Home > Bristol County Savings Bank > Securities
Bristol County Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $645,325,000 | 345 |
| U.S. Government securities | $275,210,000 | 509 |
| U.S. Treasury securities | $55,284,000 | 425 |
| U.S. Government agency obligations | $219,926,000 | 536 |
| Securities issued by states & political subdivisions | $18,027,000 | 1,889 |
| Other domestic debt securities | $135,407,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $61,583,000 | 110 |
| Other domestic debt securities - All other | $73,824,000 | 125 |
| 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 | $16,141,000 | 2,557 |
| Mortgage-backed securities | $193,384,000 | 467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $193,384,000 | 309 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $26,542,000 | 726 |
| Available-for-sale securities (fair market value) | $402,102,000 | 429 |
| Total debt securities | $428,645,000 | 482 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $629,932,000 | 353 |
| U.S. Government securities | $269,399,000 | 523 |
| U.S. Treasury securities | $53,694,000 | 451 |
| U.S. Government agency obligations | $215,705,000 | 544 |
| Securities issued by states & political subdivisions | $16,973,000 | 1,945 |
| Other domestic debt securities | $137,325,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $62,888,000 | 109 |
| Other domestic debt securities - All other | $74,437,000 | 123 |
| 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 | $13,682,000 | 2,666 |
| Mortgage-backed securities | $188,886,000 | 473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $188,886,000 | 305 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $26,819,000 | 731 |
| Available-for-sale securities (fair market value) | $396,878,000 | 426 |
| Total debt securities | $423,702,000 | 485 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $649,430,000 | 342 |
| U.S. Government securities | $276,682,000 | 519 |
| U.S. Treasury securities | $46,493,000 | 510 |
| U.S. Government agency obligations | $230,189,000 | 524 |
| Securities issued by states & political subdivisions | $18,328,000 | 1,923 |
| Other domestic debt securities | $142,412,000 | 203 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $65,826,000 | 102 |
| Other domestic debt securities - All other | $76,586,000 | 117 |
| 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 | $14,667,000 | 2,591 |
| Mortgage-backed securities | $203,097,000 | 458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,097,000 | 292 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $27,092,000 | 729 |
| Available-for-sale securities (fair market value) | $410,330,000 | 423 |
| Total debt securities | $437,423,000 | 479 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $659,347,000 | 356 |
| U.S. Government securities | $281,372,000 | 530 |
| U.S. Treasury securities | $47,021,000 | 548 |
| U.S. Government agency obligations | $234,351,000 | 513 |
| Securities issued by states & political subdivisions | $18,799,000 | 1,954 |
| Other domestic debt securities | $150,288,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $68,921,000 | 103 |
| Other domestic debt securities - All other | $81,367,000 | 120 |
| 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 | $15,359,000 | 2,473 |
| Mortgage-backed securities | $206,990,000 | 478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $206,990,000 | 305 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $27,361,000 | 757 |
| Available-for-sale securities (fair market value) | $423,098,000 | 439 |
| Total debt securities | $450,466,000 | 494 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $660,361,000 | 369 |
| U.S. Government securities | $284,726,000 | 533 |
| U.S. Treasury securities | $45,705,000 | 600 |
| U.S. Government agency obligations | $239,021,000 | 508 |
| Securities issued by states & political subdivisions | $18,538,000 | 2,009 |
| Other domestic debt securities | $147,964,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $61,826,000 | 110 |
| Other domestic debt securities - All other | $86,138,000 | 118 |
| 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 | $16,028,000 | 2,350 |
| Mortgage-backed securities | $209,400,000 | 478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $209,400,000 | 309 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $27,630,000 | 755 |
| Available-for-sale securities (fair market value) | $423,598,000 | 445 |
| Total debt securities | $451,226,000 | 505 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $640,739,000 | 380 |
| U.S. Government securities | $260,210,000 | 581 |
| U.S. Treasury securities | $45,232,000 | 614 |
| U.S. Government agency obligations | $214,978,000 | 550 |
| Securities issued by states & political subdivisions | $45,926,000 | 1,052 |
| Other domestic debt securities | $144,855,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $59,795,000 | 94 |
| Other domestic debt securities - All other | $85,060,000 | 125 |
| 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 | $16,027,000 | 2,284 |
| Mortgage-backed securities | $212,995,000 | 480 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $212,995,000 | 302 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $450,991,000 | 423 |
| Total debt securities | $450,993,000 | 508 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $674,415,000 | 373 |
| U.S. Government securities | $283,265,000 | 549 |
| U.S. Treasury securities | $45,851,000 | 590 |
| U.S. Government agency obligations | $237,414,000 | 522 |
| Securities issued by states & political subdivisions | $47,670,000 | 1,062 |
| Other domestic debt securities | $147,479,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $59,274,000 | 60 |
| Other domestic debt securities - All other | $88,205,000 | 127 |
| 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 | $2,991,000 | 3,420 |
| Mortgage-backed securities | $233,756,000 | 468 |
| Certificates of participation in pools of residential mortgages | $233,756,000 | 297 |
| Issued or guaranteed by U.S. | $233,756,000 | 296 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $478,414,000 | 414 |
| Total debt securities | $478,413,000 | 484 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $711,882,000 | 356 |
| U.S. Government securities | $302,384,000 | 515 |
| U.S. Treasury securities | $46,593,000 | 515 |
| U.S. Government agency obligations | $255,791,000 | 501 |
| Securities issued by states & political subdivisions | $48,458,000 | 1,064 |
| Other domestic debt securities | $143,051,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $58,892,000 | 57 |
| Other domestic debt securities - All other | $84,159,000 | 130 |
| 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 | $2,489,000 | 3,500 |
| Mortgage-backed securities | $252,099,000 | 448 |
| Certificates of participation in pools of residential mortgages | $252,099,000 | 286 |
| Issued or guaranteed by U.S. | $252,099,000 | 285 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $493,893,000 | 412 |
| Total debt securities | $493,893,000 | 469 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $684,149,000 | 361 |
| U.S. Government securities | $258,660,000 | 563 |
| U.S. Treasury securities | $49,018,000 | 364 |
| U.S. Government agency obligations | $209,642,000 | 579 |
| Securities issued by states & political subdivisions | $51,126,000 | 1,048 |
| Other domestic debt securities | $127,842,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $348,000 | 509 |
| Structured financial products - Total | $43,391,000 | 61 |
| Other domestic debt securities - All other | $84,103,000 | 122 |
| 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 | $6,246,000 | 2,996 |
| Mortgage-backed securities | $199,889,000 | 517 |
| Certificates of participation in pools of residential mortgages | $199,889,000 | 336 |
| Issued or guaranteed by U.S. | $199,889,000 | 335 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $437,628,000 | 456 |
| Total debt securities | $437,629,000 | 508 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $636,710,000 | 372 |
| U.S. Government securities | $253,649,000 | 524 |
| U.S. Treasury securities | $49,578,000 | 279 |
| U.S. Government agency obligations | $204,071,000 | 571 |
| Securities issued by states & political subdivisions | $48,006,000 | 1,076 |
| Other domestic debt securities | $120,575,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,064,000 | 437 |
| Structured financial products - Total | $31,978,000 | 64 |
| Other domestic debt securities - All other | $86,533,000 | 118 |
| 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 | $6,642,000 | 2,959 |
| Mortgage-backed securities | $194,246,000 | 515 |
| Certificates of participation in pools of residential mortgages | $194,246,000 | 335 |
| Issued or guaranteed by U.S. | $194,246,000 | 334 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $422,230,000 | 449 |
| Total debt securities | $422,228,000 | 493 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $631,515,000 | 349 |
| U.S. Government securities | $253,610,000 | 500 |
| U.S. Treasury securities | $49,757,000 | 233 |
| U.S. Government agency obligations | $203,853,000 | 542 |
| Securities issued by states & political subdivisions | $50,440,000 | 999 |
| Other domestic debt securities | $117,530,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,406,000 | 398 |
| Structured financial products - Total | $25,547,000 | 63 |
| Other domestic debt securities - All other | $88,577,000 | 114 |
| Foreign debt securities | $1,001,000 | 171 |
| 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 | $7,139,000 | 2,908 |
| Mortgage-backed securities | $193,968,000 | 490 |
| Certificates of participation in pools of residential mortgages | $193,968,000 | 325 |
| Issued or guaranteed by U.S. | $193,968,000 | 322 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $422,581,000 | 435 |
| Total debt securities | $422,581,000 | 476 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $496,036,000 | 401 |
| U.S. Government securities | $135,370,000 | 766 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $135,370,000 | 717 |
| Securities issued by states & political subdivisions | $40,561,000 | 1,175 |
| Other domestic debt securities | $105,236,000 | 198 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,537,000 | 390 |
| Structured financial products - Total | $9,608,000 | 71 |
| Other domestic debt securities - All other | $92,091,000 | 103 |
| Foreign debt securities | $1,006,000 | 176 |
| 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 | $9,620,000 | 2,651 |
| Mortgage-backed securities | $122,415,000 | 649 |
| Certificates of participation in pools of residential mortgages | $122,415,000 | 426 |
| Issued or guaranteed by U.S. | $122,415,000 | 419 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $282,173,000 | 588 |
| Total debt securities | $282,173,000 | 637 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $435,621,000 | 410 |
| U.S. Government securities | $131,223,000 | 704 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $131,223,000 | 670 |
| Securities issued by states & political subdivisions | $40,725,000 | 1,120 |
| Other domestic debt securities | $76,737,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,511,000 | 324 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $71,226,000 | 119 |
| Foreign debt securities | $3,016,000 | 104 |
| 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 | $15,386,000 | 2,184 |
| Mortgage-backed securities | $107,180,000 | 671 |
| Certificates of participation in pools of residential mortgages | $107,180,000 | 426 |
| Issued or guaranteed by U.S. | $107,180,000 | 422 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $251,701,000 | 592 |
| Total debt securities | $251,702,000 | 637 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $415,653,000 | 398 |
| U.S. Government securities | $146,137,000 | 612 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $146,137,000 | 575 |
| Securities issued by states & political subdivisions | $38,723,000 | 1,075 |
| Other domestic debt securities | $71,389,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,746,000 | 306 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $65,643,000 | 120 |
| Foreign debt securities | $4,030,000 | 95 |
| 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 | $15,941,000 | 2,120 |
| Mortgage-backed securities | $119,258,000 | 587 |
| Certificates of participation in pools of residential mortgages | $119,258,000 | 371 |
| Issued or guaranteed by U.S. | $119,258,000 | 367 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $260,279,000 | 543 |
| Total debt securities | $260,279,000 | 581 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $396,291,000 | 400 |
| U.S. Government securities | $122,811,000 | 687 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $122,811,000 | 650 |
| Securities issued by states & political subdivisions | $32,133,000 | 1,177 |
| Other domestic debt securities | $74,581,000 | 215 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,022,000 | 271 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $68,559,000 | 120 |
| Foreign debt securities | $4,050,000 | 93 |
| 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 | $16,476,000 | 2,106 |
| Mortgage-backed securities | $100,309,000 | 665 |
| Certificates of participation in pools of residential mortgages | $100,309,000 | 424 |
| Issued or guaranteed by U.S. | $100,309,000 | 417 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $233,575,000 | 571 |
| Total debt securities | $233,574,000 | 626 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $332,508,000 | 445 |
| U.S. Government securities | $125,163,000 | 684 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $125,163,000 | 648 |
| Securities issued by states & political subdivisions | $23,905,000 | 1,368 |
| Other domestic debt securities | $47,056,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,202,000 | 243 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $40,854,000 | 172 |
| Foreign debt securities | $4,004,000 | 100 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,048,000 | 1,846 |
| Mortgage-backed securities | $96,214,000 | 712 |
| Certificates of participation in pools of residential mortgages | $96,214,000 | 442 |
| Issued or guaranteed by U.S. | $96,214,000 | 429 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $200,128,000 | 635 |
| Total debt securities | $200,129,000 | 691 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $375,245,000 | 400 |
| U.S. Government securities | $117,922,000 | 734 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $117,922,000 | 692 |
| Securities issued by states & political subdivisions | $23,842,000 | 1,339 |
| Other domestic debt securities | $49,050,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $6,523,000 | 217 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $42,527,000 | 148 |
| Foreign debt securities | $6,022,000 | 68 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,142,000 | 1,828 |
| Mortgage-backed securities | $87,394,000 | 735 |
| Certificates of participation in pools of residential mortgages | $87,394,000 | 462 |
| Issued or guaranteed by U.S. | $87,394,000 | 451 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $196,836,000 | 622 |
| Total debt securities | $196,838,000 | 685 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $364,721,000 | 401 |
| U.S. Government securities | $106,627,000 | 805 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $106,627,000 | 759 |
| Securities issued by states & political subdivisions | $24,935,000 | 1,285 |
| Other domestic debt securities | $51,190,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $6,860,000 | 207 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $44,330,000 | 142 |
| Foreign debt securities | $7,016,000 | 67 |
| Equity securities | $174,953,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,021,000 | 1,737 |
| Mortgage-backed securities | $67,912,000 | 880 |
| Certificates of participation in pools of residential mortgages | $67,912,000 | 535 |
| Issued or guaranteed by U.S. | $67,912,000 | 521 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $364,721,000 | 356 |
| Total debt securities | $189,766,000 | 699 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $360,503,000 | 401 |
| U.S. Government securities | $101,879,000 | 852 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $101,879,000 | 803 |
| Securities issued by states & political subdivisions | $25,455,000 | 1,285 |
| Other domestic debt securities | $55,392,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $7,226,000 | 187 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $48,166,000 | 131 |
| Foreign debt securities | $5,002,000 | 84 |
| Equity securities | $172,775,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,970,000 | 1,902 |
| Mortgage-backed securities | $63,241,000 | 905 |
| Certificates of participation in pools of residential mortgages | $63,241,000 | 566 |
| Issued or guaranteed by U.S. | $63,241,000 | 562 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $360,503,000 | 352 |
| Total debt securities | $187,728,000 | 716 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $355,961,000 | 414 |
| U.S. Government securities | $104,287,000 | 837 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $104,287,000 | 777 |
| Securities issued by states & political subdivisions | $24,206,000 | 1,385 |
| Other domestic debt securities | $57,898,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $9,448,000 | 159 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $48,450,000 | 126 |
| Foreign debt securities | $4,976,000 | 87 |
| Equity securities | $164,594,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,260,000 | 1,906 |
| Mortgage-backed securities | $65,953,000 | 878 |
| Certificates of participation in pools of residential mortgages | $65,953,000 | 557 |
| Issued or guaranteed by U.S. | $65,953,000 | 554 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $355,961,000 | 360 |
| Total debt securities | $191,365,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $328,553,000 | 443 |
| U.S. Government securities | $107,243,000 | 810 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $107,243,000 | 759 |
| Securities issued by states & political subdivisions | $14,240,000 | 2,066 |
| Other domestic debt securities | $55,020,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $9,450,000 | 156 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $45,570,000 | 133 |
| Foreign debt securities | $4,936,000 | 84 |
| Equity securities | $147,114,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,506,000 | 1,836 |
| Mortgage-backed securities | $68,121,000 | 853 |
| Certificates of participation in pools of residential mortgages | $68,121,000 | 547 |
| Issued or guaranteed by U.S. | $68,121,000 | 543 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $328,553,000 | 394 |
| Total debt securities | $181,439,000 | 742 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $345,672,000 | 432 |
| U.S. Government securities | $109,455,000 | 789 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $109,455,000 | 745 |
| Securities issued by states & political subdivisions | $10,503,000 | 2,454 |
| Other domestic debt securities | $50,916,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $7,495,000 | 164 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $43,421,000 | 141 |
| Foreign debt securities | $4,923,000 | 85 |
| Equity securities | $169,875,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,820,000 | 1,827 |
| Mortgage-backed securities | $70,655,000 | 817 |
| Certificates of participation in pools of residential mortgages | $70,655,000 | 527 |
| Issued or guaranteed by U.S. | $70,655,000 | 525 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $345,672,000 | 376 |
| Total debt securities | $175,796,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $333,875,000 | 445 |
| U.S. Government securities | $111,734,000 | 779 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $111,734,000 | 735 |
| Securities issued by states & political subdivisions | $10,575,000 | 2,495 |
| Other domestic debt securities | $45,373,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,212,000 | 254 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $43,161,000 | 143 |
| Foreign debt securities | $5,911,000 | 79 |
| Equity securities | $160,282,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,397,000 | 1,817 |
| Mortgage-backed securities | $72,862,000 | 813 |
| Certificates of participation in pools of residential mortgages | $72,862,000 | 528 |
| Issued or guaranteed by U.S. | $72,862,000 | 519 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $333,875,000 | 393 |
| Total debt securities | $173,592,000 | 798 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $328,692,000 | 454 |
| U.S. Government securities | $114,901,000 | 776 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $114,901,000 | 735 |
| Securities issued by states & political subdivisions | $10,637,000 | 2,532 |
| Other domestic debt securities | $41,065,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,292,000 | 231 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $38,773,000 | 153 |
| Foreign debt securities | $4,933,000 | 88 |
| Equity securities | $157,156,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,003,000 | 1,798 |
| Mortgage-backed securities | $75,120,000 | 778 |
| Certificates of participation in pools of residential mortgages | $75,120,000 | 523 |
| Issued or guaranteed by U.S. | $75,120,000 | 522 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $328,692,000 | 398 |
| Total debt securities | $171,536,000 | 813 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $332,120,000 | 453 |
| U.S. Government securities | $112,088,000 | 801 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $112,088,000 | 760 |
| Securities issued by states & political subdivisions | $9,014,000 | 2,789 |
| Other domestic debt securities | $47,381,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,880,000 | 207 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $44,501,000 | 138 |
| Foreign debt securities | $2,001,000 | 133 |
| Equity securities | $161,636,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,786,000 | 1,813 |
| Mortgage-backed securities | $71,007,000 | 819 |
| Certificates of participation in pools of residential mortgages | $71,007,000 | 543 |
| Issued or guaranteed by U.S. | $71,007,000 | 543 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $332,120,000 | 395 |
| Total debt securities | $170,483,000 | 817 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $326,420,000 | 465 |
| U.S. Government securities | $109,499,000 | 823 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $109,499,000 | 783 |
| Securities issued by states & political subdivisions | $9,181,000 | 2,812 |
| Other domestic debt securities | $53,871,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,468,000 | 189 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $50,403,000 | 124 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $153,869,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,537,000 | 1,797 |
