Home > Central Bank > Securities
Central Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $723,773,000 | 310 |
| U.S. Government securities | $701,851,000 | 233 |
| U.S. Treasury securities | $476,544,000 | 80 |
| U.S. Government agency obligations | $225,307,000 | 523 |
| Securities issued by states & political subdivisions | $21,268,000 | 1,724 |
| Other domestic debt securities | $634,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $634,000 | 617 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,269,000 | 388 |
| Mortgage-backed securities | $225,307,000 | 423 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,268,000 | 523 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $120,115,000 | 212 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $860,000 | 1,278 |
| Other commercial mortgage-backed securities | $7,064,000 | 611 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $723,753,000 | 253 |
| Total debt securities | $723,753,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $742,757,000 | 303 |
| U.S. Government securities | $717,441,000 | 231 |
| U.S. Treasury securities | $489,074,000 | 76 |
| U.S. Government agency obligations | $228,367,000 | 521 |
| Securities issued by states & political subdivisions | $24,437,000 | 1,562 |
| Other domestic debt securities | $859,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $859,000 | 592 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,331,000 | 360 |
| Mortgage-backed securities | $228,367,000 | 409 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,106,000 | 515 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $122,599,000 | 208 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $927,000 | 1,217 |
| Other commercial mortgage-backed securities | $7,735,000 | 569 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $742,737,000 | 251 |
| Total debt securities | $742,735,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $797,945,000 | 290 |
| U.S. Government securities | $770,155,000 | 222 |
| U.S. Treasury securities | $525,009,000 | 73 |
| U.S. Government agency obligations | $245,146,000 | 503 |
| Securities issued by states & political subdivisions | $26,799,000 | 1,526 |
| Other domestic debt securities | $971,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $971,000 | 551 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,609,000 | 341 |
| Mortgage-backed securities | $245,146,000 | 396 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $105,272,000 | 495 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $131,423,000 | 197 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $992,000 | 1,183 |
| Other commercial mortgage-backed securities | $7,459,000 | 585 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $797,925,000 | 239 |
| Total debt securities | $797,926,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $855,630,000 | 291 |
| U.S. Government securities | $825,413,000 | 226 |
| U.S. Treasury securities | $564,082,000 | 71 |
| U.S. Government agency obligations | $261,331,000 | 472 |
| Securities issued by states & political subdivisions | $29,176,000 | 1,476 |
| Other domestic debt securities | $1,021,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,021,000 | 538 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,706,000 | 334 |
| Mortgage-backed securities | $261,331,000 | 404 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $112,189,000 | 494 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $140,225,000 | 199 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,102,000 | 1,186 |
| Other commercial mortgage-backed securities | $7,815,000 | 589 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $855,610,000 | 237 |
| Total debt securities | $855,608,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $875,784,000 | 292 |
| U.S. Government securities | $836,444,000 | 230 |
| U.S. Treasury securities | $562,834,000 | 79 |
| U.S. Government agency obligations | $273,610,000 | 451 |
| Securities issued by states & political subdivisions | $38,290,000 | 1,223 |
| Other domestic debt securities | $1,030,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,030,000 | 557 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,534,000 | 377 |
| Mortgage-backed securities | $273,610,000 | 394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,722,000 | 475 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $145,729,000 | 197 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,189,000 | 1,161 |
| Other commercial mortgage-backed securities | $7,970,000 | 584 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $875,764,000 | 239 |
| Total debt securities | $875,766,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $902,298,000 | 289 |
| U.S. Government securities | $862,172,000 | 229 |
| U.S. Treasury securities | $617,552,000 | 78 |
| U.S. Government agency obligations | $244,620,000 | 498 |
| Securities issued by states & political subdivisions | $40,106,000 | 1,174 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,740,000 | 565 |
| Mortgage-backed securities | $244,620,000 | 434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $124,390,000 | 457 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,543,000 | 248 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,343,000 | 1,151 |
| Other commercial mortgage-backed securities | $9,344,000 | 567 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $902,278,000 | 236 |
| Total debt securities | $902,279,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $893,926,000 | 297 |
| U.S. Government securities | $852,244,000 | 239 |
