity securities (book value) | $327,670,000 | 189 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $327,670,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $320,004,000 | 658 |
| U.S. Government securities | $319,004,000 | 449 |
| U.S. Treasury securities | $252,731,000 | 121 |
| U.S. Government agency obligations | $66,273,000 | 1,357 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,606 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,946,000 | 631 |
| Mortgage-backed securities | $43,890,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,420,000 | 2,982 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,430,000 | 625 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $16,040,000 | 392 |
| Held to maturity securities (book value) | $320,004,000 | 187 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $320,004,000 | 648 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $364,809,000 | 610 |
| U.S. Government securities | $363,809,000 | 427 |
| U.S. Treasury securities | $225,006,000 | 147 |
| U.S. Government agency obligations | $138,803,000 | 778 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,661 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,857,000 | 591 |
| Mortgage-backed securities | $47,821,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,654,000 | 2,988 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,157,000 | 643 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $19,010,000 | 370 |
| Held to maturity securities (book value) | $364,809,000 | 181 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $364,809,000 | 599 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $318,875,000 | 699 |
| U.S. Government securities | $317,875,000 | 480 |
| U.S. Treasury securities | $176,603,000 | 183 |
| U.S. Government agency obligations | $141,272,000 | 767 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,696 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,673,000 | 545 |
| Mortgage-backed securities | $46,266,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,056,000 | 2,938 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,189,000 | 704 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $20,021,000 | 348 |
| Held to maturity securities (book value) | $318,875,000 | 205 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $318,875,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $326,294,000 | 694 |
| U.S. Government securities | $323,294,000 | 472 |
| U.S. Treasury securities | $176,173,000 | 187 |
| U.S. Government agency obligations | $147,121,000 | 747 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,353 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,174,000 | 517 |
| Mortgage-backed securities | $50,655,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,439,000 | 2,911 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,829,000 | 666 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $21,387,000 | 358 |
| Held to maturity securities (book value) | $326,294,000 | 200 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $326,294,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $331,152,000 | 692 |
| U.S. Government securities | $328,203,000 | 487 |
| U.S. Treasury securities | $118,650,000 | 260 |
| U.S. Government agency obligations | $209,553,000 | 574 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,418 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,252,000 | 499 |
| Mortgage-backed securities | $51,268,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $4,068,000 | 2,920 |
| Issued or guaranteed by U.S. | $4,068,000 | 2,836 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $24,765,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $24,765,000 | 694 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $22,435,000 | 581 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $22,435,000 | 384 |
| Held to maturity securities (book value) | $281,085,000 | 209 |
| Available-for-sale securities (fair market value) | $50,067,000 | 2,585 |
| Total debt securities | $331,153,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $264,437,000 | 819 |
| U.S. Government securities | $260,563,000 | 577 |
| U.S. Treasury securities | $29,913,000 | 727 |
| U.S. Government agency obligations | $230,650,000 | 544 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,276 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,852,000 | 481 |
| Mortgage-backed securities | $56,922,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $4,680,000 | 2,845 |
| Issued or guaranteed by U.S. | $4,680,000 | 2,767 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $27,365,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $27,365,000 | 648 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $24,877,000 | 535 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $24,877,000 | 359 |
| Held to maturity securities (book value) | $209,845,000 | 221 |
| Available-for-sale securities (fair market value) | $54,592,000 | 2,463 |
| Total debt securities | $264,435,000 | 810 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $281,805,000 | 766 |
| U.S. Government securities | $277,678,000 | 526 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $277,678,000 | 471 |
| Securities issued by states & political subdivisions | $4,127,000 | 3,295 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,150,000 | 477 |
| Mortgage-backed securities | $62,706,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $5,143,000 | 2,779 |
| Issued or guaranteed by U.S. | $5,143,000 | 2,692 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $30,654,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $30,654,000 | 589 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $26,909,000 | 515 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $26,909,000 | 343 |
| Held to maturity securities (book value) | $222,542,000 | 165 |
| Available-for-sale securities (fair market value) | $59,263,000 | 2,310 |
| Total debt securities | $281,806,000 | 754 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $297,248,000 | 695 |
| U.S. Government securities | $292,325,000 | 476 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $292,325,000 | 437 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,238 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,465,000 | 452 |
| Mortgage-backed securities | $74,723,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $6,239,000 | 2,676 |
| Issued or guaranteed by U.S. | $6,239,000 | 2,605 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $32,779,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $32,779,000 | 556 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $35,705,000 | 426 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $35,705,000 | 293 |
| Held to maturity securities (book value) | $227,540,000 | 150 |
| Available-for-sale securities (fair market value) | $69,708,000 | 2,041 |
| Total debt securities | $297,247,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $301,084,000 | 660 |
| U.S. Government securities | $296,161,000 | 446 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $296,161,000 | 413 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,233 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,471,000 | 456 |
| Mortgage-backed securities | $77,444,000 | 985 |
| Certificates of participation in pools of residential mortgages | $7,085,000 | 2,563 |
| Issued or guaranteed by U.S. | $7,085,000 | 2,487 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $34,423,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $34,423,000 | 512 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $35,936,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $35,936,000 | 291 |
| Held to maturity securities (book value) | $229,534,000 | 137 |
| Available-for-sale securities (fair market value) | $71,550,000 | 1,961 |
| Total debt securities | $301,083,000 | 650 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $326,040,000 | 560 |
| U.S. Government securities | $321,013,000 | 382 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $321,013,000 | 358 |
| Securities issued by states & political subdivisions | $5,027,000 | 3,201 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,722,000 | 439 |
| Mortgage-backed securities | $81,097,000 | 895 |
| Certificates of participation in pools of residential mortgages | $8,577,000 | 2,338 |
| Issued or guaranteed by U.S. | $8,577,000 | 2,266 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $36,434,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $36,434,000 | 470 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $36,086,000 | 391 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $36,086,000 | 267 |
| Held to maturity securities (book value) | $252,150,000 | 127 |
| Available-for-sale securities (fair market value) | $73,890,000 | 1,795 |
| Total debt securities | $326,043,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $331,980,000 | 510 |
| U.S. Government securities | $326,957,000 | 343 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $326,957,000 | 330 |
| Securities issued by states & political subdivisions | $5,023,000 | 3,192 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,019,000 | 419 |
| Mortgage-backed securities | $85,058,000 | 792 |
| Certificates of participation in pools of residential mortgages | $10,475,000 | 2,050 |
| Issued or guaranteed by U.S. | $10,475,000 | 1,996 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $38,453,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $38,453,000 | 451 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $36,130,000 | 366 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $36,130,000 | 252 |
| Held to maturity securities (book value) | $255,343,000 | 113 |
| Available-for-sale securities (fair market value) | $76,637,000 | 1,632 |
| Total debt securities | $331,981,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $315,037,000 | 505 |
| U.S. Government securities | $306,515,000 | 345 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $306,515,000 | 326 |
| Securities issued by states & political subdivisions | $8,522,000 | 2,633 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,518,000 | 408 |
| Mortgage-backed securities | $63,241,000 | 990 |
| Certificates of participation in pools of residential mortgages | $12,262,000 | 1,882 |
| Issued or guaranteed by U.S. | $12,262,000 | 1,830 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,869,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $14,869,000 | 883 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $36,110,000 | 349 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $36,110,000 | 237 |