| Mortgage-backed securities | $64,102,000 | 906 |
| Certificates of participation in pools of residential mortgages | $64,102,000 | 607 |
| Issued or guaranteed by U.S. | $64,102,000 | 607 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $326,420,000 | 403 |
| Total debt securities | $172,551,000 | 825 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $318,732,000 | 475 |
| U.S. Government securities | $104,498,000 | 872 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $104,498,000 | 834 |
| Securities issued by states & political subdivisions | $8,924,000 | 2,866 |
| Other domestic debt securities | $53,898,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $5,522,000 | 139 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $48,376,000 | 134 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $151,412,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,299,000 | 1,702 |
| Mortgage-backed securities | $62,845,000 | 933 |
| Certificates of participation in pools of residential mortgages | $62,845,000 | 631 |
| Issued or guaranteed by U.S. | $62,845,000 | 631 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $318,732,000 | 414 |
| Total debt securities | $167,320,000 | 856 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $314,253,000 | 489 |
| U.S. Government securities | $109,776,000 | 850 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $109,776,000 | 807 |
| Securities issued by states & political subdivisions | $8,643,000 | 2,940 |
| Other domestic debt securities | $53,326,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $7,565,000 | 136 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $45,761,000 | 142 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $142,508,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,035,000 | 1,864 |
| Mortgage-backed securities | $66,568,000 | 902 |
| Certificates of participation in pools of residential mortgages | $66,568,000 | 610 |
| Issued or guaranteed by U.S. | $66,568,000 | 610 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $314,253,000 | 419 |
| Total debt securities | $171,745,000 | 847 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $307,590,000 | 493 |
| U.S. Government securities | $105,479,000 | 869 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $105,479,000 | 827 |
| Securities issued by states & political subdivisions | $8,562,000 | 2,981 |
| Other domestic debt securities | $57,724,000 | 184 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $1,336,000 | 106 |
| Asset backed securities | $7,696,000 | 130 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $48,692,000 | 134 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $135,825,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,035,000 | 1,849 |
| Mortgage-backed securities | $69,658,000 | 869 |
| Certificates of participation in pools of residential mortgages | $68,322,000 | 585 |
| Issued or guaranteed by U.S. | $68,322,000 | 585 |
| 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 | $1,336,000 | 1,029 |
| Commercial mortgage pass-through securities | $1,336,000 | 688 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $307,590,000 | 421 |
| Total debt securities | $171,765,000 | 836 |
| 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 | $304,199,000 | 502 |
| U.S. Government securities | $110,658,000 | 825 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $110,658,000 | 790 |
| Securities issued by states & political subdivisions | $8,209,000 | 3,034 |
| Other domestic debt securities | $52,148,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $1,334,000 | 98 |
| Asset backed securities | $8,042,000 | 128 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $42,772,000 | 157 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $133,184,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,332,000 | 1,804 |
| Mortgage-backed securities | $74,312,000 | 829 |
| Certificates of participation in pools of residential mortgages | $72,978,000 | 563 |
| Issued or guaranteed by U.S. | $72,978,000 | 563 |
| 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 | $1,334,000 | 984 |
| Commercial mortgage pass-through securities | $1,334,000 | 636 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $304,199,000 | 422 |
| Total debt securities | $171,015,000 | 838 |
| 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 | $301,280,000 | 509 |
| U.S. Government securities | $115,772,000 | 801 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $115,772,000 | 768 |
| Securities issued by states & political subdivisions | $7,047,000 | 3,200 |
| Other domestic debt securities | $48,630,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $1,331,000 | 110 |
| Asset backed securities | $8,252,000 | 129 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $39,047,000 | 166 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $129,831,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,349,000 | 1,931 |
| Mortgage-backed securities | $79,302,000 | 787 |
| Certificates of participation in pools of residential mortgages | $77,971,000 | 525 |
| Issued or guaranteed by U.S. | $77,971,000 | 524 |
| 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 | $1,331,000 | 925 |
| Commercial mortgage pass-through securities | $1,331,000 | 585 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $301,280,000 | 432 |
| Total debt securities | $171,449,000 | 835 |
| 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 | $293,866,000 | 529 |
| U.S. Government securities | $112,663,000 | 837 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $112,663,000 | 799 |
| Securities issued by states & political subdivisions | $8,116,000 | 3,041 |
| Other domestic debt securities | $51,758,000 | 213 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $1,328,000 | 110 |
| Asset backed securities | $9,154,000 | 127 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $41,276,000 | 163 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $121,329,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,935,000 | 1,915 |
| Mortgage-backed securities | $82,637,000 | 756 |
| Certificates of participation in pools of residential mortgages | $81,309,000 | 516 |
| Issued or guaranteed by U.S. | $81,309,000 | 516 |
| 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 | $1,328,000 | 909 |
| Commercial mortgage pass-through securities | $1,328,000 | 570 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $293,866,000 | 451 |
| Total debt securities | $172,537,000 | 843 |
| 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 | $285,881,000 | 539 |
| U.S. Government securities | $112,060,000 | 850 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $112,060,000 | 818 |
| Securities issued by states & political subdivisions | $8,126,000 | 3,068 |
| Other domestic debt securities | $48,675,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $1,610,000 | 94 |
| Asset backed securities | $11,001,000 | 119 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $36,064,000 | 177 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $117,020,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,344,000 | 1,894 |
| Mortgage-backed securities | $86,145,000 | 723 |
| Certificates of participation in pools of residential mortgages | $84,535,000 | 491 |
| Issued or guaranteed by U.S. | $84,535,000 | 491 |
| 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 | $1,610,000 | 829 |
| Commercial mortgage pass-through securities | $1,610,000 | 511 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $285,881,000 | 460 |
| Total debt securities | $168,861,000 | 874 |
| 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 | $279,185,000 | 548 |
| U.S. Government securities | $114,617,000 | 844 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $114,617,000 | 809 |
| Securities issued by states & political subdivisions | $8,185,000 | 3,086 |
| Other domestic debt securities | $44,905,000 | 226 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $1,609,000 | 104 |
| Asset backed securities | $12,795,000 | 116 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $30,501,000 | 197 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $111,478,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,987,000 | 2,402 |
| Mortgage-backed securities | $91,974,000 | 683 |
| Certificates of participation in pools of residential mortgages | $90,365,000 | 462 |
| Issued or guaranteed by U.S. | $90,365,000 | 462 |
| 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 | $1,609,000 | 790 |
| Commercial mortgage pass-through securities | $1,609,000 | 487 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $279,185,000 | 467 |
| Total debt securities | $167,707,000 | 875 |
| 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 | $286,690,000 | 546 |
| U.S. Government securities | $117,857,000 | 852 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $117,857,000 | 811 |
| Securities issued by states & political subdivisions | $5,860,000 | 3,457 |
| Other domestic debt securities | $41,899,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $1,610,000 | 92 |
| Asset backed securities | $14,677,000 | 110 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $25,612,000 | 216 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $121,074,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $96,811,000 | 675 |
| Certificates of participation in pools of residential mortgages | $95,201,000 | 448 |
| Issued or guaranteed by U.S. | $95,201,000 | 448 |
| 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 | $1,610,000 | 753 |
| Commercial mortgage pass-through securities | $1,610,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $286,690,000 | 459 |
| Total debt securities | $165,616,000 | 899 |
| 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 | $292,534,000 | 534 |
| U.S. Government securities | $121,105,000 | 830 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $121,105,000 | 801 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,837 |
| Other domestic debt securities | $43,902,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $1,608,000 | 87 |
| Asset backed securities | $16,535,000 | 107 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $25,759,000 | 220 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $123,606,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $103,019,000 | 642 |
| Certificates of participation in pools of residential mortgages | $101,411,000 | 426 |
| Issued or guaranteed by U.S. | $101,411,000 | 425 |
| 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 | $1,608,000 | 728 |
| Commercial mortgage pass-through securities | $1,608,000 | 441 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $292,534,000 | 448 |
| Total debt securities | $168,928,000 | 885 |
| 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 | $286,533,000 | 539 |
| U.S. Government securities | $120,365,000 | 840 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $120,365,000 | 800 |
| Securities issued by states & political subdivisions | $5,289,000 | 3,599 |
| Other domestic debt securities | $38,824,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $1,608,000 | 91 |
| Asset backed securities | $15,966,000 | 107 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $21,250,000 | 242 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $122,055,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $107,306,000 | 631 |
| Certificates of participation in pools of residential mortgages | $105,698,000 | 415 |
| Issued or guaranteed by U.S. | $105,698,000 | 414 |
| 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 | $1,608,000 | 720 |
| Commercial mortgage pass-through securities | $1,608,000 | 446 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $286,533,000 | 459 |
| Total debt securities | $164,478,000 | 910 |
| 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 | $283,389,000 | 539 |
| U.S. Government securities | $120,748,000 | 847 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $120,748,000 | 814 |
| Securities issued by states & political subdivisions | $5,340,000 | 3,625 |
| Other domestic debt securities | $39,157,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $16,836,000 | 106 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $22,321,000 | 240 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $118,144,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $106,121,000 | 649 |
| Certificates of participation in pools of residential mortgages | $106,121,000 | 418 |
| Issued or guaranteed by U.S. | $106,121,000 | 418 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $283,389,000 | 461 |
| Total debt securities | $165,245,000 | 915 |
| 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 | $288,601,000 | 532 |
| U.S. Government securities | $119,801,000 | 855 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $119,801,000 | 825 |
| Securities issued by states & political subdivisions | $5,385,000 | 3,654 |
| Other domestic debt securities | $40,003,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $17,557,000 | 108 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $22,446,000 | 246 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $123,412,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $105,138,000 | 658 |
| Certificates of participation in pools of residential mortgages | $105,138,000 | 430 |
| Issued or guaranteed by U.S. | $105,138,000 | 429 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $288,601,000 | 454 |
| Total debt securities | $165,189,000 | 922 |
| 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 | $280,218,000 | 549 |
| U.S. Government securities | $117,758,000 | 883 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $117,758,000 | 848 |
| Securities issued by states & political subdivisions | $5,416,000 | 3,681 |
| Other domestic debt securities | $38,963,000 | 272 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $16,536,000 | 117 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $22,427,000 | 258 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $118,081,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $105,174,000 | 652 |
| Certificates of participation in pools of residential mortgages | $105,174,000 | 433 |
| Issued or guaranteed by U.S. | $105,174,000 | 432 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $280,218,000 | 469 |
| Total debt securities | $162,137,000 | 954 |
| 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 | $278,311,000 | 546 |
| U.S. Government securities | $118,651,000 | 873 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $118,651,000 | 846 |
| Securities issued by states & political subdivisions | $5,424,000 | 3,698 |
| Other domestic debt securities | $39,639,000 | 278 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $17,250,000 | 113 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $22,389,000 | 266 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $114,597,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $108,099,000 | 628 |
| Certificates of participation in pools of residential mortgages | $108,099,000 | 405 |
| Issued or guaranteed by U.S. | $108,099,000 | 405 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $278,311,000 | 466 |
| Total debt securities | $163,714,000 | 928 |
| 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 | $303,004,000 | 509 |
| U.S. Government securities | $122,942,000 | 829 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $122,942,000 | 804 |
| Securities issued by states & political subdivisions | $5,446,000 | 3,698 |
| Other domestic debt securities | $45,076,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $20,596,000 | 105 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $24,480,000 | 248 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $129,540,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $111,340,000 | 612 |
| Certificates of participation in pools of residential mortgages | $111,340,000 | 397 |
| Issued or guaranteed by U.S. | $111,340,000 | 396 |
| 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) | $117,000 | 2,419 |
| Available-for-sale securities (fair market value) | $302,887,000 | 442 |
| Total debt securities | $173,464,000 | 877 |
| 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 | $301,211,000 | 515 |
| U.S. Government securities | $121,938,000 | 837 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $121,938,000 | 806 |
| Securities issued by states & political subdivisions | $6,860,000 | 3,412 |
| Other domestic debt securities | $48,119,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $19,749,000 | 105 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $28,370,000 | 226 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $124,294,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $110,652,000 | 631 |
| Certificates of participation in pools of residential mortgages | $110,652,000 | 410 |
| Issued or guaranteed by U.S. | $110,652,000 | 409 |
| 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) | $4,903,000 | 1,345 |
| Available-for-sale securities (fair market value) | $296,308,000 | 459 |
| Total debt securities | $176,917,000 | 864 |
| 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 | $281,376,000 | 560 |
| U.S. Government securities | $118,472,000 | 883 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $118,472,000 | 858 |
| Securities issued by states & political subdivisions | $6,909,000 | 3,391 |
| Other domestic debt securities | $57,269,000 | 215 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $21,211,000 | 93 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $36,058,000 | 194 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $98,726,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $108,442,000 | 671 |
| Certificates of participation in pools of residential mortgages | $108,442,000 | 426 |
| Issued or guaranteed by U.S. | $108,442,000 | 425 |
| 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) | $4,943,000 | 1,313 |
| Available-for-sale securities (fair market value) | $276,433,000 | 506 |
| Total debt securities | $182,650,000 | 840 |
| 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 | $274,131,000 | 551 |
| U.S. Government securities | $119,343,000 | 862 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $119,343,000 | 828 |
| Securities issued by states & political subdivisions | $6,958,000 | 3,353 |
| Other domestic debt securities | $59,443,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $22,113,000 | 86 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $37,330,000 | 176 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $88,387,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $107,287,000 | 658 |
| Certificates of participation in pools of residential mortgages | $107,287,000 | 421 |
| Issued or guaranteed by U.S. | $107,287,000 | 420 |
| 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) | $4,982,000 | 1,322 |
| Available-for-sale securities (fair market value) | $269,149,000 | 505 |
| Total debt securities | $185,744,000 | 806 |
| 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 | $281,011,000 | 549 |
| U.S. Government securities | $126,325,000 | 833 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $126,325,000 | 802 |
| Securities issued by states & political subdivisions | $6,984,000 | 3,328 |
| Other domestic debt securities | $59,797,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $21,225,000 | 83 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $38,572,000 | 184 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $87,905,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $112,237,000 | 676 |
| Certificates of participation in pools of residential mortgages | $112,237,000 | 436 |
| Issued or guaranteed by U.S. | $112,237,000 | 435 |
| 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) | $5,022,000 | 1,332 |
| Available-for-sale securities (fair market value) | $275,989,000 | 508 |
| Total debt securities | $193,106,000 | 779 |
| 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 | $288,491,000 | 539 |
| U.S. Government securities | $135,418,000 | 785 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $135,418,000 | 757 |
| Securities issued by states & political subdivisions | $7,001,000 | 3,273 |
| Other domestic debt securities | $56,659,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $19,408,000 | 81 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $37,251,000 | 183 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $89,413,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $116,482,000 | 673 |
| Certificates of participation in pools of residential mortgages | $116,482,000 | 424 |
| Issued or guaranteed by U.S. | $116,482,000 | 422 |
| 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) | $5,064,000 | 1,315 |
| Available-for-sale securities (fair market value) | $283,427,000 | 491 |
| Total debt securities | $199,078,000 | 751 |
| 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 | $289,425,000 | 547 |
| U.S. Government securities | $150,355,000 | 740 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $150,355,000 | 719 |
| Securities issued by states & political subdivisions | $4,928,000 | 3,643 |
| Other domestic debt securities | $48,600,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $14,995,000 | 81 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $33,605,000 | 195 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $85,542,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $124,179,000 | 646 |
| Certificates of participation in pools of residential mortgages | $124,153,000 | 407 |
| Issued or guaranteed by U.S. | $124,153,000 | 406 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,632 |
| 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) | $5,106,000 | 1,330 |
| Available-for-sale securities (fair market value) | $284,319,000 | 498 |
| Total debt securities | $203,883,000 | 758 |
| 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 | $277,464,000 | 548 |
| U.S. Government securities | $158,310,000 | 671 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $158,310,000 | 651 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,607 |
| Other domestic debt securities | $35,763,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $9,968,000 | 74 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $25,795,000 | 220 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $78,434,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $127,609,000 | 613 |
| Certificates of participation in pools of residential mortgages | $127,484,000 | 375 |
| Issued or guaranteed by U.S. | $127,484,000 | 374 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $125,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,371 |
| 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) | $5,256,000 | 1,337 |
| Available-for-sale securities (fair market value) | $272,208,000 | 499 |
| Total debt securities | $199,030,000 | 748 |
| 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 | $269,742,000 | 551 |
| U.S. Government securities | $159,541,000 | 657 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $159,541,000 | 632 |