| U.S. Treasury securities | $610,792,000 | 77 |
| U.S. Government agency obligations | $241,452,000 | 517 |
| Securities issued by states & political subdivisions | $41,662,000 | 1,189 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,098,000 | 598 |
| Mortgage-backed securities | $241,452,000 | 455 |
| Certificates of participation in pools of residential mortgages | $124,501,000 | 481 |
| Issued or guaranteed by U.S. | $124,501,000 | 476 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $106,964,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $106,964,000 | 265 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $9,987,000 | 874 |
| Commercial mortgage pass-through securities | $1,501,000 | 1,114 |
| Other commercial mortgage-backed securities | $8,486,000 | 641 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $893,906,000 | 241 |
| Total debt securities | $893,905,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $876,854,000 | 309 |
| U.S. Government securities | $832,596,000 | 246 |
| U.S. Treasury securities | $580,497,000 | 73 |
| U.S. Government agency obligations | $252,099,000 | 505 |
| Securities issued by states & political subdivisions | $44,238,000 | 1,157 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,403,000 | 549 |
| Mortgage-backed securities | $252,099,000 | 448 |
| Certificates of participation in pools of residential mortgages | $129,922,000 | 472 |
| Issued or guaranteed by U.S. | $129,922,000 | 468 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $111,200,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $111,200,000 | 260 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $10,977,000 | 847 |
| Commercial mortgage pass-through securities | $1,732,000 | 1,086 |
| Other commercial mortgage-backed securities | $9,245,000 | 608 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $876,834,000 | 261 |
| Total debt securities | $876,833,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $679,835,000 | 364 |
| U.S. Government securities | $628,329,000 | 279 |
| U.S. Treasury securities | $393,424,000 | 72 |
| U.S. Government agency obligations | $234,905,000 | 531 |
| Securities issued by states & political subdivisions | $51,486,000 | 1,042 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,281,000 | 519 |
| Mortgage-backed securities | $234,886,000 | 459 |
| Certificates of participation in pools of residential mortgages | $136,555,000 | 456 |
| Issued or guaranteed by U.S. | $136,555,000 | 453 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $87,592,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $87,592,000 | 311 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,739,000 | 844 |
| Commercial mortgage pass-through securities | $1,991,000 | 1,022 |
| Other commercial mortgage-backed securities | $8,748,000 | 624 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $679,815,000 | 323 |
| Total debt securities | $679,816,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $503,069,000 | 432 |
| U.S. Government securities | $448,853,000 | 340 |
| U.S. Treasury securities | $215,521,000 | 84 |
| U.S. Government agency obligations | $233,332,000 | 508 |
| Securities issued by states & political subdivisions | $54,196,000 | 970 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,103,000 | 566 |
| Mortgage-backed securities | $233,313,000 | 445 |
| Certificates of participation in pools of residential mortgages | $149,973,000 | 403 |
| Issued or guaranteed by U.S. | $149,973,000 | 402 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $74,142,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $74,142,000 | 342 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $9,198,000 | 901 |
| Commercial mortgage pass-through securities | $2,256,000 | 972 |
| Other commercial mortgage-backed securities | $6,942,000 | 695 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $503,049,000 | 384 |
| Total debt securities | $503,051,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $493,090,000 | 425 |
| U.S. Government securities | $430,515,000 | 330 |
| U.S. Treasury securities | $190,116,000 | 82 |
| U.S. Government agency obligations | $240,399,000 | 482 |
| Securities issued by states & political subdivisions | $62,555,000 | 839 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,270,000 | 600 |
| Mortgage-backed securities | $240,358,000 | 417 |
| Certificates of participation in pools of residential mortgages | $162,697,000 | 360 |
| Issued or guaranteed by U.S. | $162,697,000 | 356 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $75,217,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $75,217,000 | 329 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,444,000 | 1,415 |
| Commercial mortgage pass-through securities | $2,444,000 | 952 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $493,070,000 | 379 |
| Total debt securities | $493,067,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $454,443,000 | 423 |
| U.S. Government securities | $389,925,000 | 325 |
| U.S. Treasury securities | $147,553,000 | 85 |
| U.S. Government agency obligations | $242,372,000 | 446 |
| Securities issued by states & political subdivisions | $64,498,000 | 773 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,460,000 | 633 |
| Mortgage-backed securities | $242,331,000 | 394 |
| Certificates of participation in pools of residential mortgages | $177,877,000 | 317 |
| Issued or guaranteed by U.S. | $177,877,000 | 314 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $61,776,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $61,776,000 | 341 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,678,000 | 1,359 |