| Held to maturity securities (book value) | $259,437,000 | 109 |
| Available-for-sale securities (fair market value) | $55,600,000 | 1,929 |
| Total debt securities | $315,036,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $305,903,000 | 495 |
| U.S. Government securities | $299,533,000 | 346 |
| U.S. Treasury securities | $5,378,000 | 572 |
| U.S. Government agency obligations | $294,155,000 | 338 |
| Securities issued by states & political subdivisions | $6,370,000 | 2,861 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,225,000 | 386 |
| Mortgage-backed securities | $50,208,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $14,165,000 | 1,717 |
| Issued or guaranteed by U.S. | $14,165,000 | 1,669 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $17,259,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $17,259,000 | 832 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $18,784,000 | 525 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $18,784,000 | 347 |
| Held to maturity securities (book value) | $263,800,000 | 108 |
| Available-for-sale securities (fair market value) | $42,103,000 | 2,255 |
| Total debt securities | $305,903,000 | 486 |
| 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 | $254,502,000 | 566 |
| U.S. Government securities | $246,459,000 | 402 |
| U.S. Treasury securities | $5,346,000 | 571 |
| U.S. Government agency obligations | $241,113,000 | 396 |
| Securities issued by states & political subdivisions | $7,545,000 | 2,611 |
| Other domestic debt securities | $498,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $498,000 | 1,346 |
| 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 | $170,397,000 | 366 |
| Mortgage-backed securities | $53,267,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $15,625,000 | 1,615 |
| Issued or guaranteed by U.S. | $15,625,000 | 1,571 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,823,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $18,823,000 | 807 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $18,819,000 | 513 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $18,819,000 | 346 |
| Held to maturity securities (book value) | $206,744,000 | 121 |
| Available-for-sale securities (fair market value) | $47,758,000 | 2,024 |
| Total debt securities | $254,502,000 | 558 |
| 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 | $262,690,000 | 539 |
| U.S. Government securities | $254,611,000 | 387 |
| U.S. Treasury securities | $5,085,000 | 631 |
| U.S. Government agency obligations | $249,526,000 | 376 |
| Securities issued by states & political subdivisions | $7,579,000 | 2,604 |
| Other domestic debt securities | $500,000 | 1,692 |
| 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 | $500,000 | 1,290 |
| 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 | $175,089,000 | 345 |
| Mortgage-backed securities | $55,937,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $16,801,000 | 1,485 |
| Issued or guaranteed by U.S. | $16,801,000 | 1,446 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $20,262,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $20,262,000 | 771 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $18,874,000 | 503 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $18,874,000 | 333 |
| Held to maturity securities (book value) | $209,027,000 | 126 |
| Available-for-sale securities (fair market value) | $53,663,000 | 1,865 |
| Total debt securities | $262,692,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $272,931,000 | 518 |
| U.S. Government securities | $259,623,000 | 379 |
| U.S. Treasury securities | $5,137,000 | 641 |
| U.S. Government agency obligations | $254,486,000 | 369 |
| Securities issued by states & political subdivisions | $12,809,000 | 2,044 |
| Other domestic debt securities | $499,000 | 1,757 |
| 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 | $499,000 | 1,324 |
| 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 | $178,812,000 | 338 |
| Mortgage-backed securities | $59,371,000 | 960 |
| Certificates of participation in pools of residential mortgages | $18,064,000 | 1,387 |
| Issued or guaranteed by U.S. | $18,064,000 | 1,349 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,226,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $22,226,000 | 728 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $19,081,000 | 490 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $19,081,000 | 320 |
| Held to maturity securities (book value) | $217,013,000 | 130 |
| Available-for-sale securities (fair market value) | $55,918,000 | 1,787 |
| Total debt securities | $272,931,000 | 511 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $279,217,000 | 495 |
| U.S. Government securities | $264,101,000 | 381 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $264,101,000 | 363 |
| Securities issued by states & political subdivisions | $14,615,000 | 1,934 |
| Other domestic debt securities | $501,000 | 1,715 |
| 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 | $501,000 | 1,318 |
| 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 | $168,899,000 | 362 |
| Mortgage-backed securities | $64,015,000 | 898 |
| Certificates of participation in pools of residential mortgages | $20,212,000 | 1,283 |
| Issued or guaranteed by U.S. | $20,212,000 | 1,267 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $24,064,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $24,064,000 | 667 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $19,739,000 | 462 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $19,739,000 | 303 |
| Held to maturity securities (book value) | $222,162,000 | 134 |
| Available-for-sale securities (fair market value) | $57,055,000 | 1,783 |
| Total debt securities | $279,217,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $271,002,000 | 523 |
| U.S. Government securities | $255,210,000 | 397 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $255,210,000 | 379 |
| Securities issued by states & political subdivisions | $15,042,000 | 1,954 |
| Other domestic debt securities | $750,000 | 1,622 |
| 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 | $750,000 | 1,248 |
| 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 | $175,440,000 | 350 |
| Mortgage-backed securities | $68,253,000 | 852 |
| Certificates of participation in pools of residential mortgages | $22,293,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,293,000 | 1,192 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,869,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $25,869,000 | 615 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $20,091,000 | 444 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $20,091,000 | 285 |
| Held to maturity securities (book value) | $210,361,000 | 142 |
| Available-for-sale securities (fair market value) | $60,641,000 | 1,727 |
| Total debt securities | $271,002,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $235,784,000 | 600 |
| U.S. Government securities | $218,883,000 | 450 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $218,883,000 | 429 |
| Securities issued by states & political subdivisions | $16,158,000 | 1,916 |
| Other domestic debt securities | $743,000 | 1,617 |
| 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 | $743,000 | 1,258 |
| 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 | $166,358,000 | 367 |
| Mortgage-backed securities | $70,329,000 | 825 |
| Certificates of participation in pools of residential mortgages | $22,683,000 | 1,199 |
| Issued or guaranteed by U.S. | $22,683,000 | 1,190 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $27,349,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $27,349,000 | 595 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $20,297,000 | 435 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $20,297,000 | 277 |
| Held to maturity securities (book value) | $172,509,000 | 171 |
| Available-for-sale securities (fair market value) | $63,275,000 | 1,693 |
| Total debt securities | $235,784,000 | 592 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $250,390,000 | 559 |
| U.S. Government securities | $224,704,000 | 431 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $224,704,000 | 408 |
| Securities issued by states & political subdivisions | $24,928,000 | 1,378 |
| Other domestic debt securities | $758,000 | 1,571 |
| 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 | $758,000 | 1,250 |
| 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 | $175,138,000 | 361 |
| Mortgage-backed securities | $74,005,000 | 791 |
| Certificates of participation in pools of residential mortgages | $23,986,000 | 1,176 |
| Issued or guaranteed by U.S. | $23,986,000 | 1,170 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,524,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $29,524,000 | 543 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $20,495,000 | 427 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $20,495,000 | 264 |
| Held to maturity securities (book value) | $183,273,000 | 166 |
| Available-for-sale securities (fair market value) | $67,117,000 | 1,615 |
| Total debt securities | $250,389,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $269,663,000 | 529 |
| U.S. Government securities | $241,941,000 | 408 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $241,941,000 | 388 |
| Securities issued by states & political subdivisions | $26,962,000 | 1,340 |
| Other domestic debt securities | $760,000 | 1,750 |
| 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 | $760,000 | 1,248 |
| 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 | $177,638,000 | 362 |
| Mortgage-backed securities | $77,584,000 | 777 |
| Certificates of participation in pools of residential mortgages | $25,144,000 | 1,165 |
| Issued or guaranteed by U.S. | $25,144,000 | 1,129 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $31,756,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $31,756,000 | 521 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $20,684,000 | 402 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $20,684,000 | 252 |
| Held to maturity securities (book value) | $197,204,000 | 159 |
| Available-for-sale securities (fair market value) | $72,459,000 | 1,542 |
| Total debt securities | $269,663,000 | 522 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $282,315,000 | 516 |
| U.S. Government securities | $252,758,000 | 407 |
| U.S. Treasury securities | $10,000,000 | 408 |
| U.S. Government agency obligations | $242,758,000 | 403 |
| Securities issued by states & political subdivisions | $28,796,000 | 1,295 |
| Other domestic debt securities | $761,000 | 1,586 |
