Home > Tennessee State Bank > Securities
Tennessee State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $278,138,000 | 730 |
| U.S. Government securities | $125,755,000 | 952 |
| U.S. Treasury securities | $63,069,000 | 378 |
| U.S. Government agency obligations | $62,686,000 | 1,389 |
| Securities issued by states & political subdivisions | $140,729,000 | 297 |
| Other domestic debt securities | $10,031,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $10,031,000 | 278 |
| 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 | $108,318,000 | 839 |
| Mortgage-backed securities | $19,420,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,127,000 | 2,670 |
| Privately issued | $10,031,000 | 61 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,567,000 | 1,599 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,695,000 | 1,057 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $14,800,000 | 880 |
| Available-for-sale securities (fair market value) | $261,715,000 | 649 |
| Total debt securities | $276,512,000 | 723 |
| 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 |
| 2023-06-30 | Rank | |
| Total securities | $339,253,000 | 623 |
| U.S. Government securities | $182,001,000 | 720 |
| U.S. Treasury securities | $120,027,000 | 233 |
| U.S. Government agency obligations | $61,974,000 | 1,422 |
| Securities issued by states & political subdivisions | $144,689,000 | 295 |
| Other domestic debt securities | $10,923,000 | 978 |
| Privately issued residential mortgage-backed securities | $10,923,000 | 255 |
| 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 | $53,141,000 | 1,353 |
| Mortgage-backed securities | $20,627,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,326,000 | 2,670 |
| Privately issued | $10,923,000 | 61 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,685,000 | 1,575 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,693,000 | 1,033 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $15,100,000 | 887 |
| Available-for-sale securities (fair market value) | $322,513,000 | 551 |
| Total debt securities | $337,615,000 | 617 |
| 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 | $357,673,000 | 618 |
| U.S. Government securities | $183,756,000 | 744 |
| U.S. Treasury securities | $120,669,000 | 243 |
| U.S. Government agency obligations | $63,087,000 | 1,413 |
| Securities issued by states & political subdivisions | $160,588,000 | 278 |
| Other domestic debt securities | $11,711,000 | 986 |
| Privately issued residential mortgage-backed securities | $11,711,000 | 261 |
| 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 | $70,650,000 | 1,056 |
| Mortgage-backed securities | $21,744,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,526,000 | 2,689 |
| Privately issued | $11,711,000 | 67 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,767,000 | 1,600 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,740,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,326,000 | 901 |
| Available-for-sale securities (fair market value) | $339,729,000 | 553 |
| Total debt securities | $356,056,000 | 610 |
| 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 | $375,263,000 | 606 |
| U.S. Government securities | $201,597,000 | 693 |
| U.S. Treasury securities | $138,848,000 | 237 |
| U.S. Government agency obligations | $62,749,000 | 1,408 |
| Securities issued by states & political subdivisions | $159,855,000 | 286 |
| Other domestic debt securities | $12,191,000 | 977 |
| Privately issued residential mortgage-backed securities | $12,191,000 | 258 |
| 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 | $48,589,000 | 1,293 |
| Mortgage-backed securities | $22,384,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,587,000 | 2,697 |
| Privately issued | $12,191,000 | 73 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,890,000 | 1,597 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,716,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $16,946,000 | 896 |
| Available-for-sale securities (fair market value) | $356,697,000 | 528 |
| Total debt securities | $373,640,000 | 599 |
| 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 | $355,259,000 | 636 |
| U.S. Government securities | $200,784,000 | 704 |
| U.S. Treasury securities | $138,099,000 | 239 |
| U.S. Government agency obligations | $62,685,000 | 1,426 |
| Securities issued by states & political subdivisions | $140,174,000 | 338 |
| Other domestic debt securities | $12,645,000 | 932 |
| Privately issued residential mortgage-backed securities | $12,645,000 | 233 |
| 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 | $39,482,000 | 1,412 |
| Mortgage-backed securities | $23,062,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,708,000 | 2,704 |
| Privately issued | $12,645,000 | 51 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,991,000 | 1,591 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,718,000 | 1,072 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $14,950,000 | 922 |
| Available-for-sale securities (fair market value) | $338,653,000 | 561 |
| Total debt securities | $353,596,000 | 629 |
| 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 | $300,219,000 | 758 |
| U.S. Government securities | $175,655,000 | 798 |
| U.S. Treasury securities | $120,966,000 | 257 |
| U.S. Government agency obligations | $54,689,000 | 1,597 |
| Securities issued by states & political subdivisions | $119,278,000 | 434 |
| Other domestic debt securities | $3,602,000 | 1,461 |
| Privately issued residential mortgage-backed securities | $3,602,000 | 400 |
| 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 | $43,352,000 | 1,328 |
| Mortgage-backed securities | $14,814,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $8,793,000 | 2,373 |
| Issued or guaranteed by U.S. | $5,191,000 | 2,688 |
| Privately issued | $3,602,000 | 117 |
| Collaterized mortgage obligations | $4,228,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,228,000 | 1,594 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,793,000 | 1,557 |
| Commercial mortgage pass-through securities | $1,793,000 | 1,051 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $14,950,000 | 849 |
| Available-for-sale securities (fair market value) | $283,585,000 | 690 |
| Total debt securities | $298,531,000 | 747 |
| 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 | $293,766,000 | 758 |
| U.S. Government securities | $165,180,000 | 840 |
| U.S. Treasury securities | $112,888,000 | 249 |
| U.S. Government agency obligations | $52,292,000 | 1,644 |
| Securities issued by states & political subdivisions | $122,815,000 | 435 |
| Other domestic debt securities | $4,010,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $4,010,000 | 365 |
| 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 | $41,556,000 | 1,315 |
| Mortgage-backed securities | $16,366,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $11,882,000 | 2,133 |
| Issued or guaranteed by U.S. | $7,872,000 | 2,430 |
| Privately issued | $4,010,000 | 112 |
| Collaterized mortgage obligations | $2,607,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 1,861 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,877,000 | 1,534 |
| Commercial mortgage pass-through securities | $1,877,000 | 1,041 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $16,052,000 | 747 |
| Available-for-sale securities (fair market value) | $275,953,000 | 712 |
| Total debt securities | $292,002,000 | 756 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 338 |
| Fair value | $4,743,000 | 332 |
| 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 | $218,844,000 | 961 |
| U.S. Government securities | $88,579,000 | 1,275 |
| U.S. Treasury securities | $26,198,000 | 569 |
| U.S. Government agency obligations | $62,381,000 | 1,447 |
| Securities issued by states & political subdivisions | $123,905,000 | 444 |
| Other domestic debt securities | $4,559,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $4,559,000 | 325 |
| 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 | $69,119,000 | 890 |
| Mortgage-backed securities | $16,626,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $11,714,000 | 2,145 |
| Issued or guaranteed by U.S. | $7,155,000 | 2,476 |
| Privately issued | $4,559,000 | 117 |
| Collaterized mortgage obligations | $2,911,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $2,911,000 | 1,801 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,001,000 | 1,496 |
| Commercial mortgage pass-through securities | $2,001,000 | 1,017 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $16,662,000 | 637 |
| Available-for-sale securities (fair market value) | $200,381,000 | 948 |
| Total debt securities | $217,040,000 | 958 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 287 |
| Fair value | $4,961,000 | 276 |
| 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 | $200,214,000 | 975 |
| U.S. Government securities | $80,981,000 | 1,317 |
| U.S. Treasury securities | $26,389,000 | 458 |
| U.S. Government agency obligations | $54,592,000 | 1,544 |
| Securities issued by states & political subdivisions | $112,342,000 | 478 |
| Other domestic debt securities | $5,069,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $5,069,000 | 276 |
| 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 | $64,671,000 | 920 |
| Mortgage-backed securities | $18,918,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $13,659,000 | 2,018 |
| Issued or guaranteed by U.S. | $8,590,000 | 2,354 |
| Privately issued | $5,069,000 | 103 |
| Collaterized mortgage obligations | $3,185,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $3,185,000 | 1,768 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,074,000 | 1,483 |
| Commercial mortgage pass-through securities | $2,074,000 | 1,006 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $12,872,000 | 670 |
| Available-for-sale securities (fair market value) | $185,520,000 | 971 |
| Total debt securities | $198,390,000 | 971 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 236 |
| Fair value | $4,993,000 | 226 |
| 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 | $184,093,000 | 1,004 |
| U.S. Government securities | $85,399,000 | 1,211 |
| U.S. Treasury securities | $26,442,000 | 394 |
| U.S. Government agency obligations | $58,957,000 | 1,406 |
| Securities issued by states & political subdivisions | $91,274,000 | 591 |
| Other domestic debt securities | $5,600,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $5,600,000 | 265 |
| 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 | $68,576,000 | 870 |
| Mortgage-backed securities | $22,309,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $16,773,000 | 1,787 |
