Home > Ameriserv Financial Bank > Securities
Ameriserv Financial Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $222,213,000 | 898 |
| U.S. Government securities | $119,013,000 | 1,001 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $119,013,000 | 858 |
| Securities issued by states & political subdivisions | $41,795,000 | 1,043 |
| Other domestic debt securities | $57,492,000 | 367 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $57,492,000 | 154 |
| Foreign debt securities | $3,950,000 | 108 |
| 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 | $127,528,000 | 736 |
| Mortgage-backed securities | $112,516,000 | 711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,035,000 | 595 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,508,000 | 682 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $493,000 | 1,380 |
| Other commercial mortgage-backed securities | $10,480,000 | 505 |
| Held to maturity securities (book value) | $63,866,000 | 489 |
| Available-for-sale securities (fair market value) | $158,384,000 | 1,038 |
| Total debt securities | $222,251,000 | 887 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 207 |
| Fair value | $7,441,000 | 197 |
| 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 | $220,333,000 | 884 |
| U.S. Government securities | $110,973,000 | 1,056 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $110,973,000 | 903 |
| Securities issued by states & political subdivisions | $50,374,000 | 865 |
| Other domestic debt securities | $55,078,000 | 375 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $55,078,000 | 169 |
| Foreign debt securities | $3,940,000 | 116 |
| 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 | $129,946,000 | 706 |
| Mortgage-backed securities | $100,971,000 | 758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,300,000 | 624 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,242,000 | 773 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $493,000 | 1,353 |
| Other commercial mortgage-backed securities | $9,936,000 | 508 |
| Held to maturity securities (book value) | $60,165,000 | 508 |
| Available-for-sale securities (fair market value) | $160,200,000 | 1,010 |
| Total debt securities | $220,365,000 | 875 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 214 |
| Fair value | $7,438,000 | 198 |
| 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 | $222,884,000 | 893 |
| U.S. Government securities | $112,008,000 | 1,080 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $112,008,000 | 911 |
| Securities issued by states & political subdivisions | $51,269,000 | 897 |
| Other domestic debt securities | $54,824,000 | 372 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $54,824,000 | 163 |
| Foreign debt securities | $4,892,000 | 111 |
| 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 | $133,639,000 | 680 |
| Mortgage-backed securities | $101,833,000 | 780 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,377,000 | 625 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,234,000 | 858 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $493,000 | 1,347 |
| Other commercial mortgage-backed securities | $10,729,000 | 501 |
| Held to maturity securities (book value) | $61,791,000 | 499 |
| Available-for-sale securities (fair market value) | $161,202,000 | 1,055 |
| Total debt securities | $222,993,000 | 884 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 221 |
| Fair value | $7,844,000 | 209 |
| 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 | $228,976,000 | 916 |
| U.S. Government securities | $113,594,000 | 1,120 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $113,594,000 | 904 |
| Securities issued by states & political subdivisions | $51,614,000 | 932 |
| Other domestic debt securities | $59,040,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $59,040,000 | 164 |
| Foreign debt securities | $4,811,000 | 95 |
| 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 | $131,913,000 | 660 |
| Mortgage-backed securities | $102,290,000 | 820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $76,834,000 | 645 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,824,000 | 933 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $492,000 | 1,370 |
| Other commercial mortgage-backed securities | $11,140,000 | 501 |
| Held to maturity securities (book value) | $60,673,000 | 527 |
| Available-for-sale securities (fair market value) | $168,386,000 | 1,064 |
| Total debt securities | $229,061,000 | 905 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 244 |
| Fair value | $7,819,000 | 237 |
| 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 | $231,750,000 | 920 |
| U.S. Government securities | $113,949,000 | 1,128 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $113,949,000 | 905 |
| Securities issued by states & political subdivisions | $51,341,000 | 960 |
| Other domestic debt securities | $62,591,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $62,591,000 | 164 |
| Foreign debt securities | $3,869,000 | 113 |
| 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 | $134,002,000 | 597 |
| Mortgage-backed securities | $103,630,000 | 817 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,392,000 | 645 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,942,000 | 935 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $11,296,000 | 494 |
| Held to maturity securities (book value) | $61,728,000 | 528 |
| Available-for-sale securities (fair market value) | $170,022,000 | 1,073 |
| Total debt securities | $231,750,000 | 909 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 261 |
| Fair value | $7,963,000 | 247 |
| 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 | $227,626,000 | 947 |
| U.S. Government securities | $112,381,000 | 1,164 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $112,381,000 | 926 |
| Securities issued by states & political subdivisions | $52,140,000 | 957 |
| Other domestic debt securities | $59,110,000 | 365 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $59,110,000 | 173 |
| Foreign debt securities | $3,995,000 | 108 |
| 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 | $129,517,000 | 586 |
| Mortgage-backed securities | $102,052,000 | 831 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,046,000 | 656 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,352,000 | 998 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $11,654,000 | 501 |
| Held to maturity securities (book value) | $62,417,000 | 518 |
| Available-for-sale securities (fair market value) | $165,209,000 | 1,118 |
| Total debt securities | $227,628,000 | 936 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 257 |
| Fair value | $8,160,000 | 231 |
| 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 | $221,693,000 | 981 |
| U.S. Government securities | $109,082,000 | 1,200 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $109,082,000 | 976 |
| Securities issued by states & political subdivisions | $53,052,000 | 976 |
| Other domestic debt securities | $55,564,000 | 361 |
| 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 | $55,564,000 | 189 |
| Foreign debt securities | $3,995,000 | 109 |
| 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 | $122,240,000 | 603 |
| Mortgage-backed securities | $99,145,000 | 867 |
| Certificates of participation in pools of residential mortgages | $73,025,000 | 722 |
| Issued or guaranteed by U.S. | $73,025,000 | 711 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,538,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $13,538,000 | 976 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,582,000 | 786 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $12,582,000 | 531 |
| Held to maturity securities (book value) | $58,853,000 | 481 |
| Available-for-sale securities (fair market value) | $162,840,000 | 1,147 |
| Total debt securities | $221,694,000 | 971 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 240 |
| Fair value | $8,159,000 | 227 |
| 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 | $215,732,000 | 1,006 |
| U.S. Government securities | $101,479,000 | 1,236 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $101,479,000 | 1,030 |
| Securities issued by states & political subdivisions | $53,687,000 | 976 |
| Other domestic debt securities | $56,572,000 | 346 |
| 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 | $56,572,000 | 182 |
| Foreign debt securities | $3,994,000 | 105 |
| 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 | $120,771,000 | 572 |
| Mortgage-backed securities | $91,158,000 | 930 |
| Certificates of participation in pools of residential mortgages | $64,053,000 | 813 |
| Issued or guaranteed by U.S. | $64,053,000 | 802 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,580,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $14,580,000 | 942 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $12,525,000 | 802 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $12,525,000 | 534 |
| Held to maturity securities (book value) | $58,269,000 | 424 |
| Available-for-sale securities (fair market value) | $157,463,000 | 1,185 |
| Total debt securities | $215,732,000 | 993 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 203 |
| Fair value | $8,191,000 | 197 |
| 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 | $209,190,000 | 1,001 |
| U.S. Government securities | $94,785,000 | 1,218 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $94,785,000 | 1,068 |
| Securities issued by states & political subdivisions | $52,173,000 | 1,021 |
| Other domestic debt securities | $58,227,000 | 332 |
| 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 | $58,227,000 | 173 |
| Foreign debt securities | $4,005,000 | 102 |
| 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 | $122,574,000 | 561 |
| Mortgage-backed securities | $85,873,000 | 969 |
| Certificates of participation in pools of residential mortgages | $57,806,000 | 856 |
| Issued or guaranteed by U.S. | $57,806,000 | 844 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $14,030,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $14,030,000 | 940 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $14,037,000 | 761 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $14,037,000 | 502 |
| Held to maturity securities (book value) | $53,601,000 | 363 |
| Available-for-sale securities (fair market value) | $155,589,000 | 1,187 |
| Total debt securities | $209,190,000 | 989 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 162 |
| Fair value | $8,188,000 | 162 |
| 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 | $207,236,000 | 948 |
| U.S. Government securities | $94,836,000 | 1,167 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $94,836,000 | 1,039 |
| Securities issued by states & political subdivisions | $51,236,000 | 1,014 |
| Other domestic debt securities | $56,657,000 | 323 |
| 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 | $56,657,000 | 163 |
| Foreign debt securities | $4,507,000 | 90 |
| 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 | $119,809,000 | 558 |
| Mortgage-backed securities | $85,690,000 | 938 |
| Certificates of participation in pools of residential mortgages | $58,703,000 | 843 |
| Issued or guaranteed by U.S. | $58,703,000 | 828 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,003,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $15,003,000 | 906 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $11,984,000 | 802 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $11,984,000 | 530 |
| Held to maturity securities (book value) | $53,792,000 | 335 |
| Available-for-sale securities (fair market value) | $153,444,000 | 1,138 |
| Total debt securities | $207,239,000 | 935 |
| Structured notes | ||
| Amortized cost | $8,749,000 | 125 |
| Fair value | $8,733,000 | 124 |
| 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 | $213,000,000 | 886 |
| U.S. Government securities | $101,344,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $101,344,000 | 953 |
| Securities issued by states & political subdivisions | $50,466,000 | 998 |
| Other domestic debt securities | $56,687,000 | 308 |
| 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 | $56,687,000 | 157 |
| Foreign debt securities | $4,503,000 | 92 |
| 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 | $116,752,000 | 560 |
| Mortgage-backed securities | $91,958,000 | 855 |
| Certificates of participation in pools of residential mortgages | $63,579,000 | 760 |
| Issued or guaranteed by U.S. | $63,579,000 | 744 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,046,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $16,046,000 | 847 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $12,333,000 | 761 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $12,333,000 | 507 |
| Held to maturity securities (book value) | $53,402,000 | 317 |
| Available-for-sale securities (fair market value) | $159,598,000 | 1,051 |
| Total debt securities | $212,999,000 | 873 |
| Structured notes | ||
| Amortized cost | $8,748,000 | 113 |
| Fair value | $8,730,000 | 114 |
| 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 | $197,451,000 | 871 |