| 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 | $761,000 | 1,278 |
| 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 | $169,680,000 | 383 |
| Mortgage-backed securities | $81,439,000 | 746 |
| Certificates of participation in pools of residential mortgages | $26,255,000 | 1,150 |
| Issued or guaranteed by U.S. | $26,255,000 | 1,147 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,314,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $34,314,000 | 496 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $20,870,000 | 352 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $20,870,000 | 239 |
| Held to maturity securities (book value) | $205,829,000 | 156 |
| Available-for-sale securities (fair market value) | $76,486,000 | 1,489 |
| Total debt securities | $282,316,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $298,192,000 | 491 |
| U.S. Government securities | $267,711,000 | 387 |
| U.S. Treasury securities | $9,989,000 | 387 |
| U.S. Government agency obligations | $257,722,000 | 380 |
| Securities issued by states & political subdivisions | $29,713,000 | 1,302 |
| Other domestic debt securities | $768,000 | 1,590 |
| 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 | $768,000 | 1,303 |
| 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 | $171,616,000 | 377 |
| Mortgage-backed securities | $87,452,000 | 714 |
| Certificates of participation in pools of residential mortgages | $28,172,000 | 1,121 |
| Issued or guaranteed by U.S. | $28,172,000 | 1,120 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $36,680,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $36,680,000 | 474 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $22,600,000 | 333 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $22,600,000 | 225 |
| Held to maturity securities (book value) | $217,660,000 | 151 |
| Available-for-sale securities (fair market value) | $80,532,000 | 1,453 |
| Total debt securities | $298,188,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $344,479,000 | 443 |
| U.S. Government securities | $294,731,000 | 360 |
| U.S. Treasury securities | $9,978,000 | 384 |
| U.S. Government agency obligations | $284,753,000 | 353 |
| Securities issued by states & political subdivisions | $48,974,000 | 817 |
| Other domestic debt securities | $774,000 | 1,604 |
| 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 | $774,000 | 1,327 |
| 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 | $173,323,000 | 380 |
| Mortgage-backed securities | $99,482,000 | 643 |
| Certificates of participation in pools of residential mortgages | $29,889,000 | 1,091 |
| Issued or guaranteed by U.S. | $29,889,000 | 1,090 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $39,429,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $39,429,000 | 454 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $30,164,000 | 280 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $30,164,000 | 186 |
| Held to maturity securities (book value) | $256,950,000 | 131 |
| Available-for-sale securities (fair market value) | $87,529,000 | 1,369 |
| Total debt securities | $344,483,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $284,186,000 | 528 |
| U.S. Government securities | $230,713,000 | 437 |
| U.S. Treasury securities | $9,967,000 | 399 |
| U.S. Government agency obligations | $220,746,000 | 429 |
| Securities issued by states & political subdivisions | $52,695,000 | 766 |
| Other domestic debt securities | $778,000 | 1,629 |
| 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 | $778,000 | 1,355 |
| 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 | $207,237,000 | 332 |
| Mortgage-backed securities | $113,093,000 | 597 |
| Certificates of participation in pools of residential mortgages | $31,909,000 | 1,065 |
| Issued or guaranteed by U.S. | $31,909,000 | 1,064 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $42,326,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $42,326,000 | 443 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $38,858,000 | 246 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $38,858,000 | 158 |
| Held to maturity securities (book value) | $226,939,000 | 147 |
| Available-for-sale securities (fair market value) | $57,247,000 | 1,958 |
| Total debt securities | $284,186,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $289,262,000 | 527 |
| U.S. Government securities | $233,939,000 | 435 |
| U.S. Treasury securities | $9,957,000 | 420 |
| U.S. Government agency obligations | $223,982,000 | 430 |
| Securities issued by states & political subdivisions | $54,545,000 | 738 |
| Other domestic debt securities | $778,000 | 1,680 |
| 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 | $778,000 | 1,379 |
| 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 | $213,434,000 | 330 |
| Mortgage-backed securities | $121,822,000 | 561 |
| Certificates of participation in pools of residential mortgages | $33,931,000 | 1,032 |
| Issued or guaranteed by U.S. | $33,931,000 | 1,032 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,354,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $45,354,000 | 416 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $42,537,000 | 231 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $42,537,000 | 145 |
| Held to maturity securities (book value) | $226,870,000 | 147 |
| Available-for-sale securities (fair market value) | $62,392,000 | 1,874 |
| Total debt securities | $289,262,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $298,499,000 | 506 |
| U.S. Government securities | $241,484,000 | 419 |
| U.S. Treasury securities | $9,946,000 | 415 |
| U.S. Government agency obligations | $231,538,000 | 410 |
| Securities issued by states & political subdivisions | $56,235,000 | 701 |
| Other domestic debt securities | $780,000 | 1,690 |
| 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 | $780,000 | 1,380 |
| 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 | $169,295,000 | 387 |
| Mortgage-backed securities | $127,617,000 | 523 |
| Certificates of participation in pools of residential mortgages | $35,881,000 | 993 |
| Issued or guaranteed by U.S. | $35,881,000 | 992 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $68,242,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $68,242,000 | 311 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $23,494,000 | 296 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $23,494,000 | 194 |
| Held to maturity securities (book value) | $231,922,000 | 143 |
| Available-for-sale securities (fair market value) | $66,577,000 | 1,761 |
| Total debt securities | $298,499,000 | 497 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $310,652,000 | 492 |
| U.S. Government securities | $233,923,000 | 424 |
| U.S. Treasury securities | $9,935,000 | 370 |
| U.S. Government agency obligations | $223,988,000 | 416 |
| Securities issued by states & political subdivisions | $75,947,000 | 497 |
| Other domestic debt securities | $782,000 | 1,690 |
| 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 | $782,000 | 1,382 |
| 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 | $169,973,000 | 393 |
| Mortgage-backed securities | $118,629,000 | 575 |
| Certificates of participation in pools of residential mortgages | $38,861,000 | 950 |
| Issued or guaranteed by U.S. | $38,861,000 | 950 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $52,081,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $52,081,000 | 380 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $27,687,000 | 270 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $27,687,000 | 170 |
| Held to maturity securities (book value) | $230,256,000 | 138 |
| Available-for-sale securities (fair market value) | $80,396,000 | 1,491 |
| Total debt securities | $310,652,000 | 483 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $297,609,000 | 513 |
| U.S. Government securities | $213,955,000 | 456 |
| U.S. Treasury securities | $9,924,000 | 371 |
| U.S. Government agency obligations | $204,031,000 | 457 |
| Securities issued by states & political subdivisions | $82,621,000 | 443 |
| Other domestic debt securities | $1,033,000 | 1,564 |
| 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 | $1,033,000 | 1,253 |
| 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 | $179,884,000 | 377 |
| Mortgage-backed securities | $96,928,000 | 669 |
| Certificates of participation in pools of residential mortgages | $12,412,000 | 2,072 |
| Issued or guaranteed by U.S. | $12,412,000 | 2,068 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,077,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $56,077,000 | 373 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $28,439,000 | 246 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $28,439,000 | 156 |
| Held to maturity securities (book value) | $209,268,000 | 152 |
| Available-for-sale securities (fair market value) | $88,341,000 | 1,387 |
| Total debt securities | $297,609,000 | 505 |
| 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 | $305,662,000 | 507 |
| U.S. Government securities | $221,139,000 | 462 |
| U.S. Treasury securities | $9,914,000 | 375 |
| U.S. Government agency obligations | $211,225,000 | 455 |
| Securities issued by states & political subdivisions | $83,488,000 | 417 |
| Other domestic debt securities | $1,035,000 | 1,587 |
| 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 | $1,035,000 | 1,269 |
| 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 | $179,546,000 | 382 |
| Mortgage-backed securities | $102,793,000 | 641 |
| Certificates of participation in pools of residential mortgages | $13,110,000 | 2,035 |
| Issued or guaranteed by U.S. | $13,110,000 | 2,033 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $59,458,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $59,458,000 | 366 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $30,225,000 | 213 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $30,225,000 | 141 |
| Held to maturity securities (book value) | $212,185,000 | 151 |
| Available-for-sale securities (fair market value) | $93,477,000 | 1,322 |
| Total debt securities | $305,662,000 | 501 |
| 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 | $288,050,000 | 534 |
| U.S. Government securities | $201,701,000 | 506 |
| U.S. Treasury securities | $9,903,000 | 409 |
| U.S. Government agency obligations | $191,798,000 | 501 |
| Securities issued by states & political subdivisions | $85,317,000 | 408 |
| Other domestic debt securities | $1,032,000 | 1,582 |
| 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 | $1,032,000 | 1,265 |
| 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 | $160,781,000 | 424 |