| Commercial mortgage pass-through securities | $2,678,000 | 904 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $454,423,000 | 379 |
| Total debt securities | $454,422,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $440,551,000 | 406 |
| U.S. Government securities | $374,512,000 | 310 |
| U.S. Treasury securities | $135,744,000 | 80 |
| U.S. Government agency obligations | $238,768,000 | 411 |
| Securities issued by states & political subdivisions | $66,019,000 | 731 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,565,000 | 609 |
| Mortgage-backed securities | $238,696,000 | 373 |
| Certificates of participation in pools of residential mortgages | $169,967,000 | 289 |
| Issued or guaranteed by U.S. | $169,967,000 | 287 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $65,865,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $65,865,000 | 324 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,864,000 | 1,288 |
| Commercial mortgage pass-through securities | $2,864,000 | 837 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $440,531,000 | 367 |
| Total debt securities | $440,537,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $353,020,000 | 456 |
| U.S. Government securities | $287,821,000 | 364 |
| U.S. Treasury securities | $116,952,000 | 86 |
| U.S. Government agency obligations | $170,869,000 | 503 |
| Securities issued by states & political subdivisions | $65,179,000 | 670 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,322,000 | 592 |
| Mortgage-backed securities | $170,796,000 | 441 |
| Certificates of participation in pools of residential mortgages | $113,431,000 | 391 |
| Issued or guaranteed by U.S. | $113,431,000 | 386 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $54,246,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $54,246,000 | 365 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,119,000 | 1,218 |
| Commercial mortgage pass-through securities | $3,119,000 | 791 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $353,000,000 | 406 |
| Total debt securities | $353,000,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $343,034,000 | 452 |
| U.S. Government securities | $274,707,000 | 369 |
| U.S. Treasury securities | $112,228,000 | 96 |
| U.S. Government agency obligations | $162,479,000 | 521 |
| Securities issued by states & political subdivisions | $68,307,000 | 572 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,762,000 | 560 |
| Mortgage-backed securities | $162,382,000 | 466 |
| Certificates of participation in pools of residential mortgages | $101,625,000 | 420 |
| Issued or guaranteed by U.S. | $101,625,000 | 413 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $57,450,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $57,450,000 | 355 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,307,000 | 1,180 |
| Commercial mortgage pass-through securities | $3,307,000 | 761 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $343,014,000 | 402 |
| Total debt securities | $343,013,000 | 444 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $333,263,000 | 442 |
| U.S. Government securities | $275,071,000 | 371 |
| U.S. Treasury securities | $120,288,000 | 83 |
| U.S. Government agency obligations | $154,783,000 | 547 |
| Securities issued by states & political subdivisions | $58,172,000 | 612 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,923,000 | 595 |
| Mortgage-backed securities | $154,686,000 | 488 |
| Certificates of participation in pools of residential mortgages | $93,184,000 | 458 |
| Issued or guaranteed by U.S. | $93,184,000 | 443 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $57,904,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $57,904,000 | 351 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,598,000 | 1,134 |
| Commercial mortgage pass-through securities | $3,598,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $333,243,000 | 397 |
| Total debt securities | $333,243,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $312,116,000 | 463 |
| U.S. Government securities | $258,708,000 | 382 |
| U.S. Treasury securities | $138,198,000 | 81 |
| U.S. Government agency obligations | $120,510,000 | 668 |
| Securities issued by states & political subdivisions | $53,388,000 | 626 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,311,000 | 544 |
| Mortgage-backed securities | $120,388,000 | 572 |
| Certificates of participation in pools of residential mortgages | $67,380,000 | 550 |
| Issued or guaranteed by U.S. | $67,380,000 | 538 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $49,207,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $49,207,000 | 408 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,801,000 | 1,085 |
| Commercial mortgage pass-through securities | $3,801,000 | 695 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $312,096,000 | 414 |
| Total debt securities | $312,096,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $292,765,000 | 481 |
| U.S. Government securities | $235,998,000 | 416 |
| U.S. Treasury securities | $133,889,000 | 84 |
| U.S. Government agency obligations | $102,109,000 | 783 |
| Securities issued by states & political subdivisions | $56,747,000 | 585 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,213,000 | 503 |
| Mortgage-backed securities | $101,986,000 | 630 |
| Certificates of participation in pools of residential mortgages | $60,472,000 | 581 |