| Issued or guaranteed by U.S. | $11,173,000 | 2,110 |
| Privately issued | $5,600,000 | 103 |
| Collaterized mortgage obligations | $3,454,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 1,704 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,082,000 | 1,464 |
| Commercial mortgage pass-through securities | $2,082,000 | 999 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $6,511,000 | 835 |
| Available-for-sale securities (fair market value) | $175,762,000 | 969 |
| Total debt securities | $182,272,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 211 |
| Fair value | $4,988,000 | 197 |
| 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 | $162,209,000 | 1,063 |
| U.S. Government securities | $68,770,000 | 1,299 |
| U.S. Treasury securities | $18,121,000 | 403 |
| U.S. Government agency obligations | $50,649,000 | 1,491 |
| Securities issued by states & political subdivisions | $85,447,000 | 590 |
| Other domestic debt securities | $6,167,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $6,167,000 | 258 |
| 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 | $68,321,000 | 844 |
| Mortgage-backed securities | $27,427,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $21,602,000 | 1,501 |
| Issued or guaranteed by U.S. | $15,435,000 | 1,749 |
| Privately issued | $6,167,000 | 107 |
| Collaterized mortgage obligations | $3,718,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $3,718,000 | 1,627 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,107,000 | 1,434 |
| Commercial mortgage pass-through securities | $2,107,000 | 973 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,668,000 | 985 |
| Available-for-sale securities (fair market value) | $156,716,000 | 1,001 |
| Total debt securities | $160,382,000 | 1,059 |
| 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 | $173,766,000 | 906 |
| U.S. Government securities | $69,293,000 | 1,163 |
| U.S. Treasury securities | $18,151,000 | 301 |
| U.S. Government agency obligations | $51,142,000 | 1,399 |
| Securities issued by states & political subdivisions | $95,784,000 | 482 |
| Other domestic debt securities | $6,846,000 | 939 |
| Privately issued residential mortgage-backed securities | $6,846,000 | 224 |
| 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 | $66,269,000 | 841 |
| Mortgage-backed securities | $31,432,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $25,167,000 | 1,255 |
| Issued or guaranteed by U.S. | $18,321,000 | 1,497 |
| Privately issued | $6,846,000 | 86 |
| Collaterized mortgage obligations | $4,101,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $4,101,000 | 1,603 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,164,000 | 1,381 |
| Commercial mortgage pass-through securities | $2,164,000 | 929 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,668,000 | 963 |
| Available-for-sale securities (fair market value) | $168,255,000 | 851 |
| Total debt securities | $171,919,000 | 899 |
| 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 | $163,667,000 | 891 |
| U.S. Government securities | $70,575,000 | 1,098 |
| U.S. Treasury securities | $18,178,000 | 298 |
| U.S. Government agency obligations | $52,397,000 | 1,330 |
| Securities issued by states & political subdivisions | $83,649,000 | 502 |
| Other domestic debt securities | $7,591,000 | 869 |
| Privately issued residential mortgage-backed securities | $7,591,000 | 212 |
| 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 | $62,878,000 | 860 |
| Mortgage-backed securities | $33,326,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $26,395,000 | 1,180 |
| Issued or guaranteed by U.S. | $18,804,000 | 1,439 |
| Privately issued | $7,591,000 | 83 |
| Collaterized mortgage obligations | $4,719,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $4,719,000 | 1,554 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,212,000 | 1,349 |
| Commercial mortgage pass-through securities | $2,212,000 | 904 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $3,668,000 | 961 |
| Available-for-sale securities (fair market value) | $158,147,000 | 825 |
| Total debt securities | $161,810,000 | 888 |
| 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 | $135,211,000 | 1,032 |
| U.S. Government securities | $62,774,000 | 1,206 |
| U.S. Treasury securities | $18,193,000 | 307 |
| U.S. Government agency obligations | $44,581,000 | 1,473 |
| Securities issued by states & political subdivisions | $62,261,000 | 643 |
| Other domestic debt securities | $8,328,000 | 794 |
| Privately issued residential mortgage-backed securities | $8,328,000 | 186 |
| 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 | $59,450,000 | 891 |
| Mortgage-backed securities | $24,905,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $17,244,000 | 1,542 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,092 |
| Privately issued | $8,328,000 | 67 |
| Collaterized mortgage obligations | $5,476,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $5,476,000 | 1,497 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,185,000 | 1,334 |
| Commercial mortgage pass-through securities | $2,185,000 | 898 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,374,000 | 1,228 |
| Available-for-sale securities (fair market value) | $131,989,000 | 955 |
| Total debt securities | $133,357,000 | 1,028 |
| 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 | $129,449,000 | 1,042 |
| U.S. Government securities | $60,110,000 | 1,245 |
| U.S. Treasury securities | $13,151,000 | 361 |
| U.S. Government agency obligations | $46,959,000 | 1,420 |
| Securities issued by states & political subdivisions | $55,728,000 | 647 |
| Other domestic debt securities | $11,766,000 | 629 |
| Privately issued residential mortgage-backed securities | $11,766,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,403,000 | 833 |
| Mortgage-backed securities | $22,477,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $14,542,000 | 1,682 |
| Issued or guaranteed by U.S. | $2,776,000 | 2,971 |
| Privately issued | $11,766,000 | 59 |
| Collaterized mortgage obligations | $5,868,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,868,000 | 1,485 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,067,000 | 1,348 |
| Commercial mortgage pass-through securities | $2,067,000 | 894 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $127,604,000 | 949 |
| Total debt securities | $127,601,000 | 1,039 |
| 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 | $124,215,000 | 1,062 |
| U.S. Government securities | $63,374,000 | 1,222 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $63,374,000 | 1,147 |
| Securities issued by states & political subdivisions | $46,889,000 | 711 |
| Other domestic debt securities | $12,140,000 | 594 |
| Privately issued residential mortgage-backed securities | $12,140,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,337,000 | 839 |
| Mortgage-backed securities | $23,439,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $15,208,000 | 1,582 |
| Issued or guaranteed by U.S. | $3,068,000 | 2,885 |
| Privately issued | $12,140,000 | 53 |
| Collaterized mortgage obligations | $6,142,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $6,142,000 | 1,443 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,089,000 | 1,302 |
| Commercial mortgage pass-through securities | $2,089,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $122,403,000 | 963 |
| Total debt securities | $122,398,000 | 1,057 |
| 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 | $123,710,000 | 1,056 |
| U.S. Government securities | $68,276,000 | 1,131 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $68,276,000 | 1,067 |
| Securities issued by states & political subdivisions | $40,617,000 | 810 |
| Other domestic debt securities | $12,995,000 | 561 |
| Privately issued residential mortgage-backed securities | $12,995,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,543,000 | 892 |
| Mortgage-backed securities | $25,021,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $16,346,000 | 1,488 |
| Issued or guaranteed by U.S. | $3,351,000 | 2,814 |
| Privately issued | $12,995,000 | 53 |
| Collaterized mortgage obligations | $6,519,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,519,000 | 1,407 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,156,000 | 1,281 |
| Commercial mortgage pass-through securities | $2,156,000 | 866 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $121,888,000 | 969 |
| Total debt securities | $121,888,000 | 1,063 |
| 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 | $114,599,000 | 1,134 |
| U.S. Government securities | $81,439,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $81,439,000 | 962 |
| Securities issued by states & political subdivisions | $31,367,000 | 1,066 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,642,000 | 886 |
| Mortgage-backed securities | $25,210,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $17,286,000 | 1,413 |
| Issued or guaranteed by U.S. | $17,286,000 | 1,393 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,809,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $5,809,000 | 1,463 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,115,000 | 1,272 |
| Commercial mortgage pass-through securities | $2,115,000 | 864 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $112,806,000 | 1,031 |
| Total debt securities | $112,804,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $113,148,000 | 1,152 |
| U.S. Government securities | $79,726,000 | 1,042 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $79,726,000 | 986 |
| Securities issued by states & political subdivisions | $31,665,000 | 1,092 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,594,000 | 909 |
| Mortgage-backed securities | $22,365,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $16,868,000 | 1,458 |
| Issued or guaranteed by U.S. | $16,868,000 | 1,435 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,054,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $5,054,000 | 1,537 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $443,000 | 1,648 |
| Commercial mortgage pass-through securities | $443,000 | 1,266 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $111,391,000 | 1,048 |
| Total debt securities | $111,390,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $107,700,000 | 1,214 |
| U.S. Government securities | $78,931,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $78,931,000 | 992 |
| Securities issued by states & political subdivisions | $27,046,000 | 1,288 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,723,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,855,000 | 894 |
| Mortgage-backed securities | $20,941,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $15,372,000 | 1,552 |
| Issued or guaranteed by U.S. | $15,372,000 | 1,537 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,135,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $5,135,000 | 1,513 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $434,000 | 1,619 |
| Commercial mortgage pass-through securities | $434,000 | 1,262 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $107,700,000 | 1,092 |
| Total debt securities | $105,973,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 400 |
| Fair value | $2,449,000 | 392 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $104,739,000 | 1,237 |
| U.S. Government securities | $76,361,000 | 1,085 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $76,361,000 | 1,021 |
| Securities issued by states & political subdivisions | $26,628,000 | 1,309 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,750,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,883,000 | 858 |
| Mortgage-backed securities | $16,086,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $13,825,000 | 1,693 |
| Issued or guaranteed by U.S. | $13,825,000 | 1,685 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,798,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 2,088 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $463,000 | 1,594 |
| Commercial mortgage pass-through securities | $463,000 | 1,219 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $104,739,000 | 1,109 |
| Total debt securities | $102,985,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $103,571,000 | 1,263 |
| U.S. Government securities | $75,280,000 | 1,097 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $75,280,000 | 1,037 |
| Securities issued by states & political subdivisions | $26,534,000 | 1,355 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,757,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,609,000 | 857 |
| Mortgage-backed securities | $14,511,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $12,109,000 | 1,878 |
| Issued or guaranteed by U.S. | $12,109,000 | 1,800 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,928,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 2,066 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $474,000 | 1,566 |
| Commercial mortgage pass-through securities | $474,000 | 1,191 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $103,571,000 | 1,144 |
| Total debt securities | $101,814,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $107,489,000 | 1,243 |
| U.S. Government securities | $74,279,000 | 1,128 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $74,279,000 | 1,070 |
| Securities issued by states & political subdivisions | $31,439,000 | 1,184 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,771,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,221,000 | 829 |
| Mortgage-backed securities | $15,231,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $13,155,000 | 1,812 |
| Issued or guaranteed by U.S. | $13,155,000 | 1,810 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,076,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 2,005 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $107,489,000 | 1,119 |
| Total debt securities | $105,718,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $119,787,000 | 1,140 |
| U.S. Government securities | $76,824,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $76,824,000 | 1,052 |
| Securities issued by states & political subdivisions | $41,170,000 | 975 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,793,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,017,000 | 826 |
| Mortgage-backed securities | $16,124,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $13,891,000 | 1,800 |
| Issued or guaranteed by U.S. | $13,891,000 | 1,799 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,233,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 1,953 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $119,787,000 | 1,011 |
| Total debt securities | $117,994,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $123,319,000 | 1,108 |
| U.S. Government securities | $80,552,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $80,552,000 | 1,025 |
| Securities issued by states & political subdivisions | $40,948,000 | 995 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,819,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,671,000 | 841 |
| Mortgage-backed securities | $14,682,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $12,300,000 | 1,956 |
| Issued or guaranteed by U.S. | $12,300,000 | 1,955 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,382,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,382,000 | 1,937 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $123,319,000 | 975 |
| Total debt securities | $121,500,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $113,041,000 | 1,219 |
| U.S. Government securities | $69,687,000 | 1,226 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $69,687,000 | 1,174 |
| Securities issued by states & political subdivisions | $41,286,000 | 994 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,068,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,367,000 | 985 |
| Mortgage-backed securities | $8,073,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $5,503,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,503,000 | 2,796 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,570,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 1,924 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $113,041,000 | 1,077 |
| Total debt securities | $110,973,000 | 1,225 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $120,190,000 | 1,162 |
| U.S. Government securities | $70,818,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $70,818,000 | 1,169 |
| Securities issued by states & political subdivisions | $47,323,000 | 877 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,049,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,356,000 | 1,009 |
| Mortgage-backed securities | $8,346,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $5,658,000 | 2,821 |
| Issued or guaranteed by U.S. | $5,658,000 | 2,819 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,688,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,688,000 | 1,911 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $120,190,000 | 1,027 |
| Total debt securities | $118,141,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $112,028,000 | 1,230 |
| U.S. Government securities | $63,735,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,735,000 | 1,260 |
| Securities issued by states & political subdivisions | $46,209,000 | 890 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,084,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,944,000 | 956 |
| Mortgage-backed securities | $8,689,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 2,824 |
| Issued or guaranteed by U.S. | $5,811,000 | 2,820 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,878,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,878,000 | 1,861 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $112,028,000 | 1,087 |
| Total debt securities | $109,944,000 | 1,222 |
| 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 | $117,240,000 | 1,170 |
| U.S. Government securities | $65,696,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $65,696,000 | 1,227 |
| Securities issued by states & political subdivisions | $49,427,000 | 826 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,117,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,569,000 | 996 |
| Mortgage-backed securities | $8,540,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $5,318,000 | 2,937 |
| Issued or guaranteed by U.S. | $5,318,000 | 2,937 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,222,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $3,222,000 | 1,810 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $117,240,000 | 1,037 |
| Total debt securities | $115,123,000 | 1,172 |
| 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 | $117,928,000 | 1,183 |
| U.S. Government securities | $70,561,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $70,561,000 | 1,164 |
| Securities issued by states & political subdivisions | $45,274,000 | 906 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,093,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,015,000 | 866 |
| Mortgage-backed securities | $7,717,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $4,074,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,074,000 | 3,203 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,643,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,643,000 | 1,753 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $117,928,000 | 1,048 |
| Total debt securities | $115,835,000 | 1,181 |
| 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 | $119,398,000 | 1,188 |
| U.S. Government securities | $63,766,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $63,766,000 | 1,300 |
| Securities issued by states & political subdivisions | $53,530,000 | 739 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,102,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,143,000 | 899 |
| Mortgage-backed securities | $6,257,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,205 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,204 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,049,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $2,049,000 | 2,132 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $119,398,000 | 1,045 |
| Total debt securities | $117,296,000 | 1,187 |
| 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 | $121,854,000 | 1,175 |
| U.S. Government securities | $65,852,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $65,852,000 | 1,286 |
| Securities issued by states & political subdivisions | $53,916,000 | 732 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,086,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,734,000 | 908 |
| Mortgage-backed securities | $5,990,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $3,733,000 | 3,321 |
| Issued or guaranteed by U.S. | $3,733,000 | 3,318 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,257,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,257,000 | 2,102 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $121,854,000 | 1,031 |
| Total debt securities | $119,768,000 | 1,179 |
| 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 | $125,880,000 | 1,138 |
| U.S. Government securities | $67,676,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $67,676,000 | 1,253 |