| Mortgage-backed securities | $82,112,000 | 759 |
| Certificates of participation in pools of residential mortgages | $14,041,000 | 1,950 |
| Issued or guaranteed by U.S. | $14,041,000 | 1,948 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $36,875,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $36,875,000 | 515 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $31,196,000 | 198 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $31,196,000 | 133 |
| Held to maturity securities (book value) | $189,846,000 | 170 |
| Available-for-sale securities (fair market value) | $98,204,000 | 1,259 |
| Total debt securities | $288,050,000 | 526 |
| 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 | $284,763,000 | 540 |
| U.S. Government securities | $185,590,000 | 551 |
| U.S. Treasury securities | $9,893,000 | 376 |
| U.S. Government agency obligations | $175,697,000 | 549 |
| Securities issued by states & political subdivisions | $98,134,000 | 343 |
| Other domestic debt securities | $1,039,000 | 1,577 |
| 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 | $1,039,000 | 1,248 |
| 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 | $149,457,000 | 460 |
| Mortgage-backed securities | $63,285,000 | 929 |
| Certificates of participation in pools of residential mortgages | $15,255,000 | 1,862 |
| Issued or guaranteed by U.S. | $15,255,000 | 1,862 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $40,587,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $40,587,000 | 483 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $7,443,000 | 437 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $7,443,000 | 262 |
| Held to maturity securities (book value) | $171,438,000 | 182 |
| Available-for-sale securities (fair market value) | $113,325,000 | 1,103 |
| Total debt securities | $284,763,000 | 533 |
| 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 | $265,834,000 | 589 |
| U.S. Government securities | $170,928,000 | 608 |
| U.S. Treasury securities | $9,882,000 | 374 |
| U.S. Government agency obligations | $161,046,000 | 611 |
| Securities issued by states & political subdivisions | $93,863,000 | 346 |
| Other domestic debt securities | $1,043,000 | 1,594 |
| 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 | $1,043,000 | 1,262 |
| 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 | $157,650,000 | 445 |
| Mortgage-backed securities | $46,536,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $16,191,000 | 1,857 |
| Issued or guaranteed by U.S. | $16,191,000 | 1,857 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,620,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $22,620,000 | 725 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $7,725,000 | 402 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $7,725,000 | 241 |
| Held to maturity securities (book value) | $142,693,000 | 211 |
| Available-for-sale securities (fair market value) | $123,141,000 | 1,042 |
| Total debt securities | $265,834,000 | 578 |
| 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 | $261,937,000 | 595 |
| U.S. Government securities | $171,715,000 | 618 |
| U.S. Treasury securities | $9,871,000 | 379 |
| U.S. Government agency obligations | $161,844,000 | 623 |
| Securities issued by states & political subdivisions | $89,174,000 | 362 |
| Other domestic debt securities | $1,048,000 | 1,625 |
| 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 | $1,048,000 | 1,277 |
| 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 | $151,908,000 | 459 |
| Mortgage-backed securities | $52,574,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $17,552,000 | 1,786 |
| Issued or guaranteed by U.S. | $17,552,000 | 1,786 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $25,067,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $25,067,000 | 704 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $9,955,000 | 338 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $9,955,000 | 198 |
| Held to maturity securities (book value) | $129,142,000 | 233 |
| Available-for-sale securities (fair market value) | $132,795,000 | 972 |
| Total debt securities | $261,937,000 | 586 |
| 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 | $261,023,000 | 592 |
| U.S. Government securities | $170,884,000 | 603 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $170,884,000 | 577 |
| Securities issued by states & political subdivisions | $88,843,000 | 355 |
| Other domestic debt securities | $1,296,000 | 1,554 |
| 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 | $1,296,000 | 1,223 |
| 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 | $158,118,000 | 438 |
| Mortgage-backed securities | $59,452,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $18,463,000 | 1,769 |
| Issued or guaranteed by U.S. | $18,463,000 | 1,767 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,415,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $27,415,000 | 677 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $13,574,000 | 279 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $13,574,000 | 161 |
| Held to maturity securities (book value) | $118,165,000 | 241 |
| Available-for-sale securities (fair market value) | $142,858,000 | 908 |
| Total debt securities | $261,013,000 | 581 |
| 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 | $277,800,000 | 553 |
| U.S. Government securities | $178,912,000 | 585 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $178,912,000 | 561 |
| Securities issued by states & political subdivisions | $97,233,000 | 312 |
| Other domestic debt securities | $1,655,000 | 1,494 |
| 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 | $1,655,000 | 1,149 |
| 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 | $163,978,000 | 413 |
| Mortgage-backed securities | $63,891,000 | 991 |
| Certificates of participation in pools of residential mortgages | $19,605,000 | 1,756 |
| Issued or guaranteed by U.S. | $19,605,000 | 1,756 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $30,048,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $30,048,000 | 643 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $14,238,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $14,238,000 | 150 |
| Held to maturity securities (book value) | $120,571,000 | 237 |
| Available-for-sale securities (fair market value) | $157,229,000 | 846 |
| Total debt securities | $277,800,000 | 544 |
| 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 | $273,957,000 | 562 |
| U.S. Government securities | $185,539,000 | 571 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $185,539,000 | 551 |
| Securities issued by states & political subdivisions | $86,755,000 | 355 |
| Other domestic debt securities | $1,663,000 | 1,535 |
| 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 | $1,663,000 | 1,190 |
| 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 | $150,496,000 | 445 |
| Mortgage-backed securities | $68,543,000 | 939 |
| Certificates of participation in pools of residential mortgages | $20,911,000 | 1,713 |
| Issued or guaranteed by U.S. | $20,911,000 | 1,713 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,021,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $33,021,000 | 611 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $14,611,000 | 244 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $14,611,000 | 140 |
| Held to maturity securities (book value) | $107,969,000 | 257 |
| Available-for-sale securities (fair market value) | $165,988,000 | 815 |
| Total debt securities | $273,957,000 | 553 |
| Structured notes | ||
| Amortized cost | $150,000 | 2,280 |
| Fair value | $150,000 | 2,280 |
| 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 | $271,071,000 | 566 |
| U.S. Government securities | $178,563,000 | 594 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $178,563,000 | 572 |
| Securities issued by states & political subdivisions | $90,643,000 | 345 |
| Other domestic debt securities | $1,865,000 | 1,530 |
| 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 | $1,865,000 | 1,185 |
| 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 | $147,469,000 | 449 |
| Mortgage-backed securities | $72,857,000 | 903 |
| Certificates of participation in pools of residential mortgages | $22,120,000 | 1,658 |
| Issued or guaranteed by U.S. | $22,120,000 | 1,658 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $35,795,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $35,795,000 | 578 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $14,942,000 | 229 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $14,942,000 | 133 |
| Held to maturity securities (book value) | $91,531,000 | 286 |
| Available-for-sale securities (fair market value) | $179,540,000 | 742 |
| Total debt securities | $271,071,000 | 554 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,891 |
| Fair value | $650,000 | 1,890 |
| 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 | $265,333,000 | 585 |
| U.S. Government securities | $176,253,000 | 597 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $176,253,000 | 574 |
| Securities issued by states & political subdivisions | $87,207,000 | 355 |
| Other domestic debt securities | $1,873,000 | 1,565 |
| 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 | $1,873,000 | 1,210 |
| 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 | $153,903,000 | 428 |
| Mortgage-backed securities | $77,166,000 | 856 |
| Certificates of participation in pools of residential mortgages | $23,068,000 | 1,606 |
| Issued or guaranteed by U.S. | $23,068,000 | 1,605 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,828,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $38,828,000 | 544 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $15,270,000 | 218 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $15,270,000 | 126 |
| Held to maturity securities (book value) | $77,548,000 | 309 |
| Available-for-sale securities (fair market value) | $187,785,000 | 701 |
| Total debt securities | $265,333,000 | 572 |
| Structured notes | ||
| Amortized cost | $651,000 | 1,882 |
| Fair value | $651,000 | 1,880 |
| 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 | $245,097,000 | 629 |
| U.S. Government securities | $156,989,000 | 667 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $156,989,000 | 645 |
| Securities issued by states & political subdivisions | $88,108,000 | 345 |
| 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 | $151,576,000 | 428 |
| Mortgage-backed securities | $79,682,000 | 834 |
| Certificates of participation in pools of residential mortgages | $21,797,000 | 1,668 |