| Issued or guaranteed by U.S. | $60,472,000 | 567 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $37,268,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $37,268,000 | 485 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,246,000 | 1,034 |
| Commercial mortgage pass-through securities | $4,246,000 | 653 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $292,745,000 | 429 |
| Total debt securities | $292,746,000 | 471 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $274,763,000 | 507 |
| U.S. Government securities | $217,019,000 | 448 |
| U.S. Treasury securities | $125,871,000 | 87 |
| U.S. Government agency obligations | $91,148,000 | 883 |
| Securities issued by states & political subdivisions | $57,724,000 | 572 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,781,000 | 495 |
| Mortgage-backed securities | $90,982,000 | 683 |
| Certificates of participation in pools of residential mortgages | $57,657,000 | 608 |
| Issued or guaranteed by U.S. | $57,657,000 | 604 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $28,783,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $28,783,000 | 589 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,542,000 | 984 |
| Commercial mortgage pass-through securities | $4,542,000 | 641 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $274,743,000 | 447 |
| Total debt securities | $274,740,000 | 498 |
| 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 | $261,845,000 | 537 |
| U.S. Government securities | $202,578,000 | 480 |
| U.S. Treasury securities | $114,472,000 | 94 |
| U.S. Government agency obligations | $88,106,000 | 896 |
| Securities issued by states & political subdivisions | $59,247,000 | 584 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,558,000 | 537 |
| Mortgage-backed securities | $87,942,000 | 704 |
| Certificates of participation in pools of residential mortgages | $60,184,000 | 589 |
| Issued or guaranteed by U.S. | $60,184,000 | 587 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $23,000,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $23,000,000 | 667 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,758,000 | 898 |
| Commercial mortgage pass-through securities | $4,758,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $261,825,000 | 472 |
| Total debt securities | $261,825,000 | 530 |
| 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 | $258,214,000 | 546 |
| U.S. Government securities | $194,759,000 | 496 |
| U.S. Treasury securities | $102,068,000 | 99 |
| U.S. Government agency obligations | $92,691,000 | 868 |
| Securities issued by states & political subdivisions | $63,435,000 | 553 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $20,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,900,000 | 535 |
| Mortgage-backed securities | $88,459,000 | 696 |
| Certificates of participation in pools of residential mortgages | $60,903,000 | 593 |
| Issued or guaranteed by U.S. | $60,903,000 | 590 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,548,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $22,548,000 | 670 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,008,000 | 856 |
| Commercial mortgage pass-through securities | $5,008,000 | 583 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $258,214,000 | 479 |
| Total debt securities | $258,191,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $272,621,000 | 526 |
| U.S. Government securities | $204,098,000 | 479 |
| U.S. Treasury securities | $106,361,000 | 100 |
| U.S. Government agency obligations | $97,737,000 | 828 |
| Securities issued by states & political subdivisions | $68,503,000 | 504 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $20,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,040,000 | 554 |
| Mortgage-backed securities | $90,496,000 | 675 |
| Certificates of participation in pools of residential mortgages | $64,629,000 | 564 |
| Issued or guaranteed by U.S. | $64,629,000 | 562 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,555,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $20,555,000 | 706 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,312,000 | 836 |
| Commercial mortgage pass-through securities | $5,312,000 | 556 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $272,621,000 | 456 |
| Total debt securities | $272,601,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $286,268,000 | 502 |
| U.S. Government securities | $213,584,000 | 454 |
| U.S. Treasury securities | $107,230,000 | 101 |
| U.S. Government agency obligations | $106,354,000 | 769 |
| Securities issued by states & political subdivisions | $72,664,000 | 497 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $20,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,152,000 | 523 |
| Mortgage-backed securities | $99,060,000 | 644 |
| Certificates of participation in pools of residential mortgages | $70,587,000 | 542 |
| Issued or guaranteed by U.S. | $70,587,000 | 533 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $22,761,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $22,761,000 | 659 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,712,000 | 796 |
| Commercial mortgage pass-through securities | $5,712,000 | 506 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $286,268,000 | 443 |
| Total debt securities | $286,248,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $291,144,000 | 502 |
| U.S. Government securities | $216,050,000 | 454 |
| U.S. Treasury securities | $97,792,000 | 104 |
| U.S. Government agency obligations | $118,258,000 | 714 |
| Securities issued by states & political subdivisions | $75,074,000 | 469 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $20,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,082,000 | 533 |
| Mortgage-backed securities | $100,715,000 | 638 |
| Certificates of participation in pools of residential mortgages | $76,127,000 | 521 |
| Issued or guaranteed by U.S. | $76,127,000 | 520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,588,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $24,588,000 | 619 |
| 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) | $291,144,000 | 441 |
| Total debt securities | $291,124,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $304,349,000 | 485 |
| U.S. Government securities | $224,829,000 | 445 |
| U.S. Treasury securities | $92,743,000 | 102 |
| U.S. Government agency obligations | $132,086,000 | 662 |
| Securities issued by states & political subdivisions | $79,500,000 | 446 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,335,000 | 567 |
| Mortgage-backed securities | $109,916,000 | 600 |
| Certificates of participation in pools of residential mortgages | $82,745,000 | 487 |
| Issued or guaranteed by U.S. | $82,745,000 | 486 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $27,171,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $27,171,000 | 578 |
| 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) | $304,349,000 | 420 |
| Total debt securities | $304,329,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $317,348,000 | 474 |
| U.S. Government securities | $230,812,000 | 430 |
| U.S. Treasury securities | $85,836,000 | 101 |
| U.S. Government agency obligations | $144,976,000 | 600 |
| Securities issued by states & political subdivisions | $86,516,000 | 411 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $20,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,741,000 | 552 |
| Mortgage-backed securities | $117,196,000 | 569 |
| Certificates of participation in pools of residential mortgages | $88,589,000 | 464 |
| Issued or guaranteed by U.S. | $88,589,000 | 463 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $28,607,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $28,607,000 | 571 |
| 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) | $317,348,000 | 409 |
| Total debt securities | $317,328,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $318,019,000 | 476 |
| U.S. Government securities | $228,800,000 | 440 |
| U.S. Treasury securities | $73,915,000 | 112 |
| U.S. Government agency obligations | $154,885,000 | 572 |
| Securities issued by states & political subdivisions | $89,199,000 | 410 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $20,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,244,000 | 516 |
| Mortgage-backed securities | $126,488,000 | 532 |
| Certificates of participation in pools of residential mortgages | $95,970,000 | 433 |
| Issued or guaranteed by U.S. | $95,970,000 | 432 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,518,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $30,518,000 | 537 |
| 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) | $318,019,000 | 415 |
| Total debt securities | $317,999,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $341,471,000 | 454 |
| U.S. Government securities | $252,604,000 | 408 |
| U.S. Treasury securities | $78,863,000 | 110 |
| U.S. Government agency obligations | $173,741,000 | 528 |
| Securities issued by states & political subdivisions | $88,847,000 | 409 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $20,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,787,000 | 507 |
| Mortgage-backed securities | $143,735,000 | 476 |
| Certificates of participation in pools of residential mortgages | $108,986,000 | 400 |
| Issued or guaranteed by U.S. | $108,986,000 | 399 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,749,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $34,749,000 | 506 |
| 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) | $341,471,000 | 392 |
| Total debt securities | $341,451,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $359,294,000 | 425 |
| U.S. Government securities | $265,842,000 | 382 |
| U.S. Treasury securities | $78,868,000 | 109 |
| U.S. Government agency obligations | $186,974,000 | 490 |
| Securities issued by states & political subdivisions | $93,432,000 | 386 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $20,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,744,000 | 570 |
| Mortgage-backed securities | $156,244,000 | 449 |
| Certificates of participation in pools of residential mortgages | $117,380,000 | 363 |
| Issued or guaranteed by U.S. | $117,380,000 | 362 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $38,864,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $38,864,000 | 466 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $359,294,000 | 370 |
| Total debt securities | $359,274,000 | 418 |
| 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 | $357,698,000 | 430 |
| U.S. Government securities | $261,254,000 | 391 |
| U.S. Treasury securities | $62,561,000 | 114 |
| U.S. Government agency obligations | $198,693,000 | 467 |
| Securities issued by states & political subdivisions | $96,424,000 | 372 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $20,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,015,000 | 553 |
| Mortgage-backed securities | $167,618,000 | 427 |
| Certificates of participation in pools of residential mortgages | $123,276,000 | 358 |
| Issued or guaranteed by U.S. | $123,276,000 | 357 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,352,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $43,352,000 | 438 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $990,000 | 1,081 |
| Commercial mortgage pass-through securities | $990,000 | 707 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $357,698,000 | 371 |
| Total debt securities | $357,678,000 | 421 |
| 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 | $339,545,000 | 459 |
| U.S. Government securities | $247,254,000 | 411 |
| U.S. Treasury securities | $59,584,000 | 114 |
| U.S. Government agency obligations | $187,670,000 | 497 |
| Securities issued by states & political subdivisions | $92,271,000 | 393 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $20,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,540,000 | 594 |
| Mortgage-backed securities | $155,405,000 | 458 |
| Certificates of participation in pools of residential mortgages | $109,935,000 | 390 |
| Issued or guaranteed by U.S. | $109,935,000 | 389 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $44,474,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $44,474,000 | 441 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $996,000 | 1,017 |
| Commercial mortgage pass-through securities | $996,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $339,545,000 | 388 |
| Total debt securities | $339,525,000 | 452 |
| 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 | $331,620,000 | 472 |
| U.S. Government securities | $235,460,000 | 440 |
| U.S. Treasury securities | $63,465,000 | 111 |
| U.S. Government agency obligations | $171,995,000 | 558 |
| Securities issued by states & political subdivisions | $96,140,000 | 361 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $20,000 | 942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,882,000 | 563 |
| Mortgage-backed securities | $138,124,000 | 507 |
| Certificates of participation in pools of residential mortgages | $95,581,000 | 446 |
| Issued or guaranteed by U.S. | $95,581,000 | 446 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $41,551,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $41,551,000 | 468 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $992,000 | 993 |
| Commercial mortgage pass-through securities | $992,000 | 645 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $331,620,000 | 398 |
| Total debt securities | $331,600,000 | 464 |
| 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 | $310,347,000 | 500 |
| U.S. Government securities | $211,175,000 | 479 |
| U.S. Treasury securities | $60,213,000 | 124 |
| U.S. Government agency obligations | $150,962,000 | 627 |
| Securities issued by states & political subdivisions | $99,152,000 | 349 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,396,000 | 622 |
| Mortgage-backed securities | $117,092,000 | 566 |
| Certificates of participation in pools of residential mortgages | $75,784,000 | 545 |
| Issued or guaranteed by U.S. | $75,784,000 | 544 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $40,320,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $40,320,000 | 482 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $988,000 | 941 |
| Commercial mortgage pass-through securities | $988,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $310,347,000 | 421 |
| Total debt securities | $310,327,000 | 495 |
| 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 | $288,215,000 | 536 |
| U.S. Government securities | $185,638,000 | 550 |
| U.S. Treasury securities | $61,569,000 | 112 |
| U.S. Government agency obligations | $124,069,000 | 748 |
| Securities issued by states & political subdivisions | $102,557,000 | 320 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $20,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,145,000 | 682 |
| Mortgage-backed securities | $93,413,000 | 675 |
| Certificates of participation in pools of residential mortgages | $60,517,000 | 671 |
| Issued or guaranteed by U.S. | $60,517,000 | 671 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $31,894,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $31,894,000 | 558 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,002,000 | 895 |
| Commercial mortgage pass-through securities | $1,002,000 | 581 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $288,215,000 | 453 |
| Total debt securities | $288,195,000 | 527 |
| Structured notes | ||
| Amortized cost | $193,000 | 1,718 |
| Fair value | $193,000 | 1,720 |
| 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 | $279,065,000 | 559 |
| U.S. Government securities | $179,569,000 | 578 |
| U.S. Treasury securities | $54,572,000 | 124 |
| U.S. Government agency obligations | $124,997,000 | 776 |
| Securities issued by states & political subdivisions | $99,476,000 | 314 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $20,000 | 991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,729,000 | 684 |
| Mortgage-backed securities | $95,104,000 | 686 |
| Certificates of participation in pools of residential mortgages | $63,714,000 | 662 |
| Issued or guaranteed by U.S. | $63,714,000 | 662 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,397,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $30,397,000 | 579 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $993,000 | 861 |
| Commercial mortgage pass-through securities | $993,000 | 550 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $279,065,000 | 469 |
| Total debt securities | $279,045,000 | 550 |
| Structured notes | ||
| Amortized cost | $402,000 | 1,725 |
| Fair value | $405,000 | 1,725 |
| 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 | $274,748,000 | 569 |
| U.S. Government securities | $174,872,000 | 605 |
| U.S. Treasury securities | $52,507,000 | 121 |
| U.S. