Home > The Cecilian Bank > Securities
The Cecilian Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $397,650,000 | 531 |
| U.S. Government securities | $308,612,000 | 455 |
| U.S. Treasury securities | $4,890,000 | 1,855 |
| U.S. Government agency obligations | $303,722,000 | 415 |
| Securities issued by states & political subdivisions | $84,124,000 | 554 |
| Other domestic debt securities | $4,914,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $4,914,000 | 354 |
| 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 | $296,279,000 | 373 |
| Mortgage-backed securities | $36,552,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,488,000 | 1,248 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,924,000 | 1,109 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $140,000 | 1,326 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $397,650,000 | 437 |
| Total debt securities | $397,650,000 | 521 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 131 |
| Fair value | $10,192,000 | 139 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $383,185,000 | 545 |
| U.S. Government securities | $298,735,000 | 483 |
| U.S. Treasury securities | $4,831,000 | 1,902 |
| U.S. Government agency obligations | $293,904,000 | 431 |
| Securities issued by states & political subdivisions | $79,579,000 | 562 |
| Other domestic debt securities | $4,871,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $4,871,000 | 350 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,344,000 | 393 |
| Mortgage-backed securities | $36,327,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,170,000 | 1,243 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,969,000 | 1,085 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $188,000 | 1,307 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $383,185,000 | 447 |
| Total debt securities | $383,185,000 | 535 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 134 |
| Fair value | $9,548,000 | 151 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $399,535,000 | 537 |
| U.S. Government securities | $308,498,000 | 466 |
| U.S. Treasury securities | $9,699,000 | 1,470 |
| U.S. Government agency obligations | $298,799,000 | 424 |
| Securities issued by states & political subdivisions | $86,193,000 | 550 |
| Other domestic debt securities | $4,844,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $4,844,000 | 337 |
| 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 | $254,340,000 | 396 |
| Mortgage-backed securities | $38,796,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,121,000 | 1,221 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,481,000 | 1,070 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $194,000 | 1,303 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $399,535,000 | 436 |
| Total debt securities | $399,536,000 | 524 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 145 |
| Fair value | $9,879,000 | 158 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $405,587,000 | 558 |
| U.S. Government securities | $311,224,000 | 486 |
| U.S. Treasury securities | $9,707,000 | 1,543 |
| U.S. Government agency obligations | $301,517,000 | 412 |
| Securities issued by states & political subdivisions | $89,492,000 | 562 |
| Other domestic debt securities | $4,871,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $4,871,000 | 333 |
| 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 | $291,011,000 | 354 |
| Mortgage-backed securities | $40,431,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,303,000 | 1,231 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,928,000 | 1,085 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $200,000 | 1,310 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $405,587,000 | 459 |
| Total debt securities | $405,587,000 | 548 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 159 |
| Fair value | $9,879,000 | 180 |
| 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 | $402,810,000 | 571 |
| U.S. Government securities | $309,757,000 | 489 |
| U.S. Treasury securities | $9,623,000 | 1,602 |
| U.S. Government agency obligations | $300,134,000 | 413 |
| Securities issued by states & political subdivisions | $88,202,000 | 584 |
| Other domestic debt securities | $4,851,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $4,851,000 | 353 |
| 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 | $340,790,000 | 277 |
| Mortgage-backed securities | $41,726,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,179,000 | 1,228 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,167,000 | 1,081 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $380,000 | 1,265 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $402,810,000 | 470 |
| Total debt securities | $402,809,000 | 559 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 171 |
| Fair value | $9,853,000 | 190 |
| 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 | $448,362,000 | 522 |
| U.S. Government securities | $330,312,000 | 463 |
| U.S. Treasury securities | $33,186,000 | 772 |
| U.S. Government agency obligations | $297,126,000 | 417 |
| Securities issued by states & political subdivisions | $102,275,000 | 494 |
| Other domestic debt securities | $15,775,000 | 820 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $8,814,000 | 214 |
| Other domestic debt securities - All other | $6,961,000 | 859 |
| 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 | $333,925,000 | 273 |
| Mortgage-backed securities | $42,480,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,221,000 | 1,237 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,601,000 | 1,080 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $658,000 | 1,223 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $448,362,000 | 427 |
| Total debt securities | $448,360,000 | 515 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 166 |
| Fair value | $9,642,000 | 187 |
| 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 | $473,312,000 | 498 |
| U.S. Government securities | $357,267,000 | 454 |
| U.S. Treasury securities | $33,362,000 | 757 |
| U.S. Government agency obligations | $323,905,000 | 410 |
| Securities issued by states & political subdivisions | $109,089,000 | 478 |
| Other domestic debt securities | $6,956,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $6,956,000 | 872 |
| 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 | $302,592,000 | 290 |
| Mortgage-backed securities | $55,682,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $34,338,000 | 1,226 |
| Issued or guaranteed by U.S. | $34,338,000 | 1,201 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,581,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $11,581,000 | 1,063 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $9,763,000 | 884 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $9,763,000 | 591 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $473,312,000 | 420 |
| Total debt securities | $473,312,000 | 490 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 154 |
| Fair value | $10,512,000 | 163 |
| 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 | $477,590,000 | 492 |
| U.S. Government securities | $349,772,000 | 460 |
| U.S. Treasury securities | $14,861,000 | 1,144 |
| U.S. Government agency obligations | $334,911,000 | 410 |
| Securities issued by states & political subdivisions | $121,653,000 | 437 |
| Other domestic debt securities | $6,165,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,165,000 | 897 |
| 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 | $291,404,000 | 291 |
| Mortgage-backed securities | $59,939,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $37,200,000 | 1,185 |
| Issued or guaranteed by U.S. | $37,200,000 | 1,166 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,513,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $12,513,000 | 1,023 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $10,226,000 | 876 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $10,226,000 | 584 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $477,590,000 | 426 |
| Total debt securities | $477,591,000 | 487 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 135 |
| Fair value | $10,942,000 | 140 |
| 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 | $481,431,000 | 477 |
| U.S. Government securities | $351,230,000 | 439 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $351,230,000 | 396 |
| Securities issued by states & political subdivisions | $124,937,000 | 440 |
| Other domestic debt securities | $5,264,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,264,000 | 939 |
| 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 | $260,762,000 | 311 |
| Mortgage-backed securities | $66,657,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $41,659,000 | 1,078 |
| Issued or guaranteed by U.S. | $41,659,000 | 1,059 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $14,313,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $14,313,000 | 930 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,685,000 | 848 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $10,685,000 | 568 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $481,431,000 | 420 |
| Total debt securities | $481,431,000 | 469 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 107 |
| Fair value | $11,774,000 | 110 |
| 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 | $494,366,000 | 443 |
| U.S. Government securities | $359,687,000 | 397 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $359,687,000 | 371 |
| Securities issued by states & political subdivisions | $130,273,000 | 398 |
| Other domestic debt securities | $4,406,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,406,000 | 957 |
| 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 | $252,904,000 | 312 |
| Mortgage-backed securities | $71,537,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $44,287,000 | 1,021 |
| Issued or guaranteed by U.S. | $44,287,000 | 1,000 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,404,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $16,404,000 | 854 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,846,000 | 842 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $10,846,000 | 556 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $494,366,000 | 392 |
| Total debt securities | $494,366,000 | 434 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 92 |
| Fair value | $11,978,000 | 93 |
| 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 | $452,746,000 | 454 |