| Securities issued by states & political subdivisions | $56,115,000 | 685 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,089,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,915,000 | 824 |
| Mortgage-backed securities | $3,663,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,144 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,139 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,533,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,533,000 | 2,043 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $125,880,000 | 1,011 |
| Total debt securities | $123,791,000 | 1,147 |
| 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 | $115,536,000 | 1,251 |
| U.S. Government securities | $56,745,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $56,745,000 | 1,502 |
| Securities issued by states & political subdivisions | $56,689,000 | 671 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,102,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,364,000 | 876 |
| Mortgage-backed securities | $2,872,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,872,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,872,000 | 2,026 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $115,536,000 | 1,097 |
| Total debt securities | $113,434,000 | 1,250 |
| 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 | $136,789,000 | 1,074 |
| U.S. Government securities | $57,358,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $57,358,000 | 1,526 |
| Securities issued by states & political subdivisions | $77,329,000 | 428 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,102,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,972,000 | 829 |
| Mortgage-backed securities | $6,070,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,446 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,444 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,018,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,018,000 | 2,279 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $136,789,000 | 941 |
| Total debt securities | $134,687,000 | 1,086 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 701 |
| Fair value | $4,005,000 | 678 |
| 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 | $166,274,000 | 908 |
| U.S. Government securities | $71,483,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $71,483,000 | 1,259 |
| Securities issued by states & political subdivisions | $92,689,000 | 341 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,102,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,409,000 | 799 |
| Mortgage-backed securities | $12,922,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $8,770,000 | 2,685 |
| Issued or guaranteed by U.S. | $8,770,000 | 2,683 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,152,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $4,152,000 | 1,859 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $166,274,000 | 784 |
| Total debt securities | $164,172,000 | 914 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 739 |
| Fair value | $3,992,000 | 725 |
| 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 | $162,820,000 | 948 |
| U.S. Government securities | $66,695,000 | 1,445 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $66,695,000 | 1,384 |
| Securities issued by states & political subdivisions | $94,029,000 | 332 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,096,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,225,000 | 775 |
| Mortgage-backed securities | $9,909,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $5,552,000 | 3,257 |
| Issued or guaranteed by U.S. | $5,552,000 | 3,255 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,357,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $4,357,000 | 1,853 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $162,820,000 | 822 |
| Total debt securities | $160,724,000 | 943 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 833 |
| Fair value | $3,968,000 | 818 |
| 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 | $171,676,000 | 898 |
| U.S. Government securities | $69,887,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $69,887,000 | 1,335 |
| Securities issued by states & political subdivisions | $99,697,000 | 295 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,092,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,530,000 | 735 |
| Mortgage-backed securities | $9,654,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $5,055,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,055,000 | 3,426 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,599,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $4,599,000 | 1,836 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $171,676,000 | 776 |
| Total debt securities | $169,584,000 | 900 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 862 |
| Fair value | $3,946,000 | 858 |
| 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 | $163,134,000 | 962 |
| U.S. Government securities | $63,883,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $63,883,000 | 1,463 |
| Securities issued by states & political subdivisions | $97,167,000 | 306 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,084,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,975,000 | 739 |
| Mortgage-backed securities | $9,495,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $4,645,000 | 3,545 |
| Issued or guaranteed by U.S. | $4,645,000 | 3,544 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,850,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $4,850,000 | 1,794 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $163,134,000 | 828 |
| Total debt securities | $161,050,000 | 958 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,300 |
| Fair value | $1,932,000 | 1,283 |
| 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 | $164,774,000 | 934 |
| U.S. Government securities | $70,984,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $70,984,000 | 1,333 |
| Securities issued by states & political subdivisions | $91,705,000 | 329 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,085,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,108,000 | 767 |
| Mortgage-backed securities | $9,813,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $4,784,000 | 3,520 |
| Issued or guaranteed by U.S. | $4,784,000 | 3,517 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,029,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $5,029,000 | 1,773 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $164,774,000 | 806 |
| Total debt securities | $162,689,000 | 935 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,278 |
| Fair value | $1,892,000 | 1,265 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $147,102,000 | 1,045 |
| U.S. Government securities | $69,183,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $69,183,000 | 1,388 |
| Securities issued by states & political subdivisions | $75,847,000 | 423 |
| 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 | $2,072,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,129,000 | 759 |
| Mortgage-backed securities | $10,211,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,516 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,512 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,283,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $5,283,000 | 1,763 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $147,102,000 | 911 |
| Total debt securities | $145,030,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,262 |
| Fair value | $1,911,000 | 1,240 |
| 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 | $159,123,000 | 966 |
| U.S. Government securities | $78,899,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $78,899,000 | 1,231 |
| Securities issued by states & political subdivisions | $78,051,000 | 405 |
| 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 | $2,173,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,377,000 | 534 |
| Mortgage-backed securities | $9,002,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $3,106,000 | 3,956 |
| Issued or guaranteed by U.S. | $3,106,000 | 3,950 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,896,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $5,896,000 | 1,719 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $159,123,000 | 857 |
| Total debt securities | $156,950,000 | 970 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,255 |
| Fair value | $1,937,000 | 1,241 |
| 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 | $177,857,000 | 875 |
| U.S. Government securities | $81,394,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $81,394,000 | 1,201 |
| Securities issued by states & political subdivisions | $94,295,000 | 305 |
| 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 | $2,168,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,849,000 | 551 |
| Mortgage-backed securities | $10,186,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $3,391,000 | 3,929 |
| Issued or guaranteed by U.S. | $3,391,000 | 3,925 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,795,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $6,795,000 | 1,655 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $177,857,000 | 778 |
| Total debt securities | $175,689,000 | 878 |
| Structured notes | ||
| Amortized cost | $3,914,000 | 857 |
| Fair value | $3,912,000 | 857 |
| 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 | $181,598,000 | 835 |
| U.S. Government securities | $96,889,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $96,889,000 | 989 |
| Securities issued by states & political subdivisions | $82,522,000 | 353 |
| 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 | $2,187,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,812,000 | 562 |
| Mortgage-backed securities | $22,617,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $14,786,000 | 2,170 |
| Issued or guaranteed by U.S. | $14,786,000 | 2,169 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,831,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $7,831,000 | 1,579 |
| 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) | $181,598,000 | 740 |
| Total debt securities | $179,411,000 | 836 |
| Structured notes | ||
| Amortized cost | $3,914,000 | 899 |
| Fair value | $3,912,000 | 899 |
| 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 | $156,773,000 | 990 |
| U.S. Government securities | $94,189,000 | 1,090 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $94,189,000 | 1,054 |
| Securities issued by states & political subdivisions | $60,378,000 | 515 |
| 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 | $2,206,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,318,000 | 569 |
