Home > Belmont Savings Bank > Securities
Belmont Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $168,199,000 | 1,143 |
| U.S. Government securities | $72,402,000 | 1,472 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $72,402,000 | 1,251 |
| Securities issued by states & political subdivisions | $94,057,000 | 480 |
| Other domestic debt securities | $1,733,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,590,000 | 825 |
| Mortgage-backed securities | $72,616,000 | 992 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,561,000 | 718 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,322 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,928,000 | 868 |
| Other commercial mortgage-backed securities | $7,599,000 | 583 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $168,192,000 | 976 |
| Total debt securities | $168,192,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $160,492,000 | 1,172 |
| U.S. Government securities | $71,978,000 | 1,479 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $71,978,000 | 1,254 |
| Securities issued by states & political subdivisions | $86,788,000 | 506 |
| Other domestic debt securities | $1,722,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,161,000 | 798 |
| Mortgage-backed securities | $72,229,000 | 985 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,984,000 | 717 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,298 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,883,000 | 859 |
| Other commercial mortgage-backed securities | $7,803,000 | 566 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $160,488,000 | 1,007 |
| Total debt securities | $160,489,000 | 1,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $173,791,000 | 1,125 |
| U.S. Government securities | $75,877,000 | 1,461 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $75,877,000 | 1,241 |
| Securities issued by states & political subdivisions | $95,164,000 | 481 |
| Other domestic debt securities | $2,747,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,035,000 | 535 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,853,000 | 798 |
| Mortgage-backed securities | $75,984,000 | 975 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,063,000 | 690 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,282 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,383,000 | 921 |
| Other commercial mortgage-backed securities | $6,937,000 | 605 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $173,788,000 | 965 |
| Total debt securities | $173,789,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $179,107,000 | 1,144 |
| U.S. Government securities | $79,694,000 | 1,480 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $79,694,000 | 1,204 |
| Securities issued by states & political subdivisions | $96,598,000 | 500 |
| Other domestic debt securities | $2,812,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,110,000 | 532 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,780,000 | 944 |
| Mortgage-backed securities | $79,683,000 | 992 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,574,000 | 697 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,303 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,410,000 | 945 |
| Other commercial mortgage-backed securities | $7,043,000 | 614 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $179,104,000 | 987 |
| Total debt securities | $179,103,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $173,584,000 | 1,207 |
| U.S. Government securities | $80,765,000 | 1,479 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $80,765,000 | 1,193 |
| Securities issued by states & political subdivisions | $89,970,000 | 572 |
| Other domestic debt securities | $2,847,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,154,000 | 549 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,154,000 | 1,003 |
| Mortgage-backed securities | $80,860,000 | 984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,768,000 | 694 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 2,313 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,402,000 | 939 |
| Other commercial mortgage-backed securities | $7,004,000 | 613 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $173,582,000 | 1,049 |
| Total debt securities | $173,581,000 | 1,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $174,975,000 | 1,209 |
| U.S. Government securities | $84,372,000 | 1,452 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $84,372,000 | 1,160 |
| Securities issued by states & political subdivisions | $88,867,000 | 591 |
| Other domestic debt securities | $1,732,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,904,000 | 1,088 |
| Mortgage-backed securities | $84,504,000 | 951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,964,000 | 691 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,309 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,401,000 | 968 |
| Other commercial mortgage-backed securities | $8,392,000 | 600 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $174,971,000 | 1,056 |
| Total debt securities | $174,972,000 | 1,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $189,579,000 | 1,124 |
| U.S. Government securities | $92,253,000 | 1,371 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $92,253,000 | 1,111 |
| Securities issued by states & political subdivisions | $95,594,000 | 569 |
| Other domestic debt securities | $1,729,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,102,000 | 1,131 |
| Mortgage-backed securities | $92,264,000 | 921 |
| Certificates of participation in pools of residential mortgages | $79,974,000 | 672 |
| Issued or guaranteed by U.S. | $79,974,000 | 663 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $862,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 2,285 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,428,000 | 828 |
| Commercial mortgage pass-through securities | $2,511,000 | 937 |
| Other commercial mortgage-backed securities | $8,917,000 | 627 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $189,576,000 | 997 |
| Total debt securities | $189,576,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $208,672,000 | 1,035 |
| U.S. Government securities | $24,685,000 | 2,849 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $24,685,000 | 2,471 |
| Securities issued by states & political subdivisions | $104,671,000 | 524 |
| Other domestic debt securities | $79,310,000 | 282 |
| Privately issued residential mortgage-backed securities | $77,581,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,539,000 | 1,072 |
| Mortgage-backed securities | $102,210,000 | 872 |
| Certificates of participation in pools of residential mortgages | $89,233,000 | 635 |
| Issued or guaranteed by U.S. | $11,652,000 | 2,100 |
| Privately issued | $77,581,000 | 11 |
| Collaterized mortgage obligations | $997,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,235 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,980,000 | 815 |
| Commercial mortgage pass-through securities | $2,567,000 | 934 |
| Other commercial mortgage-backed securities | $9,413,000 | 606 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $208,666,000 | 926 |
| Total debt securities | $208,668,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $221,084,000 | 954 |
| U.S. Government securities | $27,228,000 | 2,571 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $27,228,000 | 2,332 |
| Securities issued by states & political subdivisions | $105,208,000 | 547 |
| Other domestic debt securities | $88,642,000 | 264 |
| Privately issued residential mortgage-backed securities | $86,673,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $233,000 | 516 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,577,000 | 1,032 |
| Mortgage-backed securities | $113,710,000 | 795 |
| Certificates of participation in pools of residential mortgages | $99,320,000 | 588 |
| Issued or guaranteed by U.S. | $12,647,000 | 2,020 |
| Privately issued | $86,673,000 | 12 |
| Collaterized mortgage obligations | $1,207,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,184 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $13,183,000 | 783 |
| Commercial mortgage pass-through securities | $2,944,000 | 883 |
| Other commercial mortgage-backed securities | $10,239,000 | 579 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $221,078,000 | 873 |
| Total debt securities | $221,078,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $224,663,000 | 880 |
| U.S. Government securities | $29,212,000 | 2,426 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $29,212,000 | 2,242 |
| Securities issued by states & political subdivisions | $97,645,000 | 561 |
| Other domestic debt securities | $97,800,000 | 239 |
| Privately issued residential mortgage-backed securities | $95,114,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $683,000 | 502 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,390,000 | 955 |
| Mortgage-backed securities | $124,386,000 | 712 |
| Certificates of participation in pools of residential mortgages | $108,972,000 | 517 |
| Issued or guaranteed by U.S. | $13,858,000 | 1,952 |
| Privately issued | $95,114,000 | 11 |
| Collaterized mortgage obligations | $1,441,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,141 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,973,000 | 741 |
| Commercial mortgage pass-through securities | $3,011,000 | 867 |
| Other commercial mortgage-backed securities | $10,962,000 | 553 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $224,657,000 | 805 |
| Total debt securities | $224,658,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $227,824,000 | 838 |
| U.S. Government securities | $31,951,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $31,951,000 | 2,083 |