| U.S. Government securities | $328,962,000 | 411 |
| U.S. Treasury securities | $25,000,000 | 415 |
| U.S. Government agency obligations | $303,962,000 | 403 |
| Securities issued by states & political subdivisions | $121,419,000 | 410 |
| Other domestic debt securities | $2,365,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,365,000 | 1,133 |
| 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 | $255,479,000 | 304 |
| Mortgage-backed securities | $64,567,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $34,642,000 | 1,146 |
| Issued or guaranteed by U.S. | $34,642,000 | 1,121 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,802,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $18,802,000 | 763 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $11,123,000 | 800 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $11,123,000 | 527 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $452,746,000 | 404 |
| Total debt securities | $452,746,000 | 444 |
| Structured notes | ||
| Amortized cost | $2,365,000 | 351 |
| Fair value | $2,365,000 | 350 |
| 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 | $443,077,000 | 431 |
| U.S. Government securities | $336,780,000 | 366 |
| U.S. Treasury securities | $49,998,000 | 165 |
| U.S. Government agency obligations | $286,782,000 | 402 |
| Securities issued by states & political subdivisions | $105,502,000 | 449 |
| Other domestic debt securities | $795,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $795,000 | 1,452 |
| 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 | $251,379,000 | 295 |
| Mortgage-backed securities | $70,019,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $37,635,000 | 1,023 |
| Issued or guaranteed by U.S. | $37,635,000 | 999 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $21,116,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $21,116,000 | 678 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $11,268,000 | 763 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $11,268,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $443,077,000 | 386 |
| Total debt securities | $443,078,000 | 423 |
| Structured notes | ||
| Amortized cost | $795,000 | 445 |
| Fair value | $795,000 | 443 |
| 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 | $326,931,000 | 516 |
| U.S. Government securities | $237,007,000 | 431 |
| U.S. Treasury securities | $19,999,000 | 289 |
| U.S. Government agency obligations | $217,008,000 | 446 |
| Securities issued by states & political subdivisions | $89,924,000 | 520 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,096,000 | 305 |
| Mortgage-backed securities | $57,965,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $31,325,000 | 1,073 |
| Issued or guaranteed by U.S. | $31,325,000 | 1,051 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $18,570,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $18,570,000 | 765 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,070,000 | 873 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $8,070,000 | 574 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $326,931,000 | 463 |
| Total debt securities | $326,932,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $320,019,000 | 497 |
| U.S. Government securities | $246,283,000 | 404 |
| U.S. Treasury securities | $64,997,000 | 125 |
| U.S. Government agency obligations | $181,286,000 | 487 |
| Securities issued by states & political subdivisions | $73,736,000 | 579 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,488,000 | 330 |
| Mortgage-backed securities | $62,190,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $34,221,000 | 985 |
| Issued or guaranteed by U.S. | $34,221,000 | 962 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,762,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $19,762,000 | 739 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $8,207,000 | 850 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $8,207,000 | 544 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $320,019,000 | 450 |
| Total debt securities | $320,019,000 | 489 |
| 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 | $286,830,000 | 521 |
| U.S. Government securities | $216,874,000 | 443 |
| U.S. Treasury securities | $60,992,000 | 134 |
| U.S. Government agency obligations | $155,882,000 | 542 |
| Securities issued by states & political subdivisions | $69,956,000 | 557 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,897,000 | 342 |
| Mortgage-backed securities | $55,303,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $36,579,000 | 882 |
| Issued or guaranteed by U.S. | $36,579,000 | 864 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,164,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $10,164,000 | 1,099 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,560,000 | 808 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $8,560,000 | 516 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $286,830,000 | 471 |
| Total debt securities | $286,829,000 | 511 |
| 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 | $237,413,000 | 611 |
| U.S. Government securities | $172,902,000 | 537 |
| U.S. Treasury securities | $21,022,000 | 267 |
| U.S. Government agency obligations | $151,880,000 | 555 |
| Securities issued by states & political subdivisions | $64,511,000 | 553 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,852,000 | 335 |
| Mortgage-backed securities | $37,725,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $30,270,000 | 1,018 |
| Issued or guaranteed by U.S. | $30,270,000 | 989 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,455,000 | 848 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $7,455,000 | 552 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $237,413,000 | 554 |
| Total debt securities | $237,413,000 | 602 |
| Structured notes | ||
| Amortized cost | $3,191,000 | 143 |
| Fair value | $3,201,000 | 137 |
| 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 | $219,022,000 | 629 |
| U.S. Government securities | $153,438,000 | 587 |
| U.S. Treasury securities | $27,003,000 | 233 |
| U.S. Government agency obligations | $126,435,000 | 639 |
| Securities issued by states & political subdivisions | $65,584,000 | 504 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,382,000 | 319 |
| Mortgage-backed securities | $25,072,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $17,509,000 | 1,444 |
| Issued or guaranteed by U.S. | $17,509,000 | 1,405 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,563,000 | 816 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $7,563,000 | 521 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $219,022,000 | 564 |
| Total debt securities | $219,021,000 | 620 |
| 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 | $220,378,000 | 628 |
| U.S. Government securities | $152,659,000 | 587 |
| U.S. Treasury securities | $20,930,000 | 271 |
| U.S. Government agency obligations | $131,729,000 | 627 |
| Securities issued by states & political subdivisions | $67,719,000 | 477 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,985,000 | 321 |
| Mortgage-backed securities | $26,150,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $18,473,000 | 1,361 |
| Issued or guaranteed by U.S. | $18,473,000 | 1,324 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $7,677,000 | 799 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $7,677,000 | 500 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $220,378,000 | 556 |
| Total debt securities | $220,378,000 | 617 |
| 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 | $216,089,000 | 644 |
| U.S. Government securities | $146,558,000 | 629 |
| U.S. Treasury securities | $15,938,000 | 339 |
| U.S. Government agency obligations | $130,620,000 | 655 |
| Securities issued by states & political subdivisions | $69,531,000 | 452 |
| 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 | $177,739,000 | 340 |
| Mortgage-backed securities | $25,149,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $17,458,000 | 1,406 |
| Issued or guaranteed by U.S. | $17,458,000 | 1,386 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $7,691,000 | 786 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $7,691,000 | 474 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $216,089,000 | 564 |
| Total debt securities | $216,088,000 | 635 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $209,033,000 | 655 |
| U.S. Government securities | $134,878,000 | 667 |
| U.S. Treasury securities | $4,018,000 | 756 |
| U.S. Government agency obligations | $130,860,000 | 644 |
| Securities issued by states & political subdivisions | $74,155,000 | 442 |
| 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 | $167,157,000 | 361 |
| Mortgage-backed securities | $26,479,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $18,046,000 | 1,395 |
| Issued or guaranteed by U.S. | $18,046,000 | 1,373 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $8,433,000 | 702 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $8,433,000 | 407 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $209,033,000 | 583 |
| Total debt securities | $209,030,000 | 648 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $216,302,000 | 648 |
| U.S. Government securities | $139,068,000 | 658 |
| U.S. Treasury securities | $4,026,000 | 763 |
| U.S. Government agency obligations | $135,042,000 | 640 |
| Securities issued by states & political subdivisions | $77,234,000 | 435 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,353,000 | 338 |
| Mortgage-backed securities | $26,733,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $18,391,000 | 1,387 |
| Issued or guaranteed by U.S. | $18,391,000 | 1,373 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $8,342,000 | 684 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $8,342,000 | 404 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $216,302,000 | 572 |
| Total debt securities | $216,301,000 | 641 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $217,372,000 | 631 |
| U.S. Government securities | $138,277,000 | 657 |
| U.S. Treasury securities | $4,035,000 | 736 |
| U.S. Government agency obligations | $134,242,000 | 635 |
| Securities issued by states & political subdivisions | $79,095,000 | 415 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,961,000 | 376 |
| Mortgage-backed securities | $27,175,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $18,887,000 | 1,371 |