| Mortgage-backed securities | $25,399,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $16,197,000 | 2,142 |
| Issued or guaranteed by U.S. | $16,197,000 | 2,141 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,202,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $9,202,000 | 1,548 |
| 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) | $156,773,000 | 883 |
| Total debt securities | $154,567,000 | 993 |
| Structured notes | ||
| Amortized cost | $6,915,000 | 613 |
| Fair value | $6,901,000 | 612 |
| 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 | $154,832,000 | 1,000 |
| U.S. Government securities | $113,669,000 | 928 |
| U.S. Treasury securities | $2,005,000 | 634 |
| U.S. Government agency obligations | $111,664,000 | 908 |
| Securities issued by states & political subdivisions | $38,987,000 | 878 |
| 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 | $2,176,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,374,000 | 554 |
| Mortgage-backed securities | $25,586,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $17,061,000 | 2,111 |
| Issued or guaranteed by U.S. | $17,061,000 | 2,109 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,525,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $8,525,000 | 1,616 |
| 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) | $154,832,000 | 891 |
| Total debt securities | $152,656,000 | 1,000 |
| Structured notes | ||
| Amortized cost | $5,304,000 | 857 |
| Fair value | $5,313,000 | 852 |
| 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 | $136,929,000 | 1,138 |
| U.S. Government securities | $103,433,000 | 1,035 |
| U.S. Treasury securities | $2,012,000 | 664 |
| U.S. Government agency obligations | $101,421,000 | 1,024 |
| Securities issued by states & political subdivisions | $31,355,000 | 1,049 |
| 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 | $2,141,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,748,000 | 554 |
| Mortgage-backed securities | $27,989,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $17,746,000 | 2,042 |
| Issued or guaranteed by U.S. | $17,746,000 | 2,040 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,243,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $10,243,000 | 1,502 |
| 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) | $136,929,000 | 1,014 |
| Total debt securities | $134,788,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $14,794,000 | 397 |
| Fair value | $14,746,000 | 400 |
| 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 | $143,568,000 | 1,045 |
| U.S. Government securities | $94,378,000 | 1,074 |
| U.S. Treasury securities | $4,023,000 | 447 |
| U.S. Government agency obligations | $90,355,000 | 1,081 |
| Securities issued by states & political subdivisions | $47,046,000 | 653 |
| 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 | $2,144,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,390,000 | 514 |
| Mortgage-backed securities | $21,922,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $14,327,000 | 2,239 |
| Issued or guaranteed by U.S. | $14,327,000 | 2,234 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,595,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $7,595,000 | 1,636 |
| 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) | $23,953,000 | 599 |
| Available-for-sale securities (fair market value) | $119,615,000 | 1,117 |
| Total debt securities | $141,424,000 | 1,048 |
| Structured notes | ||
| Amortized cost | $14,791,000 | 393 |
| Fair value | $14,797,000 | 393 |
| 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 | $144,862,000 | 1,009 |
| U.S. Government securities | $98,719,000 | 1,001 |
| U.S. Treasury securities | $4,035,000 | 467 |
| U.S. Government agency obligations | $94,684,000 | 1,015 |
| Securities issued by states & political subdivisions | $44,001,000 | 662 |
| 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 | $2,142,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,134,000 | 530 |
| Mortgage-backed securities | $21,332,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $13,188,000 | 2,286 |
| Issued or guaranteed by U.S. | $13,188,000 | 2,280 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,144,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $8,144,000 | 1,567 |
| 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) | $21,817,000 | 628 |
| Available-for-sale securities (fair market value) | $123,045,000 | 1,053 |
| Total debt securities | $142,720,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $15,790,000 | 365 |
| Fair value | $15,810,000 | 367 |
| 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 | $144,957,000 | 997 |
| U.S. Government securities | $104,253,000 | 970 |
| U.S. Treasury securities | $6,048,000 | 425 |
| U.S. Government agency obligations | $98,205,000 | 989 |
| Securities issued by states & political subdivisions | $38,598,000 | 718 |
| 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 | $2,106,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,486,000 | 512 |
| Mortgage-backed securities | $20,322,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $13,369,000 | 2,211 |
| Issued or guaranteed by U.S. | $13,369,000 | 2,207 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,953,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $6,953,000 | 1,659 |
| 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) | $17,556,000 | 736 |
| Available-for-sale securities (fair market value) | $127,401,000 | 1,009 |
| Total debt securities | $142,851,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $6,303,000 | 993 |
| Fair value | $6,329,000 | 993 |
| 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 | $157,082,000 | 911 |
| U.S. Government securities | $122,044,000 | 845 |
| U.S. Treasury securities | $6,056,000 | 451 |
| U.S. Government agency obligations | $115,988,000 | 852 |
| Securities issued by states & political subdivisions | $32,965,000 | 849 |
| 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 | $2,073,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,321,000 | 496 |
| Mortgage-backed securities | $6,331,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,186,000 | 4,263 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,145,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $4,145,000 | 1,944 |
| 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) | $10,656,000 | 992 |
| Available-for-sale securities (fair market value) | $146,426,000 | 857 |
| Total debt securities | $155,009,000 | 911 |
| Structured notes | ||
| Amortized cost | $14,799,000 | 510 |
| Fair value | $14,756,000 | 506 |
| 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 | $165,086,000 | 840 |
| U.S. Government securities | $137,317,000 | 735 |
| U.S. Treasury securities | $10,085,000 | 326 |
| U.S. Government agency obligations | $127,232,000 | 758 |
| Securities issued by states & political subdivisions | $25,666,000 | 1,094 |
| 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 | $2,103,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000,000 | 501 |
| Mortgage-backed securities | $8,353,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,091 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,969,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $5,969,000 | 1,660 |
| 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) | $6,813,000 | 1,240 |
| Available-for-sale securities (fair market value) | $158,273,000 | 776 |
| Total debt securities | $162,983,000 | 836 |
| Structured notes | ||
| Amortized cost | $18,798,000 | 350 |
| Fair value | $18,652,000 | 348 |
| 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 | $136,484,000 | 978 |
| U.S. Government securities | $124,661,000 | 781 |
| U.S. Treasury securities | $10,113,000 | 301 |
| U.S. Government agency obligations | $114,548,000 | 792 |
| Securities issued by states & political subdivisions | $9,693,000 | 2,428 |
| 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 | $2,130,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,092,000 | 514 |
| Mortgage-backed securities | $4,025,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 3,970 |
| Issued or guaranteed by U.S. | $2,707,000 | 3,961 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,318,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,556 |
| 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) | $136,484,000 | 864 |
| Total debt securities | $134,354,000 | 985 |
| Structured notes | ||
| Amortized cost | $20,643,000 | 270 |
| Fair value | $20,744,000 | 270 |
| 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 | $136,787,000 | 972 |
| U.S. Government securities | $126,024,000 | 773 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $126,024,000 | 739 |
| Securities issued by states & political subdivisions | $8,652,000 | 2,470 |
| 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 | $2,111,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,236,000 | 574 |
| Mortgage-backed securities | $5,085,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $2,922,000 | 3,952 |
| Issued or guaranteed by U.S. | $2,922,000 | 3,944 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,163,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $2,163,000 | 2,200 |
| 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) | $136,787,000 | 856 |
| Total debt securities | $134,676,000 | 975 |
| Structured notes | ||
| Amortized cost | $27,145,000 | 213 |
| Fair value | $27,303,000 | 213 |
| 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 | $114,556,000 | 1,169 |
| U.S. Government securities | $107,708,000 | 869 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $107,708,000 | 835 |
| Securities issued by states & political subdivisions | $4,763,000 | 3,315 |
| 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 | $2,085,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,113,000 | 604 |
| Mortgage-backed securities | $6,915,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $4,309,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,309,000 | 3,628 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,606,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $2,606,000 | 2,030 |
| 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) | $114,556,000 | 1,024 |
| Total debt securities | $112,471,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $22,144,000 | 235 |
| Fair value | $22,158,000 | 236 |
| 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 | $121,981,000 | 1,057 |
| U.S. Government securities | $112,513,000 | 808 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $112,513,000 | 780 |
| Securities issued by states & political subdivisions | $7,370,000 | 2,698 |
| 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 | $2,098,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,763,000 | 653 |
| Mortgage-backed securities | $10,663,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $7,485,000 | 2,974 |
| Issued or guaranteed by U.S. | $7,485,000 | 2,966 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,178,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $3,178,000 | 1,879 |
| 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) | $121,981,000 | 916 |
| Total debt securities | $119,883,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $18,144,000 | 210 |
| Fair value | $18,153,000 | 207 |
| 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 | $102,886,000 | 1,245 |
| U.S. Government securities | $93,714,000 | 946 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $93,714,000 | 916 |
| Securities issued by states & political subdivisions | $7,101,000 | 2,749 |
| 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 | $2,071,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,160,000 | 705 |
| Mortgage-backed securities | $12,481,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $8,459,000 | 2,887 |
| Issued or guaranteed by U.S. | $8,459,000 | 2,877 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,022,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $4,022,000 | 1,705 |
| 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) | $102,886,000 | 1,087 |
| Total debt securities | $100,815,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $6,143,000 | 446 |
| Fair value | $6,147,000 | 447 |
| 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 | $91,028,000 | 1,389 |
| U.S. Government securities | $81,436,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $81,436,000 | 1,016 |
| Securities issued by states & political subdivisions | $7,539,000 | 2,625 |
| 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 | $2,053,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,384,000 | 781 |
| Mortgage-backed securities | $26,501,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $22,492,000 | 1,622 |
| Issued or guaranteed by U.S. | $22,492,000 | 1,615 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,009,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $4,009,000 | 1,675 |
| 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) | $91,028,000 | 1,205 |
| Total debt securities | $88,975,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 353 |
| Fair value | $4,936,000 | 357 |
| 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 | $86,056,000 | 1,433 |
| U.S. Government securities | $76,684,000 | 1,135 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $76,684,000 | 1,103 |
| Securities issued by states & political subdivisions | $7,319,000 | 2,591 |
| 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 | $2,053,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,418,000 | 772 |
| Mortgage-backed securities | $29,419,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $28,420,000 | 1,383 |
| Issued or guaranteed by U.S. | $28,420,000 | 1,371 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $999,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,555 |
| 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) | $86,056,000 | 1,258 |
| Total debt securities | $84,003,000 | 1,447 |
| 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 | $84,527,000 | 1,431 |
| U.S. Government securities | $76,582,000 | 1,122 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $76,582,000 | 1,096 |
| Securities issued by states & political subdivisions | $5,919,000 | 2,892 |
| 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 | $2,026,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,081,000 | 856 |
| Mortgage-backed securities | $34,521,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $29,758,000 | 1,287 |
| Issued or guaranteed by U.S. | $29,758,000 | 1,278 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,763,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $4,763,000 | 1,534 |
| 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) | $84,527,000 | 1,239 |
| Total debt securities | $82,501,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $85,487,000 | 1,393 |
| U.S. Government securities | $77,585,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $77,585,000 | 1,044 |
| Securities issued by states & political subdivisions | $5,877,000 | 2,860 |
| 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 | $2,025,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,141,000 | 809 |
| Mortgage-backed securities | $30,631,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $25,780,000 | 1,380 |
| Issued or guaranteed by U.S. | $25,780,000 | 1,368 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,851,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $4,851,000 | 1,436 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $85,487,000 | 1,201 |
| Total debt securities | $83,462,000 | 1,403 |
| 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 | $78,009,000 | 1,540 |
| U.S. Government securities | $69,957,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $69,957,000 | 1,188 |
| Securities issued by states & political subdivisions | $6,032,000 | 2,844 |
| 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 | $2,020,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,454,000 | 809 |
| Mortgage-backed securities | $20,280,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $15,318,000 | 2,030 |
| Issued or guaranteed by U.S. | $15,318,000 | 2,020 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,962,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $4,962,000 | 1,430 |
| 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) | $78,009,000 | 1,337 |
| Total debt securities | $75,989,000 | 1,546 |
| 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 | $86,093,000 | 1,398 |
| U.S. Government securities | $77,009,000 | 1,082 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $77,009,000 | 1,056 |
| Securities issued by states & political subdivisions | $7,026,000 | 2,632 |
| 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 | $2,058,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,759,000 | 888 |
| Mortgage-backed securities | $13,544,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,810 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,368,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $5,368,000 | 1,360 |
| 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) | $86,093,000 | 1,225 |
| Total debt securities | $84,035,000 | 1,395 |
| 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 | $105,601,000 | 1,147 |
| U.S. Government securities | $96,609,000 | 865 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $96,609,000 | 841 |
| Securities issued by states & political subdivisions | $6,942,000 | 2,636 |
| 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 | $2,050,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,961,000 | 959 |
| Mortgage-backed securities | $8,552,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 2,909 |
| Issued or guaranteed by U.S. | $6,334,000 | 2,894 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,218,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 1,871 |
| 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) | $105,601,000 | 1,001 |
| Total debt securities | $103,551,000 | 1,141 |
| 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 | $112,592,000 | 1,070 |
| U.S. Government securities | $102,830,000 | 819 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $102,830,000 | 800 |
| Securities issued by states & political subdivisions | $7,748,000 | 2,414 |
| 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 | $2,014,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,132,000 | 941 |
| Mortgage-backed securities | $8,219,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $5,836,000 | 2,882 |
| Issued or guaranteed by U.S. | $5,836,000 | 2,868 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,383,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,778 |
| 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) | $112,592,000 | 920 |
| Total debt securities | $110,578,000 | 1,068 |
| 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 | $110,522,000 | 1,096 |
| U.S. Government securities | $100,840,000 | 841 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $100,840,000 | 818 |
| Securities issued by states & political subdivisions | $7,678,000 | 2,432 |
| 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 | $2,004,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,503,000 | 879 |
| Mortgage-backed securities | $7,921,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $5,070,000 | 2,987 |
| Issued or guaranteed by U.S. | $5,070,000 | 2,973 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,851,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $2,851,000 | 1,630 |
| 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) | $110,522,000 | 944 |
| Total debt securities | $108,518,000 | 1,097 |
| 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 | $111,539,000 | 1,092 |
| U.S. Government securities | $99,795,000 | 853 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $99,795,000 | 827 |
| Securities issued by states & political subdivisions | $9,720,000 | 2,052 |
| 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 | $2,024,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,865,000 | 811 |
| Mortgage-backed securities | $9,182,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $5,609,000 | 2,840 |
| Issued or guaranteed by U.S. | $5,609,000 | 2,825 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,573,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $3,573,000 | 1,487 |
| 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) | $111,539,000 | 935 |
| Total debt securities | $109,515,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,984,000 | 1,400 |
| 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 | $115,582,000 | 1,074 |
| U.S. Government securities | $105,414,000 | 835 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $105,414,000 | 809 |
| Securities issued by states & political subdivisions | $10,168,000 | 1,977 |
| 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 | $54,188,000 | 945 |
| Mortgage-backed securities | $10,072,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $5,938,000 | 2,782 |
| Issued or guaranteed by U.S. | $5,938,000 | 2,765 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,134,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $4,134,000 | 1,418 |
| 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) | $115,582,000 | 914 |
| Total debt securities | $115,582,000 | 1,047 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,975,000 | 1,500 |
| 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 | $121,338,000 | 1,026 |
| U.S. Government securities | $111,156,000 | 813 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $111,156,000 | 784 |
| Securities issued by states & political subdivisions | $10,182,000 | 1,978 |
| 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 | $58,656,000 | 873 |
| Mortgage-backed securities | $11,044,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $6,263,000 | 2,712 |
| Issued or guaranteed by U.S. | $6,263,000 | 2,699 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,781,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $4,781,000 | 1,287 |
| 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) | $121,338,000 | 861 |
| Total debt securities | $121,338,000 | 1,005 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,966,000 | 1,596 |
| 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 | $113,933,000 | 1,085 |
| U.S. Government securities | $103,856,000 | 872 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $103,856,000 | 841 |
| Securities issued by states & political subdivisions | $10,077,000 | 1,946 |
| 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 | $61,404,000 | 840 |
| Mortgage-backed securities | $12,004,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $6,508,000 | 2,681 |
| Issued or guaranteed by U.S. | $6,508,000 | 2,667 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,496,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $5,496,000 | 1,194 |
| 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) | $113,933,000 | 915 |
| Total debt securities | $113,934,000 | 1,055 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,946,000 | 1,629 |
| 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 | $115,201,000 | 1,091 |
| U.S. Government securities | $103,691,000 | 878 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $103,691,000 | 849 |
| Securities issued by states & political subdivisions | $11,510,000 | 1,718 |
| 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 | $55,719,000 | 890 |
| Mortgage-backed securities | $13,597,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $6,940,000 | 2,652 |
| Issued or guaranteed by U.S. | $6,940,000 | 2,638 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,657,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $6,657,000 | 1,079 |
| 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) | $115,201,000 | 916 |
| Total debt securities | $115,201,000 | 1,058 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,950,000 | 1,655 |
| 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 | $109,456,000 | 1,145 |
| U.S. Government securities | $97,353,000 | 943 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $97,353,000 | 915 |
| Securities issued by states & political subdivisions | $12,103,000 | 1,641 |
| 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 | $35,950,000 | 1,283 |
| Mortgage-backed securities | $14,375,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $7,301,000 | 2,593 |
| Issued or guaranteed by U.S. | $7,301,000 | 2,584 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,074,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $7,074,000 | 1,031 |
| 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) | $109,456,000 | 968 |
| Total debt securities | $109,456,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,948,000 | 1,664 |
| 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 | $115,353,000 | 1,073 |
| U.S. Government securities | $103,079,000 | 883 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $103,079,000 | 858 |
| Securities issued by states & political subdivisions | $12,274,000 | 1,615 |
| 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 | $35,990,000 | 1,259 |
| Mortgage-backed securities | $17,486,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $7,981,000 | 2,489 |
| Issued or guaranteed by U.S. | $7,981,000 | 2,478 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,505,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $9,505,000 | 890 |
| 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) | $115,353,000 | 894 |
| Total debt securities | $115,353,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,958,000 | 1,650 |
| 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 | $119,563,000 | 1,032 |
| U.S. Government securities | $108,830,000 | 832 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $108,830,000 | 803 |
| Securities issued by states & political subdivisions | $10,733,000 | 1,808 |
| 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 | $32,148,000 | 1,393 |
| Mortgage-backed securities | $17,796,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $6,595,000 | 2,812 |
| Issued or guaranteed by U.S. | $6,595,000 | 2,801 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,201,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $11,201,000 | 852 |
| 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) | $119,563,000 | 865 |
| Total debt securities | $119,563,000 | 1,007 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,963,000 | 1,659 |
| 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 | $112,589,000 | 1,124 |
| U.S. Government securities | $102,537,000 | 917 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $102,537,000 | 879 |
| Securities issued by states & political subdivisions | $10,052,000 | 1,907 |
| 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 | $33,043,000 | 1,369 |
| Mortgage-backed securities | $20,044,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $6,989,000 | 2,812 |
| Issued or guaranteed by U.S. | $6,989,000 | 2,802 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,055,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $13,055,000 | 792 |
| 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) | $112,589,000 | 951 |
| Total debt securities | $112,589,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,585 |
| Fair value | $1,946,000 | 1,625 |
| 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 | $98,208,000 | 1,315 |
| U.S. Government securities | $87,718,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $87,718,000 | 1,037 |
| Securities issued by states & political subdivisions | $10,490,000 | 1,860 |
| 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 | $25,064,000 | 1,721 |
| Mortgage-backed securities | $22,596,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $7,474,000 | 2,749 |
| Issued or guaranteed by U.S. | $7,474,000 | 2,742 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $15,122,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $15,122,000 | 730 |
| 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) | $98,208,000 | 1,116 |
| Total debt securities | $98,208,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,583 |
| Fair value | $1,971,000 | 1,584 |
| 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 | $98,447,000 | 1,296 |
| U.S. Government securities | $88,327,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $88,327,000 | 1,024 |
| Securities issued by states & political subdivisions | $10,120,000 | 1,919 |
| 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 | $26,960,000 | 1,574 |
| Mortgage-backed securities | $24,958,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $7,941,000 | 2,699 |
| Issued or guaranteed by U.S. | $7,941,000 | 2,691 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,017,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $17,017,000 | 683 |
| 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) | $98,447,000 | 1,094 |
| Total debt securities | $98,447,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,597 |
| Fair value | $1,984,000 | 1,581 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $94,090,000 | 1,392 |
| U.S. Government securities | $84,022,000 | 1,130 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $84,022,000 | 1,086 |
| Securities issued by states & political subdivisions | $10,068,000 | 1,911 |
| 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 | $25,525,000 | 1,635 |
| Mortgage-backed securities | $22,993,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $5,045,000 | 3,387 |
| Issued or guaranteed by U.S. | $5,045,000 | 3,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,948,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $17,948,000 | 666 |
| 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) | $94,090,000 | 1,183 |
| Total debt securities | $94,090,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,579 |
| Fair value | $1,941,000 | 1,559 |
| 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 | $84,196,000 | 1,540 |
| U.S. Government securities | $71,341,000 | 1,317 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $71,341,000 | 1,268 |
| Securities issued by states & political subdivisions | $12,855,000 | 1,534 |
| 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 | $22,244,000 | 1,842 |
| Mortgage-backed securities | $25,881,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $5,850,000 | 3,199 |
| Issued or guaranteed by U.S. | $5,850,000 | 3,188 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $20,031,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $20,031,000 | 642 |
| 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) | $84,196,000 | 1,325 |
| Total debt securities | $84,196,000 | 1,495 |
| 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 | $94,937,000 | 1,420 |
| U.S. Government securities | $81,143,000 | 1,224 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $81,143,000 | 1,169 |
| Securities issued by states & political subdivisions | $13,794,000 | 1,439 |
| 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 | $48,779,000 | 917 |
| Mortgage-backed securities | $28,096,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $6,380,000 | 3,077 |
| Issued or guaranteed by U.S. | $6,380,000 | 3,063 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,716,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $21,716,000 | 669 |
| 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) | $94,937,000 | 1,222 |
| Total debt securities | $94,937,000 | 1,378 |
| 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 | $95,064,000 | 1,405 |
| U.S. Government securities | $80,518,000 | 1,225 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $80,518,000 | 1,180 |
| Securities issued by states & political subdivisions | $14,546,000 | 1,354 |
| 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 | $48,944,000 | 886 |
| Mortgage-backed securities | $31,126,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $7,072,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,072,000 | 2,904 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $24,054,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $24,054,000 | 631 |