| Issued or guaranteed by U.S. | $21,797,000 | 1,665 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $42,277,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $42,277,000 | 514 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $15,608,000 | 210 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $15,608,000 | 124 |
| Held to maturity securities (book value) | $51,492,000 | 390 |
| Available-for-sale securities (fair market value) | $193,605,000 | 693 |
| Total debt securities | $245,097,000 | 619 |
| 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 | $230,091,000 | 677 |
| U.S. Government securities | $145,513,000 | 710 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $145,513,000 | 689 |
| Securities issued by states & political subdivisions | $84,578,000 | 359 |
| 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 | $148,085,000 | 435 |
| Mortgage-backed securities | $85,290,000 | 800 |
| Certificates of participation in pools of residential mortgages | $22,545,000 | 1,636 |
| Issued or guaranteed by U.S. | $22,545,000 | 1,634 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $46,848,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $46,848,000 | 481 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $15,897,000 | 200 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $15,897,000 | 114 |
| Held to maturity securities (book value) | $27,113,000 | 577 |
| Available-for-sale securities (fair market value) | $202,978,000 | 681 |
| Total debt securities | $230,091,000 | 666 |
| 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 | $231,173,000 | 680 |
| U.S. Government securities | $146,129,000 | 725 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $146,129,000 | 697 |
| Securities issued by states & political subdivisions | $85,044,000 | 347 |
| 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 | $159,741,000 | 419 |
| Mortgage-backed securities | $70,432,000 | 963 |
| Certificates of participation in pools of residential mortgages | $24,293,000 | 1,589 |
| Issued or guaranteed by U.S. | $24,293,000 | 1,587 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,967,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $39,967,000 | 559 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $6,172,000 | 286 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $6,172,000 | 154 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $231,173,000 | 613 |
| Total debt securities | $231,173,000 | 668 |
| 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 | $223,917,000 | 681 |
| U.S. Government securities | $136,282,000 | 753 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $136,282,000 | 724 |
| Securities issued by states & political subdivisions | $87,635,000 | 323 |
| 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 | $143,410,000 | 457 |
| Mortgage-backed securities | $49,757,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $5,882,000 | 3,340 |
| Issued or guaranteed by U.S. | $5,882,000 | 3,338 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $43,875,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $43,875,000 | 524 |
| 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) | $223,917,000 | 617 |
| Total debt securities | $223,917,000 | 670 |
| 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 | $220,026,000 | 703 |
| U.S. Government securities | $121,248,000 | 869 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $121,248,000 | 835 |
| Securities issued by states & political subdivisions | $98,778,000 | 262 |
| 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 | $152,865,000 | 437 |
| Mortgage-backed securities | $55,440,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $6,533,000 | 3,369 |
| Issued or guaranteed by U.S. | $6,533,000 | 3,368 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $48,907,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $48,907,000 | 516 |
| 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) | $220,026,000 | 634 |
| Total debt securities | $220,026,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $211,836,000 | 720 |
| U.S. Government securities | $116,876,000 | 909 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $116,876,000 | 877 |
| Securities issued by states & political subdivisions | $94,960,000 | 262 |
| 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 | $147,712,000 | 443 |
| Mortgage-backed securities | $61,293,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $6,994,000 | 3,297 |
| Issued or guaranteed by U.S. | $6,994,000 | 3,297 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,299,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $54,299,000 | 489 |
| 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) | $211,836,000 | 645 |
| Total debt securities | $211,836,000 | 710 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $223,629,000 | 705 |
| U.S. Government securities | $130,867,000 | 851 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $130,867,000 | 822 |
| Securities issued by states & political subdivisions | $92,762,000 | 255 |
| 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 | $142,281,000 | 465 |
| Mortgage-backed securities | $67,299,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $7,382,000 | 3,222 |
| Issued or guaranteed by U.S. | $7,382,000 | 3,220 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $59,917,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $59,917,000 | 477 |
| 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) | $223,629,000 | 637 |
| Total debt securities | $223,629,000 | 696 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $217,608,000 | 698 |
| U.S. Government securities | $124,696,000 | 840 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $124,696,000 | 814 |
| Securities issued by states & political subdivisions | $92,912,000 | 254 |
| 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 | $151,933,000 | 406 |
| Mortgage-backed securities | $60,150,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $7,878,000 | 3,027 |
| Issued or guaranteed by U.S. | $7,878,000 | 3,027 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $52,272,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $52,272,000 | 485 |
| 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) | $217,608,000 | 617 |
| Total debt securities | $217,608,000 | 687 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $225,053,000 | 656 |
| U.S. Government securities | $127,914,000 | 806 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $127,914,000 | 780 |
| Securities issued by states & political subdivisions | $97,139,000 | 226 |
| 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 | $163,421,000 | 370 |
| Mortgage-backed securities | $61,956,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $4,108,000 | 3,763 |
| Issued or guaranteed by U.S. | $4,108,000 | 3,753 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $57,848,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $57,848,000 | 465 |
| 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) | $225,053,000 | 582 |
| Total debt securities | $225,053,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $218,036,000 | 675 |
| U.S. Government securities | $128,411,000 | 811 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $128,411,000 | 783 |
| Securities issued by states & political subdivisions | $89,625,000 | 234 |
| 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 | $155,508,000 | 398 |
| Mortgage-backed securities | $62,696,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $4,409,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,409,000 | 3,652 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $58,287,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $58,287,000 | 448 |
| 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) | $218,036,000 | 600 |
| Total debt securities | $218,036,000 | 662 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $217,526,000 | 677 |
| U.S. Government securities | $129,512,000 | 799 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $129,512,000 | 764 |
| Securities issued by states & political subdivisions | $88,014,000 | 234 |
| 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 | $157,916,000 | 389 |
| Mortgage-backed securities | $63,355,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 3,536 |
| Issued or guaranteed by U.S. | $4,610,000 | 3,528 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,745,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $58,745,000 | 436 |
| 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) | $217,526,000 | 598 |
| Total debt securities | $217,526,000 | 663 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $192,280,000 | 732 |
| U.S. Government securities | $104,184,000 | 918 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $104,184,000 | 884 |
| Securities issued by states & political subdivisions | $88,096,000 | 223 |
| 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 | $139,418,000 | 423 |
| Mortgage-backed securities | $22,754,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $881,000 | 4,778 |
| Issued or guaranteed by U.S. | $881,000 | 4,770 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,873,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $21,873,000 | 804 |
| 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) | $192,280,000 | 646 |
| Total debt securities | $192,280,000 | 722 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $202,262,000 | 668 |
| U.S. Government securities | $110,011,000 | 860 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $110,011,000 | 820 |
| Securities issued by states & political subdivisions | $92,251,000 | 204 |
| 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 | $144,382,000 | 414 |
| Mortgage-backed securities | $19,987,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $931,000 | 4,760 |
| Issued or guaranteed by U.S. | $931,000 | 4,753 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,056,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $19,056,000 | 878 |
| 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) | $202,262,000 | 589 |
| Total debt securities | $202,262,000 | 655 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $193,335,000 | 698 |
| U.S. Government securities | $108,976,000 | 877 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $108,976,000 | 843 |
| Securities issued by states & political subdivisions | $84,359,000 | 208 |
| 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 | $133,539,000 | 435 |
| Mortgage-backed securities | $15,742,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,793 |