| Issued or guaranteed by U.S. | $18,887,000 | 1,365 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $8,288,000 | 681 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $8,288,000 | 399 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $217,372,000 | 556 |
| Total debt securities | $217,371,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $214,047,000 | 650 |
| U.S. Government securities | $126,348,000 | 707 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $126,348,000 | 663 |
| Securities issued by states & political subdivisions | $87,699,000 | 391 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,041,000 | 402 |
| Mortgage-backed securities | $28,433,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $19,915,000 | 1,364 |
| Issued or guaranteed by U.S. | $19,915,000 | 1,312 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,518,000 | 663 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $8,518,000 | 382 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $214,047,000 | 570 |
| Total debt securities | $214,049,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $219,496,000 | 640 |
| U.S. Government securities | $127,616,000 | 719 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $127,616,000 | 678 |
| Securities issued by states & political subdivisions | $91,880,000 | 374 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,578,000 | 395 |
| Mortgage-backed securities | $29,495,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $20,895,000 | 1,347 |
| Issued or guaranteed by U.S. | $20,895,000 | 1,344 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,933,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,933,000 | 1,675 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,667,000 | 755 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $4,667,000 | 492 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $219,496,000 | 559 |
| Total debt securities | $219,495,000 | 631 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $228,646,000 | 630 |
| U.S. Government securities | $130,783,000 | 704 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $130,783,000 | 666 |
| Securities issued by states & political subdivisions | $97,863,000 | 361 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,527,000 | 364 |
| Mortgage-backed securities | $31,039,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $22,146,000 | 1,322 |
| Issued or guaranteed by U.S. | $22,146,000 | 1,321 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $8,893,000 | 565 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $8,893,000 | 343 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $228,646,000 | 553 |
| Total debt securities | $228,636,000 | 621 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $239,096,000 | 600 |
| U.S. Government securities | $136,912,000 | 676 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $136,912,000 | 641 |
| Securities issued by states & political subdivisions | $102,184,000 | 349 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,059,000 | 388 |
| Mortgage-backed securities | $35,229,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $32,542,000 | 1,018 |
| Issued or guaranteed by U.S. | $32,542,000 | 1,017 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,687,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 1,871 |
| 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) | $239,096,000 | 527 |
| Total debt securities | $239,096,000 | 590 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $235,979,000 | 620 |
| U.S. Government securities | $137,797,000 | 692 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $137,797,000 | 652 |
| Securities issued by states & political subdivisions | $98,182,000 | 369 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,503,000 | 406 |
| Mortgage-backed securities | $32,200,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $29,397,000 | 1,122 |
| Issued or guaranteed by U.S. | $29,397,000 | 1,121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,803,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,803,000 | 1,879 |
| 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) | $235,979,000 | 545 |
| Total debt securities | $235,979,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $228,968,000 | 652 |
| U.S. Government securities | $124,409,000 | 774 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $124,409,000 | 738 |
| Securities issued by states & political subdivisions | $104,559,000 | 348 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,321,000 | 421 |
| Mortgage-backed securities | $32,944,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $30,108,000 | 1,139 |
| Issued or guaranteed by U.S. | $30,108,000 | 1,138 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,836,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 1,886 |
| 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) | $228,968,000 | 570 |
| Total debt securities | $228,968,000 | 644 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $230,424,000 | 640 |
| U.S. Government securities | $124,738,000 | 755 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $124,738,000 | 723 |
| Securities issued by states & political subdivisions | $105,686,000 | 345 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,315,000 | 409 |
| Mortgage-backed securities | $33,767,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $30,805,000 | 1,112 |
| Issued or guaranteed by U.S. | $30,805,000 | 1,111 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,962,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,841 |
| 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) | $230,424,000 | 561 |
| Total debt securities | $230,424,000 | 631 |
| 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 | $223,145,000 | 649 |
| U.S. Government securities | $115,368,000 | 800 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $115,368,000 | 763 |
| Securities issued by states & political subdivisions | $107,777,000 | 331 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,951,000 | 439 |
| Mortgage-backed securities | $29,496,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $26,383,000 | 1,276 |
| Issued or guaranteed by U.S. | $26,383,000 | 1,275 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,113,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $3,113,000 | 1,834 |
| 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) | $223,145,000 | 570 |
| Total debt securities | $223,143,000 | 642 |
| 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 | $213,055,000 | 684 |
| U.S. Government securities | $110,743,000 | 834 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $110,743,000 | 800 |
| Securities issued by states & political subdivisions | $102,312,000 | 343 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,359,000 | 463 |
| Mortgage-backed securities | $30,991,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $27,727,000 | 1,231 |
| Issued or guaranteed by U.S. | $27,727,000 | 1,227 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,264,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $3,264,000 | 1,826 |
| 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) | $213,055,000 | 600 |
| Total debt securities | $213,055,000 | 678 |
| 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 | $165,398,000 | 890 |
| U.S. Government securities | $84,733,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $84,733,000 | 1,020 |
| Securities issued by states & political subdivisions | $80,665,000 | 436 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,467,000 | 611 |
| Mortgage-backed securities | $11,841,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $8,504,000 | 2,505 |
| Issued or guaranteed by U.S. | $8,504,000 | 2,503 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,337,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $3,337,000 | 1,812 |
| 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) | $165,398,000 | 775 |
| Total debt securities | $165,397,000 | 878 |
| 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 | $148,523,000 | 990 |
| U.S. Government securities | $85,972,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $85,972,000 | 1,019 |
| Securities issued by states & political subdivisions | $62,551,000 | 611 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,416,000 | 625 |
| Mortgage-backed securities | $12,930,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $9,422,000 | 2,405 |
| Issued or guaranteed by U.S. | $9,422,000 | 2,402 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,508,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 1,803 |
| 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) | $148,523,000 | 862 |
| Total debt securities | $148,523,000 | 983 |
| Structured notes | ||
| Amortized cost | $2,543,000 | 641 |
| Fair value | $2,739,000 | 628 |
| 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 | $171,333,000 | 873 |
| U.S. Government securities | $106,430,000 | 901 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $106,430,000 | 863 |
| Securities issued by states & political subdivisions | $64,903,000 | 579 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,634,000 | 676 |
| Mortgage-backed securities | $13,605,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $9,909,000 | 2,374 |
| Issued or guaranteed by U.S. | $9,909,000 | 2,372 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,696,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $3,696,000 | 1,802 |
| 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) | $171,333,000 | 758 |
| Total debt securities | $171,333,000 | 857 |
| Structured notes | ||
| Amortized cost | $2,539,000 | 755 |
| Fair value | $2,727,000 | 740 |
| 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 | $177,220,000 | 856 |
| U.S. Government securities | $111,013,000 | 895 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $111,013,000 | 856 |
| Securities issued by states & political subdivisions | $66,207,000 | 548 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,733,000 | 709 |
| Mortgage-backed securities | $14,072,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $10,271,000 | 2,397 |
| Issued or guaranteed by U.S. | $10,271,000 | 2,396 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,801,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $3,801,000 | 1,853 |
| 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) | $177,220,000 | 740 |
| Total debt securities | $177,215,000 | 845 |
| Structured notes | ||