| Securities issued by states & political subdivisions | $87,929,000 | 612 |
| Other domestic debt securities | $107,933,000 | 213 |
| Privately issued residential mortgage-backed securities | $104,905,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,012,000 | 479 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,452,000 | 962 |
| Mortgage-backed securities | $136,821,000 | 633 |
| Certificates of participation in pools of residential mortgages | $120,303,000 | 456 |
| Issued or guaranteed by U.S. | $15,398,000 | 1,829 |
| Privately issued | $104,905,000 | 12 |
| Collaterized mortgage obligations | $1,725,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,725,000 | 2,054 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $14,793,000 | 706 |
| Commercial mortgage pass-through securities | $3,050,000 | 865 |
| Other commercial mortgage-backed securities | $11,743,000 | 513 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $227,813,000 | 762 |
| Total debt securities | $227,813,000 | 825 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $231,731,000 | 760 |
| U.S. Government securities | $153,362,000 | 691 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $153,362,000 | 643 |
| Securities issued by states & political subdivisions | $75,024,000 | 679 |
| Other domestic debt securities | $3,331,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,019,000 | 479 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,259,000 | 857 |
| Mortgage-backed securities | $153,674,000 | 548 |
| Certificates of participation in pools of residential mortgages | $135,857,000 | 386 |
| Issued or guaranteed by U.S. | $135,857,000 | 379 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,228,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,228,000 | 1,894 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $15,589,000 | 650 |
| Commercial mortgage pass-through securities | $3,055,000 | 850 |
| Other commercial mortgage-backed securities | $12,534,000 | 474 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $231,717,000 | 689 |
| Total debt securities | $231,716,000 | 752 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $243,036,000 | 665 |
| U.S. Government securities | $169,935,000 | 559 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $169,935,000 | 528 |
| Securities issued by states & political subdivisions | $69,792,000 | 697 |
| Other domestic debt securities | $3,292,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,024,000 | 454 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,407,000 | 838 |
| Mortgage-backed securities | $172,203,000 | 462 |
| Certificates of participation in pools of residential mortgages | $152,913,000 | 320 |
| Issued or guaranteed by U.S. | $152,913,000 | 318 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,858,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $2,858,000 | 1,812 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $16,432,000 | 590 |
| Commercial mortgage pass-through securities | $3,137,000 | 803 |
| Other commercial mortgage-backed securities | $13,295,000 | 437 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $243,019,000 | 616 |
| Total debt securities | $243,017,000 | 657 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $242,498,000 | 630 |
| U.S. Government securities | $193,499,000 | 488 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $193,499,000 | 459 |
| Securities issued by states & political subdivisions | $45,686,000 | 934 |
| Other domestic debt securities | $3,299,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,033,000 | 436 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,208,000 | 946 |
| Mortgage-backed securities | $195,765,000 | 407 |
| Certificates of participation in pools of residential mortgages | $175,240,000 | 273 |
| Issued or guaranteed by U.S. | $175,240,000 | 272 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,683,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $3,683,000 | 1,704 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $16,842,000 | 569 |
| Commercial mortgage pass-through securities | $3,153,000 | 789 |
| Other commercial mortgage-backed securities | $13,689,000 | 410 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $242,484,000 | 575 |
| Total debt securities | $242,484,000 | 622 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $242,239,000 | 614 |
| U.S. Government securities | $214,040,000 | 445 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $214,040,000 | 419 |
| Securities issued by states & political subdivisions | $24,822,000 | 1,450 |
| Other domestic debt securities | $3,362,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,158,000 | 391 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,319,000 | 817 |
| Mortgage-backed securities | $216,244,000 | 382 |
| Certificates of participation in pools of residential mortgages | $196,679,000 | 247 |
| Issued or guaranteed by U.S. | $196,679,000 | 246 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,582,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,582,000 | 1,621 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $14,983,000 | 587 |
| Commercial mortgage pass-through securities | $3,161,000 | 774 |
| Other commercial mortgage-backed securities | $11,822,000 | 432 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $242,224,000 | 558 |
| Total debt securities | $242,224,000 | 607 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $250,235,000 | 576 |
| U.S. Government securities | $46,251,000 | 1,514 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $46,251,000 | 1,432 |
| Securities issued by states & political subdivisions | $14,803,000 | 1,903 |
| Other domestic debt securities | $189,170,000 | 113 |
| Privately issued residential mortgage-backed securities | $185,480,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,512,000 | 363 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $11,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,774,000 | 1,048 |
| Mortgage-backed securities | $233,909,000 | 358 |
| Certificates of participation in pools of residential mortgages | $213,450,000 | 236 |
| Issued or guaranteed by U.S. | $27,970,000 | 1,055 |
| Privately issued | $185,480,000 | 6 |
| Collaterized mortgage obligations | $5,173,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $5,173,000 | 1,560 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $15,286,000 | 580 |
| Commercial mortgage pass-through securities | $3,139,000 | 756 |
| Other commercial mortgage-backed securities | $12,147,000 | 421 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $250,235,000 | 526 |
| Total debt securities | $250,224,000 | 567 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $243,557,000 | 573 |
| U.S. Government securities | $48,577,000 | 1,486 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $48,577,000 | 1,411 |
| Securities issued by states & political subdivisions | $1,000,000 | 3,871 |
| Other domestic debt securities | $193,958,000 | 108 |
| Privately issued residential mortgage-backed securities | $189,864,000 | 27 |
| Commercial mortgage-backed securities - Total | $2,321,000 | 139 |
| Asset backed securities | $1,773,000 | 332 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $22,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,552,000 | 1,014 |
| Mortgage-backed securities | $240,266,000 | 334 |
| Certificates of participation in pools of residential mortgages | $219,408,000 | 229 |
| Issued or guaranteed by U.S. | $29,544,000 | 999 |
| Privately issued | $189,864,000 | 5 |
| Collaterized mortgage obligations | $5,436,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $5,436,000 | 1,515 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $15,422,000 | 564 |
| Commercial mortgage pass-through securities | $3,001,000 | 761 |
| Other commercial mortgage-backed securities | $12,421,000 | 405 |
| Held to maturity securities (book value) | $496,000 | 1,486 |
| Available-for-sale securities (fair market value) | $243,061,000 | 519 |
| Total debt securities | $243,535,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $250,396,000 | 562 |
| U.S. Government securities | $246,276,000 | 400 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $246,276,000 | 382 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $4,093,000 | 975 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $2,321,000 | 135 |
| Asset backed securities | $1,772,000 | 317 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $27,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,751,000 | 985 |
| Mortgage-backed securities | $248,102,000 | 322 |
| Certificates of participation in pools of residential mortgages | $230,388,000 | 205 |
| Issued or guaranteed by U.S. | $230,388,000 | 204 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,668,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,668,000 | 1,501 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,046,000 | 636 |
| Commercial mortgage pass-through securities | $315,000 | 1,328 |
| Other commercial mortgage-backed securities | $11,731,000 | 407 |
| Held to maturity securities (book value) | $495,000 | 1,549 |
| Available-for-sale securities (fair market value) | $249,901,000 | 500 |
| Total debt securities | $250,369,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $255,206,000 | 552 |
| U.S. Government securities | $247,299,000 | 406 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $247,299,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $7,885,000 | 712 |
| Privately issued residential mortgage-backed securities | $3,776,000 | 243 |
| Commercial mortgage-backed securities - Total | $2,337,000 | 128 |
| Asset backed securities | $1,772,000 | 306 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $22,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,724,000 | 865 |
| Mortgage-backed securities | $252,917,000 | 316 |
| Certificates of participation in pools of residential mortgages | $240,797,000 | 201 |
| Issued or guaranteed by U.S. | $240,797,000 | 201 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,776,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $3,776,000 | 163 |
| Commercial mortgage-backed securities | $8,344,000 | 756 |
| Commercial mortgage pass-through securities | $5,715,000 | 570 |
| Other commercial mortgage-backed securities | $2,629,000 | 719 |
| Held to maturity securities (book value) | $495,000 | 1,597 |
| Available-for-sale securities (fair market value) | $254,711,000 | 489 |
| Total debt securities | $255,185,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $266,104,000 | 530 |
| U.S. Government securities | $258,127,000 | 393 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $258,127,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $7,958,000 | 704 |
| Privately issued residential mortgage-backed securities | $3,865,000 | 244 |
| Commercial mortgage-backed securities - Total | $2,335,000 | 116 |
| Asset backed securities | $1,758,000 | 293 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $19,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,133,000 | 863 |
| Mortgage-backed securities | $260,671,000 | 304 |
| Certificates of participation in pools of residential mortgages | $248,474,000 | 199 |
| Issued or guaranteed by U.S. | $248,474,000 | 199 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,865,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $3,865,000 | 164 |
| Commercial mortgage-backed securities | $8,332,000 | 707 |
| Commercial mortgage pass-through securities | $5,749,000 | 551 |
| Other commercial mortgage-backed securities | $2,583,000 | 663 |
| Held to maturity securities (book value) | $495,000 | 1,622 |
| Available-for-sale securities (fair market value) | $265,609,000 | 469 |
| Total debt securities | $266,085,000 | 523 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $270,977,000 | 529 |
| U.S. Government securities | $262,890,000 | 387 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $262,890,000 | 364 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $8,029,000 | 684 |
| Privately issued residential mortgage-backed securities | $3,945,000 | 221 |
| Commercial mortgage-backed securities - Total | $2,336,000 | 109 |
| Asset backed securities | $1,748,000 | 289 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $58,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,787,000 | 866 |
| Mortgage-backed securities | $265,513,000 | 299 |
| Certificates of participation in pools of residential mortgages | $253,256,000 | 189 |
| Issued or guaranteed by U.S. | $253,256,000 | 189 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,945,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $3,945,000 | 160 |
| Commercial mortgage-backed securities | $8,312,000 | 687 |
| Commercial mortgage pass-through securities | $5,777,000 | 540 |
| Other commercial mortgage-backed securities | $2,535,000 | 640 |
| Held to maturity securities (book value) | $495,000 | 1,664 |
| Available-for-sale securities (fair market value) | $270,482,000 | 460 |
| Total debt securities | $270,919,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $283,051,000 | 509 |
| U.S. Government securities | $274,919,000 | 373 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $274,919,000 | 353 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $8,055,000 | 646 |
| Privately issued residential mortgage-backed securities | $3,984,000 | 181 |
| Commercial mortgage-backed securities - Total | $2,333,000 | 104 |
| Asset backed securities | $1,738,000 | 283 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $77,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,507,000 | 837 |
| Mortgage-backed securities | $277,600,000 | 291 |
| Certificates of participation in pools of residential mortgages | $265,314,000 | 184 |
| Issued or guaranteed by U.S. | $265,314,000 | 183 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,984,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $3,984,000 | 158 |
| Commercial mortgage-backed securities | $8,302,000 | 680 |
| Commercial mortgage pass-through securities | $5,816,000 | 528 |
| Other commercial mortgage-backed securities | $2,486,000 | 646 |
| Held to maturity securities (book value) | $495,000 | 1,693 |
| Available-for-sale securities (fair market value) | $282,556,000 | 444 |
| Total debt securities | $282,973,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $298,698,000 | 483 |
| U.S. Government securities | $293,239,000 | 355 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $293,239,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $5,373,000 | 900 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $5,373,000 | 175 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $86,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,294,000 | 850 |
| Mortgage-backed securities | $289,594,000 | 282 |
| Certificates of participation in pools of residential mortgages | $289,594,000 | 177 |
| Issued or guaranteed by U.S. | $289,594,000 | 176 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $9,018,000 | 912 |
| Available-for-sale securities (fair market value) | $289,680,000 | 435 |
| Total debt securities | $298,612,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $310,076,000 | 476 |
| U.S. Government securities | $307,369,000 | 341 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $307,369,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $2,632,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,632,000 | 220 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $75,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,268,000 | 813 |
| Mortgage-backed securities | $306,875,000 | 274 |
| Certificates of participation in pools of residential mortgages | $306,875,000 | 173 |
| Issued or guaranteed by U.S. | $306,875,000 | 171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,126,000 | 1,285 |
| Available-for-sale securities (fair market value) | $306,950,000 | 417 |
| Total debt securities | $310,001,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $325,433,000 | 460 |
| U.S. Government securities | $325,294,000 | 324 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $325,294,000 | 311 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $139,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,017,000 | 794 |
| Mortgage-backed securities | $324,800,000 | 259 |
| Certificates of participation in pools of residential mortgages | $324,800,000 | 163 |
| Issued or guaranteed by U.S. | $324,800,000 | 161 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $494,000 | 1,764 |
| Available-for-sale securities (fair market value) | $324,939,000 | 403 |
| Total debt securities | $325,294,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $343,272,000 | 445 |
| U.S. Government securities | $343,113,000 | 315 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $343,113,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $159,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,368,000 | 780 |
| Mortgage-backed securities | $341,629,000 | 253 |
| Certificates of participation in pools of residential mortgages | $341,629,000 | 155 |
| Issued or guaranteed by U.S. | $341,629,000 | 153 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,484,000 | 1,585 |
| Available-for-sale securities (fair market value) | $341,788,000 | 388 |
| Total debt securities | $343,113,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $356,476,000 | 433 |
| U.S. Government securities | $356,353,000 | 315 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $356,353,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $123,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,492,000 | 518 |
| Mortgage-backed securities | $354,870,000 | 249 |
| Certificates of participation in pools of residential mortgages | $354,870,000 | 153 |
| Issued or guaranteed by U.S. | $354,870,000 | 151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,483,000 | 1,610 |
| Available-for-sale securities (fair market value) | $354,993,000 | 380 |
| Total debt securities | $356,353,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $371,081,000 | 425 |
| U.S. Government securities | $370,944,000 | 302 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $370,944,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $137,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,350,000 | 461 |
| Mortgage-backed securities | $370,449,000 | 242 |
| Certificates of participation in pools of residential mortgages | $370,449,000 | 149 |
| Issued or guaranteed by U.S. | $370,449,000 | 147 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $495,000 | 1,882 |
| Available-for-sale securities (fair market value) | $370,586,000 | 371 |
| Total debt securities | $370,944,000 | 416 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $363,699,000 | 416 |
| U.S. Government securities | $363,492,000 | 302 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $363,492,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $207,000 | 738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,891,000 | 426 |
| Mortgage-backed securities | $363,492,000 | 243 |
| Certificates of participation in pools of residential mortgages | $363,492,000 | 149 |
| Issued or guaranteed by U.S. | $363,492,000 | 147 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $363,699,000 | 362 |
| Total debt securities | $363,492,000 | 409 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $378,491,000 | 404 |
| U.S. Government securities | $378,404,000 | 290 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $378,404,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $87,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,604,000 | 398 |
| Mortgage-backed securities | $378,404,000 | 234 |
| Certificates of participation in pools of residential mortgages | $378,404,000 | 140 |
| Issued or guaranteed by U.S. | $378,404,000 | 138 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $378,491,000 | 345 |
| Total debt securities | $378,404,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $400,956,000 | 388 |
| U.S. Government securities | $400,854,000 | 281 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $400,854,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $102,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,477,000 | 362 |
| Mortgage-backed securities | $400,854,000 | 226 |
| Certificates of participation in pools of residential mortgages | $400,854,000 | 141 |
| Issued or guaranteed by U.S. | $400,854,000 | 139 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $400,956,000 | 329 |
| Total debt securities | $400,854,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $424,070,000 | 367 |
| U.S. Government securities | $423,996,000 | 266 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $423,996,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $74,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,145,000 | 367 |
| Mortgage-backed securities | $423,496,000 | 219 |
| Certificates of participation in pools of residential mortgages | $423,496,000 | 131 |
| Issued or guaranteed by U.S. | $423,496,000 | 130 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $500,000 | 1,979 |
| Available-for-sale securities (fair market value) | $423,570,000 | 308 |
| Total debt securities | $423,996,000 | 360 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $442,819,000 | 353 |
| U.S. Government securities | $442,732,000 | 259 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $442,732,000 | 248 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $87,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,356,000 | 350 |
| Mortgage-backed securities | $442,232,000 | 209 |
| Certificates of participation in pools of residential mortgages | $442,232,000 | 119 |
| Issued or guaranteed by U.S. | $442,232,000 | 118 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $500,000 | 2,017 |
| Available-for-sale securities (fair market value) | $442,319,000 | 296 |
| Total debt securities | $442,732,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $463,803,000 | 334 |
| U.S. Government securities | $463,682,000 | 248 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $463,682,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $121,000 | 836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,713,000 | 342 |
| Mortgage-backed securities | $463,182,000 | 207 |
| Certificates of participation in pools of residential mortgages | $463,182,000 | 117 |
| Issued or guaranteed by U.S. | $463,182,000 | 116 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $336,701,000 | 118 |
| Available-for-sale securities (fair market value) | $127,102,000 | 997 |
| Total debt securities | $463,682,000 | 329 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $494,719,000 | 313 |
| U.S. Government securities | $494,597,000 | 234 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $494,597,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $122,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,950,000 | 327 |
| Mortgage-backed securities | $494,097,000 | 198 |
| Certificates of participation in pools of residential mortgages | $494,097,000 | 111 |
| Issued or guaranteed by U.S. | $494,097,000 | 110 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $358,397,000 | 111 |
| Available-for-sale securities (fair market value) | $136,322,000 | 948 |
| Total debt securities | $494,597,000 | 305 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $527,162,000 | 290 |
| U.S. Government securities | $527,036,000 | 226 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $527,036,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $126,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,158,000 | 318 |
| Mortgage-backed securities | $526,036,000 | 188 |
| Certificates of participation in pools of residential mortgages | $526,036,000 | 109 |
| Issued or guaranteed by U.S. | $526,036,000 | 108 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $386,582,000 | 105 |
| Available-for-sale securities (fair market value) | $140,580,000 | 918 |
| Total debt securities | $527,036,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $543,392,000 | 283 |
| U.S. Government securities | $543,279,000 | 220 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $543,279,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $113,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,165,000 | 296 |
| Mortgage-backed securities | $541,030,000 | 185 |
| Certificates of participation in pools of residential mortgages | $541,030,000 | 104 |
| Issued or guaranteed by U.S. | $541,030,000 | 103 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $406,011,000 | 103 |
| Available-for-sale securities (fair market value) | $137,381,000 | 940 |
| Total debt securities | $543,279,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $530,297,000 | 286 |
| U.S. Government securities | $530,151,000 | 220 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $530,151,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $146,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,612,000 | 292 |
| Mortgage-backed securities | $527,902,000 | 183 |
| Certificates of participation in pools of residential mortgages | $527,902,000 | 103 |
| Issued or guaranteed by U.S. | $527,902,000 | 102 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $402,073,000 | 100 |
| Available-for-sale securities (fair market value) | $128,224,000 | 1,023 |
| Total debt securities | $530,151,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $514,185,000 | 290 |
| U.S. Government securities | $513,972,000 | 228 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $513,972,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $213,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,069,000 | 300 |
| Mortgage-backed securities | $510,230,000 | 194 |
| Certificates of participation in pools of residential mortgages | $510,230,000 | 106 |
| Issued or guaranteed by U.S. | $510,230,000 | 105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $389,269,000 | 99 |
| Available-for-sale securities (fair market value) | $124,916,000 | 1,055 |
| Total debt securities | $513,972,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $492,658,000 | 310 |
| U.S. Government securities | $492,455,000 | 231 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $492,455,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $203,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,372,000 | 311 |
| Mortgage-backed securities | $490,206,000 | 192 |
| Certificates of participation in pools of residential mortgages | $490,206,000 | 108 |
| Issued or guaranteed by U.S. | $490,206,000 | 107 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $380,021,000 | 95 |
| Available-for-sale securities (fair market value) | $112,637,000 | 1,178 |
| Total debt securities | $492,455,000 | 303 |
| 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 | $472,450,000 | 323 |
| U.S. Government securities | $472,297,000 | 239 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $472,297,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $153,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,058,000 | 343 |
| Mortgage-backed securities | $470,048,000 | 198 |
| Certificates of participation in pools of residential mortgages | $470,048,000 | 110 |
| Issued or guaranteed by U.S. | $470,048,000 | 109 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $369,255,000 | 97 |
| Available-for-sale securities (fair market value) | $103,195,000 | 1,272 |
| Total debt securities | $472,297,000 | 316 |
| 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 | $448,303,000 | 349 |
| U.S. Government securities | $448,237,000 | 253 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $448,237,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $66,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,906,000 | 387 |
| Mortgage-backed securities | $445,488,000 | 210 |
| Certificates of participation in pools of residential mortgages | $445,488,000 | 113 |
| Issued or guaranteed by U.S. | $445,488,000 | 111 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $340,614,000 | 88 |
| Available-for-sale securities (fair market value) | $107,689,000 | 1,230 |
| Total debt securities | $448,237,000 | 344 |
| 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 | $429,573,000 | 356 |
| U.S. Government securities | $429,573,000 | 258 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $429,573,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,249,000 | 493 |
| Mortgage-backed securities | $429,323,000 | 220 |
| Certificates of participation in pools of residential mortgages | $429,323,000 | 121 |
| Issued or guaranteed by U.S. | $429,323,000 | 119 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $314,133,000 | 85 |
| Available-for-sale securities (fair market value) | $115,440,000 | 1,165 |
| Total debt securities | $429,573,000 | 349 |
| 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 | $398,095,000 | 384 |
| U.S. Government securities | $398,095,000 | 275 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $398,095,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,512,000 | 511 |
| Mortgage-backed securities | $397,845,000 | 228 |
| Certificates of participation in pools of residential mortgages | $397,845,000 | 131 |
| Issued or guaranteed by U.S. | $397,845,000 | 130 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $292,067,000 | 83 |
| Available-for-sale securities (fair market value) | $106,028,000 | 1,302 |
| Total debt securities | $398,095,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $386,532,000 | 388 |
| U.S. Government securities | $386,532,000 | 281 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $386,532,000 | 273 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,963,000 | 478 |
| Mortgage-backed securities | $386,282,000 | 229 |
| Certificates of participation in pools of residential mortgages | $386,282,000 | 131 |
| Issued or guaranteed by U.S. | $386,282,000 | 130 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $277,969,000 | 87 |
| Available-for-sale securities (fair market value) | $108,563,000 | 1,236 |
| Total debt securities | $386,532,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $409,479,000 | 373 |
| U.S. Government securities | $409,479,000 | 282 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $409,479,000 | 276 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,379,000 | 439 |
| Mortgage-backed securities | $409,229,000 | 236 |
| Certificates of participation in pools of residential mortgages | $409,229,000 | 135 |
| Issued or guaranteed by U.S. | $409,229,000 | 133 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $293,381,000 | 86 |
| Available-for-sale securities (fair market value) | $116,098,000 | 1,176 |
| Total debt securities | $409,479,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $430,680,000 | 359 |
| U.S. Government securities | $430,680,000 | 273 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $430,680,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,089,000 | 407 |
| Mortgage-backed securities | $430,430,000 | 229 |
| Certificates of participation in pools of residential mortgages | $430,430,000 | 129 |
| Issued or guaranteed by U.S. | $430,430,000 | 127 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $309,888,000 | 82 |
| Available-for-sale securities (fair market value) | $120,792,000 | 1,145 |
| Total debt securities | $430,680,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $418,470,000 | 373 |
| U.S. Government securities | $418,470,000 | 288 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $418,470,000 | 280 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,412,000 | 486 |
| Mortgage-backed securities | $417,720,000 | 237 |
| Certificates of participation in pools of residential mortgages | $417,720,000 | 137 |
| Issued or guaranteed by U.S. | $417,720,000 | 135 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $300,818,000 | 84 |
| Available-for-sale securities (fair market value) | $117,652,000 | 1,182 |
| Total debt securities | $418,470,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $400,170,000 | 379 |
| U.S. Government securities | $400,170,000 | 291 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $400,170,000 | 284 |
| 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 | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,692,000 | 424 |
| Mortgage-backed securities | $398,420,000 | 240 |
| Certificates of participation in pools of residential mortgages | $398,420,000 | 137 |
| Issued or guaranteed by U.S. | $398,420,000 | 137 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $280,410,000 | 85 |
| Available-for-sale securities (fair market value) | $119,760,000 | 1,113 |
| Total debt securities | $400,170,000 | 374 |
| 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 | $380,556,000 | 381 |
| U.S. Government securities | $380,556,000 | 290 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $380,556,000 | 283 |
| 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 | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,772,000 | 402 |
| Mortgage-backed securities | $378,806,000 | 236 |
| Certificates of participation in pools of residential mortgages | $378,806,000 | 137 |
| Issued or guaranteed by U.S. | $378,806,000 | 136 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $268,252,000 | 90 |
| Available-for-sale securities (fair market value) | $112,304,000 | 1,146 |
| Total debt securities | $380,556,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $366,568,000 | 393 |
| U.S. Government securities | $366,568,000 | 301 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $366,568,000 | 293 |
| 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 | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,092,000 | 391 |
| Mortgage-backed securities | $363,318,000 | 240 |
| Certificates of participation in pools of residential mortgages | $363,318,000 | 142 |
| Issued or guaranteed by U.S. | $363,318,000 | 141 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $254,896,000 | 94 |
| Available-for-sale securities (fair market value) | $111,672,000 | 1,143 |
| Total debt securities | $366,568,000 | 388 |
| 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 | $355,147,000 | 411 |
| U.S. Government securities | $355,147,000 | 302 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $355,147,000 | 289 |
| 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 | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,780,000 | 526 |
| Mortgage-backed securities | $350,397,000 | 246 |
| Certificates of participation in pools of residential mortgages | $350,397,000 | 138 |
| Issued or guaranteed by U.S. | $350,397,000 | 137 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $239,087,000 | 98 |
| Available-for-sale securities (fair market value) | $116,060,000 | 1,101 |
| Total debt securities | $355,147,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $330,605,000 | 426 |
| U.S. Government securities | $330,605,000 | 318 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $330,605,000 | 304 |
| 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 | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,717,000 | 498 |
| Mortgage-backed securities | $327,355,000 | 254 |
| Certificates of participation in pools of residential mortgages | $327,355,000 | 143 |
| Issued or guaranteed by U.S. | $327,355,000 | 142 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $226,380,000 | 97 |
| Available-for-sale securities (fair market value) | $104,225,000 | 1,163 |
| Total debt securities | $330,605,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $314,582,000 | 419 |
| U.S. Government securities | $314,582,000 | 304 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $314,582,000 | 294 |
| 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 | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,700,000 | 469 |
| Mortgage-backed securities | $311,332,000 | 244 |
| Certificates of participation in pools of residential mortgages | $311,332,000 | 142 |
| Issued or guaranteed by U.S. | $311,332,000 | 141 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $228,950,000 | 90 |
| Available-for-sale securities (fair market value) | $85,632,000 | 1,351 |
| Total debt securities | $314,582,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $318,317,000 | 408 |
| U.S. Government securities | $318,296,000 | 297 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $318,296,000 | 286 |
| 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 | $0 | 158 |
| Equity securities | $21,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,084,000 | 430 |
| Mortgage-backed securities | $289,122,000 | 252 |
| Certificates of participation in pools of residential mortgages | $289,122,000 | 155 |
| Issued or guaranteed by U.S. | $289,122,000 | 154 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $243,253,000 | 91 |
| Available-for-sale securities (fair market value) | $75,064,000 | 1,502 |
| Total debt securities | $318,296,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $318,083,000 | 421 |
| U.S. Government securities | $318,017,000 | 303 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $318,017,000 | 292 |
| 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 | $0 | 171 |
| Equity securities | $66,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,744,000 | 401 |
| Mortgage-backed securities | $275,705,000 | 268 |
| Certificates of participation in pools of residential mortgages | $275,705,000 | 160 |
| Issued or guaranteed by U.S. | $275,705,000 | 159 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $253,181,000 | 86 |
| Available-for-sale securities (fair market value) | $64,902,000 | 1,726 |
| Total debt securities | $318,017,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $300,548,000 | 435 |
| U.S. Government securities | $300,472,000 | 305 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $300,472,000 | 293 |
| 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 | $0 | 171 |
| Equity securities | $76,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,462,000 | 356 |
| Mortgage-backed securities | $266,079,000 | 283 |
| Certificates of participation in pools of residential mortgages | $266,079,000 | 169 |
| Issued or guaranteed by U.S. | $266,079,000 | 168 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $240,566,000 | 88 |
| Available-for-sale securities (fair market value) | $59,982,000 | 1,831 |
| Total debt securities | $300,472,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $295,273,000 | 449 |
| U.S. Government securities | $295,180,000 | 308 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $295,180,000 | 298 |
| 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 | $0 | 175 |
| Equity securities | $93,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,424,000 | 347 |
| Mortgage-backed securities | $241,621,000 | 313 |
| Certificates of participation in pools of residential mortgages | $241,621,000 | 196 |
| Issued or guaranteed by U.S. | $241,621,000 | 194 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $234,143,000 | 96 |
| Available-for-sale securities (fair market value) | $61,130,000 | 1,785 |
| Total debt securities | $295,180,000 | 437 |
| 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 | $284,461,000 | 455 |
| U.S. Government securities | $284,429,000 | 318 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $284,429,000 | 307 |
| 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 | $0 | 183 |
| Equity securities | $32,000 | 1,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,906,000 | 401 |
| Mortgage-backed securities | $249,627,000 | 305 |
| Certificates of participation in pools of residential mortgages | $249,627,000 | 188 |
| Issued or guaranteed by U.S. | $249,627,000 | 185 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $228,117,000 | 96 |
| Available-for-sale securities (fair market value) | $56,344,000 | 1,858 |
| Total debt securities | $284,429,000 | 446 |
| 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 | $270,179,000 | 480 |
| U.S. Government securities | $270,139,000 | 347 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $270,139,000 | 338 |
| 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 | $0 | 181 |
| Equity securities | $40,000 | 1,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,146,000 | 373 |
| Mortgage-backed securities | $239,116,000 | 327 |
| Certificates of participation in pools of residential mortgages | $239,116,000 | 215 |
| Issued or guaranteed by U.S. | $239,116,000 | 212 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $233,722,000 | 96 |
| Available-for-sale securities (fair market value) | $36,457,000 | 2,690 |
| Total debt securities | $270,139,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $230,050,000 | 535 |
| U.S. Government securities | $230,011,000 | 387 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $230,011,000 | 381 |
| 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 | $0 | 172 |
| Equity securities | $39,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,370,000 | 399 |
| Mortgage-backed securities | $203,040,000 | 363 |
| Certificates of participation in pools of residential mortgages | $203,040,000 | 243 |
| Issued or guaranteed by U.S. | $203,040,000 | 238 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,563,000 | 105 |
| Available-for-sale securities (fair market value) | $26,487,000 | 3,352 |
| Total debt securities | $230,011,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $212,827,000 | 566 |
| U.S. Government securities | $212,738,000 | 404 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $212,738,000 | 391 |
| 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 | $0 | 181 |
| Equity securities | $89,000 | 1,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,102,000 | 395 |
| Mortgage-backed securities | $185,603,000 | 382 |
| Certificates of participation in pools of residential mortgages | $185,603,000 | 248 |
| Issued or guaranteed by U.S. | $185,603,000 | 242 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $194,278,000 | 107 |
| Available-for-sale securities (fair market value) | $18,549,000 | 4,064 |
| Total debt securities | $212,738,000 | 559 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $190,107,000 | 637 |
| U.S. Government securities | $189,232,000 | 456 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $189,232,000 | 444 |
| 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 | $0 | 189 |
| Equity securities | $875,000 | 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 | $27,588,000 | 1,761 |
| Mortgage-backed securities | $171,344,000 | 401 |
| Certificates of participation in pools of residential mortgages | $171,344,000 | 272 |
| Issued or guaranteed by U.S. | $171,344,000 | 267 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $176,775,000 | 108 |
| Available-for-sale securities (fair market value) | $13,332,000 | 4,863 |
| Total debt securities | $189,232,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $149,224,000 | 800 |
| U.S. Government securities | $147,890,000 | 564 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $147,890,000 | 554 |
| 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 | $0 | 199 |
| Equity securities | $1,334,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,494,000 | 2,342 |
| Mortgage-backed securities | $136,685,000 | 462 |
| Certificates of participation in pools of residential mortgages | $136,685,000 | 319 |
| Issued or guaranteed by U.S. | $136,685,000 | 312 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,122,000 | 130 |
| Available-for-sale securities (fair market value) | $13,102,000 | 4,905 |
| Total debt securities | $147,890,000 | 782 |
| 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 | $217,213,000 | 574 |
| U.S. Government securities | $215,398,000 | 408 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $215,398,000 | 394 |
| 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 | $0 | 202 |
| Equity securities | $1,815,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,446,000 | 665 |
| Mortgage-backed securities | $101,010,000 | 558 |
| Certificates of participation in pools of residential mortgages | $101,010,000 | 381 |
| Issued or guaranteed by U.S. | $101,010,000 | 377 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $205,668,000 | 95 |
| Available-for-sale securities (fair market value) | $11,545,000 | 5,180 |
| Total debt securities | $215,398,000 | 563 |
| 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 | $232,647,000 | 540 |
| U.S. Government securities | $229,541,000 | 389 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $229,541,000 | 381 |
| 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 | $0 | 200 |
| Equity securities | $3,106,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,225,000 | 653 |
| Mortgage-backed securities | $94,852,000 | 560 |
| Certificates of participation in pools of residential mortgages | $94,852,000 | 386 |
| Issued or guaranteed by U.S. | $94,852,000 | 381 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,138,000 | 98 |
| Available-for-sale securities (fair market value) | $12,509,000 | 5,053 |
| Total debt securities | $229,541,000 | 534 |
| 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 | $229,419,000 | 538 |
| U.S. Government securities | $226,211,000 | 402 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $226,211,000 | 392 |
| 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 | $0 | 201 |
| Equity securities | $3,208,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,861,000 | 631 |
| Mortgage-backed securities | $91,523,000 | 569 |
| Certificates of participation in pools of residential mortgages | $91,523,000 | 395 |
| Issued or guaranteed by U.S. | $91,523,000 | 390 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,558,000 | 99 |
| Available-for-sale securities (fair market value) | $11,861,000 | 5,158 |
| Total debt securities | $226,211,000 | 536 |
| 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 | $225,263,000 | 558 |
| U.S. Government securities | $222,407,000 | 413 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $222,407,000 | 403 |
| 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 | $0 | 207 |
| Equity securities | $2,856,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,949,000 | 607 |
| Mortgage-backed securities | $85,720,000 | 601 |
| Certificates of participation in pools of residential mortgages | $85,720,000 | 422 |
| Issued or guaranteed by U.S. | $85,720,000 | 417 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $222,004,000 | 105 |
| Available-for-sale securities (fair market value) | $3,259,000 | 6,918 |
| Total debt securities | $222,407,000 | 546 |
| 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 | $223,950,000 | 561 |
| U.S. Government securities | $220,691,000 | 421 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $220,691,000 | 411 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,259,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,635,000 | 635 |
| Mortgage-backed securities | $88,502,000 | 594 |
| Certificates of participation in pools of residential mortgages | $88,502,000 | 410 |
| Issued or guaranteed by U.S. | $88,502,000 | 406 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $220,691,000 | 102 |
| Available-for-sale securities (fair market value) | $3,259,000 | 6,940 |
| Total debt securities | $220,691,000 | 556 |
| 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 | $230,998,000 | 559 |
| U.S. Government securities | $227,814,000 | 416 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $227,814,000 | 405 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,184,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,444,000 | 636 |
| Mortgage-backed securities | $89,625,000 | 602 |
| Certificates of participation in pools of residential mortgages | $89,625,000 | 418 |
| Issued or guaranteed by U.S. | $89,625,000 | 413 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $227,814,000 | 104 |
| Available-for-sale securities (fair market value) | $3,184,000 | 7,017 |
| Total debt securities | $227,814,000 | 551 |
| 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 | $232,596,000 | 562 |
| U.S. Government securities | $229,860,000 | 426 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $229,860,000 | 413 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,736,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,414,000 | 693 |
| Mortgage-backed securities | $91,672,000 | 584 |
| Certificates of participation in pools of residential mortgages | $91,672,000 | 419 |
| Issued or guaranteed by U.S. | $91,672,000 | 416 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $229,860,000 | 104 |
| Available-for-sale securities (fair market value) | $2,736,000 | 7,154 |
| Total debt securities | $229,860,000 | 556 |
| 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 | $222,365,000 | 595 |
| U.S. Government securities | $219,437,000 | 461 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $219,437,000 | 443 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,928,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,545,000 | 705 |
| Mortgage-backed securities | $89,750,000 | 598 |
| Certificates of participation in pools of residential mortgages | $89,750,000 | 433 |
| Issued or guaranteed by U.S. | $89,750,000 | 429 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $219,437,000 | 113 |
| Available-for-sale securities (fair market value) | $2,928,000 | 7,169 |
| Total debt securities | $219,437,000 | 585 |
| 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 | $209,189,000 | 625 |
| U.S. Government securities | $206,052,000 | 492 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $206,052,000 | 471 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,137,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,415,000 | 704 |
| Mortgage-backed securities | $87,414,000 | 619 |
| Certificates of participation in pools of residential mortgages | $87,414,000 | 455 |
| Issued or guaranteed by U.S. | $87,414,000 | 449 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $206,052,000 | 119 |
| Available-for-sale securities (fair market value) | $3,137,000 | 7,131 |
| Total debt securities | $206,052,000 | 616 |
| 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 | $207,119,000 | 625 |
| U.S. Government securities | $204,409,000 | 508 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $204,409,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,710,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,415,000 | 697 |
| Mortgage-backed securities | $91,020,000 | 610 |
| Certificates of participation in pools of residential mortgages | $91,020,000 | 448 |
| Issued or guaranteed by U.S. | $91,020,000 | 443 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $204,409,000 | 124 |
| Available-for-sale securities (fair market value) | $2,710,000 | 7,264 |
| Total debt securities | $204,409,000 | 616 |
| 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 | $202,367,000 | 643 |
| U.S. Government securities | $199,236,000 | 519 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $199,236,000 | 493 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,131,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,725,000 | 1,027 |
| Mortgage-backed securities | $95,187,000 | 595 |
| Certificates of participation in pools of residential mortgages | $95,187,000 | 435 |
| Issued or guaranteed by U.S. | $95,187,000 | 426 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $199,236,000 | 126 |
| Available-for-sale securities (fair market value) | $3,131,000 | 7,197 |
| Total debt securities | $199,236,000 | 634 |
| 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 | $194,061,000 | 672 |
| U.S. Government securities | $191,027,000 | 538 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $191,027,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,034,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,578,000 | 1,047 |
| Mortgage-backed securities | $94,347,000 | 621 |
| Certificates of participation in pools of residential mortgages | $94,347,000 | 450 |
| Issued or guaranteed by U.S. | $94,347,000 | 445 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $191,027,000 | 131 |
| Available-for-sale securities (fair market value) | $3,034,000 | 7,275 |
| Total debt securities | $191,027,000 | 664 |
| 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 | $190,130,000 | 699 |
| U.S. Government securities | $186,592,000 | 561 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $186,592,000 | 535 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,538,000 | 705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,583,000 | 1,050 |
| Mortgage-backed securities | $97,441,000 | 622 |
| Certificates of participation in pools of residential mortgages | $97,441,000 | 452 |
| Issued or guaranteed by U.S. | $97,441,000 | 448 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $186,592,000 | 135 |
| Available-for-sale securities (fair market value) | $3,538,000 | 7,201 |
| Total debt securities | $186,592,000 | 693 |
| 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 | $186,898,000 | 701 |
| U.S. Government securities | $183,766,000 | 569 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $183,766,000 | 544 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,132,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,834,000 | 963 |
| Mortgage-backed securities | $103,395,000 | 602 |
| Certificates of participation in pools of residential mortgages | $103,395,000 | 438 |
| Issued or guaranteed by U.S. | $103,395,000 | 435 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $183,766,000 | 137 |
| Available-for-sale securities (fair market value) | $3,132,000 | 7,324 |
| Total debt securities | $183,766,000 | 697 |
| 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 | $189,584,000 | 709 |
| U.S. Government securities | $186,546,000 | 574 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $186,546,000 | 551 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,038,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,742,000 | 913 |
| Mortgage-backed securities | $111,088,000 | 577 |
| Certificates of participation in pools of residential mortgages | $111,088,000 | 419 |
| Issued or guaranteed by U.S. | $111,088,000 | 418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $186,546,000 | 137 |
| Available-for-sale securities (fair market value) | $3,038,000 | 7,413 |
| Total debt securities | $186,546,000 | 701 |
| 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 | $169,763,000 | 778 |
| U.S. Government securities | $166,928,000 | 634 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $166,928,000 | 612 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,835,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,000 | 7,239 |
| Mortgage-backed securities | $123,662,000 | 545 |
| Certificates of participation in pools of residential mortgages | $123,662,000 | 389 |
| Issued or guaranteed by U.S. | $123,662,000 | 386 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,928,000 | 146 |
| Available-for-sale securities (fair market value) | $2,835,000 | 7,462 |
| Total debt securities | $166,928,000 | 772 |
| 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 | $181,758,000 | 747 |
| U.S. Government securities | $178,959,000 | 618 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $178,959,000 | 596 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,799,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,000 | 7,268 |
| Mortgage-backed securities | $134,272,000 | 524 |
| Certificates of participation in pools of residential mortgages | $134,272,000 | 373 |
| Issued or guaranteed by U.S. | $134,272,000 | 367 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,959,000 | 130 |
| Available-for-sale securities (fair market value) | $2,799,000 | 7,537 |
| Total debt securities | $178,959,000 | 734 |
| 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 | $183,949,000 | 724 |
| U.S. Government securities | $181,436,000 | 608 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $181,436,000 | 583 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,513,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,000 | 7,059 |
| Mortgage-backed securities | $156,186,000 | 470 |
| Certificates of participation in pools of residential mortgages | $156,186,000 | 321 |
| Issued or guaranteed by U.S. | $156,186,000 | 315 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $181,436,000 | 131 |
| Available-for-sale securities (fair market value) | $2,513,000 | 7,593 |
| Total debt securities | $181,436,000 | 720 |
| 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 | $176,114,000 | 759 |
| U.S. Government securities | $173,677,000 | 599 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $173,677,000 | 579 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,437,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,000 | 7,064 |
| Mortgage-backed securities | $172,177,000 | 455 |
| Certificates of participation in pools of residential mortgages | $172,177,000 | 300 |
| Issued or guaranteed by U.S. | $172,177,000 | 294 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $173,677,000 | 129 |
| Available-for-sale securities (fair market value) | $2,437,000 | 7,635 |
| Total debt securities | $173,677,000 | 741 |
| 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 | $171,685,000 | 755 |
| U.S. Government securities | $168,959,000 | 614 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $168,959,000 | 592 |
| Securities issued by states & political subdivisions | $177,000 | 6,423 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,549,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,318,000 | 6,328 |
| Mortgage-backed securities | $168,209,000 | 447 |
| Certificates of participation in pools of residential mortgages | $168,209,000 | 296 |
| Issued or guaranteed by U.S. | $168,209,000 | 291 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $169,136,000 | 132 |
| Available-for-sale securities (fair market value) | $2,549,000 | 7,643 |
| Total debt securities | $169,136,000 | 743 |
| 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 | $184,515,000 | 694 |
| U.S. Government securities | $181,504,000 | 553 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $181,504,000 | 530 |
| Securities issued by states & political subdivisions | $177,000 | 6,446 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,834,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,000 | 6,191 |
| Mortgage-backed securities | $180,504,000 | 401 |
| Certificates of participation in pools of residential mortgages | $180,504,000 | 266 |
| Issued or guaranteed by U.S. | $180,504,000 | 262 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $181,681,000 | 126 |
| Available-for-sale securities (fair market value) | $2,834,000 | 7,588 |
| Total debt securities | $181,681,000 | 680 |
| 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 | $213,033,000 | 567 |
| U.S. Government securities | $209,687,000 | 433 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $209,687,000 | 411 |
| Securities issued by states & political subdivisions | $207,000 | 6,493 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,139,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,888,000 | 4,443 |
| Mortgage-backed securities | $209,187,000 | 330 |
| Certificates of participation in pools of residential mortgages | $209,187,000 | 218 |
| Issued or guaranteed by U.S. | $209,187,000 | 210 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $209,894,000 | 104 |
| Available-for-sale securities (fair market value) | $3,139,000 | 7,560 |
| Total debt securities | $209,894,000 | 559 |
| 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 | $215,752,000 | 549 |
| U.S. Government securities | $210,254,000 | 423 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $210,254,000 | 406 |
| Securities issued by states & political subdivisions | $233,000 | 6,624 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $5,265,000 | 825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,376,000 | 4,498 |
| Mortgage-backed securities | $206,714,000 | 299 |
| Certificates of participation in pools of residential mortgages | $206,714,000 | 194 |
| Issued or guaranteed by U.S. | $206,714,000 | 192 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,487,000 | 138 |
| Available-for-sale securities (fair market value) | $5,265,000 | 7,158 |
| Total debt securities | $210,487,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $153,616,000 | 776 |
| U.S. Government securities | $149,170,000 | 599 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $149,170,000 | 548 |
| Securities issued by states & political subdivisions | $258,000 | 6,863 |
| Other domestic debt securities | $17,000 | 3,804 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,171,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,326,000 | 5,492 |
| Mortgage-backed securities | $144,698,000 | 412 |
| Certificates of participation in pools of residential mortgages | $144,681,000 | 271 |
| Issued or guaranteed by U.S. | $144,681,000 | 267 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $17,000 | 4,458 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $17,000 | 1,262 |
| 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) | $149,445,000 | 192 |
| Available-for-sale securities (fair market value) | $4,171,000 | 7,692 |
| Total debt securities | $149,445,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $130,386,000 | 901 |
| U.S. Government securities | $125,204,000 | 735 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $125,204,000 | 639 |
| Securities issued by states & political subdivisions | $282,000 | 7,028 |
| Other domestic debt securities | $26,000 | 3,765 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,874,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,636,000 | 6,432 |
| Mortgage-backed securities | $122,882,000 | 476 |
| Certificates of participation in pools of residential mortgages | $122,856,000 | 328 |
| Issued or guaranteed by U.S. | $122,856,000 | 319 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $26,000 | 4,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $26,000 | 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) | $125,512,000 | 238 |
| Available-for-sale securities (fair market value) | $4,874,000 | 7,403 |
| Total debt securities | $125,512,000 | 897 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $129,443,000 | 893 |
| U.S. Government securities | $125,425,000 | 764 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $125,425,000 | 640 |
| Securities issued by states & political subdivisions | $303,000 | 7,191 |
| Other domestic debt securities | $37,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,678,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,760,000 | 4,158 |
| Mortgage-backed securities | $111,267,000 | 521 |
| Certificates of participation in pools of residential mortgages | $111,230,000 | 364 |
| Issued or guaranteed by U.S. | $111,230,000 | 354 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $37,000 | 4,966 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $37,000 | 1,222 |
| 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) | $125,765,000 | 297 |
| Available-for-sale securities (fair market value) | $3,678,000 | 8,045 |
| Total debt securities | $125,765,000 | 885 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,491,000 | 940 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $123,073,000 | 984 |
| U.S. Government securities | $119,786,000 | 847 |
| U.S. Treasury securities | $500,000 | 8,061 |
| U.S. Government agency obligations | $119,286,000 | 681 |
| Securities issued by states & political subdivisions | $325,000 | 7,521 |
| Other domestic debt securities | $46,000 | 4,122 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,783 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,916,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,290,000 | 4,467 |
| Mortgage-backed securities | $99,133,000 | 583 |
| Certificates of participation in pools of residential mortgages | $99,087,000 | 427 |
| Issued or guaranteed by U.S. | $99,087,000 | 420 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $46,000 | 5,408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $46,000 | 1,499 |
| 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) | $120,157,000 | 335 |
| Available-for-sale securities (fair market value) | $2,916,000 | 8,639 |
| Total debt securities | $120,157,000 | 971 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,481,000 | 1,367 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $102,373,000 | 1,219 |
| U.S. Government securities | $99,529,000 | 1,026 |
| U.S. Treasury securities | $1,500,000 | 7,783 |
| U.S. Government agency obligations | $98,029,000 | 795 |
| Securities issued by states & political subdivisions | $345,000 | 7,749 |
| Other domestic debt securities | $57,000 | 4,719 |
| Privately issued residential mortgage-backed securities | $57,000 | 2,094 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,442,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 7,877 |
| Mortgage-backed securities | $64,229,000 | 808 |
| Certificates of participation in pools of residential mortgages | $64,172,000 | 573 |
| Issued or guaranteed by U.S. | $64,172,000 | 559 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $57,000 | 5,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $57,000 | 1,773 |
| 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) | $99,931,000 | 405 |
| Available-for-sale securities (fair market value) | $2,442,000 | 9,195 |
| Total debt securities | $99,931,000 | 1,205 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 683 |
| Fair value | $4,994,000 | 685 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $80,971,000 | 1,600 |
| U.S. Government securities | $78,581,000 | 1,351 |
| U.S. Treasury securities | $5,721,000 | 5,131 |
| U.S. Government agency obligations | $72,860,000 | 1,007 |
| Securities issued by states & political subdivisions | $363,000 | 8,098 |
| Other domestic debt securities | $68,000 | 5,266 |
| Privately issued residential mortgage-backed securities | $68,000 | 2,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,959,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 7,559 |
| Mortgage-backed securities | $44,243,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $44,152,000 | 762 |
| Issued or guaranteed by U.S. | $44,152,000 | 748 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $91,000 | 6,220 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 6,062 |
| Privately issued | $68,000 | 2,009 |
| 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) | $79,012,000 | 961 |
| Available-for-sale securities (fair market value) | $1,959,000 | 8,918 |
| Total debt securities | $79,012,000 | 1,608 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $59,859,000 | 2,288 |
| U.S. Government securities | $59,451,000 | 1,845 |
| U.S. Treasury securities | $1,250,000 | 9,517 |
| U.S. Government agency obligations | $58,201,000 | 1,257 |
| Securities issued by states & political subdivisions | $382,000 | 8,216 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 7,048 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $14,000 | 283 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,252,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $39,157,000 | 884 |
| Issued or guaranteed by U.S. | $39,157,000 | 856 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,095,000 | 4,822 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 4,598 |
| Privately issued | NA | NA |
| 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 | $59,833,000 | 2,225 |
| 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 | $51,757,000 | 2,634 |
| U.S. Government securities | $51,375,000 | 2,090 |
| U.S. Treasury securities | $750,000 | 10,888 |
| U.S. Government agency obligations | $50,625,000 | 1,376 |
| Securities issued by states & political subdivisions | $398,000 | 8,039 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 6,742 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $56,000 | 276 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,378,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $38,846,000 | 914 |
| Issued or guaranteed by U.S. | $38,846,000 | 881 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $532,000 | 5,740 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 5,306 |
| Privately issued | NA | NA |
| 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 | $51,773,000 | 2,569 |
| 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 |