| Securities issued by states & political subdivisions | $2,768,000 | 4,163 |
| Other domestic debt securities | $32,009,000 | 343 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $4,970,000 | 89 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $27,039,000 | 198 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $75,424,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $894,000 | 5,561 |
| Mortgage-backed securities | $120,716,000 | 634 |
| Certificates of participation in pools of residential mortgages | $120,497,000 | 380 |
| Issued or guaranteed by U.S. | $120,497,000 | 376 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $219,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,276 |
| 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) | $3,089,000 | 1,614 |
| Available-for-sale securities (fair market value) | $266,653,000 | 502 |
| Total debt securities | $194,318,000 | 752 |
| 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 | $278,842,000 | 536 |
| U.S. Government securities | $157,689,000 | 681 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $157,689,000 | 660 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $32,200,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $3,901,000 | 88 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $28,299,000 | 182 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $88,953,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,103,000 | 5,483 |
| Mortgage-backed securities | $109,622,000 | 673 |
| Certificates of participation in pools of residential mortgages | $109,308,000 | 410 |
| Issued or guaranteed by U.S. | $109,308,000 | 406 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $314,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 3,190 |
| 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) | $340,000 | 2,496 |
| Available-for-sale securities (fair market value) | $278,502,000 | 484 |
| Total debt securities | $189,889,000 | 771 |
| 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 | $271,299,000 | 542 |
| U.S. Government securities | $161,949,000 | 664 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $161,949,000 | 631 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $30,249,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,841,000 | 118 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $28,408,000 | 180 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $79,101,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,000 | 5,431 |
| Mortgage-backed securities | $100,864,000 | 697 |
| Certificates of participation in pools of residential mortgages | $100,442,000 | 435 |
| Issued or guaranteed by U.S. | $100,442,000 | 432 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $422,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 3,072 |
| 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) | $356,000 | 2,484 |
| Available-for-sale securities (fair market value) | $270,943,000 | 486 |
| Total debt securities | $192,198,000 | 751 |
| 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 | $268,200,000 | 525 |
| U.S. Government securities | $162,672,000 | 628 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $162,672,000 | 601 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $29,736,000 | 390 |
| 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 | $29,736,000 | 176 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $75,792,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,597,000 | 5,375 |
| Mortgage-backed securities | $97,710,000 | 678 |
| Certificates of participation in pools of residential mortgages | $97,149,000 | 427 |
| Issued or guaranteed by U.S. | $97,149,000 | 424 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $561,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,956 |
| 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) | $382,000 | 2,494 |
| Available-for-sale securities (fair market value) | $267,818,000 | 474 |
| Total debt securities | $192,408,000 | 720 |
| 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 | $245,765,000 | 554 |
| U.S. Government securities | $150,714,000 | 647 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $150,714,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $30,109,000 | 372 |
| 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 | $30,109,000 | 172 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $64,942,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,897,000 | 5,352 |
| Mortgage-backed securities | $93,108,000 | 690 |
| Certificates of participation in pools of residential mortgages | $92,396,000 | 423 |
| Issued or guaranteed by U.S. | $92,396,000 | 420 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $712,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,850 |
| 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) | $401,000 | 2,544 |
| Available-for-sale securities (fair market value) | $245,364,000 | 483 |
| Total debt securities | $180,823,000 | 740 |
| 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 | $212,689,000 | 629 |
| U.S. Government securities | $128,634,000 | 750 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $128,634,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $23,622,000 | 442 |
| 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 | $23,622,000 | 190 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $60,433,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,778,000 | 3,650 |
| Mortgage-backed securities | $68,323,000 | 881 |
| Certificates of participation in pools of residential mortgages | $67,453,000 | 548 |
| Issued or guaranteed by U.S. | $67,453,000 | 543 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $870,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,671 |
| 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) | $422,000 | 2,597 |
| Available-for-sale securities (fair market value) | $212,267,000 | 550 |
| Total debt securities | $152,256,000 | 871 |
| 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 | $204,991,000 | 640 |
| U.S. Government securities | $130,629,000 | 726 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $130,629,000 | 696 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $9,767,000 | 830 |
| 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 | $9,767,000 | 369 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $64,595,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,185,000 | 2,986 |
| Mortgage-backed securities | $76,916,000 | 824 |
| Certificates of participation in pools of residential mortgages | $75,890,000 | 520 |
| Issued or guaranteed by U.S. | $75,890,000 | 517 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,026,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,557 |
| 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) | $443,000 | 2,632 |
| Available-for-sale securities (fair market value) | $204,548,000 | 560 |
| Total debt securities | $140,396,000 | 931 |
| 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 | $201,419,000 | 644 |
| U.S. Government securities | $132,446,000 | 702 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $132,446,000 | 674 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $9,901,000 | 852 |
| 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 | $9,901,000 | 359 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $59,072,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,557,000 | 2,971 |
| Mortgage-backed securities | $80,684,000 | 781 |
| Certificates of participation in pools of residential mortgages | $79,372,000 | 510 |
| Issued or guaranteed by U.S. | $79,372,000 | 506 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,312,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,402 |
| 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) | $814,000 | 2,457 |
| Available-for-sale securities (fair market value) | $200,605,000 | 564 |
| Total debt securities | $142,347,000 | 890 |
| 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 | $200,130,000 | 652 |
| U.S. Government securities | $133,304,000 | 679 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $133,304,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $9,954,000 | 901 |
| 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 | $9,954,000 | 381 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $56,872,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,507,000 | 2,838 |
| Mortgage-backed securities | $82,327,000 | 773 |
| Certificates of participation in pools of residential mortgages | $80,883,000 | 520 |
| Issued or guaranteed by U.S. | $80,883,000 | 515 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,444,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,332 |
| 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) | $930,000 | 2,493 |
| Available-for-sale securities (fair market value) | $199,200,000 | 563 |
| Total debt securities | $143,258,000 | 881 |
| 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 | $206,119,000 | 617 |
| U.S. Government securities | $134,758,000 | 665 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $134,758,000 | 636 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,812,000 | 926 |
| 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 | $9,812,000 | 400 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $61,549,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,202,000 | 2,895 |
| Mortgage-backed securities | $80,030,000 | 787 |
| Certificates of participation in pools of residential mortgages | $78,409,000 | 543 |
| Issued or guaranteed by U.S. | $78,409,000 | 537 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,621,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,268 |
| 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) | $1,092,000 | 2,448 |
| Available-for-sale securities (fair market value) | $205,027,000 | 531 |
| Total debt securities | $144,570,000 | 852 |
| 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 | $180,341,000 | 693 |
| U.S. Government securities | $127,740,000 | 700 |
| U.S. Treasury securities | $50,000 | 974 |
| U.S. Government agency obligations | $127,690,000 | 675 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,173,000 | 2,240 |
| 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 | $1,173,000 | 1,453 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $51,428,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,024,000 | 2,631 |
| Mortgage-backed securities | $74,070,000 | 865 |
| Certificates of participation in pools of residential mortgages | $72,237,000 | 612 |
| Issued or guaranteed by U.S. | $72,237,000 | 601 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,833,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $1,833,000 | 2,184 |
| 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) | $1,247,000 | 2,425 |
| Available-for-sale securities (fair market value) | $179,094,000 | 593 |
| Total debt securities | $128,913,000 | 964 |
| 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 | $176,470,000 | 690 |
| U.S. Government securities | $124,172,000 | 704 |
| U.S. Treasury securities | $51,000 | 962 |
| U.S. Government agency obligations | $124,121,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,240,000 | 2,150 |
| 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 | $1,240,000 | 1,393 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $51,058,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,647,000 | 2,597 |
| Mortgage-backed securities | $66,961,000 | 926 |
| Certificates of participation in pools of residential mortgages | $64,987,000 | 649 |