| Amortized cost | $3,429,000 | 728 |
| Fair value | $3,618,000 | 694 |
| 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 | $181,617,000 | 835 |
| U.S. Government securities | $108,668,000 | 910 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $108,668,000 | 876 |
| Securities issued by states & political subdivisions | $72,949,000 | 462 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,451,000 | 724 |
| Mortgage-backed securities | $14,871,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $10,886,000 | 2,357 |
| Issued or guaranteed by U.S. | $10,886,000 | 2,357 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,985,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $3,985,000 | 1,854 |
| 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) | $181,617,000 | 724 |
| Total debt securities | $181,617,000 | 823 |
| Structured notes | ||
| Amortized cost | $10,424,000 | 331 |
| Fair value | $10,654,000 | 319 |
| 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 | $189,787,000 | 788 |
| U.S. Government securities | $103,618,000 | 946 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $103,618,000 | 909 |
| Securities issued by states & political subdivisions | $86,169,000 | 370 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,191,000 | 734 |
| Mortgage-backed securities | $15,374,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $11,281,000 | 2,362 |
| Issued or guaranteed by U.S. | $11,281,000 | 2,360 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,093,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $4,093,000 | 1,871 |
| 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) | $189,787,000 | 674 |
| Total debt securities | $189,786,000 | 776 |
| Structured notes | ||
| Amortized cost | $10,419,000 | 331 |
| Fair value | $10,547,000 | 327 |
| 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 | $189,298,000 | 804 |
| U.S. Government securities | $103,985,000 | 964 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $103,985,000 | 923 |
| Securities issued by states & political subdivisions | $85,313,000 | 364 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,486,000 | 788 |
| Mortgage-backed securities | $15,873,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $11,609,000 | 2,400 |
| Issued or guaranteed by U.S. | $11,609,000 | 2,396 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,264,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $4,264,000 | 1,863 |
| 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) | $189,298,000 | 688 |
| Total debt securities | $189,295,000 | 791 |
| Structured notes | ||
| Amortized cost | $10,414,000 | 374 |
| Fair value | $10,439,000 | 369 |
| 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 | $184,611,000 | 818 |
| U.S. Government securities | $101,236,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $101,236,000 | 967 |
| Securities issued by states & political subdivisions | $83,375,000 | 368 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,621,000 | 841 |
| Mortgage-backed securities | $12,597,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $8,208,000 | 2,894 |
| Issued or guaranteed by U.S. | $8,208,000 | 2,894 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,389,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $4,389,000 | 1,876 |
| 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) | $184,611,000 | 705 |
| Total debt securities | $184,610,000 | 808 |
| Structured notes | ||
| Amortized cost | $10,409,000 | 398 |
| Fair value | $10,335,000 | 391 |
| 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 | $179,882,000 | 850 |
| U.S. Government securities | $91,624,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $91,624,000 | 1,064 |
| Securities issued by states & political subdivisions | $88,258,000 | 351 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,579,000 | 856 |
| Mortgage-backed securities | $12,994,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $8,484,000 | 2,871 |
| Issued or guaranteed by U.S. | $8,484,000 | 2,871 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,510,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $4,510,000 | 1,849 |
| 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) | $179,882,000 | 740 |
| Total debt securities | $179,881,000 | 838 |
| Structured notes | ||
| Amortized cost | $6,404,000 | 617 |
| Fair value | $6,210,000 | 610 |
| 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 | $177,016,000 | 868 |
| U.S. Government securities | $87,404,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $87,404,000 | 1,091 |
| Securities issued by states & political subdivisions | $89,612,000 | 340 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,336,000 | 830 |
| Mortgage-backed securities | $9,080,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $8,688,000 | 2,848 |
| Issued or guaranteed by U.S. | $8,688,000 | 2,847 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $392,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 3,095 |
| 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) | $177,016,000 | 744 |
| Total debt securities | $177,016,000 | 850 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 508 |
| Fair value | $7,713,000 | 505 |
| 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 | $180,274,000 | 849 |
| U.S. Government securities | $89,063,000 | 1,124 |
| U.S. Treasury securities | $235,000 | 1,058 |
| U.S. Government agency obligations | $88,828,000 | 1,086 |
| Securities issued by states & political subdivisions | $91,211,000 | 327 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,333,000 | 844 |
| Mortgage-backed securities | $9,586,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $9,143,000 | 2,772 |
| Issued or guaranteed by U.S. | $9,143,000 | 2,769 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $443,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 3,093 |
| 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) | $180,274,000 | 749 |
| Total debt securities | $180,273,000 | 838 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 500 |
| Fair value | $7,744,000 | 499 |
| 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 | $162,124,000 | 955 |
| U.S. Government securities | $69,544,000 | 1,419 |
| U.S. Treasury securities | $236,000 | 1,080 |
| U.S. Government agency obligations | $69,308,000 | 1,382 |
| Securities issued by states & political subdivisions | $92,580,000 | 316 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,369,000 | 829 |
| Mortgage-backed securities | $1,594,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $1,104,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,104,000 | 4,587 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $490,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 3,075 |
| 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) | $162,124,000 | 845 |
| Total debt securities | $162,125,000 | 946 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 481 |
| Fair value | $7,768,000 | 489 |
| 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 | $167,519,000 | 928 |
| U.S. Government securities | $68,212,000 | 1,463 |
| U.S. Treasury securities | $236,000 | 1,092 |
| U.S. Government agency obligations | $67,976,000 | 1,423 |
| Securities issued by states & political subdivisions | $99,307,000 | 278 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,532,000 | 855 |
| Mortgage-backed securities | $1,762,000 | 4,790 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,215,000 | 4,587 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $547,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 3,069 |
| 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) | $167,519,000 | 827 |
| Total debt securities | $167,529,000 | 914 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 487 |
| Fair value | $8,029,000 | 490 |
| 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 | $162,168,000 | 933 |
| U.S. Government securities | $62,843,000 | 1,546 |
| U.S. Treasury securities | $238,000 | 1,065 |
| U.S. Government agency obligations | $62,605,000 | 1,509 |
| Securities issued by states & political subdivisions | $99,325,000 | 274 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,815,000 | 818 |
| Mortgage-backed securities | $1,939,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,570 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $609,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 3,081 |
| 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) | $162,168,000 | 840 |
| Total debt securities | $162,167,000 | 921 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 499 |
| Fair value | $8,046,000 | 500 |
| 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 | $160,661,000 | 958 |
| U.S. Government securities | $63,072,000 | 1,577 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $63,072,000 | 1,525 |
| Securities issued by states & political subdivisions | $97,589,000 | 268 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,382,000 | 882 |
| Mortgage-backed securities | $2,126,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,453,000 | 4,634 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $673,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 3,132 |
| 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) | $160,661,000 | 859 |
| Total debt securities | $160,662,000 | 949 |
| Structured notes | ||
| Amortized cost | $13,995,000 | 332 |
| Fair value | $13,988,000 | 332 |
| 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 | $156,997,000 | 988 |
| U.S. Government securities | $61,211,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $61,211,000 | 1,602 |
| Securities issued by states & political subdivisions | $95,786,000 | 258 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,891,000 | 880 |
| Mortgage-backed securities | $2,541,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,799,000 | 4,555 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $742,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $742,000 | 3,110 |
| 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) | $156,997,000 | 878 |
| Total debt securities | $156,998,000 | 977 |
| Structured notes | ||
| Amortized cost | $21,039,000 | 229 |
| Fair value | $21,090,000 | 231 |
| 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 | $137,892,000 | 1,126 |
| U.S. Government securities | $50,671,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $50,671,000 | 1,896 |
| Securities issued by states & political subdivisions | $87,221,000 | 284 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,821,000 | 915 |
| Mortgage-backed securities | $2,868,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 4,481 |
| Issued or guaranteed by U.S. | $2,056,000 | 4,479 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $812,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 3,105 |
| 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) | $137,892,000 | 1,008 |
| Total debt securities | $137,892,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $18,538,000 | 320 |
| Fair value | $18,421,000 | 322 |
| 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 | $124,867,000 | 1,199 |
| U.S. Government securities | $41,344,000 | 2,186 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,344,000 | 2,131 |
| Securities issued by states & political subdivisions | $83,523,000 | 298 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,822,000 | 810 |
| Mortgage-backed securities | $3,231,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,332,000 | 4,324 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $899,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,929 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $124,867,000 | 1,058 |
| Total debt securities | $124,868,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $12,998,000 | 444 |
| Fair value | $13,030,000 | 442 |
| 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 | $119,325,000 | 1,216 |
| U.S. Government securities | $37,996,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,996,000 | 2,201 |
| Securities issued by states & political subdivisions | $81,329,000 | 295 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,682,000 | 861 |
| Mortgage-backed securities | $3,558,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $2,584,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,584,000 | 4,190 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $974,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 2,892 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $119,325,000 | 1,080 |
| Total debt securities | $119,324,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 636 |
| Fair value | $9,068,000 | 634 |
| 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 | $131,756,000 | 1,099 |
| U.S. Government securities | $48,867,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $48,867,000 | 1,836 |
| Securities issued by states & political subdivisions | $82,889,000 | 270 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,311,000 | 782 |
| Mortgage-backed securities | $4,032,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,965,000 | 4,043 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,067,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,791 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $131,756,000 | 973 |
| Total debt securities | $131,756,000 | 1,086 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 746 |
| Fair value | $9,085,000 | 744 |
| 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 | $142,454,000 | 1,001 |
| U.S. Government securities | $58,020,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $58,020,000 | 1,587 |
| Securities issued by states & political subdivisions | $84,434,000 | 258 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,049,000 | 619 |
| Mortgage-backed securities | $4,237,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 3,971 |
| Issued or guaranteed by U.S. | $3,089,000 | 3,961 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,148,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,693 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $142,454,000 | 882 |
| Total debt securities | $142,454,000 | 988 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 557 |
| Fair value | $12,937,000 | 555 |
| 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 | $151,407,000 | 910 |
| U.S. Government securities | $67,045,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $67,045,000 | 1,318 |
| Securities issued by states & political subdivisions | $84,362,000 | 239 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,768,000 | 654 |
| Mortgage-backed securities | $4,722,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,749 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,258,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,609 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $151,407,000 | 804 |
| Total debt securities | $151,406,000 | 901 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 510 |
| Fair value | $12,916,000 | 511 |
| 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 | $151,141,000 | 876 |
| U.S. Government securities | $76,840,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $76,840,000 | 1,138 |
| Securities issued by states & political subdivisions | $74,301,000 | 275 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,588,000 | 655 |
| Mortgage-backed securities | $5,211,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $3,667,000 | 3,696 |
| Issued or guaranteed by U.S. | $3,667,000 | 3,688 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,544,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,482 |
| 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) | $151,141,000 | 774 |
| Total debt securities | $151,141,000 | 864 |
| Structured notes | ||
| Amortized cost | $18,990,000 | 319 |
| Fair value | $19,096,000 | 317 |
| 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 | $152,736,000 | 878 |
| U.S. Government securities | $85,212,000 | 1,097 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $85,212,000 | 1,059 |
| Securities issued by states & political subdivisions | $67,524,000 | 294 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,230,000 | 655 |
| Mortgage-backed securities | $5,661,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $3,929,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,929,000 | 3,634 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,732,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,316 |
| 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) | $152,736,000 | 777 |
| Total debt securities | $152,736,000 | 867 |
| Structured notes | ||
| Amortized cost | $19,974,000 | 334 |
| Fair value | $20,101,000 | 329 |
| 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 | $141,872,000 | 934 |
| U.S. Government securities | $83,261,000 | 1,131 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $83,261,000 | 1,088 |
| Securities issued by states & political subdivisions | $58,611,000 | 350 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,579,000 | 833 |
| Mortgage-backed securities | $5,889,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $4,051,000 | 3,715 |
| Issued or guaranteed by U.S. | $4,051,000 | 3,709 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,838,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,226 |
| 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) | $141,872,000 | 814 |
| Total debt securities | $141,872,000 | 918 |
| Structured notes | ||
| Amortized cost | $10,684,000 | 509 |
| Fair value | $10,710,000 | 510 |
| 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 | $121,423,000 | 1,066 |
| U.S. Government securities | $62,105,000 | 1,437 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $62,105,000 | 1,393 |
| Securities issued by states & political subdivisions | $59,318,000 | 341 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,145,000 | 845 |
| Mortgage-backed securities | $6,224,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $4,213,000 | 3,738 |
| Issued or guaranteed by U.S. | $4,213,000 | 3,731 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,011,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 2,159 |
| 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) | $121,423,000 | 924 |
| Total debt securities | $121,423,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,326 |
| Fair value | $702,000 | 2,326 |
| 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 | $98,827,000 | 1,293 |
| U.S. Government securities | $48,043,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $48,043,000 | 1,723 |
| Securities issued by states & political subdivisions | $50,784,000 | 414 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,261,000 | 1,322 |
| Mortgage-backed securities | $6,580,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $4,432,000 | 3,778 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,767 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,148,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $2,148,000 | 2,085 |
| 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) | $98,827,000 | 1,134 |
| Total debt securities | $98,827,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $5,034,000 | 541 |
| Fair value | $5,038,000 | 541 |
| 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 | $85,707,000 | 1,455 |
| U.S. Government securities | $42,319,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,319,000 | 1,899 |
| Securities issued by states & political subdivisions | $43,388,000 | 478 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,245,000 | 1,343 |
| Mortgage-backed securities | $7,038,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $4,732,000 | 3,748 |
| Issued or guaranteed by U.S. | $4,732,000 | 3,735 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,306,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 2,025 |
| 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) | $85,707,000 | 1,274 |
| Total debt securities | $85,707,000 | 1,433 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $5,000,000 | 336 |
| 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 | $68,177,000 | 1,780 |
| U.S. Government securities | $31,733,000 | 2,538 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,733,000 | 2,481 |
| Securities issued by states & political subdivisions | $36,444,000 | 551 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,368,000 | 1,865 |
| Mortgage-backed securities | $7,592,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $5,032,000 | 3,758 |
| Issued or guaranteed by U.S. | $5,032,000 | 3,745 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,560,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $2,560,000 | 1,965 |
| 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) | $68,177,000 | 1,568 |
| Total debt securities | $68,176,000 | 1,758 |
| 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 | $71,683,000 | 1,689 |