| Issued or guaranteed by U.S. | $934,000 | 4,786 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $14,808,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $14,808,000 | 968 |
| 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) | $193,335,000 | 602 |
| Total debt securities | $193,335,000 | 686 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $187,061,000 | 715 |
| U.S. Government securities | $108,767,000 | 862 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $108,767,000 | 828 |
| Securities issued by states & political subdivisions | $78,294,000 | 223 |
| 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 | $132,537,000 | 469 |
| Mortgage-backed securities | $16,761,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $930,000 | 4,931 |
| Issued or guaranteed by U.S. | $930,000 | 4,922 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,831,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $15,831,000 | 905 |
| 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) | $187,061,000 | 622 |
| Total debt securities | $187,061,000 | 703 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $180,500,000 | 721 |
| U.S. Government securities | $109,034,000 | 835 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $109,034,000 | 808 |
| Securities issued by states & political subdivisions | $71,466,000 | 254 |
| 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 | $135,708,000 | 445 |
| Mortgage-backed securities | $16,444,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 4,290 |
| Issued or guaranteed by U.S. | $2,562,000 | 4,283 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,882,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $13,882,000 | 955 |
| 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) | $180,500,000 | 624 |
| Total debt securities | $180,500,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $179,426,000 | 721 |
| U.S. Government securities | $111,546,000 | 797 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $111,546,000 | 775 |
| Securities issued by states & political subdivisions | $67,880,000 | 273 |
| 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 | $141,488,000 | 417 |
| Mortgage-backed securities | $15,685,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $4,023,000 | 3,893 |
| Issued or guaranteed by U.S. | $4,023,000 | 3,884 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,662,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $11,662,000 | 1,018 |
| 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) | $179,426,000 | 618 |
| Total debt securities | $179,426,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $181,392,000 | 701 |
| U.S. Government securities | $115,425,000 | 758 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $115,425,000 | 731 |
| Securities issued by states & political subdivisions | $65,967,000 | 278 |
| 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 | $126,559,000 | 461 |
| Mortgage-backed securities | $15,417,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $5,804,000 | 3,478 |
| Issued or guaranteed by U.S. | $5,804,000 | 3,465 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,613,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $9,613,000 | 1,113 |
| 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) | $181,392,000 | 601 |
| Total debt securities | $181,392,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $186,496,000 | 669 |
| U.S. Government securities | $127,523,000 | 701 |
| U.S. Treasury securities | $14,982,000 | 166 |
| U.S. Government agency obligations | $112,541,000 | 750 |
| Securities issued by states & political subdivisions | $58,973,000 | 306 |
| 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 | $111,208,000 | 515 |
| Mortgage-backed securities | $10,273,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $7,302,000 | 3,232 |
| Issued or guaranteed by U.S. | $7,302,000 | 3,220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,971,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $2,971,000 | 1,874 |
| 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) | $186,496,000 | 570 |
| Total debt securities | $186,496,000 | 653 |
| 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 | $128,506,000 | 955 |
| U.S. Government securities | $80,827,000 | 1,061 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $80,827,000 | 1,032 |
| Securities issued by states & political subdivisions | $47,679,000 | 384 |
| 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 | $97,843,000 | 600 |
| Mortgage-backed securities | $13,164,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $8,649,000 | 2,932 |
| Issued or guaranteed by U.S. | $8,649,000 | 2,918 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,515,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $4,515,000 | 1,566 |
| 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) | $128,506,000 | 819 |
| Total debt securities | $128,506,000 | 938 |
| 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 | $128,046,000 | 938 |
| U.S. Government securities | $79,173,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $79,173,000 | 1,021 |
| Securities issued by states & political subdivisions | $48,873,000 | 351 |
| 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 | $98,801,000 | 580 |
| Mortgage-backed securities | $15,784,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $9,589,000 | 2,724 |
| Issued or guaranteed by U.S. | $9,589,000 | 2,708 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,195,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $6,195,000 | 1,269 |
| 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) | $128,046,000 | 794 |
| Total debt securities | $128,046,000 | 924 |
| 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 | $129,119,000 | 935 |
| U.S. Government securities | $78,522,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $78,522,000 | 1,034 |
| Securities issued by states & political subdivisions | $50,597,000 | 348 |
| 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 | $95,848,000 | 579 |
| Mortgage-backed securities | $19,984,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $11,327,000 | 2,469 |
| Issued or guaranteed by U.S. | $11,327,000 | 2,454 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,657,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $8,657,000 | 1,074 |
| 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) | $129,119,000 | 805 |
| Total debt securities | $129,119,000 | 913 |
| 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 | $125,441,000 | 971 |
| U.S. Government securities | $76,321,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $76,321,000 | 1,063 |
| Securities issued by states & political subdivisions | $49,120,000 | 361 |
| 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 | $92,907,000 | 587 |
| Mortgage-backed securities | $24,638,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $12,425,000 | 2,243 |
| Issued or guaranteed by U.S. | $12,425,000 | 2,232 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,213,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $12,213,000 | 865 |
| 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) | $125,441,000 | 849 |
| Total debt securities | $125,441,000 | 946 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $123,672,000 | 971 |
| U.S. Government securities | $79,281,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $79,281,000 | 1,019 |
| Securities issued by states & political subdivisions | $44,391,000 | 415 |
| 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 | $97,221,000 | 564 |
| Mortgage-backed securities | $28,383,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $12,986,000 | 1,959 |
| Issued or guaranteed by U.S. | $12,986,000 | 1,949 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,397,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $15,397,000 | 678 |
| 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) | $123,672,000 | 830 |
| Total debt securities | $123,672,000 | 945 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $118,622,000 | 1,005 |
| U.S. Government securities | $77,738,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $77,738,000 | 1,074 |
| Securities issued by states & political subdivisions | $40,884,000 | 448 |
| 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 | $92,509,000 | 581 |
| Mortgage-backed securities | $32,453,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $13,585,000 | 1,760 |
| Issued or guaranteed by U.S. | $13,585,000 | 1,751 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,868,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $18,868,000 | 559 |
| 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) | $118,622,000 | 868 |
| Total debt securities | $118,622,000 | 978 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $110,538,000 | 1,095 |
| U.S. Government securities | $73,395,000 | 1,190 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $73,395,000 | 1,159 |
| Securities issued by states & political subdivisions | $37,143,000 | 491 |
| 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 | $91,581,000 | 575 |
| Mortgage-backed securities | $37,337,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $14,076,000 | 1,666 |
| Issued or guaranteed by U.S. | $14,076,000 | 1,659 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,261,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $23,261,000 | 491 |
| 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) | $110,538,000 | 942 |
| Total debt securities | $110,538,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $105,197,000 | 1,160 |
| U.S. Government securities | $74,343,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $74,343,000 | 1,138 |
| Securities issued by states & political subdivisions | $30,854,000 | 621 |
| 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 | $88,336,000 | 586 |
| Mortgage-backed securities | $42,994,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $14,776,000 | 1,615 |
| Issued or guaranteed by U.S. | $14,776,000 | 1,609 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $28,218,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $28,218,000 | 431 |
| 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) | $105,197,000 | 1,000 |
| Total debt securities | $105,197,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $96,765,000 | 1,274 |
| U.S. Government securities | $72,463,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $72,463,000 | 1,199 |
| Securities issued by states & political subdivisions | $24,302,000 | 822 |
| 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 | $73,246,000 | 719 |
| Mortgage-backed securities | $48,024,000 | 956 |
| Certificates of participation in pools of residential mortgages | $15,429,000 | 1,575 |
| Issued or guaranteed by U.S. | $15,429,000 | 1,567 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $32,595,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $32,595,000 | 417 |
| 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) | $96,765,000 | 1,095 |
| Total debt securities | $96,765,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $101,039,000 | 1,241 |
| U.S. Government securities | $81,177,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $81,177,000 | 1,089 |
| Securities issued by states & political subdivisions | $19,862,000 | 1,017 |
| 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 | $74,028,000 | 714 |
| Mortgage-backed securities | $53,872,000 | 876 |
| Certificates of participation in pools of residential mortgages | $15,998,000 | 1,549 |
| Issued or guaranteed by U.S. | $15,998,000 | 1,538 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $37,874,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $37,874,000 | 383 |
| 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) | $101,039,000 | 1,068 |
| Total debt securities | $101,039,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $102,343,000 | 1,213 |
| U.S. Government securities | $87,500,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $87,500,000 | 999 |
| Securities issued by states & political subdivisions | $14,843,000 | 1,348 |
| 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 | $88,498,000 | 607 |
| Mortgage-backed securities | $60,398,000 | 802 |
| Certificates of participation in pools of residential mortgages | $17,074,000 | 1,501 |
| Issued or guaranteed by U.S. | $17,074,000 | 1,494 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $43,324,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $43,324,000 | 342 |
| 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) | $102,343,000 | 1,034 |
| Total debt securities | $102,343,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $107,756,000 | 1,162 |
| U.S. Government securities | $96,284,000 | 955 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $96,284,000 | 925 |
| Securities issued by states & political subdivisions | $11,472,000 | 1,727 |
| 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 | $73,040,000 | 720 |
| Mortgage-backed securities | $68,104,000 | 739 |
| Certificates of participation in pools of residential mortgages | $17,993,000 | 1,468 |
| Issued or guaranteed by U.S. | $17,993,000 | 1,461 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $50,111,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $50,111,000 | 307 |
| 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) | $107,756,000 | 992 |
| Total debt securities | $107,756,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $121,030,000 | 1,033 |
| U.S. Government securities | $111,550,000 | 835 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $111,550,000 | 811 |
| Securities issued by states & political subdivisions | $9,480,000 | 2,030 |
| 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 | $75,990,000 | 679 |
| Mortgage-backed securities | $83,348,000 | 643 |
| Certificates of participation in pools of residential mortgages | $27,023,000 | 1,108 |
| Issued or guaranteed by U.S. | $27,023,000 | 1,098 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $56,325,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $56,325,000 | 282 |
| 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) | $121,030,000 | 869 |
| Total debt securities | $121,030,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $128,147,000 | 961 |
| U.S. Government securities | $118,006,000 | 779 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $118,006,000 | 748 |
| Securities issued by states & political subdivisions | $10,141,000 | 1,907 |
| 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 | $83,483,000 | 619 |
| Mortgage-backed securities | $92,702,000 | 599 |
| Certificates of participation in pools of residential mortgages | $29,436,000 | 1,063 |
| Issued or guaranteed by U.S. | $29,436,000 | 1,054 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $63,266,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $63,266,000 | 265 |
| 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) | $128,147,000 | 806 |
| Total debt securities | $128,147,000 | 936 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $138,688,000 | 888 |
| U.S. Government securities | $128,344,000 | 721 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $128,344,000 | 696 |
| Securities issued by states & political subdivisions | $10,344,000 | 1,870 |
| 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 | $83,171,000 | 612 |
| Mortgage-backed securities | $100,957,000 | 579 |
| Certificates of participation in pools of residential mortgages | $31,747,000 | 1,018 |
| Issued or guaranteed by U.S. | $31,747,000 | 1,009 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $69,210,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $69,210,000 | 259 |
| 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) | $138,688,000 | 753 |
| Total debt securities | $138,688,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $144,682,000 | 867 |
| U.S. Government securities | $134,579,000 | 704 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $134,579,000 | 677 |
| Securities issued by states & political subdivisions | $10,103,000 | 1,899 |
| 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 | $77,411,000 | 666 |
| Mortgage-backed securities | $106,486,000 | 567 |
| Certificates of participation in pools of residential mortgages | $31,619,000 | 1,061 |
| Issued or guaranteed by U.S. | $31,619,000 | 1,053 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,867,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $74,867,000 | 259 |
| 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) | $144,682,000 | 729 |
| Total debt securities | $144,682,000 | 851 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $135,349,000 | 940 |
| U.S. Government securities | $125,270,000 | 768 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $125,270,000 | 736 |
| Securities issued by states & political subdivisions | $10,079,000 | 1,931 |
| 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 | $118,363,000 | 446 |
| Mortgage-backed securities | $95,853,000 | 635 |
| Certificates of participation in pools of residential mortgages | $17,783,000 | 1,623 |
| Issued or guaranteed by U.S. | $17,783,000 | 1,614 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $78,070,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $78,070,000 | 261 |
| 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) | $135,349,000 | 799 |
| Total debt securities | $135,349,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $131,434,000 | 967 |
| U.S. Government securities | $119,860,000 | 809 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $119,860,000 | 777 |
| Securities issued by states & political subdivisions | $11,574,000 | 1,696 |
| 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 | $115,252,000 | 454 |
| Mortgage-backed securities | $92,117,000 | 659 |
| Certificates of participation in pools of residential mortgages | $9,057,000 | 2,498 |
| Issued or guaranteed by U.S. | $9,057,000 | 2,488 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $83,060,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $83,060,000 | 246 |
| 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) | $131,434,000 | 831 |
| Total debt securities | $131,434,000 | 940 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $137,780,000 | 929 |
| U.S. Government securities | $126,681,000 | 775 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $126,681,000 | 746 |
| Securities issued by states & political subdivisions | $11,099,000 | 1,745 |
| 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 | $77,912,000 | 608 |
| Mortgage-backed securities | $93,303,000 | 651 |
| Certificates of participation in pools of residential mortgages | $7,672,000 | 2,787 |
| Issued or guaranteed by U.S. | $7,672,000 | 2,779 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $85,631,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $85,631,000 | 254 |
| 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) | $137,780,000 | 800 |
| Total debt securities | $137,780,000 | 904 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $151,604,000 | 869 |
| U.S. Government securities | $140,266,000 | 717 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $140,266,000 | 691 |
| Securities issued by states & political subdivisions | $11,338,000 | 1,736 |
| 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 | $73,835,000 | 631 |
| Mortgage-backed securities | $83,683,000 | 732 |
| Certificates of participation in pools of residential mortgages | $8,796,000 | 2,607 |
| Issued or guaranteed by U.S. | $8,796,000 | 2,595 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $74,887,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $74,887,000 | 283 |
| 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) | $151,604,000 | 745 |
| Total debt securities | $151,604,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $150,318,000 | 897 |
| U.S. Government securities | $138,415,000 | 750 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $138,415,000 | 723 |
| Securities issued by states & political subdivisions | $11,903,000 | 1,687 |
| 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 | $79,151,000 | 582 |
| Mortgage-backed securities | $67,118,000 | 865 |
| Certificates of participation in pools of residential mortgages | $9,967,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,967,000 | 2,420 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $57,151,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $57,151,000 | 364 |
| 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) | $150,318,000 | 766 |
| Total debt securities | $150,319,000 | 876 |
| 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 | $139,004,000 | 964 |
| U.S. Government securities | $126,505,000 | 806 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $126,505,000 | 775 |
| Securities issued by states & political subdivisions | $12,499,000 | 1,586 |
| 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 | $31,988,000 | 1,261 |
| Mortgage-backed securities | $44,744,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $5,197,000 | 3,354 |
| Issued or guaranteed by U.S. | $5,197,000 | 3,339 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $39,547,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $39,547,000 | 465 |
| 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) | $139,004,000 | 830 |