| U.S. Government securities | $89,729,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $89,729,000 | 988 |
| Securities issued by states & political subdivisions | $49,821,000 | 968 |
| Other domestic debt securities | $53,414,000 | 305 |
| 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 | $53,414,000 | 151 |
| Foreign debt securities | $4,487,000 | 93 |
| 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 | $123,462,000 | 521 |
| Mortgage-backed securities | $81,341,000 | 892 |
| Certificates of participation in pools of residential mortgages | $55,264,000 | 794 |
| Issued or guaranteed by U.S. | $55,264,000 | 774 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,181,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $15,181,000 | 852 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $10,896,000 | 780 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $10,896,000 | 513 |
| Held to maturity securities (book value) | $47,627,000 | 314 |
| Available-for-sale securities (fair market value) | $149,824,000 | 1,037 |
| Total debt securities | $197,451,000 | 858 |
| Structured notes | ||
| Amortized cost | $8,746,000 | 75 |
| Fair value | $8,670,000 | 75 |
| 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 | $187,318,000 | 848 |
| U.S. Government securities | $74,562,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $74,562,000 | 1,039 |
| Securities issued by states & political subdivisions | $48,477,000 | 957 |
| Other domestic debt securities | $58,764,000 | 272 |
| 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 | $58,764,000 | 136 |
| Foreign debt securities | $5,515,000 | 80 |
| 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 | $111,699,000 | 542 |
| Mortgage-backed securities | $71,410,000 | 919 |
| Certificates of participation in pools of residential mortgages | $57,135,000 | 710 |
| Issued or guaranteed by U.S. | $57,135,000 | 698 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,926,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $9,926,000 | 1,074 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,349,000 | 1,122 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,349,000 | 734 |
| Held to maturity securities (book value) | $44,072,000 | 306 |
| Available-for-sale securities (fair market value) | $143,246,000 | 995 |
| Total debt securities | $187,323,000 | 835 |
| Structured notes | ||
| Amortized cost | $8,745,000 | 47 |
| Fair value | $8,662,000 | 48 |
| 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 | $193,541,000 | 758 |
| U.S. Government securities | $75,676,000 | 1,030 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $75,676,000 | 971 |
| Securities issued by states & political subdivisions | $45,603,000 | 936 |
| Other domestic debt securities | $66,761,000 | 239 |
| 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 | $66,761,000 | 119 |
| Foreign debt securities | $5,501,000 | 82 |
| 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 | $113,126,000 | 530 |
| Mortgage-backed securities | $72,400,000 | 872 |
| Certificates of participation in pools of residential mortgages | $60,420,000 | 629 |
| Issued or guaranteed by U.S. | $60,420,000 | 615 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,159,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $8,159,000 | 1,202 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,821,000 | 1,147 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,821,000 | 746 |
| Held to maturity securities (book value) | $42,486,000 | 301 |
| Available-for-sale securities (fair market value) | $151,055,000 | 884 |
| Total debt securities | $193,538,000 | 748 |
| Structured notes | ||
| Amortized cost | $8,743,000 | 42 |
| Fair value | $8,603,000 | 45 |
| 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 | $201,929,000 | 717 |
| U.S. Government securities | $84,959,000 | 920 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $84,959,000 | 862 |
| Securities issued by states & political subdivisions | $40,317,000 | 966 |
| Other domestic debt securities | $71,159,000 | 220 |
| 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 | $71,159,000 | 115 |
| Foreign debt securities | $5,494,000 | 82 |
| 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 | $115,585,000 | 527 |
| Mortgage-backed securities | $81,602,000 | 785 |
| Certificates of participation in pools of residential mortgages | $68,207,000 | 561 |
| Issued or guaranteed by U.S. | $68,207,000 | 549 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,759,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $8,759,000 | 1,197 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,636,000 | 1,040 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,636,000 | 671 |
| Held to maturity securities (book value) | $41,248,000 | 307 |
| Available-for-sale securities (fair market value) | $160,681,000 | 793 |
| Total debt securities | $201,930,000 | 708 |
| Structured notes | ||
| Amortized cost | $8,741,000 | 40 |
| Fair value | $8,631,000 | 41 |
| 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 | $178,365,000 | 771 |
| U.S. Government securities | $91,192,000 | 891 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $91,192,000 | 839 |
| Securities issued by states & political subdivisions | $40,301,000 | 856 |
| Other domestic debt securities | $41,536,000 | 314 |
| 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 | $41,536,000 | 168 |
| Foreign debt securities | $5,336,000 | 81 |
| 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 | $117,364,000 | 499 |
| Mortgage-backed securities | $87,876,000 | 751 |
| Certificates of participation in pools of residential mortgages | $73,106,000 | 537 |
| Issued or guaranteed by U.S. | $73,106,000 | 521 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,088,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $10,088,000 | 1,127 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,682,000 | 1,021 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,682,000 | 668 |
| Held to maturity securities (book value) | $41,767,000 | 305 |
| Available-for-sale securities (fair market value) | $136,598,000 | 896 |
| Total debt securities | $178,366,000 | 761 |
| Structured notes | ||
| Amortized cost | $9,240,000 | 59 |
| Fair value | $8,727,000 | 60 |
| 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 | $175,278,000 | 780 |
| U.S. Government securities | $90,844,000 | 917 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $90,844,000 | 869 |
| Securities issued by states & political subdivisions | $38,572,000 | 863 |
| Other domestic debt securities | $40,367,000 | 300 |
| 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 | $40,367,000 | 152 |
| Foreign debt securities | $5,495,000 | 73 |
| 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 | $117,076,000 | 491 |
| Mortgage-backed securities | $86,629,000 | 740 |
| Certificates of participation in pools of residential mortgages | $72,312,000 | 516 |
| Issued or guaranteed by U.S. | $72,312,000 | 504 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,558,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $9,558,000 | 1,165 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,759,000 | 999 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,759,000 | 630 |
| Held to maturity securities (book value) | $39,635,000 | 337 |
| Available-for-sale securities (fair market value) | $135,643,000 | 885 |
| Total debt securities | $175,278,000 | 769 |
| Structured notes | ||
| Amortized cost | $9,238,000 | 78 |
| Fair value | $9,105,000 | 78 |
| 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 | $175,918,000 | 767 |
| U.S. Government securities | $24,913,000 | 2,309 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $24,913,000 | 2,187 |
| Securities issued by states & political subdivisions | $37,576,000 | 871 |
| Other domestic debt securities | $108,440,000 | 160 |
| Privately issued residential mortgage-backed securities | $70,181,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $38,259,000 | 160 |
| Foreign debt securities | $4,989,000 | 81 |
| 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 | $126,815,000 | 453 |
| Mortgage-backed securities | $89,717,000 | 697 |
| Certificates of participation in pools of residential mortgages | $75,307,000 | 492 |
| Issued or guaranteed by U.S. | $5,126,000 | 2,503 |
| Privately issued | $70,181,000 | 17 |
| Collaterized mortgage obligations | $10,561,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $10,561,000 | 1,115 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,849,000 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,849,000 | 651 |
| Held to maturity securities (book value) | $38,998,000 | 366 |
| Available-for-sale securities (fair market value) | $136,920,000 | 861 |
| Total debt securities | $175,917,000 | 755 |
| Structured notes | ||
| Amortized cost | $8,487,000 | 116 |
| Fair value | $8,297,000 | 117 |
| 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 | $183,431,000 | 736 |
| U.S. Government securities | $102,628,000 | 847 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $102,628,000 | 798 |
| Securities issued by states & political subdivisions | $37,652,000 | 874 |
| Other domestic debt securities | $38,187,000 | 291 |
| 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 | $38,187,000 | 160 |
| Foreign debt securities | $4,964,000 | 86 |
| 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 | $121,682,000 | 478 |
| Mortgage-backed securities | $95,987,000 | 653 |
| Certificates of participation in pools of residential mortgages | $79,555,000 | 474 |
| Issued or guaranteed by U.S. | $79,555,000 | 470 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,439,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $11,439,000 | 1,064 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,993,000 | 945 |
| Commercial mortgage pass-through securities | $1,119,000 | 1,048 |
| Other commercial mortgage-backed securities | $3,874,000 | 615 |
| Held to maturity securities (book value) | $39,451,000 | 383 |
| Available-for-sale securities (fair market value) | $143,980,000 | 826 |
| Total debt securities | $183,433,000 | 729 |
| Structured notes | ||
| Amortized cost | $8,485,000 | 134 |
| Fair value | $8,212,000 | 135 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $186,934,000 | 726 |
| U.S. Government securities | $105,948,000 | 823 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $105,948,000 | 764 |
| Securities issued by states & political subdivisions | $37,138,000 | 923 |
| Other domestic debt securities | $38,884,000 | 275 |
| 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 | $38,884,000 | 146 |
| Foreign debt securities | $4,964,000 | 88 |
| 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 | $118,370,000 | 494 |
| Mortgage-backed securities | $99,304,000 | 631 |
| Certificates of participation in pools of residential mortgages | $82,369,000 | 472 |
| Issued or guaranteed by U.S. | $82,369,000 | 470 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,026,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $12,026,000 | 1,016 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,909,000 | 888 |
| Commercial mortgage pass-through securities | $1,102,000 | 1,037 |
| Other commercial mortgage-backed securities | $3,807,000 | 570 |
| Held to maturity securities (book value) | $40,227,000 | 389 |
| Available-for-sale securities (fair market value) | $146,707,000 | 816 |
| Total debt securities | $186,935,000 | 717 |
| Structured notes | ||
| Amortized cost | $8,983,000 | 142 |
| Fair value | $8,699,000 | 143 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $179,678,000 | 758 |
| U.S. Government securities | $100,221,000 | 868 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $100,221,000 | 814 |
| Securities issued by states & political subdivisions | $36,926,000 | 952 |
| Other domestic debt securities | $37,594,000 | 276 |
| 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 | $37,594,000 | 153 |
| Foreign debt securities | $4,937,000 | 83 |
| 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 | $115,536,000 | 501 |
| Mortgage-backed securities | $93,587,000 | 666 |
| Certificates of participation in pools of residential mortgages | $77,284,000 | 502 |
| Issued or guaranteed by U.S. | $77,284,000 | 499 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,402,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $11,402,000 | 1,042 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,901,000 | 863 |
| Commercial mortgage pass-through securities | $1,098,000 | 1,028 |
| Other commercial mortgage-backed securities | $3,803,000 | 550 |
| Held to maturity securities (book value) | $40,459,000 | 405 |
| Available-for-sale securities (fair market value) | $139,219,000 | 850 |
| Total debt securities | $179,678,000 | 748 |
| Structured notes | ||
| Amortized cost | $8,982,000 | 152 |
| Fair value | $8,612,000 | 151 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $170,319,000 | 796 |
| U.S. Government securities | $93,584,000 | 914 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $93,584,000 | 870 |
| Securities issued by states & political subdivisions | $34,132,000 | 1,045 |
| Other domestic debt securities | $37,617,000 | 272 |
| 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 | $37,617,000 | 160 |
| Foreign debt securities | $4,986,000 | 84 |
| 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 | $110,038,000 | 526 |
| Mortgage-backed securities | $88,042,000 | 695 |
| Certificates of participation in pools of residential mortgages | $73,894,000 | 508 |
| Issued or guaranteed by U.S. | $73,894,000 | 506 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,259,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $10,259,000 | 1,109 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,889,000 | 943 |
| Commercial mortgage pass-through securities | $1,083,000 | 1,016 |
| Other commercial mortgage-backed securities | $2,806,000 | 619 |
| Held to maturity securities (book value) | $38,372,000 | 430 |
| Available-for-sale securities (fair market value) | $131,947,000 | 894 |
| Total debt securities | $170,319,000 | 787 |
| Structured notes | ||
| Amortized cost | $8,980,000 | 143 |
| Fair value | $8,638,000 | 141 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $167,346,000 | 834 |
| U.S. Government securities | $91,250,000 | 943 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $91,250,000 | 899 |
| Securities issued by states & political subdivisions | $33,761,000 | 1,090 |
| Other domestic debt securities | $37,329,000 | 280 |
| 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 | $37,329,000 | 160 |
| Foreign debt securities | $5,006,000 | 85 |
| 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 | $99,139,000 | 585 |
| Mortgage-backed securities | $85,613,000 | 721 |
| Certificates of participation in pools of residential mortgages | $72,618,000 | 532 |
| Issued or guaranteed by U.S. | $72,618,000 | 523 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,011,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $11,011,000 | 1,060 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,984,000 | 1,158 |
| Commercial mortgage pass-through securities | $1,111,000 | 983 |
| Other commercial mortgage-backed securities | $873,000 | 876 |
| Held to maturity securities (book value) | $38,615,000 | 433 |
| Available-for-sale securities (fair market value) | $128,731,000 | 937 |
| Total debt securities | $167,346,000 | 827 |
| Structured notes | ||
| Amortized cost | $8,749,000 | 145 |
| Fair value | $8,254,000 | 145 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $163,291,000 | 857 |
| U.S. Government securities | $90,237,000 | 968 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $90,237,000 | 924 |
| Securities issued by states & political subdivisions | $31,414,000 | 1,186 |
| Other domestic debt securities | $36,631,000 | 262 |
| 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 | $36,631,000 | 161 |
| Foreign debt securities | $5,009,000 | 85 |
| 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 | $115,980,000 | 521 |
| Mortgage-backed securities | $84,478,000 | 726 |
| Certificates of participation in pools of residential mortgages | $71,745,000 | 542 |
| Issued or guaranteed by U.S. | $71,745,000 | 541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,714,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $10,714,000 | 1,057 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,019,000 | 1,014 |
| Commercial mortgage pass-through securities | $1,137,000 | 779 |
| Other commercial mortgage-backed securities | $882,000 | 857 |
| Held to maturity securities (book value) | $38,362,000 | 442 |
| Available-for-sale securities (fair market value) | $124,929,000 | 959 |
| Total debt securities | $163,291,000 | 849 |
| Structured notes | ||
| Amortized cost | $8,478,000 | 145 |
| Fair value | $8,321,000 | 145 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $159,956,000 | 881 |
| U.S. Government securities | $89,131,000 | 978 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $89,131,000 | 940 |
| Securities issued by states & political subdivisions | $28,999,000 | 1,336 |
| Other domestic debt securities | $36,823,000 | 254 |
| 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 | $36,823,000 | 161 |
| Foreign debt securities | $5,003,000 | 84 |
| 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 | $117,181,000 | 523 |
| Mortgage-backed securities | $83,208,000 | 733 |
| Certificates of participation in pools of residential mortgages | $70,677,000 | 545 |
| Issued or guaranteed by U.S. | $70,677,000 | 545 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,446,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $10,446,000 | 1,067 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,085,000 | 997 |
| Commercial mortgage pass-through securities | $1,183,000 | 777 |
| Other commercial mortgage-backed securities | $902,000 | 832 |
| Held to maturity securities (book value) | $38,450,000 | 442 |
| Available-for-sale securities (fair market value) | $121,506,000 | 998 |
| Total debt securities | $159,956,000 | 868 |
| Structured notes | ||
| Amortized cost | $8,476,000 | 145 |
| Fair value | $8,334,000 | 145 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $160,390,000 | 885 |
| U.S. Government securities | $89,680,000 | 973 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $89,680,000 | 934 |
| Securities issued by states & political subdivisions | $28,930,000 | 1,356 |
| Other domestic debt securities | $36,800,000 | 259 |
| 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 | $36,800,000 | 164 |
| Foreign debt securities | $4,980,000 | 91 |
| 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 | $114,589,000 | 537 |
| Mortgage-backed securities | $84,677,000 | 727 |
| Certificates of participation in pools of residential mortgages | $72,382,000 | 545 |
| Issued or guaranteed by U.S. | $72,382,000 | 545 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,182,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $10,182,000 | 1,090 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,113,000 | 986 |
| Commercial mortgage pass-through securities | $1,199,000 | 774 |
| Other commercial mortgage-backed securities | $914,000 | 816 |
| Held to maturity securities (book value) | $38,695,000 | 468 |
| Available-for-sale securities (fair market value) | $121,695,000 | 992 |
| Total debt securities | $160,390,000 | 874 |
| Structured notes | ||
| Amortized cost | $8,475,000 | 150 |
| Fair value | $8,299,000 | 151 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $159,968,000 | 903 |
| U.S. Government securities | $91,726,000 | 974 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $91,726,000 | 934 |
| Securities issued by states & political subdivisions | $27,053,000 | 1,461 |
| Other domestic debt securities | $36,193,000 | 265 |
| 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 | $36,193,000 | 172 |
| Foreign debt securities | $4,996,000 | 94 |
| 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 | $111,739,000 | 550 |
| Mortgage-backed securities | $87,720,000 | 720 |
| Certificates of participation in pools of residential mortgages | $75,597,000 | 539 |
| Issued or guaranteed by U.S. | $75,597,000 | 539 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,911,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $10,911,000 | 1,044 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,212,000 | 1,109 |
| Commercial mortgage pass-through securities | $1,212,000 | 752 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $37,362,000 | 483 |
| Available-for-sale securities (fair market value) | $122,606,000 | 995 |
| Total debt securities | $159,968,000 | 889 |
| Structured notes | ||
| Amortized cost | $7,473,000 | 178 |
| Fair value | $7,285,000 | 181 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $157,031,000 | 919 |
| U.S. Government securities | $93,317,000 | 976 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $93,317,000 | 931 |
| Securities issued by states & political subdivisions | $24,192,000 | 1,627 |
| Other domestic debt securities | $34,545,000 | 282 |
| 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 | $34,545,000 | 184 |
| Foreign debt securities | $4,977,000 | 96 |
| 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 | $111,529,000 | 561 |
| Mortgage-backed securities | $92,324,000 | 703 |
| Certificates of participation in pools of residential mortgages | $79,484,000 | 527 |
| Issued or guaranteed by U.S. | $79,484,000 | 526 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,623,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $11,623,000 | 1,003 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,217,000 | 1,069 |
| Commercial mortgage pass-through securities | $1,217,000 | 721 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $36,435,000 | 501 |
| Available-for-sale securities (fair market value) | $120,596,000 | 1,018 |
| Total debt securities | $157,031,000 | 910 |
| Structured notes | ||
| Amortized cost | $6,972,000 | 201 |
| Fair value | $6,778,000 | 204 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $149,179,000 | 945 |
| U.S. Government securities | $93,201,000 | 954 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $93,201,000 | 909 |
| Securities issued by states & political subdivisions | $16,058,000 | 2,158 |
| Other domestic debt securities | $34,950,000 | 277 |
| 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 | $34,950,000 | 182 |
| Foreign debt securities | $4,970,000 | 96 |
| 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 | $104,953,000 | 577 |
| Mortgage-backed securities | $93,201,000 | 685 |
| Certificates of participation in pools of residential mortgages | $80,614,000 | 513 |
| Issued or guaranteed by U.S. | $80,614,000 | 512 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,350,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $11,350,000 | 1,003 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,237,000 | 1,039 |
| Commercial mortgage pass-through securities | $1,237,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $30,363,000 | 560 |
| Available-for-sale securities (fair market value) | $118,816,000 | 1,024 |
| Total debt securities | $149,179,000 | 936 |
| Structured notes | ||
| Amortized cost | $6,971,000 | 191 |
| Fair value | $6,820,000 | 190 |
| 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 | $137,701,000 | 1,021 |
| U.S. Government securities | $91,204,000 | 970 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $91,204,000 | 924 |
| Securities issued by states & political subdivisions | $10,571,000 | 2,726 |
| Other domestic debt securities | $30,872,000 | 295 |
| 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 | $30,872,000 | 196 |
| Foreign debt securities | $5,054,000 | 92 |
| 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 | $97,182,000 | 620 |
| Mortgage-backed securities | $91,204,000 | 708 |
| Certificates of participation in pools of residential mortgages | $79,693,000 | 511 |
| Issued or guaranteed by U.S. | $79,693,000 | 510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,511,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $11,511,000 | 1,013 |
| 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) | $27,518,000 | 605 |
| Available-for-sale securities (fair market value) | $110,183,000 | 1,090 |
| Total debt securities | $137,701,000 | 1,012 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 196 |
| Fair value | $6,124,000 | 195 |
| 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 | $136,828,000 | 1,041 |
| U.S. Government securities | $97,250,000 | 938 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $97,250,000 | 891 |
| Securities issued by states & political subdivisions | $6,829,000 | 3,243 |
| Other domestic debt securities | $27,702,000 | 328 |
| 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 | $27,702,000 | 211 |
| Foreign debt securities | $5,047,000 | 92 |
| 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 | $100,488,000 | 609 |
| Mortgage-backed securities | $96,250,000 | 674 |
| Certificates of participation in pools of residential mortgages | $84,755,000 | 479 |
| Issued or guaranteed by U.S. | $84,755,000 | 479 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,495,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $11,495,000 | 1,027 |
| 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) | $25,126,000 | 655 |
| Available-for-sale securities (fair market value) | $111,702,000 | 1,091 |
| Total debt securities | $136,828,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 232 |
| Fair value | $6,140,000 | 232 |
| 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 | $129,554,000 | 1,096 |
| U.S. Government securities | $99,937,000 | 939 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $99,937,000 | 892 |
| Securities issued by states & political subdivisions | $5,284,000 | 3,487 |
| Other domestic debt securities | $20,326,000 | 398 |
| 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 | $20,326,000 | 266 |
| Foreign debt securities | $4,007,000 | 101 |
| 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 | $99,376,000 | 625 |
| Mortgage-backed securities | $98,937,000 | 670 |
| Certificates of participation in pools of residential mortgages | $86,543,000 | 474 |
| Issued or guaranteed by U.S. | $86,543,000 | 474 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,394,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $12,394,000 | 985 |
| 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) | $22,956,000 | 703 |
| Available-for-sale securities (fair market value) | $106,598,000 | 1,160 |
| Total debt securities | $129,554,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $2,047,000 | 619 |
| 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 | $129,902,000 | 1,106 |
| U.S. Government securities | $101,360,000 | 932 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $101,360,000 | 890 |
| Securities issued by states & political subdivisions | $5,290,000 | 3,500 |
| Other domestic debt securities | $20,252,000 | 393 |
| 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 | $20,252,000 | 260 |
| Foreign debt securities | $3,000,000 | 114 |
| 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 | $87,096,000 | 707 |
| Mortgage-backed securities | $99,370,000 | 655 |
| Certificates of participation in pools of residential mortgages | $86,211,000 | 480 |
| Issued or guaranteed by U.S. | $86,211,000 | 480 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,159,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $13,159,000 | 968 |
| 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) | $21,117,000 | 748 |
| Available-for-sale securities (fair market value) | $108,785,000 | 1,137 |
| Total debt securities | $129,902,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,986,000 | 767 |
| 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 | $123,511,000 | 1,166 |
| U.S. Government securities | $97,250,000 | 964 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $97,250,000 | 922 |
| Securities issued by states & political subdivisions | $3,851,000 | 3,857 |
| Other domestic debt securities | $19,410,000 | 404 |
| 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 | $19,410,000 | 269 |
| Foreign debt securities | $3,000,000 | 116 |
| 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 | $103,478,000 | 602 |
| Mortgage-backed securities | $95,249,000 | 664 |
| Certificates of participation in pools of residential mortgages | $83,229,000 | 497 |
| Issued or guaranteed by U.S. | $83,229,000 | 497 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,020,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $12,020,000 | 1,030 |
| 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) | $20,059,000 | 775 |
| Available-for-sale securities (fair market value) | $103,452,000 | 1,204 |
| Total debt securities | $123,511,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,996,000 | 876 |
| 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 | $127,332,000 | 1,142 |
| U.S. Government securities | $102,412,000 | 956 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $102,412,000 | 911 |
| Securities issued by states & political subdivisions | $3,603,000 | 3,924 |
| Other domestic debt securities | $18,317,000 | 423 |
| 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 | $18,317,000 | 284 |
| Foreign debt securities | $3,000,000 | 118 |
| 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 | $98,457,000 | 644 |
| Mortgage-backed securities | $100,428,000 | 657 |
| Certificates of participation in pools of residential mortgages | $87,555,000 | 482 |
| Issued or guaranteed by U.S. | $87,555,000 | 482 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,873,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $12,873,000 | 1,040 |
| 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) | $19,278,000 | 801 |
| Available-for-sale securities (fair market value) | $108,054,000 | 1,168 |
| Total debt securities | $127,332,000 | 1,126 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,963,000 | 1,009 |
| 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 | $128,173,000 | 1,145 |
| U.S. Government securities | $105,679,000 | 930 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $105,679,000 | 891 |
| Securities issued by states & political subdivisions | $3,060,000 | 4,055 |
| Other domestic debt securities | $16,434,000 | 449 |
| 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 | $16,434,000 | 302 |
| Foreign debt securities | $3,000,000 | 116 |
| 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 | $106,810,000 | 611 |
| Mortgage-backed securities | $103,690,000 | 635 |
| Certificates of participation in pools of residential mortgages | $89,846,000 | 479 |
| Issued or guaranteed by U.S. | $89,846,000 | 478 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,844,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $13,844,000 | 1,024 |
| 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) | $19,175,000 | 798 |
| Available-for-sale securities (fair market value) | $108,998,000 | 1,164 |
| Total debt securities | $128,173,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $1,988,000 | 1,080 |
| 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 | $132,780,000 | 1,115 |
| U.S. Government securities | $110,287,000 | 905 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $110,287,000 | 870 |
| Securities issued by states & political subdivisions | $3,062,000 | 4,099 |
| Other domestic debt securities | $16,431,000 | 443 |
| 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 | $16,431,000 | 299 |
| Foreign debt securities | $3,000,000 | 110 |
| 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 | $104,780,000 | 610 |
| Mortgage-backed securities | $108,320,000 | 627 |
| Certificates of participation in pools of residential mortgages | $93,777,000 | 465 |
| Issued or guaranteed by U.S. | $93,777,000 | 463 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,543,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $14,543,000 | 1,011 |
| 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) | $19,538,000 | 793 |
| Available-for-sale securities (fair market value) | $113,242,000 | 1,120 |
| Total debt securities | $132,780,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $2,002,000 | 1,067 |
| 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 | $135,865,000 | 1,109 |
| U.S. Government securities | $115,923,000 | 880 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $115,923,000 | 843 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,289 |
| Other domestic debt securities | $14,378,000 | 491 |
| 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 | $14,378,000 | 339 |
| Foreign debt securities | $3,000,000 | 108 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,411,000 | 547 |
| Mortgage-backed securities | $112,961,000 | 606 |
| Certificates of participation in pools of residential mortgages | $97,611,000 | 459 |
| Issued or guaranteed by U.S. | $97,611,000 | 458 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,350,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $15,350,000 | 997 |
| 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) | $19,347,000 | 804 |
| Available-for-sale securities (fair market value) | $116,518,000 | 1,108 |
| Total debt securities | $135,865,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $993,000 | 1,595 |
| 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 | $139,270,000 | 1,090 |
| U.S. Government securities | $120,635,000 | 850 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $120,635,000 | 817 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,589 |
| Other domestic debt securities | $13,914,000 | 516 |
| 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 | $13,914,000 | 349 |
| Foreign debt securities | $3,000,000 | 106 |
| 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 | $121,224,000 | 540 |
| Mortgage-backed securities | $117,662,000 | 595 |
| Certificates of participation in pools of residential mortgages | $101,400,000 | 449 |
| Issued or guaranteed by U.S. | $101,400,000 | 448 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,262,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $16,262,000 | 970 |
| 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) | $18,947,000 | 810 |
| Available-for-sale securities (fair market value) | $120,323,000 | 1,087 |
| Total debt securities | $139,270,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $995,000 | 1,628 |
| 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 | $140,993,000 | 1,092 |
| U.S. Government securities | $123,637,000 | 838 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $123,637,000 | 803 |
| Securities issued by states & political subdivisions | $1,521,000 | 4,688 |
| Other domestic debt securities | $12,835,000 | 555 |
| 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 | $12,835,000 | 374 |
| Foreign debt securities | $3,000,000 | 111 |
| 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 | $113,957,000 | 569 |
| Mortgage-backed securities | $120,690,000 | 584 |
| Certificates of participation in pools of residential mortgages | $105,235,000 | 432 |
| Issued or guaranteed by U.S. | $105,235,000 | 431 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,455,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $15,455,000 | 1,020 |
| 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) | $17,857,000 | 831 |
| Available-for-sale securities (fair market value) | $123,136,000 | 1,071 |
| Total debt securities | $140,993,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $145,968,000 | 1,043 |
| U.S. Government securities | $128,691,000 | 809 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $128,691,000 | 777 |
| Securities issued by states & political subdivisions | $1,521,000 | 4,724 |
| Other domestic debt securities | $12,756,000 | 585 |
| 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 | $12,756,000 | 391 |
| Foreign debt securities | $3,000,000 | 107 |
| 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 | $110,780,000 | 588 |
| Mortgage-backed securities | $125,767,000 | 561 |
| Certificates of participation in pools of residential mortgages | $109,630,000 | 398 |
| Issued or guaranteed by U.S. | $109,630,000 | 398 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,137,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $16,137,000 | 983 |
| 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) | $18,187,000 | 813 |
| Available-for-sale securities (fair market value) | $127,781,000 | 1,045 |
| Total debt securities | $145,968,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $152,391,000 | 1,019 |
| U.S. Government securities | $135,622,000 | 757 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $135,622,000 | 729 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,937 |
| Other domestic debt securities | $12,757,000 | 606 |
| 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 | $12,757,000 | 396 |
| Foreign debt securities | $3,000,000 | 111 |
| 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 | $112,085,000 | 568 |
| Mortgage-backed securities | $130,584,000 | 544 |
| Certificates of participation in pools of residential mortgages | $117,713,000 | 374 |
| Issued or guaranteed by U.S. | $117,713,000 | 373 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,871,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $12,871,000 | 1,135 |
| 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) | $18,045,000 | 798 |
| Available-for-sale securities (fair market value) | $134,346,000 | 1,007 |
| Total debt securities | $152,391,000 | 1,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $155,153,000 | 987 |
| U.S. Government securities | $138,385,000 | 752 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $138,385,000 | 726 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,924 |
| Other domestic debt securities | $12,756,000 | 609 |
| 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 | $12,756,000 | 397 |
| Foreign debt securities | $3,000,000 | 111 |
| 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 | $95,910,000 | 645 |
| Mortgage-backed securities | $133,356,000 | 535 |
| Certificates of participation in pools of residential mortgages | $120,415,000 | 370 |
| Issued or guaranteed by U.S. | $120,415,000 | 368 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,941,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $12,941,000 | 1,149 |
| 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) | $18,628,000 | 737 |
| Available-for-sale securities (fair market value) | $136,525,000 | 1,003 |
| Total debt securities | $155,153,000 | 976 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $149,759,000 | 1,034 |
| U.S. Government securities | $135,779,000 | 775 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $135,779,000 | 745 |
| Securities issued by states & political subdivisions | $1,012,000 | 4,939 |
| Other domestic debt securities | $9,968,000 | 717 |
| 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 | $9,968,000 | 467 |
| Foreign debt securities | $3,000,000 | 112 |
| 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 | $89,123,000 | 695 |
| Mortgage-backed securities | $130,766,000 | 556 |
| Certificates of participation in pools of residential mortgages | $118,325,000 | 385 |
| Issued or guaranteed by U.S. | $118,325,000 | 384 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,441,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $12,441,000 | 1,215 |
| 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) | $16,377,000 | 745 |
| Available-for-sale securities (fair market value) | $133,382,000 | 1,052 |
| Total debt securities | $149,759,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,018,000 | 1,183 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $152,456,000 | 999 |
| U.S. Government securities | $140,159,000 | 736 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $140,159,000 | 707 |
| Securities issued by states & political subdivisions | $410,000 | 5,323 |
| Other domestic debt securities | $8,887,000 | 748 |
| 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 | $8,887,000 | 491 |
| Foreign debt securities | $3,000,000 | 114 |
| 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 | $94,206,000 | 657 |
| Mortgage-backed securities | $136,142,000 | 538 |
| Certificates of participation in pools of residential mortgages | $123,260,000 | 371 |
| Issued or guaranteed by U.S. | $123,260,000 | 369 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,882,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $12,882,000 | 1,226 |
| 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) | $13,723,000 | 821 |
| Available-for-sale securities (fair market value) | $138,733,000 | 970 |
| Total debt securities | $152,456,000 | 986 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,017,000 | 1,607 |
| 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 | $167,433,000 | 922 |
| U.S. Government securities | $156,505,000 | 675 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $156,505,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $7,928,000 | 818 |
| 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 | $7,928,000 | 550 |
| Foreign debt securities | $3,000,000 | 115 |
| 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 | $89,663,000 | 666 |
| Mortgage-backed securities | $151,477,000 | 531 |
| Certificates of participation in pools of residential mortgages | $136,894,000 | 361 |
| Issued or guaranteed by U.S. | $136,894,000 | 360 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,583,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $14,583,000 | 1,201 |
| 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) | $14,210,000 | 821 |
| Available-for-sale securities (fair market value) | $153,223,000 | 900 |
| Total debt securities | $167,433,000 | 908 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,018,000 | 1,315 |
| 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 | $178,356,000 | 866 |
| U.S. Government securities | $168,412,000 | 649 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $168,412,000 | 628 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $5,944,000 | 977 |
| 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 | $5,944,000 | 673 |
| Foreign debt securities | $4,000,000 | 91 |
| 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 | $95,922,000 | 654 |
| Mortgage-backed securities | $163,393,000 | 505 |
| Certificates of participation in pools of residential mortgages | $147,218,000 | 340 |
| Issued or guaranteed by U.S. | $147,218,000 | 339 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,175,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $16,175,000 | 1,141 |
| 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) | $14,895,000 | 799 |
| Available-for-sale securities (fair market value) | $163,461,000 | 837 |
| Total debt securities | $178,356,000 | 852 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,017,000 | 1,490 |
| 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 | $176,142,000 | 883 |
| U.S. Government securities | $170,183,000 | 656 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $170,183,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,959,000 | 1,351 |
| 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 | $2,959,000 | 996 |
| Foreign debt securities | $3,000,000 | 88 |
| 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 | $81,530,000 | 759 |
| Mortgage-backed securities | $165,159,000 | 513 |
| Certificates of participation in pools of residential mortgages | $147,505,000 | 352 |
| Issued or guaranteed by U.S. | $147,505,000 | 351 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,654,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $17,654,000 | 1,102 |
| 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) | $11,827,000 | 908 |
| Available-for-sale securities (fair market value) | $164,315,000 | 841 |
| Total debt securities | $176,142,000 | 872 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,002,000 | 2,245 |
| 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 | $181,901,000 | 833 |
| U.S. Government securities | $178,901,000 | 602 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $178,901,000 | 583 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $3,000,000 | 72 |
| 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 | $83,235,000 | 683 |
| Mortgage-backed securities | $170,859,000 | 473 |
| Certificates of participation in pools of residential mortgages | $152,076,000 | 326 |
| Issued or guaranteed by U.S. | $152,076,000 | 325 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,783,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $18,783,000 | 996 |
| 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) | $12,279,000 | 910 |
| Available-for-sale securities (fair market value) | $169,622,000 | 789 |
| Total debt securities | $181,901,000 | 818 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $181,677,000 | 811 |
| U.S. Government securities | $178,677,000 | 591 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $178,677,000 | 568 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $3,000,000 | 73 |
| 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 | $82,670,000 | 666 |
| Mortgage-backed securities | $172,621,000 | 458 |
| Certificates of participation in pools of residential mortgages | $152,473,000 | 305 |
| Issued or guaranteed by U.S. | $152,473,000 | 303 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,148,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $20,148,000 | 937 |
| 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) | $10,507,000 | 985 |
| Available-for-sale securities (fair market value) | $171,170,000 | 753 |
| Total debt securities | $181,677,000 | 800 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,496,000 | 2,053 |
| 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 | $182,871,000 | 801 |
| U.S. Government securities | $181,871,000 | 580 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $181,871,000 | 560 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $1,000,000 | 85 |
| 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 | $86,024,000 | 658 |
| Mortgage-backed securities | $172,796,000 | 442 |
| Certificates of participation in pools of residential mortgages | $154,188,000 | 299 |
| Issued or guaranteed by U.S. | $154,188,000 | 297 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,608,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $18,608,000 | 953 |
| 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) | $9,109,000 | 1,071 |
| Available-for-sale securities (fair market value) | $173,762,000 | 736 |
| Total debt securities | $182,871,000 | 790 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $178,918,000 | 817 |
| U.S. Government securities | $177,918,000 | 590 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $177,918,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $1,000,000 | 80 |
| 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 | $83,878,000 | 673 |
| Mortgage-backed securities | $164,864,000 | 439 |
| Certificates of participation in pools of residential mortgages | $150,013,000 | 306 |
| Issued or guaranteed by U.S. | $150,013,000 | 305 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,851,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $14,851,000 | 1,058 |
| 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) | $9,377,000 | 1,063 |
| Available-for-sale securities (fair market value) | $169,541,000 | 763 |
| Total debt securities | $178,918,000 | 806 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $2,007,000 | 1,995 |
| 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 | $156,251,000 | 882 |
| U.S. Government securities | $155,251,000 | 652 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $155,251,000 | 624 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $1,000,000 | 72 |
| 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 | $86,641,000 | 649 |
| Mortgage-backed securities | $144,180,000 | 482 |
| Certificates of participation in pools of residential mortgages | $131,524,000 | 326 |
| Issued or guaranteed by U.S. | $131,524,000 | 323 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,656,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $12,656,000 | 1,127 |
| 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) | $7,824,000 | 1,150 |
| Available-for-sale securities (fair market value) | $148,427,000 | 815 |
| Total debt securities | $156,251,000 | 875 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,008,000 | 1,865 |
| 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 | $148,477,000 | 896 |
| U.S. Government securities | $147,477,000 | 662 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $147,477,000 | 632 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $1,000,000 | 68 |
| 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 | $91,800,000 | 609 |
| Mortgage-backed securities | $135,322,000 | 499 |
| Certificates of participation in pools of residential mortgages | $126,415,000 | 319 |
| Issued or guaranteed by U.S. | $126,415,000 | 315 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,907,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $8,907,000 | 1,364 |
| 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) | $8,423,000 | 1,148 |
| Available-for-sale securities (fair market value) | $140,054,000 | 848 |
| Total debt securities | $148,477,000 | 882 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $4,014,000 | 1,336 |
| 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 | $140,380,000 | 953 |
| U.S. Government securities | $139,380,000 | 691 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $139,380,000 | 658 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $1,000,000 | 68 |
| 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 | $86,370,000 | 650 |
| Mortgage-backed securities | $124,754,000 | 542 |
| Certificates of participation in pools of residential mortgages | $120,151,000 | 335 |
| Issued or guaranteed by U.S. | $120,151,000 | 331 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,603,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $4,603,000 | 1,720 |
| 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) | $8,961,000 | 1,145 |
| Available-for-sale securities (fair market value) | $131,419,000 | 886 |
| Total debt securities | $140,380,000 | 941 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 1,020 |
| Fair value | $6,028,000 | 1,035 |
| 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 | $130,690,000 | 1,010 |
| U.S. Government securities | $129,690,000 | 732 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $129,690,000 | 700 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $1,000,000 | 74 |
| 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 | $93,820,000 | 626 |
| Mortgage-backed securities | $118,132,000 | 577 |
| Certificates of participation in pools of residential mortgages | $115,391,000 | 371 |
| Issued or guaranteed by U.S. | $115,391,000 | 369 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,741,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,741,000 | 1,997 |
| 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) | $8,207,000 | 1,202 |
| Available-for-sale securities (fair market value) | $122,483,000 | 952 |
| Total debt securities | $130,690,000 | 995 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $2,994,000 | 1,454 |
| 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 | $123,554,000 | 1,045 |
| U.S. Government securities | $122,554,000 | 754 |
| U.S. Treasury securities | $3,009,000 | 517 |
| U.S. Government agency obligations | $119,545,000 | 743 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $1,000,000 | 71 |
| 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 | $103,196,000 | 564 |
| Mortgage-backed securities | $114,072,000 | 589 |
| Certificates of participation in pools of residential mortgages | $110,643,000 | 388 |
| Issued or guaranteed by U.S. | $110,643,000 | 385 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,429,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,429,000 | 1,824 |
| 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) | $11,611,000 | 1,006 |
| Available-for-sale securities (fair market value) | $111,943,000 | 1,017 |
| Total debt securities | $123,554,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,491,000 | 1,362 |
| 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 | $120,312,000 | 1,063 |
| U.S. Government securities | $118,312,000 | 753 |
| U.S. Treasury securities | $3,028,000 | 470 |
| U.S. Government agency obligations | $115,284,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $2,000,000 | 62 |
| 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 | $109,775,000 | 537 |
| Mortgage-backed securities | $112,272,000 | 598 |
| Certificates of participation in pools of residential mortgages | $109,436,000 | 406 |
| Issued or guaranteed by U.S. | $109,436,000 | 403 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,836,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 1,936 |
| 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) | $13,065,000 | 966 |
| Available-for-sale securities (fair market value) | $107,247,000 | 1,044 |
| Total debt securities | $120,312,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $117,966,000 | 1,069 |
| U.S. Government securities | $115,966,000 | 753 |
| U.S. Treasury securities | $3,046,000 | 446 |
| U.S. Government agency obligations | $112,920,000 | 747 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $2,000,000 | 61 |
| 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 | $115,699,000 | 501 |
| Mortgage-backed securities | $108,900,000 | 613 |
| Certificates of participation in pools of residential mortgages | $105,322,000 | 433 |
| Issued or guaranteed by U.S. | $105,322,000 | 429 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,578,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $3,578,000 | 1,743 |
| 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) | $13,615,000 | 954 |
| Available-for-sale securities (fair market value) | $104,351,000 | 1,043 |
| Total debt securities | $117,966,000 | 1,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $123,570,000 | 1,017 |
| U.S. Government securities | $121,570,000 | 727 |
| U.S. Treasury securities | $3,064,000 | 401 |
| U.S. Government agency obligations | $118,506,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $2,000,000 | 53 |
| 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 | $120,602,000 | 481 |
| Mortgage-backed securities | $113,459,000 | 594 |
| Certificates of participation in pools of residential mortgages | $108,961,000 | 439 |
| Issued or guaranteed by U.S. | $108,961,000 | 433 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,498,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 1,597 |
| 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) | $14,286,000 | 938 |
| Available-for-sale securities (fair market value) | $109,284,000 | 983 |
| Total debt securities | $123,570,000 | 998 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,042 |
| Fair value | $1,006,000 | 903 |
| 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 | $131,893,000 | 927 |
| U.S. Government securities | $128,643,000 | 681 |
| U.S. Treasury securities | $3,082,000 | 380 |
| U.S. Government agency obligations | $125,561,000 | 685 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $3,250,000 | 41 |
| 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 | $119,267,000 | 488 |
| Mortgage-backed securities | $120,478,000 | 559 |
| Certificates of participation in pools of residential mortgages | $114,650,000 | 410 |
| Issued or guaranteed by U.S. | $114,650,000 | 407 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,828,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $5,828,000 | 1,387 |
| 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) | $15,894,000 | 877 |
| Available-for-sale securities (fair market value) | $115,999,000 | 909 |
| Total debt securities | $131,893,000 | 908 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,100 |
| Fair value | $1,016,000 | 944 |
| 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 | $137,194,000 | 870 |
| U.S. Government securities | $133,944,000 | 638 |
| U.S. Treasury securities | $3,100,000 | 386 |
| U.S. Government agency obligations | $130,844,000 | 642 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $3,250,000 | 44 |
| 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 | $102,888,000 | 557 |
| Mortgage-backed securities | $125,833,000 | 513 |
| Certificates of participation in pools of residential mortgages | $119,736,000 | 375 |
| Issued or guaranteed by U.S. | $119,736,000 | 371 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,097,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $6,097,000 | 1,285 |
| 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) | $16,126,000 | 870 |
| Available-for-sale securities (fair market value) | $121,068,000 | 849 |
| Total debt securities | $137,194,000 | 856 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,064 |
| Fair value | $1,007,000 | 940 |
| 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 | $139,019,000 | 874 |
| U.S. Government securities | $134,269,000 | 628 |
| U.S. Treasury securities | $8,151,000 | 195 |
| U.S. Government agency obligations | $126,118,000 | 649 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $4,750,000 | 37 |
| 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 | $107,660,000 | 519 |
| Mortgage-backed securities | $122,607,000 | 521 |
| Certificates of participation in pools of residential mortgages | $116,120,000 | 390 |
| Issued or guaranteed by U.S. | $116,120,000 | 385 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,487,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $6,487,000 | 1,247 |
| 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) | $17,904,000 | 799 |
| Available-for-sale securities (fair market value) | $121,115,000 | 873 |
| Total debt securities | $139,019,000 | 849 |
| Structured notes | ||
| Amortized cost | $990,000 | 1,124 |
| Fair value | $1,012,000 | 997 |
| 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 | $143,704,000 | 830 |
| U.S. Government securities | $137,954,000 | 593 |
| U.S. Treasury securities | $8,204,000 | 210 |
| U.S. Government agency obligations | $129,750,000 | 622 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $5,750,000 | 37 |
| 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 | $98,121,000 | 547 |
| Mortgage-backed securities | $111,158,000 | 542 |
| Certificates of participation in pools of residential mortgages | $105,143,000 | 407 |
| Issued or guaranteed by U.S. | $105,143,000 | 400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,015,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $6,015,000 | 1,289 |
| 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) | $14,786,000 | 906 |
| Available-for-sale securities (fair market value) | $128,918,000 | 821 |
| Total debt securities | $143,704,000 | 806 |
| 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 | $156,248,000 | 768 |
| U.S. Government securities | $150,498,000 | 566 |
| U.S. Treasury securities | $9,164,000 | 216 |
| U.S. Government agency obligations | $141,334,000 | 582 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $5,750,000 | 34 |
| 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 | $146,365,000 | 380 |
| Mortgage-backed securities | $103,381,000 | 549 |
| Certificates of participation in pools of residential mortgages | $97,021,000 | 401 |
| Issued or guaranteed by U.S. | $97,021,000 | 397 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,360,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $6,360,000 | 1,208 |
| 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) | $18,533,000 | 806 |
| Available-for-sale securities (fair market value) | $137,715,000 | 741 |
| Total debt securities | $156,248,000 | 750 |
| 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 | $158,505,000 | 741 |
| U.S. Government securities | $152,755,000 | 559 |
| U.S. Treasury securities | $9,129,000 | 228 |
| U.S. Government agency obligations | $143,626,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $5,750,000 | 35 |
| 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 | $152,718,000 | 363 |
| Mortgage-backed securities | $106,053,000 | 508 |
| Certificates of participation in pools of residential mortgages | $99,349,000 | 368 |
| Issued or guaranteed by U.S. | $99,349,000 | 364 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,704,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $6,704,000 | 1,134 |
| 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) | $18,774,000 | 831 |
| Available-for-sale securities (fair market value) | $139,731,000 | 723 |
| Total debt securities | $158,505,000 | 723 |
| 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 | $163,015,000 | 722 |
| U.S. Government securities | $156,265,000 | 561 |
| U.S. Treasury securities | $9,061,000 | 261 |
| U.S. Government agency obligations | $147,204,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $6,750,000 | 35 |
| 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 | $156,233,000 | 356 |
| Mortgage-backed securities | $110,298,000 | 504 |
| Certificates of participation in pools of residential mortgages | $103,305,000 | 366 |
| Issued or guaranteed by U.S. | $103,305,000 | 361 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,993,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $6,993,000 | 1,087 |
| 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) | $20,053,000 | 790 |
| Available-for-sale securities (fair market value) | $142,962,000 | 696 |
| Total debt securities | $163,015,000 | 710 |
| 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 | $174,448,000 | 703 |
| U.S. Government securities | $167,698,000 | 528 |
| U.S. Treasury securities | $9,081,000 | 288 |
| U.S. Government agency obligations | $158,617,000 | 545 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $6,750,000 | 35 |
| 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 | $165,610,000 | 350 |
| Mortgage-backed securities | $113,022,000 | 494 |
| Certificates of participation in pools of residential mortgages | $105,572,000 | 362 |
| Issued or guaranteed by U.S. | $105,572,000 | 356 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,450,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $7,450,000 | 1,033 |
| 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) | $20,358,000 | 804 |
| Available-for-sale securities (fair market value) | $154,090,000 | 653 |
| Total debt securities | $174,448,000 | 688 |
| 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 | $192,070,000 | 655 |
| U.S. Government securities | $184,720,000 | 496 |
| U.S. Treasury securities | $9,067,000 | 312 |
| U.S. Government agency obligations | $175,653,000 | 506 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $600,000 | 2,203 |
| 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 | $600,000 | 1,626 |
| Foreign debt securities | $6,750,000 | 36 |
| 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 | $182,552,000 | 322 |
| Mortgage-backed securities | $116,556,000 | 490 |
| Certificates of participation in pools of residential mortgages | $109,814,000 | 355 |
| Issued or guaranteed by U.S. | $109,814,000 | 350 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,742,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $6,742,000 | 1,094 |
| 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) | $20,658,000 | 808 |
| Available-for-sale securities (fair market value) | $171,412,000 | 602 |
| Total debt securities | $192,070,000 | 637 |
| 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 | $196,523,000 | 656 |
| U.S. Government securities | $189,173,000 | 492 |
| U.S. Treasury securities | $9,084,000 | 315 |
| U.S. Government agency obligations | $180,089,000 | 506 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $600,000 | 2,233 |
| 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 | $600,000 | 1,659 |
| Foreign debt securities | $6,750,000 | 38 |
| 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 | $186,560,000 | 331 |
| Mortgage-backed securities | $119,758,000 | 487 |
| Certificates of participation in pools of residential mortgages | $114,141,000 | 355 |
| Issued or guaranteed by U.S. | $114,141,000 | 349 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,617,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $5,617,000 | 1,188 |
| 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) | $20,997,000 | 834 |
| Available-for-sale securities (fair market value) | $175,526,000 | 597 |
| Total debt securities | $196,523,000 | 637 |
| 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 | $198,266,000 | 652 |
| U.S. Government securities | $190,916,000 | 504 |
| U.S. Treasury securities | $9,021,000 | 332 |
| U.S. Government agency obligations | $181,895,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $600,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,705 |
| Foreign debt securities | $6,750,000 | 37 |
| 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 | $185,902,000 | 325 |
| Mortgage-backed securities | $122,219,000 | 479 |
| Certificates of participation in pools of residential mortgages | $118,423,000 | 354 |
| Issued or guaranteed by U.S. | $118,423,000 | 350 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,796,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $3,796,000 | 1,438 |
| 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) | $21,422,000 | 833 |
| Available-for-sale securities (fair market value) | $176,844,000 | 598 |
| Total debt securities | $198,266,000 | 631 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $210,473,000 | 624 |
| U.S. Government securities | $203,123,000 | 490 |
| U.S. Treasury securities | $8,065,000 | 383 |
| U.S. Government agency obligations | $195,058,000 | 487 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $600,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,777 |
| Foreign debt securities | $6,750,000 | 34 |
| 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 | $197,931,000 | 310 |
| Mortgage-backed securities | $129,082,000 | 467 |
| Certificates of participation in pools of residential mortgages | $126,059,000 | 339 |
| Issued or guaranteed by U.S. | $126,059,000 | 334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,023,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,023,000 | 1,572 |
| 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) | $29,883,000 | 657 |
| Available-for-sale securities (fair market value) | $180,590,000 | 603 |
| Total debt securities | $210,474,000 | 607 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $218,404,000 | 608 |
| U.S. Government securities | $210,239,000 | 480 |
| U.S. Treasury securities | $8,126,000 | 392 |
| U.S. Government agency obligations | $202,113,000 | 480 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,415,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $815,000 | 192 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,888 |
| Foreign debt securities | $6,750,000 | 32 |
| 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 | $210,085,000 | 304 |
| Mortgage-backed securities | $135,717,000 | 460 |
| Certificates of participation in pools of residential mortgages | $132,465,000 | 341 |
| Issued or guaranteed by U.S. | $132,465,000 | 335 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,252,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,252,000 | 1,535 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,355,000 | 662 |
| Available-for-sale securities (fair market value) | $188,049,000 | 577 |
| Total debt securities | $218,405,000 | 591 |
| 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 | $227,110,000 | 583 |
| U.S. Government securities | $218,961,000 | 468 |
| U.S. Treasury securities | $8,157,000 | 378 |
| U.S. Government agency obligations | $210,804,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,399,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $799,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,956 |
| Foreign debt securities | $6,750,000 | 35 |
| 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 | $218,760,000 | 284 |
| Mortgage-backed securities | $144,163,000 | 446 |
| Certificates of participation in pools of residential mortgages | $140,576,000 | 323 |
| Issued or guaranteed by U.S. | $140,576,000 | 317 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,587,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $3,587,000 | 1,471 |
| 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) | $24,320,000 | 799 |
| Available-for-sale securities (fair market value) | $202,790,000 | 530 |
| Total debt securities | $227,110,000 | 565 |
| 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 | $366,474,000 | 386 |
| U.S. Government securities | $358,500,000 | 303 |
| U.S. Treasury securities | $8,246,000 | 386 |
| U.S. Government agency obligations | $350,254,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,224,000 | 2,022 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $791,000 | 198 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,308 |
| Foreign debt securities | $6,750,000 | 32 |
| 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 | $355,283,000 | 196 |
| Mortgage-backed securities | $283,101,000 | 270 |
| Certificates of participation in pools of residential mortgages | $274,236,000 | 193 |
| Issued or guaranteed by U.S. | $274,236,000 | 188 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,865,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $8,865,000 | 972 |
| 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) | $25,361,000 | 778 |
| Available-for-sale securities (fair market value) | $341,113,000 | 343 |
| Total debt securities | $366,474,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $362,745,000 | 385 |
| U.S. Government securities | $354,788,000 | 307 |
| U.S. Treasury securities | $8,192,000 | 432 |
| U.S. Government agency obligations | $346,596,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,207,000 | 2,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $774,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,384 |
| Foreign debt securities | $6,750,000 | 38 |
| 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 | $341,851,000 | 199 |
| Mortgage-backed securities | $299,885,000 | 268 |
| Certificates of participation in pools of residential mortgages | $290,922,000 | 189 |
| Issued or guaranteed by U.S. | $290,922,000 | 183 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,963,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $8,963,000 | 994 |
| 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) | $26,411,000 | 793 |
| Available-for-sale securities (fair market value) | $336,334,000 | 354 |
| Total debt securities | $362,745,000 | 379 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $377,444,000 | 381 |
| U.S. Government securities | $369,466,000 | 305 |
| U.S. Treasury securities | $13,131,000 | 319 |
| U.S. Government agency obligations | $356,335,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,228,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $795,000 | 200 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,430 |
| Foreign debt securities | $6,750,000 | 35 |
| 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 | $365,173,000 | 186 |
| Mortgage-backed securities | $313,729,000 | 265 |
| Certificates of participation in pools of residential mortgages | $304,412,000 | 195 |
| Issued or guaranteed by U.S. | $304,412,000 | 188 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,317,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $9,317,000 | 988 |
| 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) | $27,435,000 | 762 |
| Available-for-sale securities (fair market value) | $350,009,000 | 347 |
| Total debt securities | $377,444,000 | 373 |
| 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 | $466,168,000 | 330 |
| U.S. Government securities | $458,205,000 | 261 |
| U.S. Treasury securities | $13,257,000 | 314 |
| U.S. Government agency obligations | $444,948,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,213,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $780,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,498 |
| Foreign debt securities | $6,750,000 | 36 |
| 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 | $452,662,000 | 171 |
| Mortgage-backed securities | $390,868,000 | 232 |
| Certificates of participation in pools of residential mortgages | $381,389,000 | 168 |
| Issued or guaranteed by U.S. | $381,389,000 | 164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,479,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $9,479,000 | 982 |
| 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) | $40,110,000 | 568 |
| Available-for-sale securities (fair market value) | $426,058,000 | 300 |
| Total debt securities | $466,168,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $555,416,000 | 289 |
| U.S. Government securities | $547,469,000 | 227 |
| U.S. Treasury securities | $17,564,000 | 264 |
| U.S. Government agency obligations | $529,905,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,197,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $764,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 2,607 |
| Foreign debt securities | $6,750,000 | 37 |
| 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 | $541,835,000 | 145 |
| Mortgage-backed securities | $465,120,000 | 215 |
| Certificates of participation in pools of residential mortgages | $450,728,000 | 147 |
| Issued or guaranteed by U.S. | $450,728,000 | 145 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,392,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $14,392,000 | 760 |
| 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) | $41,518,000 | 553 |
| Available-for-sale securities (fair market value) | $513,898,000 | 268 |
| Total debt securities | $555,416,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $479,686,000 | 328 |
| U.S. Government securities | $471,972,000 | 257 |
| U.S. Treasury securities | $16,131,000 | 267 |
| U.S. Government agency obligations | $455,841,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $964,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $833,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 3,039 |
| Foreign debt securities | $6,750,000 | 39 |
| 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 | $465,543,000 | 161 |
| Mortgage-backed securities | $431,781,000 | 227 |
| Certificates of participation in pools of residential mortgages | $421,953,000 | 157 |
| Issued or guaranteed by U.S. | $421,953,000 | 150 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,828,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $9,828,000 | 1,022 |
| 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) | $26,650,000 | 771 |
| Available-for-sale securities (fair market value) | $453,036,000 | 293 |
| Total debt securities | $479,686,000 | 317 |
| 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 | $526,282,000 | 302 |
| U.S. Government securities | $486,936,000 | 253 |
| U.S. Treasury securities | $10,752,000 | 385 |
| U.S. Government agency obligations | $476,184,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $32,596,000 | 396 |
| Privately issued residential mortgage-backed securities | $29,671,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $814,000 | 249 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,111,000 | 1,684 |
| Foreign debt securities | $6,750,000 | 44 |
| 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 | $485,057,000 | 148 |
| Mortgage-backed securities | $486,294,000 | 210 |
| Certificates of participation in pools of residential mortgages | $432,976,000 | 154 |
| Issued or guaranteed by U.S. | $432,976,000 | 151 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $53,318,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $23,647,000 | 631 |
| Privately issued | $29,671,000 | 146 |
| 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) | $28,089,000 | 739 |
| Available-for-sale securities (fair market value) | $498,193,000 | 278 |
| Total debt securities | $526,282,000 | 291 |
| 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 | $549,681,000 | 288 |
| U.S. Government securities | $531,670,000 | 235 |
| U.S. Treasury securities | $20,228,000 | 246 |
| U.S. Government agency obligations | $511,442,000 | 233 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $11,261,000 | 813 |
| Privately issued residential mortgage-backed securities | $8,362,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $788,000 | 273 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,111,000 | 1,785 |
| Foreign debt securities | $6,750,000 | 43 |
| 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 | $520,014,000 | 140 |
| Mortgage-backed securities | $500,155,000 | 203 |
| Certificates of participation in pools of residential mortgages | $449,127,000 | 146 |
| Issued or guaranteed by U.S. | $449,127,000 | 143 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $51,028,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $42,666,000 | 436 |
| Privately issued | $8,362,000 | 259 |
| 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) | $28,275,000 | 725 |
| Available-for-sale securities (fair market value) | $521,406,000 | 266 |
| Total debt securities | $549,681,000 | 283 |
| 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 | $528,096,000 | 296 |
| U.S. Government securities | $518,463,000 | 243 |
| U.S. Treasury securities | $10,637,000 | 383 |
| U.S. Government agency obligations | $507,826,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,888,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $762,000 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,126,000 | 1,841 |
| Foreign debt securities | $6,750,000 | 41 |
| 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 | $477,081,000 | 139 |
| Mortgage-backed securities | $494,617,000 | 211 |
| Certificates of participation in pools of residential mortgages | $449,498,000 | 140 |
| Issued or guaranteed by U.S. | $449,498,000 | 137 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $45,119,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $45,119,000 | 443 |
| 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) | $31,771,000 | 640 |
| Available-for-sale securities (fair market value) | $496,325,000 | 281 |
| Total debt securities | $528,096,000 | 287 |
| 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 | $518,927,000 | 305 |
| U.S. Government securities | $509,320,000 | 255 |
| U.S. Treasury securities | $10,713,000 | 406 |
| U.S. Government agency obligations | $498,607,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,852,000 | 1,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $731,000 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,121,000 | 1,838 |
| Foreign debt securities | $6,750,000 | 43 |
| 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 | $497,001,000 | 135 |
| Mortgage-backed securities | $493,473,000 | 205 |
| Certificates of participation in pools of residential mortgages | $468,209,000 | 129 |
| Issued or guaranteed by U.S. | $468,209,000 | 127 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $25,264,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $25,264,000 | 664 |
| 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) | $24,944,000 | 769 |
| Available-for-sale securities (fair market value) | $493,983,000 | 277 |
| Total debt securities | $518,927,000 | 299 |
| 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 | $479,378,000 | 311 |
| U.S. Government securities | $461,404,000 | 257 |
| U.S. Treasury securities | $10,803,000 | 420 |
| U.S. Government agency obligations | $450,601,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $17,974,000 | 645 |
| Privately issued residential mortgage-backed securities | $8,289,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $831,000 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,854,000 | 779 |
| 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 | $257,329,000 | 217 |
| Mortgage-backed securities | $453,722,000 | 206 |
| Certificates of participation in pools of residential mortgages | $420,347,000 | 141 |
| Issued or guaranteed by U.S. | $420,347,000 | 138 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $33,375,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $25,086,000 | 661 |
| Privately issued | $8,289,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,077,000 | 1,144 |
| Available-for-sale securities (fair market value) | $464,301,000 | 275 |
| Total debt securities | $479,378,000 | 299 |
| 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 | $467,404,000 | 293 |
| U.S. Government securities | $435,065,000 | 238 |
| U.S. Treasury securities | $10,000,000 | 467 |
| U.S. Government agency obligations | $425,065,000 | 229 |
| Securities issued by states & political subdivisions | $992,000 | 5,272 |
| Other domestic debt securities | $31,347,000 | 458 |
| Privately issued residential mortgage-backed securities | $14,552,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,148,000 | 114 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,647,000 | 799 |
| 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 | $253,453,000 | 204 |
| Mortgage-backed securities | $439,617,000 | 199 |
| Certificates of participation in pools of residential mortgages | $379,079,000 | 138 |
| Issued or guaranteed by U.S. | $379,079,000 | 135 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $60,538,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $45,986,000 | 431 |
| Privately issued | $14,552,000 | 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 | 5,093 |
| Available-for-sale securities (fair market value) | $467,404,000 | 248 |
| Total debt securities | $467,404,000 | 290 |
| 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 | $545,311,000 | 243 |
| U.S. Government securities | $458,958,000 | 217 |
| U.S. Treasury securities | $9,997,000 | 651 |
| U.S. Government agency obligations | $448,961,000 | 209 |
| Securities issued by states & political subdivisions | $38,360,000 | 355 |
| Other domestic debt securities | $14,921,000 | 642 |
| 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 | $14,921,000 | 514 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $33,072,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,602,000 | 182 |
| Mortgage-backed securities | $416,065,000 | 178 |
| Certificates of participation in pools of residential mortgages | $409,306,000 | 118 |
| Issued or guaranteed by U.S. | $409,306,000 | 118 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,759,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $6,759,000 | 1,166 |
| 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) | $545,311,000 | 204 |
| Total debt securities | $512,239,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $660,850,000 | 228 |
| U.S. Government securities | $522,970,000 | 213 |
| U.S. Treasury securities | $9,937,000 | 892 |
| U.S. Government agency obligations | $513,033,000 | 198 |
| Securities issued by states & political subdivisions | $92,399,000 | 119 |
| Other domestic debt securities | $12,409,000 | 729 |
| 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 | $12,409,000 | 576 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $33,072,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,793,000 | 157 |
| Mortgage-backed securities | $490,739,000 | 179 |
| Certificates of participation in pools of residential mortgages | $469,453,000 | 123 |
| Issued or guaranteed by U.S. | $469,453,000 | 118 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $21,286,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $21,286,000 | 636 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $660,850,000 | 186 |
| Total debt securities | $627,778,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $688,065,000 | 223 |
| U.S. Government securities | $550,590,000 | 214 |
| U.S. Treasury securities | $11,019,000 | 1,184 |
| U.S. Government agency obligations | $539,571,000 | 189 |
| Securities issued by states & political subdivisions | $104,875,000 | 109 |
| Other domestic debt securities | $4,832,000 | 1,139 |
| 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 | $4,832,000 | 915 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $27,768,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $419,437,000 | 135 |
| Mortgage-backed securities | $510,604,000 | 178 |
| Certificates of participation in pools of residential mortgages | $485,795,000 | 119 |
| Issued or guaranteed by U.S. | $485,795,000 | 116 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $24,809,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $24,809,000 | 601 |
| 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) | $356,265,000 | 95 |
| Available-for-sale securities (fair market value) | $331,800,000 | 326 |
| Total debt securities | $660,297,000 | 221 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $666,020,000 | 225 |
| U.S. Government securities | $551,269,000 | 211 |
| U.S. Treasury securities | $13,008,000 | 1,444 |
| U.S. Government agency obligations | $538,261,000 | 181 |
| Securities issued by states & political subdivisions | $87,405,000 | 106 |
| Other domestic debt securities | $2,940,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,010 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,715,000 | 912 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $24,406,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,299,000 | 164 |
| Mortgage-backed securities | $520,974,000 | 163 |
| Certificates of participation in pools of residential mortgages | $472,267,000 | 114 |
| Issued or guaranteed by U.S. | $472,267,000 | 112 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $48,707,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $48,482,000 | 364 |
| Privately issued | $225,000 | 815 |
| 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) | $367,734,000 | 105 |
| Available-for-sale securities (fair market value) | $298,286,000 | 336 |
| Total debt securities | $641,614,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $641,439,000 | 249 |
| U.S. Government securities | $525,552,000 | 240 |
| U.S. Treasury securities | $12,039,000 | 1,896 |
| U.S. Government agency obligations | $513,513,000 | 201 |
| Securities issued by states & political subdivisions | $89,043,000 | 102 |
| Other domestic debt securities | $3,594,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $671,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,923,000 | 894 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $23,250,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,305,000 | 161 |
| Mortgage-backed securities | $491,710,000 | 183 |
| Certificates of participation in pools of residential mortgages | $454,179,000 | 136 |
| Issued or guaranteed by U.S. | $454,179,000 | 129 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $37,531,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $36,860,000 | 455 |
| Privately issued | $671,000 | 676 |
| 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) | $369,905,000 | 128 |
| Available-for-sale securities (fair market value) | $271,534,000 | 366 |
| Total debt securities | $618,189,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $565,518,000 | 294 |
| U.S. Government securities | $443,084,000 | 293 |
| U.S. Treasury securities | $10,687,000 | 2,525 |
| U.S. Government agency obligations | $432,397,000 | 235 |
| Securities issued by states & political subdivisions | $98,044,000 | 89 |
| Other domestic debt securities | $4,995,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $1,541,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,454,000 | 1,011 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $19,395,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,556,000 | 265 |
| Mortgage-backed securities | $410,418,000 | 234 |
| Certificates of participation in pools of residential mortgages | $384,884,000 | 158 |
| Issued or guaranteed by U.S. | $384,884,000 | 147 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $25,534,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $23,993,000 | 664 |
| Privately issued | $1,541,000 | 510 |
| 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) | $307,007,000 | 160 |
| Available-for-sale securities (fair market value) | $258,511,000 | 398 |
| Total debt securities | $546,123,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $552,458,000 | 313 |
| U.S. Government securities | $444,032,000 | 320 |
| U.S. Treasury securities | $10,189,000 | 3,336 |
| U.S. Government agency obligations | $433,843,000 | 241 |
| Securities issued by states & political subdivisions | $81,333,000 | 115 |
| Other domestic debt securities | $11,434,000 | 682 |
| Privately issued residential mortgage-backed securities | $1,997,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,437,000 | 557 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $15,659,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,737,000 | 286 |
| Mortgage-backed securities | $408,699,000 | 235 |
| Certificates of participation in pools of residential mortgages | $383,481,000 | 154 |
| Issued or guaranteed by U.S. | $383,481,000 | 141 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $25,218,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $23,221,000 | 754 |
| Privately issued | $1,997,000 | 489 |
| 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) | $383,919,000 | 262 |
| Available-for-sale securities (fair market value) | $168,539,000 | 355 |
| Total debt securities | $536,799,000 | 315 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $182,453,000 | 778 |
| U.S. Government securities | $137,036,000 | 834 |
| U.S. Treasury securities | $8,120,000 | 4,107 |
| U.S. Government agency obligations | $128,916,000 | 622 |
| Securities issued by states & political subdivisions | $22,558,000 | 527 |
| Other domestic debt securities | $20,307,000 | 535 |
| Privately issued residential mortgage-backed securities | $3,557,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,750,000 | 420 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,552,000 | 1,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,227,000 | 558 |
| Mortgage-backed securities | $107,575,000 | 635 |
| Certificates of participation in pools of residential mortgages | $34,276,000 | 981 |
| Issued or guaranteed by U.S. | $34,276,000 | 948 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $73,299,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $69,742,000 | 371 |
| Privately issued | $3,557,000 | 410 |
| 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 | $179,901,000 | 766 |
| 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 | $197,070,000 | 695 |
| U.S. Government securities | $130,174,000 | 835 |
| U.S. Treasury securities | $5,286,000 | 5,575 |
| U.S. Government agency obligations | $124,888,000 | 602 |
| Securities issued by states & political subdivisions | $23,689,000 | 444 |
| Other domestic debt securities | $42,211,000 | 360 |
| Privately issued residential mortgage-backed securities | $8,169,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,042,000 | 265 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $996,000 | 1,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,779,000 | 682 |
| Mortgage-backed securities | $112,140,000 | 602 |
| Certificates of participation in pools of residential mortgages | $54,302,000 | 698 |
| Issued or guaranteed by U.S. | $54,302,000 | 663 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $57,838,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $49,669,000 | 456 |
| Privately issued | $8,169,000 | 314 |
| 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 | $196,074,000 | 686 |
| 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 |