| U.S. Government securities | $34,197,000 | 2,382 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,197,000 | 2,331 |
| Securities issued by states & political subdivisions | $37,486,000 | 521 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,756,000 | 1,659 |
| Mortgage-backed securities | $7,897,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $5,200,000 | 3,686 |
| Issued or guaranteed by U.S. | $5,200,000 | 3,670 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,697,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $2,697,000 | 1,907 |
| 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) | $71,683,000 | 1,478 |
| Total debt securities | $71,683,000 | 1,667 |
| 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 | $52,194,000 | 2,166 |
| U.S. Government securities | $23,954,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,954,000 | 2,996 |
| Securities issued by states & political subdivisions | $28,240,000 | 733 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,615,000 | 1,731 |
| Mortgage-backed securities | $7,959,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 3,581 |
| Issued or guaranteed by U.S. | $5,260,000 | 3,569 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,699,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 1,811 |
| 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) | $52,194,000 | 1,903 |
| Total debt securities | $52,198,000 | 2,139 |
| 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 | $54,212,000 | 2,152 |
| U.S. Government securities | $25,695,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $25,695,000 | 2,896 |
| Securities issued by states & political subdivisions | $28,517,000 | 732 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,170,000 | 1,627 |
| Mortgage-backed securities | $8,296,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $5,535,000 | 3,490 |
| Issued or guaranteed by U.S. | $5,535,000 | 3,474 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,761,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 1,808 |
| 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) | $54,212,000 | 1,893 |
| Total debt securities | $54,212,000 | 2,110 |
| 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 | $56,259,000 | 2,077 |
| U.S. Government securities | $26,956,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,956,000 | 2,799 |
| Securities issued by states & political subdivisions | $29,303,000 | 707 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,053,000 | 1,555 |
| Mortgage-backed securities | $9,072,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $6,157,000 | 3,227 |
| Issued or guaranteed by U.S. | $6,157,000 | 3,213 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,915,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $2,915,000 | 1,756 |
| 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) | $56,259,000 | 1,825 |
| Total debt securities | $56,259,000 | 2,029 |
| 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 | $60,703,000 | 1,925 |
| U.S. Government securities | $30,734,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $30,734,000 | 2,565 |
| Securities issued by states & political subdivisions | $29,969,000 | 664 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,983,000 | 1,297 |
| Mortgage-backed securities | $6,861,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,558 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,543 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,934,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 1,682 |
| 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) | $60,703,000 | 1,679 |
| Total debt securities | $60,703,000 | 1,876 |
| 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 | $61,062,000 | 1,899 |
| U.S. Government securities | $30,695,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,695,000 | 2,591 |
| Securities issued by states & political subdivisions | $30,367,000 | 645 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,934,000 | 1,617 |
| Mortgage-backed securities | $7,008,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 3,344 |
| Issued or guaranteed by U.S. | $4,049,000 | 3,331 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,959,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,631 |
| 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) | $61,062,000 | 1,638 |
| Total debt securities | $61,062,000 | 1,855 |
| 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 | $60,870,000 | 1,884 |
| U.S. Government securities | $30,560,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,560,000 | 2,573 |
| Securities issued by states & political subdivisions | $30,102,000 | 645 |
| Other domestic debt securities | $208,000 | 2,629 |
| 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 | $208,000 | 1,973 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,170,000 | 1,528 |
| Mortgage-backed securities | $7,218,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $4,166,000 | 3,261 |
| Issued or guaranteed by U.S. | $4,166,000 | 3,250 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,052,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,052,000 | 1,593 |
| 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) | $60,870,000 | 1,628 |
| Total debt securities | $60,870,000 | 1,847 |
| 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 | $61,630,000 | 1,893 |
| U.S. Government securities | $31,234,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,234,000 | 2,534 |
| Securities issued by states & political subdivisions | $30,189,000 | 637 |
| Other domestic debt securities | $207,000 | 2,653 |
| 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 | $207,000 | 2,021 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,876,000 | 1,715 |
| Mortgage-backed securities | $7,684,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,160 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,145 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,234,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,234,000 | 1,546 |
| 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) | $61,630,000 | 1,624 |
| Total debt securities | $61,630,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $62,313,000 | 1,899 |
| U.S. Government securities | $31,472,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,472,000 | 2,564 |
| Securities issued by states & political subdivisions | $30,633,000 | 616 |
| Other domestic debt securities | $208,000 | 2,690 |
| 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 | $208,000 | 2,076 |
| 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 | $58,409,000 | 863 |
| Mortgage-backed securities | $7,974,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $4,666,000 | 3,094 |
| Issued or guaranteed by U.S. | $4,666,000 | 3,081 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,308,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,308,000 | 1,548 |
| 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) | $62,313,000 | 1,624 |
| Total debt securities | $62,313,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $64,118,000 | 1,853 |
| U.S. Government securities | $31,754,000 | 2,658 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,754,000 | 2,592 |
| Securities issued by states & political subdivisions | $32,156,000 | 580 |
| Other domestic debt securities | $208,000 | 2,728 |
| 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 | $208,000 | 2,112 |
| 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 | $29,070,000 | 1,575 |
| Mortgage-backed securities | $8,266,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,044 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,028 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,387,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,387,000 | 1,514 |
| 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) | $64,118,000 | 1,588 |
| Total debt securities | $64,118,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $91,618,000 | 1,332 |
| U.S. Government securities | $53,934,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $53,934,000 | 1,604 |
| Securities issued by states & political subdivisions | $32,473,000 | 553 |
| Other domestic debt securities | $5,211,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,003,000 | 145 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,208,000 | 828 |
| 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 | $67,644,000 | 773 |
| Mortgage-backed securities | $8,499,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $5,023,000 | 3,011 |
| Issued or guaranteed by U.S. | $5,023,000 | 2,999 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,476,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,476,000 | 1,489 |
| 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) | $91,618,000 | 1,151 |
| Total debt securities | $91,618,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $2,000,000 | 1,528 |
| 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 | $90,061,000 | 1,369 |
| U.S. Government securities | $51,042,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $51,042,000 | 1,713 |
| Securities issued by states & political subdivisions | $33,825,000 | 519 |
| Other domestic debt securities | $5,194,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,004,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,190,000 | 865 |
| 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 | $63,751,000 | 806 |
| Mortgage-backed securities | $9,289,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $5,425,000 | 2,965 |
| Issued or guaranteed by U.S. | $5,425,000 | 2,951 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,864,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $3,864,000 | 1,419 |
| 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) | $90,061,000 | 1,180 |
| Total debt securities | $90,061,000 | 1,336 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $2,000,000 | 1,534 |
| 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 | $91,290,000 | 1,355 |
| U.S. Government securities | $51,865,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $51,865,000 | 1,692 |
| Securities issued by states & political subdivisions | $34,148,000 | 519 |
| Other domestic debt securities | $5,277,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $2,004,000 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,273,000 | 897 |
| 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 | $60,497,000 | 837 |
| Mortgage-backed securities | $11,959,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $5,715,000 | 2,921 |
| Issued or guaranteed by U.S. | $5,715,000 | 2,909 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,244,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $4,240,000 | 1,361 |
| Privately issued | $2,004,000 | 628 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $91,290,000 | 1,146 |
| Total debt securities | $91,290,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $91,190,000 | 1,344 |
| U.S. Government securities | $50,672,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $50,672,000 | 1,696 |
| Securities issued by states & political subdivisions | $35,108,000 | 508 |
| Other domestic debt securities | $5,410,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,999,000 | 142 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,411,000 | 912 |
| 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 | $58,409,000 | 845 |
| Mortgage-backed securities | $11,466,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $6,730,000 | 2,728 |
| Issued or guaranteed by U.S. | $6,730,000 | 2,716 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,736,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $4,736,000 | 1,315 |
| 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) | $91,190,000 | 1,141 |
| Total debt securities | $91,190,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $101,847,000 | 1,221 |
| U.S. Government securities | $58,643,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $58,643,000 | 1,492 |
| Securities issued by states & political subdivisions | $36,360,000 | 480 |
| Other domestic debt securities | $6,844,000 | 933 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,999,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,845,000 | 783 |
| 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 | $60,843,000 | 802 |
| Mortgage-backed securities | $12,648,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $7,220,000 | 2,689 |
| Issued or guaranteed by U.S. | $7,220,000 | 2,678 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,428,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $5,428,000 | 1,260 |
| 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) | $101,847,000 | 1,043 |
| Total debt securities | $101,847,000 | 1,190 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 819 |
| Fair value | $5,000,000 | 819 |
| 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 | $100,339,000 | 1,258 |
| U.S. Government securities | $59,150,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $59,150,000 | 1,505 |
| Securities issued by states & political subdivisions | $34,331,000 | 506 |
| Other domestic debt securities | $6,858,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,996,000 | 144 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,862,000 | 824 |
| 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 | $66,241,000 | 750 |
| Mortgage-backed securities | $13,487,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $7,559,000 | 2,689 |
| Issued or guaranteed by U.S. | $7,559,000 | 2,681 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,928,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $5,928,000 | 1,238 |
| 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) | $100,339,000 | 1,073 |
| Total debt securities | $100,339,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $4,901,000 | 895 |
| Fair value | $4,862,000 | 879 |
| 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 | $107,731,000 | 1,190 |
| U.S. Government securities | $70,284,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $70,284,000 | 1,280 |
| Securities issued by states & political subdivisions | $34,579,000 | 509 |
| Other domestic debt securities | $2,868,000 | 1,532 |
| 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 | $2,868,000 | 1,167 |
| 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 | $73,189,000 | 696 |
| Mortgage-backed securities | $14,588,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $8,041,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,041,000 | 2,629 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,547,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 1,187 |
| 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) | $107,731,000 | 1,016 |
| Total debt securities | $107,731,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $105,787,000 | 1,211 |
| U.S. Government securities | $69,085,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $69,085,000 | 1,285 |
| Securities issued by states & political subdivisions | $33,800,000 | 518 |
| Other domestic debt securities | $2,902,000 | 1,543 |
| 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 | $2,902,000 | 1,217 |
| 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 | $70,132,000 | 702 |
| Mortgage-backed securities | $15,750,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $8,574,000 | 2,573 |
| Issued or guaranteed by U.S. | $8,574,000 | 2,563 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,176,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,176,000 | 1,147 |
| 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) | $105,787,000 | 1,027 |
| Total debt securities | $105,787,000 | 1,172 |
| Structured notes | ||
| Amortized cost | $5,191,000 | 796 |
| Fair value | $5,208,000 | 792 |
| 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 | $88,183,000 | 1,484 |
| U.S. Government securities | $54,122,000 | 1,727 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $54,122,000 | 1,671 |
| Securities issued by states & political subdivisions | $32,158,000 | 544 |
| Other domestic debt securities | $1,903,000 | 1,932 |
| 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 | $1,903,000 | 1,594 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,109,000 | 1,417 |
| Mortgage-backed securities | $16,581,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $8,952,000 | 2,540 |
| Issued or guaranteed by U.S. | $8,952,000 | 2,533 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,629,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $7,629,000 | 1,125 |
| 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) | $88,183,000 | 1,262 |
| Total debt securities | $88,183,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,195 |
| Fair value | $1,008,000 | 1,947 |
| 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 | $83,900,000 | 1,546 |
| U.S. Government securities | $50,199,000 | 1,827 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $50,199,000 | 1,769 |
| Securities issued by states & political subdivisions | $31,741,000 | 550 |
| Other domestic debt securities | $1,960,000 | 2,017 |
| 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 | $1,960,000 | 1,677 |
| 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 | $31,450,000 | 1,357 |
| Mortgage-backed securities | $18,907,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $10,133,000 | 2,387 |
| Issued or guaranteed by U.S. | $10,133,000 | 2,377 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,774,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $8,774,000 | 1,075 |
| 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) | $83,900,000 | 1,328 |
| Total debt securities | $83,900,000 | 1,501 |
| 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 | $73,499,000 | 1,779 |
| U.S. Government securities | $40,329,000 | 2,288 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $40,329,000 | 2,208 |
| Securities issued by states & political subdivisions | $31,424,000 | 562 |
| Other domestic debt securities | $1,746,000 | 2,120 |
| 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 | $1,746,000 | 1,840 |
| 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 | $40,738,000 | 1,069 |
| Mortgage-backed securities | $17,632,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $8,392,000 | 2,683 |
| Issued or guaranteed by U.S. | $8,392,000 | 2,669 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,240,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,240,000 | 1,096 |
| 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) | $73,499,000 | 1,518 |
| Total debt securities | $73,499,000 | 1,732 |
| 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 | $70,459,000 | 1,817 |
| U.S. Government securities | $37,655,000 | 2,363 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $37,655,000 | 2,282 |
| Securities issued by states & political subdivisions | $29,477,000 | 608 |
| Other domestic debt securities | $3,327,000 | 1,671 |
| 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 | $3,327,000 | 1,400 |
| 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 | $27,439,000 | 1,450 |
| Mortgage-backed securities | $19,413,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $9,474,000 | 2,481 |
| Issued or guaranteed by U.S. | $9,474,000 | 2,472 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,939,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $9,939,000 | 1,054 |
| 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) | $70,459,000 | 1,552 |
| Total debt securities | $70,460,000 | 1,770 |
| 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 | $73,147,000 | 1,709 |
| U.S. Government securities | $39,932,000 | 2,163 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $39,932,000 | 2,083 |
| Securities issued by states & political subdivisions | $28,836,000 | 608 |
| Other domestic debt securities | $4,379,000 | 1,502 |
| 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 | $4,379,000 | 1,231 |
| 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 | $21,688,000 | 1,725 |
| Mortgage-backed securities | $17,503,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $11,630,000 | 2,196 |
| Issued or guaranteed by U.S. | $11,630,000 | 2,186 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,873,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $5,873,000 | 1,504 |
| 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) | $73,147,000 | 1,459 |
| Total debt securities | $73,147,000 | 1,656 |
| 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 | $61,459,000 | 1,976 |
| U.S. Government securities | $34,189,000 | 2,447 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $34,189,000 | 2,352 |
| Securities issued by states & political subdivisions | $22,369,000 | 788 |
| Other domestic debt securities | $4,901,000 | 1,418 |
| 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 | $4,901,000 | 1,162 |
| 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 | $22,213,000 | 1,680 |
| Mortgage-backed securities | $19,306,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $13,315,000 | 1,991 |