| Total debt securities | $138,998,000 | 928 |
| 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 | $143,884,000 | 916 |
| U.S. Government securities | $129,341,000 | 760 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $129,341,000 | 734 |
| Securities issued by states & political subdivisions | $14,543,000 | 1,329 |
| 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 | $2,985,000 | 5,296 |
| Mortgage-backed securities | $34,664,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $249,000 | 6,186 |
| Issued or guaranteed by U.S. | $249,000 | 6,166 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $34,415,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $34,415,000 | 538 |
| 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) | $143,884,000 | 787 |
| Total debt securities | $143,887,000 | 879 |
| 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 | $52,246,000 | 2,290 |
| U.S. Government securities | $41,655,000 | 2,064 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $41,655,000 | 1,994 |
| Securities issued by states & political subdivisions | $10,591,000 | 1,728 |
| 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 | $27,471,000 | 1,385 |
| Mortgage-backed securities | $15,646,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $337,000 | 6,057 |
| Issued or guaranteed by U.S. | $337,000 | 6,039 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,309,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $15,309,000 | 907 |
| 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) | $52,246,000 | 1,932 |
| Total debt securities | $52,249,000 | 2,212 |
| 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 | $39,308,000 | 2,848 |
| U.S. Government securities | $29,385,000 | 2,752 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $29,385,000 | 2,626 |
| Securities issued by states & political subdivisions | $9,923,000 | 1,814 |
| 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 | $30,320,000 | 1,279 |
| Mortgage-backed securities | $9,854,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,911 |
| Issued or guaranteed by U.S. | $437,000 | 5,891 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,417,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $9,417,000 | 1,218 |
| 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) | $39,308,000 | 2,424 |
| Total debt securities | $39,309,000 | 2,770 |
| 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 | $47,195,000 | 2,305 |
| U.S. Government securities | $37,153,000 | 2,114 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,153,000 | 1,997 |
| Securities issued by states & political subdivisions | $10,042,000 | 1,717 |
| 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 | $35,441,000 | 1,061 |
| Mortgage-backed securities | $19,903,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,288 |
| Issued or guaranteed by U.S. | $906,000 | 5,267 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $18,997,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $18,997,000 | 782 |
| 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) | $47,195,000 | 1,912 |
| Total debt securities | $47,195,000 | 2,237 |
| 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 | $52,080,000 | 2,102 |
| U.S. Government securities | $41,812,000 | 1,913 |
| U.S. Treasury securities | $1,253,000 | 2,419 |
| U.S. Government agency obligations | $40,559,000 | 1,830 |
| Securities issued by states & political subdivisions | $9,463,000 | 1,737 |
| 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 | $805,000 | 2,895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,237,000 | 892 |
| Mortgage-backed securities | $25,471,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,008 |
| Issued or guaranteed by U.S. | $1,937,000 | 3,984 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $23,534,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $23,534,000 | 549 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $52,080,000 | 1,648 |
| Total debt securities | $51,275,000 | 2,053 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,118,000 | 6,253 |
| U.S. Government securities | $11,964,000 | 5,519 |
| U.S. Treasury securities | $2,502,000 | 2,420 |
| U.S. Government agency obligations | $9,462,000 | 5,762 |
| Securities issued by states & political subdivisions | $979,000 | 5,657 |
| 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 | NA | NA |
| Equity securities | $175,000 | 5,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,461,000 | 3,537 |
| Mortgage-backed securities | $3,666,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $162,000 | 6,492 |
| Issued or guaranteed by U.S. | $162,000 | 6,474 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,504,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $3,504,000 | 1,797 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,118,000 | 5,125 |
| Total debt securities | $12,943,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,501,000 | 6,660 |
| U.S. Government securities | $10,441,000 | 5,959 |
| U.S. Treasury securities | $4,629,000 | 2,371 |
| U.S. Government agency obligations | $5,812,000 | 6,803 |
| Securities issued by states & political subdivisions | $905,000 | 5,902 |
| 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 | NA | NA |
| Equity securities | $155,000 | 5,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,185,000 | 3,506 |
| Mortgage-backed securities | $2,959,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $274,000 | 6,429 |
| Issued or guaranteed by U.S. | $274,000 | 6,409 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,685,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,685,000 | 2,213 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,501,000 | 5,390 |
| Total debt securities | $11,346,000 | 6,577 |
| 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 | $11,480,000 | 6,965 |
| U.S. Government securities | $10,977,000 | 6,149 |
| U.S. Treasury securities | $6,817,000 | 2,529 |
| U.S. Government agency obligations | $4,160,000 | 7,737 |
| Securities issued by states & political subdivisions | $503,000 | 6,725 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,302,000 | 3,617 |
| Mortgage-backed securities | $2,013,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $525,000 | 6,104 |
| Issued or guaranteed by U.S. | $525,000 | 6,085 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,488,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,888 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,480,000 | 5,315 |
| Total debt securities | $11,480,000 | 6,830 |
| 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 | $15,108,000 | 6,383 |
| U.S. Government securities | $14,014,000 | 5,743 |
| U.S. Treasury securities | $8,273,000 | 2,620 |
| U.S. Government agency obligations | $5,741,000 | 7,249 |
| Securities issued by states & political subdivisions | $1,094,000 | 5,938 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,689,000 | 3,275 |
| Mortgage-backed securities | $3,050,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $132,000 | 7,718 |
| Issued or guaranteed by U.S. | $132,000 | 7,699 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,918,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $2,918,000 | 2,495 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,108,000 | 4,693 |
| Total debt securities | $15,108,000 | 6,263 |
| 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 | $16,173,000 | 6,396 |
| U.S. Government securities | $14,989,000 | 5,714 |
| U.S. Treasury securities | $10,342,000 | 2,602 |
| U.S. Government agency obligations | $4,647,000 | 7,914 |
| Securities issued by states & political subdivisions | $1,184,000 | 6,037 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,573,000 | 3,969 |
| Mortgage-backed securities | $2,112,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 5,594 |
| Issued or guaranteed by U.S. | $1,369,000 | 5,564 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $743,000 | 4,558 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 4,389 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $16,173,000 | 4,651 |
| Total debt securities | $16,173,000 | 6,281 |
| 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 | $9,935,000 | 8,782 |
| U.S. Government securities | $8,487,000 | 8,438 |
| U.S. Treasury securities | $6,726,000 | 4,579 |
| U.S. Government agency obligations | $1,761,000 | 10,158 |
| Securities issued by states & political subdivisions | $1,448,000 | 5,915 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,856,000 | 3,563 |
| Mortgage-backed securities | $1,528,000 | 7,104 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 5,704 |
| Issued or guaranteed by U.S. | $1,528,000 | 5,679 |
| 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) | $9,173,000 | 6,009 |
| Available-for-sale securities (fair market value) | $762,000 | 9,887 |
| Total debt securities | $9,935,000 | 8,671 |
| 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 | $8,523,000 | 9,658 |
| U.S. Government securities | $6,864,000 | 9,472 |
| U.S. Treasury securities | $4,445,000 | 6,109 |
| U.S. Government agency obligations | $2,419,000 | 9,881 |
| Securities issued by states & political subdivisions | $1,659,000 | 5,756 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| 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 | $6,273,000 | 3,958 |
| Mortgage-backed securities | $1,783,000 | 7,502 |
| Certificates of participation in pools of residential mortgages | $268,000 | 8,762 |
| Issued or guaranteed by U.S. | $268,000 | 8,708 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,515,000 | 4,434 |
| CMOs issued by government agencies or sponsored agencies | $1,515,000 | 4,240 |
| 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 | $8,523,000 | 9,515 |
| 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 | $11,447,000 | 8,589 |
| U.S. Government securities | $9,406,000 | 8,330 |
| U.S. Treasury securities | $4,708,000 | 6,013 |
| U.S. Government agency obligations | $4,698,000 | 8,208 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,989 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| 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 | $4,986,000 | 4,533 |
| Mortgage-backed securities | $1,657,000 | 8,046 |
| Certificates of participation in pools of residential mortgages | $395,000 | 8,865 |
| Issued or guaranteed by U.S. | $395,000 | 8,801 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,262,000 | 4,712 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 4,347 |
| 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 | $11,447,000 | 8,466 |
| 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 |