| Issued or guaranteed by U.S. | $64,987,000 | 639 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,974,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $1,974,000 | 2,127 |
| 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) | $1,355,000 | 2,393 |
| Available-for-sale securities (fair market value) | $175,115,000 | 590 |
| Total debt securities | $125,412,000 | 963 |
| 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 | $197,297,000 | 618 |
| U.S. Government securities | $124,046,000 | 680 |
| U.S. Treasury securities | $51,000 | 1,009 |
| U.S. Government agency obligations | $123,995,000 | 667 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,182,000 | 2,135 |
| 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 | $1,182,000 | 1,391 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $72,069,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,914,000 | 2,538 |
| Mortgage-backed securities | $64,055,000 | 926 |
| Certificates of participation in pools of residential mortgages | $61,996,000 | 647 |
| Issued or guaranteed by U.S. | $61,996,000 | 638 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,059,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 1,995 |
| 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) | $1,465,000 | 2,369 |
| Available-for-sale securities (fair market value) | $195,832,000 | 518 |
| Total debt securities | $125,228,000 | 944 |
| 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 | $202,583,000 | 603 |
| U.S. Government securities | $126,272,000 | 663 |
| U.S. Treasury securities | $51,000 | 1,012 |
| U.S. Government agency obligations | $126,221,000 | 647 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,312,000 | 2,099 |
| 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 | $1,312,000 | 1,415 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $74,999,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,542,000 | 3,005 |
| Mortgage-backed securities | $64,313,000 | 918 |
| Certificates of participation in pools of residential mortgages | $62,175,000 | 648 |
| Issued or guaranteed by U.S. | $62,175,000 | 642 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,138,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 1,983 |
| 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) | $1,569,000 | 2,342 |
| Available-for-sale securities (fair market value) | $201,014,000 | 513 |
| Total debt securities | $127,584,000 | 935 |
| 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 | $216,579,000 | 578 |
| U.S. Government securities | $131,480,000 | 624 |
| U.S. Treasury securities | $1,054,000 | 617 |
| U.S. Government agency obligations | $130,426,000 | 617 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,401,000 | 1,986 |
| 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 | $1,401,000 | 1,339 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $83,698,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,191,000 | 2,870 |
| Mortgage-backed securities | $72,515,000 | 793 |
| Certificates of participation in pools of residential mortgages | $70,200,000 | 550 |
| Issued or guaranteed by U.S. | $70,200,000 | 544 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,315,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 1,926 |
| 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) | $1,701,000 | 2,334 |
| Available-for-sale securities (fair market value) | $214,878,000 | 503 |
| Total debt securities | $132,881,000 | 883 |
| 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 | $221,467,000 | 561 |
| U.S. Government securities | $131,911,000 | 627 |
| U.S. Treasury securities | $1,056,000 | 689 |
| U.S. Government agency obligations | $130,855,000 | 627 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $806,000 | 2,157 |
| 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 | $806,000 | 1,521 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $88,750,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,093,000 | 2,782 |
| Mortgage-backed securities | $63,163,000 | 805 |
| Certificates of participation in pools of residential mortgages | $60,744,000 | 564 |
| Issued or guaranteed by U.S. | $60,744,000 | 558 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,419,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 1,818 |
| 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) | $1,818,000 | 2,361 |
| Available-for-sale securities (fair market value) | $219,649,000 | 484 |
| Total debt securities | $132,717,000 | 869 |
| 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 | $224,165,000 | 562 |
| U.S. Government securities | $136,642,000 | 616 |
| U.S. Treasury securities | $1,054,000 | 723 |
| U.S. Government agency obligations | $135,588,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $797,000 | 2,116 |
| 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 | $797,000 | 1,500 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $86,726,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,036,000 | 2,788 |
| Mortgage-backed securities | $62,919,000 | 776 |
| Certificates of participation in pools of residential mortgages | $60,398,000 | 544 |
| Issued or guaranteed by U.S. | $60,398,000 | 538 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,521,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $2,521,000 | 1,729 |
| 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) | $1,923,000 | 2,384 |
| Available-for-sale securities (fair market value) | $222,242,000 | 482 |
| Total debt securities | $137,439,000 | 844 |
| 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 | $223,711,000 | 559 |
| U.S. Government securities | $136,842,000 | 629 |
| U.S. Treasury securities | $1,042,000 | 823 |
| U.S. Government agency obligations | $135,800,000 | 625 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $846,000 | 2,039 |
| 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 | $846,000 | 1,450 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $86,023,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,936,000 | 2,808 |
| Mortgage-backed securities | $59,050,000 | 808 |
| Certificates of participation in pools of residential mortgages | $59,050,000 | 571 |
| Issued or guaranteed by U.S. | $59,050,000 | 561 |
| 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) | $2,052,000 | 2,352 |
| Available-for-sale securities (fair market value) | $221,659,000 | 474 |
| Total debt securities | $137,688,000 | 842 |
| 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 | $293,825,000 | 438 |
| U.S. Government securities | $212,688,000 | 427 |
| U.S. Treasury securities | $1,049,000 | 880 |
| U.S. Government agency obligations | $211,639,000 | 419 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,037,000 | 1,879 |
| 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 | $1,037,000 | 1,317 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $80,100,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,009,000 | 2,814 |
| Mortgage-backed securities | $94,337,000 | 563 |
| Certificates of participation in pools of residential mortgages | $91,392,000 | 406 |
| Issued or guaranteed by U.S. | $91,392,000 | 400 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,945,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,945,000 | 1,600 |
| 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) | $2,183,000 | 2,365 |
| Available-for-sale securities (fair market value) | $291,642,000 | 374 |
| Total debt securities | $213,725,000 | 570 |
| 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 | $314,123,000 | 414 |
| U.S. Government securities | $224,284,000 | 420 |
| U.S. Treasury securities | $1,048,000 | 926 |
| U.S. Government agency obligations | $223,236,000 | 409 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,054,000 | 1,277 |
| 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 | $3,054,000 | 838 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $86,785,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,971,000 | 2,956 |
| Mortgage-backed securities | $93,164,000 | 576 |
| Certificates of participation in pools of residential mortgages | $90,235,000 | 405 |
| Issued or guaranteed by U.S. | $90,235,000 | 401 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,929,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $2,929,000 | 1,625 |
| 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) | $2,322,000 | 2,375 |
| Available-for-sale securities (fair market value) | $311,801,000 | 357 |
| Total debt securities | $227,338,000 | 537 |
| 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 | $316,806,000 | 422 |
| U.S. Government securities | $233,637,000 | 405 |
| U.S. Treasury securities | $1,051,000 | 977 |
| U.S. Government agency obligations | $232,586,000 | 397 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $5,041,000 | 1,027 |
| 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 | $5,041,000 | 648 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $78,128,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,936,000 | 2,277 |
| Mortgage-backed securities | $91,637,000 | 591 |
| Certificates of participation in pools of residential mortgages | $91,637,000 | 415 |
| Issued or guaranteed by U.S. | $91,637,000 | 410 |
| 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) | $2,483,000 | 2,383 |
| Available-for-sale securities (fair market value) | $314,323,000 | 362 |
| Total debt securities | $238,678,000 | 523 |
| 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 | $310,974,000 | 438 |
| U.S. Government securities | $230,195,000 | 425 |
| U.S. Treasury securities | $1,043,000 | 1,014 |
| U.S. Government agency obligations | $229,152,000 | 415 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $5,002,000 | 1,021 |
| 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 | $5,002,000 | 658 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $75,777,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,788,000 | 2,273 |
| Mortgage-backed securities | $87,795,000 | 604 |
| Certificates of participation in pools of residential mortgages | $87,795,000 | 429 |
| Issued or guaranteed by U.S. | $87,795,000 | 426 |
| 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) | $2,660,000 | 2,356 |
| Available-for-sale securities (fair market value) | $308,314,000 | 372 |
| Total debt securities | $235,196,000 | 538 |
| 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 | $313,182,000 | 444 |
| U.S. Government securities | $235,110,000 | 432 |
| U.S. Treasury securities | $1,123,000 | 1,063 |
| U.S. Government agency obligations | $233,987,000 | 418 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,977,000 | 1,063 |
| 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 | $4,977,000 | 699 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $73,095,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,738,000 | 2,177 |
| Mortgage-backed securities | $90,850,000 | 596 |
| Certificates of participation in pools of residential mortgages | $90,850,000 | 428 |
| Issued or guaranteed by U.S. | $90,850,000 | 424 |
| 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) | $3,446,000 | 2,211 |
| Available-for-sale securities (fair market value) | $309,736,000 | 371 |
| Total debt securities | $240,086,000 | 538 |
| 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 | $311,448,000 | 450 |
| U.S. Government securities | $233,293,000 | 444 |
| U.S. Treasury securities | $1,117,000 | 1,077 |
| U.S. Government agency obligations | $232,176,000 | 427 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,858,000 | 1,083 |
| 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 | $4,858,000 | 739 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $73,297,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,710,000 | 2,147 |
| Mortgage-backed securities | $97,003,000 | 572 |
| Certificates of participation in pools of residential mortgages | $97,003,000 | 419 |
| Issued or guaranteed by U.S. | $97,003,000 | 414 |
| 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) | $3,719,000 | 2,193 |
| Available-for-sale securities (fair market value) | $307,729,000 | 384 |
| Total debt securities | $238,149,000 | 547 |
| 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 | $312,404,000 | 446 |
| U.S. Government securities | $235,237,000 | 443 |
| U.S. Treasury securities | $1,114,000 | 1,084 |
| U.S. Government agency obligations | $234,123,000 | 423 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,893,000 | 1,088 |
| 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 | $4,893,000 | 753 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $72,274,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,754,000 | 2,311 |
| Mortgage-backed securities | $104,261,000 | 556 |
| Certificates of participation in pools of residential mortgages | $104,261,000 | 412 |
| Issued or guaranteed by U.S. | $104,261,000 | 409 |
| 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) | $3,990,000 | 2,151 |
| Available-for-sale securities (fair market value) | $308,414,000 | 375 |
| Total debt securities | $240,130,000 | 539 |
| 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 | $313,199,000 | 439 |
| U.S. Government securities | $240,849,000 | 429 |
| U.S. Treasury securities | $1,114,000 | 1,114 |
| U.S. Government agency obligations | $239,735,000 | 413 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $5,433,000 | 1,054 |
| 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 | $5,433,000 | 717 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $66,917,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,825,000 | 2,400 |
| Mortgage-backed securities | $108,237,000 | 546 |
| Certificates of participation in pools of residential mortgages | $108,237,000 | 408 |
| Issued or guaranteed by U.S. | $108,237,000 | 401 |
| 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) | $4,300,000 | 2,117 |
| Available-for-sale securities (fair market value) | $308,899,000 | 381 |
| Total debt securities | $246,282,000 | 531 |
| 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 | $313,904,000 | 441 |
| U.S. Government securities | $236,026,000 | 446 |
| U.S. Treasury securities | $1,110,000 | 1,192 |
| U.S. Government agency obligations | $234,916,000 | 426 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $8,638,000 | 842 |
| 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 | $8,638,000 | 567 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $69,240,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,765,000 | 2,398 |
| Mortgage-backed securities | $109,147,000 | 559 |
| Certificates of participation in pools of residential mortgages | $109,147,000 | 414 |
| Issued or guaranteed by U.S. | $109,147,000 | 410 |
| 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) | $4,029,000 | 2,203 |
| Available-for-sale securities (fair market value) | $309,875,000 | 382 |
| Total debt securities | $244,664,000 | 541 |
| 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 | $320,801,000 | 442 |
| U.S. Government securities | $234,824,000 | 451 |
| U.S. Treasury securities | $1,167,000 | 1,216 |
| U.S. Government agency obligations | $233,657,000 | 430 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $13,753,000 | 675 |
| 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 | $13,753,000 | 426 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $72,224,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,923,000 | 2,578 |
| Mortgage-backed securities | $105,145,000 | 587 |
| Certificates of participation in pools of residential mortgages | $105,145,000 | 430 |
| Issued or guaranteed by U.S. | $105,145,000 | 427 |
| 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) | $4,357,000 | 2,146 |
| Available-for-sale securities (fair market value) | $316,444,000 | 381 |
| Total debt securities | $248,577,000 | 541 |
| 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 | $325,403,000 | 436 |
| U.S. Government securities | $239,008,000 | 449 |
| U.S. Treasury securities | $3,173,000 | 790 |
| U.S. Government agency obligations | $235,835,000 | 429 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $19,170,000 | 551 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,300,000 | 177 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,870,000 | 348 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $67,225,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,967,000 | 2,809 |
| Mortgage-backed securities | $112,105,000 | 570 |
| Certificates of participation in pools of residential mortgages | $112,105,000 | 409 |
| Issued or guaranteed by U.S. | $112,105,000 | 408 |
| 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) | $6,703,000 | 1,815 |
| Available-for-sale securities (fair market value) | $318,700,000 | 383 |
| Total debt securities | $258,178,000 | 525 |
| 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 | $330,567,000 | 446 |
| U.S. Government securities | $235,743,000 | 464 |
| U.S. Treasury securities | $7,126,000 | 496 |
| U.S. Government agency obligations | $228,617,000 | 454 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $25,397,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,754,000 | 171 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,643,000 | 287 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $69,427,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,917,000 | 2,532 |
| Mortgage-backed securities | $116,055,000 | 551 |
| Certificates of participation in pools of residential mortgages | $116,055,000 | 401 |
| Issued or guaranteed by U.S. | $116,055,000 | 400 |
| 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) | $11,918,000 | 1,355 |
| Available-for-sale securities (fair market value) | $318,649,000 | 387 |
| Total debt securities | $261,140,000 | 522 |
| 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 | $334,732,000 | 436 |
| U.S. Government securities | $239,400,000 | 462 |
| U.S. Treasury securities | $9,039,000 | 420 |
| U.S. Government agency obligations | $230,361,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $30,812,000 | 433 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,036,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,776,000 | 270 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $64,520,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,039,000 | 3,445 |
| Mortgage-backed securities | $119,133,000 | 566 |
| Certificates of participation in pools of residential mortgages | $119,133,000 | 402 |
| Issued or guaranteed by U.S. | $119,133,000 | 399 |
| 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) | $13,601,000 | 1,225 |
| Available-for-sale securities (fair market value) | $321,131,000 | 386 |
| Total debt securities | $270,212,000 | 518 |
| 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 | $341,828,000 | 431 |
| U.S. Government securities | $235,885,000 | 484 |
| U.S. Treasury securities | $12,081,000 | 351 |
| U.S. Government agency obligations | $223,804,000 | 492 |
| Securities issued by states & political subdivisions | $680,000 | 5,558 |
| Other domestic debt securities | $37,012,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,102,000 | 169 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,910,000 | 237 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $68,251,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,081,000 | 2,815 |
| Mortgage-backed securities | $110,883,000 | 605 |
| Certificates of participation in pools of residential mortgages | $110,883,000 | 442 |
| Issued or guaranteed by U.S. | $110,883,000 | 438 |
| 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) | $16,832,000 | 1,070 |
| Available-for-sale securities (fair market value) | $324,996,000 | 396 |
| Total debt securities | $273,577,000 | 520 |
| 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 | $337,671,000 | 441 |
| U.S. Government securities | $225,905,000 | 499 |
| U.S. Treasury securities | $13,138,000 | 335 |
| U.S. Government agency obligations | $212,767,000 | 513 |
| Securities issued by states & political subdivisions | $680,000 | 5,606 |
| Other domestic debt securities | $48,698,000 | 296 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,620,000 | 171 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,078,000 | 198 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $62,388,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,138,000 | 2,558 |
| Mortgage-backed securities | $98,152,000 | 661 |
| Certificates of participation in pools of residential mortgages | $98,152,000 | 486 |
| Issued or guaranteed by U.S. | $98,152,000 | 481 |
| 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) | $24,190,000 | 803 |
| Available-for-sale securities (fair market value) | $313,481,000 | 413 |
| Total debt securities | $275,283,000 | 514 |
| 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 | $319,780,000 | 461 |
| U.S. Government securities | $199,093,000 | 546 |
| U.S. Treasury securities | $14,195,000 | 319 |
| U.S. Government agency obligations | $184,898,000 | 558 |
| Securities issued by states & political subdivisions | $680,000 | 5,588 |
| Other domestic debt securities | $54,795,000 | 290 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,490,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,305,000 | 187 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $65,212,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,195,000 | 2,394 |
| Mortgage-backed securities | $77,835,000 | 769 |
| Certificates of participation in pools of residential mortgages | $77,835,000 | 550 |
| Issued or guaranteed by U.S. | $77,835,000 | 545 |
| 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) | $29,785,000 | 672 |
| Available-for-sale securities (fair market value) | $289,995,000 | 427 |
| Total debt securities | $254,568,000 | 531 |
| 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 | $301,702,000 | 477 |
| U.S. Government securities | $180,440,000 | 582 |
| U.S. Treasury securities | $16,226,000 | 313 |
| U.S. Government agency obligations | $164,214,000 | 602 |
| Securities issued by states & political subdivisions | $680,000 | 5,556 |
| Other domestic debt securities | $62,827,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,881,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,946,000 | 180 |
| Foreign debt securities | $1,279,000 | 87 |
| Equity securities | $56,476,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,226,000 | 2,178 |
| Mortgage-backed securities | $61,696,000 | 900 |
| Certificates of participation in pools of residential mortgages | $61,481,000 | 636 |
| Issued or guaranteed by U.S. | $61,481,000 | 635 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $215,000 | 3,882 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,705 |
| 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) | $42,555,000 | 490 |
| Available-for-sale securities (fair market value) | $259,147,000 | 459 |
| Total debt securities | $245,226,000 | 542 |
| 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 | $289,831,000 | 468 |
| U.S. Government securities | $155,652,000 | 615 |
| U.S. Treasury securities | $19,273,000 | 279 |
| U.S. Government agency obligations | $136,379,000 | 654 |
| Securities issued by states & political subdivisions | $680,000 | 5,555 |
| Other domestic debt securities | $62,906,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,995,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,911,000 | 178 |
| Foreign debt securities | $1,347,000 | 86 |
| Equity securities | $69,246,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,273,000 | 1,902 |
| Mortgage-backed securities | $40,552,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $38,731,000 | 871 |
| Issued or guaranteed by U.S. | $38,731,000 | 867 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,821,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 2,581 |
| 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) | $47,412,000 | 443 |
| Available-for-sale securities (fair market value) | $242,419,000 | 466 |
| Total debt securities | $220,585,000 | 574 |
| 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 | $242,841,000 | 498 |
| U.S. Government securities | $97,283,000 | 843 |
| U.S. Treasury securities | $14,270,000 | 356 |
| U.S. Government agency obligations | $83,013,000 | 914 |
| Securities issued by states & political subdivisions | $679,000 | 5,664 |
| Other domestic debt securities | $66,536,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,809,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,727,000 | 177 |
| Foreign debt securities | $1,497,000 | 87 |
| Equity securities | $76,846,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,270,000 | 2,300 |
| Mortgage-backed securities | $36,957,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $33,750,000 | 873 |
| Issued or guaranteed by U.S. | $33,750,000 | 866 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,207,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $3,207,000 | 2,157 |
| 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) | $78,166,000 | 266 |
| Available-for-sale securities (fair market value) | $164,675,000 | 596 |
| Total debt securities | $165,995,000 | 678 |
| 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 | $213,865,000 | 558 |
| U.S. Government securities | $78,276,000 | 1,059 |
| U.S. Treasury securities | $14,107,000 | 470 |
| U.S. Government agency obligations | $64,169,000 | 1,156 |
| Securities issued by states & political subdivisions | $1,177,000 | 5,116 |
| Other domestic debt securities | $52,930,000 | 268 |
| 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 | $52,930,000 | 191 |
| Foreign debt securities | $1,611,000 | 90 |
| Equity securities | $79,871,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,107,000 | 2,476 |
| Mortgage-backed securities | $25,309,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $25,309,000 | 901 |
| Issued or guaranteed by U.S. | $25,309,000 | 894 |
| 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) | $91,288,000 | 280 |
| Available-for-sale securities (fair market value) | $122,577,000 | 699 |
| Total debt securities | $133,994,000 | 810 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $211,384,000 | 579 |
| U.S. Government securities | $74,091,000 | 1,158 |
| U.S. Treasury securities | $13,904,000 | 678 |
| U.S. Government agency obligations | $60,187,000 | 1,279 |
| Securities issued by states & political subdivisions | $1,171,000 | 5,393 |
| Other domestic debt securities | $49,650,000 | 302 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,650,000 | 216 |
| Foreign debt securities | $1,674,000 | 95 |
| Equity securities | $84,798,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,991,000 | 3,926 |
| Mortgage-backed securities | $25,701,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $25,191,000 | 970 |
| Issued or guaranteed by U.S. | $25,191,000 | 960 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $510,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 3,344 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,030,000 | 392 |
| Available-for-sale securities (fair market value) | $141,354,000 | 634 |
| Total debt securities | $126,586,000 | 884 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $206,258,000 | 603 |
| U.S. Government securities | $62,322,000 | 1,423 |
| U.S. Treasury securities | $13,122,000 | 1,012 |
| U.S. Government agency obligations | $49,200,000 | 1,505 |
| Securities issued by states & political subdivisions | $1,187,000 | 5,523 |
| Other domestic debt securities | $42,450,000 | 290 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,450,000 | 192 |
| Foreign debt securities | $697,000 | 134 |
| Equity securities | $99,602,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,075,000 | 3,862 |
| Mortgage-backed securities | $29,077,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $27,883,000 | 957 |
| Issued or guaranteed by U.S. | $27,883,000 | 947 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,194,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,955 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,145,000 | 699 |
| Available-for-sale securities (fair market value) | $164,113,000 | 568 |
| Total debt securities | $106,656,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $179,417,000 | 672 |
| U.S. Government securities | $73,248,000 | 1,241 |
| U.S. Treasury securities | $15,055,000 | 1,229 |
| U.S. Government agency obligations | $58,193,000 | 1,240 |
| Securities issued by states & political subdivisions | $676,000 | 6,396 |
| Other domestic debt securities | $25,926,000 | 308 |
| Privately issued residential mortgage-backed securities | $1,927,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,999,000 | 204 |
| Foreign debt securities | $909,000 | 124 |
| Equity securities | $78,658,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,022,000 | 4,498 |
| Mortgage-backed securities | $37,056,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $32,895,000 | 866 |
| Issued or guaranteed by U.S. | $32,895,000 | 850 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,161,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $2,234,000 | 2,468 |
| Privately issued | $1,927,000 | 353 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,195,000 | 4,473 |
| Available-for-sale securities (fair market value) | $175,222,000 | 509 |
| Total debt securities | $100,759,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $156,421,000 | 801 |
| U.S. Government securities | $71,562,000 | 1,347 |
| U.S. Treasury securities | $26,947,000 | 877 |
| U.S. Government agency obligations | $44,615,000 | 1,647 |
| Securities issued by states & political subdivisions | $675,000 | 6,693 |
| Other domestic debt securities | $18,804,000 | 379 |
| Privately issued residential mortgage-backed securities | $1,940,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,864,000 | 253 |
| Foreign debt securities | $1,125,000 | 128 |
| Equity securities | $64,255,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,000 | 4,654 |
| Mortgage-backed securities | $26,010,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $22,957,000 | 1,196 |
| Issued or guaranteed by U.S. | $22,957,000 | 1,176 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,053,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 3,552 |
| Privately issued | $1,940,000 | 409 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,590,000 | 4,446 |
| Available-for-sale securities (fair market value) | $150,831,000 | 582 |
| Total debt securities | $91,996,000 | 1,247 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $142,504,000 | 894 |
| U.S. Government securities | $69,214,000 | 1,474 |
| U.S. Treasury securities | $38,388,000 | 749 |
| U.S. Government agency obligations | $30,826,000 | 2,260 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $20,378,000 | 434 |
| Privately issued residential mortgage-backed securities | $1,949,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,429,000 | 309 |
| Foreign debt securities | $1,339,000 | 140 |
| Equity securities | $51,573,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,015,000 | 5,236 |
| Mortgage-backed securities | $18,270,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $12,637,000 | 1,855 |
| Issued or guaranteed by U.S. | $12,637,000 | 1,840 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,633,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,684,000 | 2,441 |
| Privately issued | $1,949,000 | 454 |
| 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) | $10,176,000 | 3,365 |
| Available-for-sale securities (fair market value) | $132,328,000 | 674 |
| Total debt securities | $90,103,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $3,899,000 | 946 |
| Fair value | $3,977,000 | 905 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $115,639,000 | 1,127 |
| U.S. Government securities | $55,899,000 | 1,891 |
| U.S. Treasury securities | $31,138,000 | 1,122 |
| U.S. Government agency obligations | $24,761,000 | 2,683 |
| Securities issued by states & political subdivisions | $675,000 | 7,281 |
| Other domestic debt securities | $24,435,000 | 407 |
| Privately issued residential mortgage-backed securities | $1,807,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,628,000 | 268 |
| Foreign debt securities | $2,531,000 | 116 |
| Equity securities | $32,099,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 8,593 |
| Mortgage-backed securities | $22,818,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $14,942,000 | 1,710 |
| Issued or guaranteed by U.S. | $14,942,000 | 1,692 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,876,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $6,069,000 | 1,934 |
| Privately issued | $1,807,000 | 520 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,212,000 | 4,269 |
| Available-for-sale securities (fair market value) | $100,427,000 | 567 |
| Total debt securities | $85,600,000 | 1,466 |
| 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 | $121,158,000 | 1,138 |
| U.S. Government securities | $50,665,000 | 2,164 |
| U.S. Treasury securities | $24,571,000 | 1,532 |
| U.S. Government agency obligations | $26,094,000 | 2,620 |
| Securities issued by states & political subdivisions | $1,669,000 | 5,742 |
| Other domestic debt securities | $32,841,000 | 401 |
| Privately issued residential mortgage-backed securities | $1,986,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,855,000 | 257 |
| Foreign debt securities | $2,790,000 | 114 |
| Equity securities | $33,193,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $24,057,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $20,393,000 | 1,458 |
| Issued or guaranteed by U.S. | $18,407,000 | 1,566 |
| Privately issued | $1,986,000 | 300 |
| Collaterized mortgage obligations | $3,664,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $3,664,000 | 2,953 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $87,965,000 | 1,510 |
| 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 | $94,299,000 | 1,442 |
| U.S. Government securities | $49,270,000 | 2,167 |
| U.S. Treasury securities | $18,114,000 | 2,061 |
| U.S. Government agency obligations | $31,156,000 | 2,170 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $26,357,000 | 512 |
| 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 | $26,357,000 | 334 |
| Foreign debt securities | $4,843,000 | 81 |
| Equity securities | $13,829,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $28,151,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $19,270,000 | 1,572 |
| Issued or guaranteed by U.S. | $19,270,000 | 1,533 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,881,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $8,881,000 | 1,645 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $80,470,000 | 1,631 |
| 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 |