| Issued or guaranteed by U.S. | $13,315,000 | 1,984 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,991,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $5,991,000 | 1,545 |
| 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) | $61,459,000 | 1,672 |
| Total debt securities | $61,459,000 | 1,907 |
| 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 | $61,015,000 | 1,975 |
| U.S. Government securities | $31,484,000 | 2,593 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $31,484,000 | 2,490 |
| Securities issued by states & political subdivisions | $22,571,000 | 756 |
| Other domestic debt securities | $6,960,000 | 1,154 |
| 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 | $6,960,000 | 923 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,112,000 | 1,288 |
| Mortgage-backed securities | $15,907,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $9,837,000 | 2,364 |
| Issued or guaranteed by U.S. | $9,837,000 | 2,349 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,070,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,070,000 | 1,574 |
| 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) | $61,015,000 | 1,655 |
| Total debt securities | $61,015,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $86,472,000 | 1,318 |
| U.S. Government securities | $46,877,000 | 1,718 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $46,877,000 | 1,618 |
| Securities issued by states & political subdivisions | $22,821,000 | 706 |
| Other domestic debt securities | $16,774,000 | 676 |
| 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 | $16,774,000 | 491 |
| 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 | $52,998,000 | 741 |
| Mortgage-backed securities | $14,310,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $14,310,000 | 1,664 |
| Issued or guaranteed by U.S. | $14,310,000 | 1,655 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $86,472,000 | 1,098 |
| Total debt securities | $86,472,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $73,189,000 | 1,500 |
| U.S. Government securities | $37,300,000 | 2,145 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $37,300,000 | 1,989 |
| Securities issued by states & political subdivisions | $17,585,000 | 906 |
| Other domestic debt securities | $16,795,000 | 594 |
| 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 | $16,795,000 | 468 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,509,000 | 1,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,514,000 | 849 |
| Mortgage-backed securities | $7,953,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $7,943,000 | 2,011 |
| Issued or guaranteed by U.S. | $7,943,000 | 1,995 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,970 |
| 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) | $73,189,000 | 1,169 |
| Total debt securities | $71,680,000 | 1,458 |
| 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 | $67,440,000 | 1,699 |
| U.S. Government securities | $42,767,000 | 1,972 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $42,767,000 | 1,776 |
| Securities issued by states & political subdivisions | $16,313,000 | 1,003 |
| Other domestic debt securities | $6,897,000 | 1,018 |
| 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 | $6,897,000 | 821 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,463,000 | 1,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,940,000 | 1,111 |
| Mortgage-backed securities | $9,435,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $9,301,000 | 1,967 |
| Issued or guaranteed by U.S. | $9,301,000 | 1,955 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $134,000 | 4,127 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,940 |
| 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) | $2,178,000 | 4,139 |
| Available-for-sale securities (fair market value) | $65,262,000 | 1,332 |
| Total debt securities | $65,977,000 | 1,666 |
| 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 | $49,795,000 | 2,315 |
| U.S. Government securities | $30,186,000 | 2,797 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $29,686,000 | 2,388 |
| Securities issued by states & political subdivisions | $13,368,000 | 1,248 |
| Other domestic debt securities | $5,502,000 | 1,058 |
| 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 | $5,502,000 | 839 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $739,000 | 2,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,078,000 | 1,144 |
| Mortgage-backed securities | $5,349,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $4,910,000 | 2,988 |
| Issued or guaranteed by U.S. | $4,910,000 | 2,975 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $439,000 | 3,881 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 3,724 |
| 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) | $2,874,000 | 4,262 |
| Available-for-sale securities (fair market value) | $46,921,000 | 1,837 |
| Total debt securities | $49,056,000 | 2,266 |
| 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 | $38,406,000 | 2,927 |
| U.S. Government securities | $26,764,000 | 3,238 |
| U.S. Treasury securities | $7,011,000 | 2,481 |
| U.S. Government agency obligations | $19,753,000 | 3,252 |
| Securities issued by states & political subdivisions | $11,001,000 | 1,316 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $641,000 | 3,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,770,000 | 1,095 |
| Mortgage-backed securities | $2,536,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,895,000 | 4,457 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $641,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 3,665 |
| 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) | $3,994,000 | 4,563 |
| Available-for-sale securities (fair market value) | $34,412,000 | 2,315 |
| Total debt securities | $37,765,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $39,430,000 | 3,072 |
| U.S. Government securities | $27,238,000 | 3,490 |
| U.S. Treasury securities | $7,810,000 | 2,753 |
| U.S. Government agency obligations | $19,428,000 | 3,420 |
| Securities issued by states & political subdivisions | $11,686,000 | 1,230 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $506,000 | 3,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,137,000 | 958 |
| Mortgage-backed securities | $1,918,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 5,565 |
| Issued or guaranteed by U.S. | $1,193,000 | 5,550 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $725,000 | 4,146 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 3,991 |
| 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) | $4,605,000 | 4,871 |
| Available-for-sale securities (fair market value) | $34,825,000 | 2,381 |
| Total debt securities | $38,924,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 971 |
| Fair value | $2,089,000 | 968 |
| 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 | $23,000,000 | 5,021 |
| U.S. Government securities | $14,312,000 | 5,884 |
| U.S. Treasury securities | $1,703,000 | 7,506 |
| U.S. Government agency obligations | $12,609,000 | 4,731 |
| Securities issued by states & political subdivisions | $8,234,000 | 1,782 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $454,000 | 3,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,469,000 | 1,920 |
| Mortgage-backed securities | $2,244,000 | 6,049 |
| Certificates of participation in pools of residential mortgages | $1,459,000 | 5,498 |
| Issued or guaranteed by U.S. | $1,459,000 | 5,469 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $785,000 | 4,517 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 4,345 |
| 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) | $5,188,000 | 4,919 |
| Available-for-sale securities (fair market value) | $17,812,000 | 4,351 |
| Total debt securities | $22,546,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,266 |
| Fair value | $2,883,000 | 1,244 |
| 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 | $26,423,000 | 4,755 |
| U.S. Government securities | $19,240,000 | 5,077 |
| U.S. Treasury securities | $3,542,000 | 6,608 |
| U.S. Government agency obligations | $15,698,000 | 3,883 |
| Securities issued by states & political subdivisions | $7,010,000 | 2,180 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 5,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,100,000 | 1,949 |
| Mortgage-backed securities | $2,371,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,647,000 | 5,563 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $724,000 | 4,914 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 4,723 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,605,000 | 7,660 |
| Available-for-sale securities (fair market value) | $20,818,000 | 2,715 |
| Total debt securities | $26,250,000 | 4,695 |
| 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 | $28,298,000 | 4,714 |
| U.S. Government securities | $21,610,000 | 4,799 |
| U.S. Treasury securities | $5,429,000 | 5,425 |
| U.S. Government agency obligations | $16,181,000 | 3,921 |
| Securities issued by states & political subdivisions | $6,688,000 | 2,348 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,000,000 | 1,828 |
| Mortgage-backed securities | $2,849,000 | 6,542 |
| Certificates of participation in pools of residential mortgages | $2,022,000 | 5,716 |
| Issued or guaranteed by U.S. | $2,022,000 | 5,670 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $827,000 | 5,218 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 5,003 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,298,000 | 4,594 |
| 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 | $28,767,000 | 4,631 |
| U.S. Government securities | $22,449,000 | 4,616 |
| U.S. Treasury securities | $8,299,000 | 4,055 |
| U.S. Government agency obligations | $14,150,000 | 4,290 |
| Securities issued by states & political subdivisions | $5,920,000 | 2,365 |
| Other domestic debt securities | $398,000 | 5,445 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $398,000 | 4,155 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,938,000 | 7,730 |
| Certificates of participation in pools of residential mortgages | $1,877,000 | 6,299 |
| Issued or guaranteed by U.S. | $1,877,000 | 6,233 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $61,000 | 7,098 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 6,490 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,767,000 | 4,525 |
| 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 |