| 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) | $95,064,000 | 1,195 |
| Total debt securities | $95,064,000 | 1,354 |
| 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 | $75,397,000 | 1,665 |
| U.S. Government securities | $60,679,000 | 1,512 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $60,679,000 | 1,454 |
| Securities issued by states & political subdivisions | $14,718,000 | 1,312 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,581,000 | 1,329 |
| Mortgage-backed securities | $33,688,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $7,755,000 | 2,760 |
| Issued or guaranteed by U.S. | $7,755,000 | 2,748 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $25,933,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $25,933,000 | 644 |
| 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) | $75,397,000 | 1,421 |
| Total debt securities | $75,397,000 | 1,612 |
| 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 | $96,544,000 | 1,315 |
| U.S. Government securities | $82,328,000 | 1,132 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $82,328,000 | 1,086 |
| Securities issued by states & political subdivisions | $14,216,000 | 1,303 |
| 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 | $35,982,000 | 1,094 |
| Mortgage-backed securities | $30,682,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $4,840,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,840,000 | 3,452 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $25,842,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $25,842,000 | 658 |
| 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) | $96,544,000 | 1,110 |
| Total debt securities | $96,544,000 | 1,265 |
| 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 | $122,802,000 | 1,017 |
| U.S. Government securities | $107,952,000 | 852 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $107,952,000 | 808 |
| Securities issued by states & political subdivisions | $14,850,000 | 1,213 |
| 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 | $41,907,000 | 962 |
| Mortgage-backed securities | $37,899,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $6,066,000 | 3,055 |
| Issued or guaranteed by U.S. | $6,066,000 | 3,043 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $31,833,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $31,833,000 | 565 |
| 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) | $122,802,000 | 868 |
| Total debt securities | $122,802,000 | 969 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,004,000 | 534 |
| 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 | $70,277,000 | 1,590 |
| U.S. Government securities | $47,487,000 | 1,697 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $47,487,000 | 1,601 |
| Securities issued by states & political subdivisions | $22,790,000 | 709 |
| 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 | $27,747,000 | 1,319 |
| Mortgage-backed securities | $15,320,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $2,896,000 | 3,947 |
| Issued or guaranteed by U.S. | $2,896,000 | 3,932 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,424,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $12,424,000 | 1,052 |
| 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) | $70,277,000 | 1,322 |
| Total debt securities | $70,277,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 216 |
| Fair value | $1,986,000 | 204 |
| 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 | $68,817,000 | 1,589 |
| U.S. Government securities | $46,954,000 | 1,704 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $46,954,000 | 1,575 |
| Securities issued by states & political subdivisions | $19,281,000 | 802 |
| 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 | $2,582,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,890,000 | 1,215 |
| Mortgage-backed securities | $3,028,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,362 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,347 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $68,817,000 | 1,244 |
| Total debt securities | $66,235,000 | 1,572 |
| 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 | $68,091,000 | 1,676 |
| U.S. Government securities | $43,818,000 | 1,916 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $43,818,000 | 1,730 |
| Securities issued by states & political subdivisions | $22,748,000 | 678 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,525,000 | 1,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,015,000 | 1,438 |
| Mortgage-backed securities | $3,202,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,495 |
| Issued or guaranteed by U.S. | $3,202,000 | 3,480 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $68,091,000 | 1,273 |
| Total debt securities | $66,566,000 | 1,649 |
| 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 | $80,784,000 | 1,459 |
| U.S. Government securities | $49,803,000 | 1,745 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $49,803,000 | 1,476 |
| Securities issued by states & political subdivisions | $29,693,000 | 480 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,288,000 | 2,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,463,000 | 1,199 |
| Mortgage-backed securities | $4,937,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 2,971 |
| Issued or guaranteed by U.S. | $4,937,000 | 2,958 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $80,784,000 | 1,084 |
| Total debt securities | $79,496,000 | 1,427 |
| 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 | $63,312,000 | 1,824 |
| U.S. Government securities | $45,256,000 | 2,006 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $45,256,000 | 1,572 |
| Securities issued by states & political subdivisions | $14,827,000 | 935 |
| Other domestic debt securities | $2,031,000 | 1,344 |
| 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 | $2,031,000 | 1,059 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,198,000 | 2,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,780,000 | 2,230 |
| Mortgage-backed securities | $4,643,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $4,643,000 | 3,018 |
| Issued or guaranteed by U.S. | $4,643,000 | 3,001 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $63,312,000 | 1,245 |
| Total debt securities | $62,114,000 | 1,796 |
| 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 | $52,858,000 | 2,306 |
| U.S. Government securities | $34,663,000 | 2,785 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $34,663,000 | 2,066 |
| Securities issued by states & political subdivisions | $15,064,000 | 926 |
| Other domestic debt securities | $2,014,000 | 1,496 |
| 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 | $2,014,000 | 1,098 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,117,000 | 2,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,249,000 | 2,660 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $52,858,000 | 1,544 |
| Total debt securities | $51,741,000 | 2,286 |
| 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 | $41,782,000 | 3,013 |
| U.S. Government securities | $23,728,000 | 4,045 |
| U.S. Treasury securities | $2,510,000 | 6,518 |
| U.S. Government agency obligations | $21,218,000 | 3,147 |
| Securities issued by states & political subdivisions | $17,012,000 | 759 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,042,000 | 2,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,009,000 | 2,945 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $41,782,000 | 2,022 |
| Total debt securities | $40,740,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,492,000 | 2,060 |
| 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 | $34,751,000 | 3,751 |
| U.S. Government securities | $16,336,000 | 5,709 |
| U.S. Treasury securities | $3,483,000 | 6,674 |
| U.S. Government agency obligations | $12,853,000 | 4,507 |
| Securities issued by states & political subdivisions | $17,838,000 | 703 |
| Other domestic debt securities | $57,000 | 5,323 |
| Privately issued residential mortgage-backed securities | $57,000 | 2,395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $520,000 | 2,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,212,000 | 1,736 |
| Mortgage-backed securities | $1,669,000 | 6,978 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 5,628 |
| Issued or guaranteed by U.S. | $1,612,000 | 5,600 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $57,000 | 6,347 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $57,000 | 2,075 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $34,751,000 | 1,651 |
| Total debt securities | $34,231,000 | 3,721 |
| 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 | $34,295,000 | 3,996 |
| U.S. Government securities | $17,438,000 | 5,648 |
| U.S. Treasury securities | $3,220,000 | 7,122 |
| U.S. Government agency obligations | $14,218,000 | 4,346 |
| Securities issued by states & political subdivisions | $16,577,000 | 793 |
| Other domestic debt securities | $280,000 | 4,922 |
| Privately issued residential mortgage-backed securities | $280,000 | 2,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $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 | $25,387,000 | 1,190 |
| Mortgage-backed securities | $2,988,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $1,866,000 | 5,891 |
| Issued or guaranteed by U.S. | $1,866,000 | 5,841 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,122,000 | 4,799 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 4,985 |
| Privately issued | $280,000 | 1,736 |
| 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 | $34,295,000 | 3,895 |
| 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 | $29,894,000 | 4,477 |
| U.S. Government securities | $14,981,000 | 6,239 |
| U.S. Treasury securities | $3,101,000 | 7,385 |
| U.S. Government agency obligations | $11,880,000 | 4,916 |
| Securities issued by states & political subdivisions | $14,397,000 | 865 |
| Other domestic debt securities | $515,000 | 4,995 |
| Privately issued residential mortgage-backed securities | $515,000 | 2,317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,810,000 | 2,516 |
| Mortgage-backed securities | $3,002,000 | 6,765 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 6,160 |
| Issued or guaranteed by U.S. | $1,975,000 | 6,088 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,027,000 | 4,971 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 5,362 |
| Privately issued | $515,000 | 1,940 |
| 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 | $29,893,000 | 4,375 |
| 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 |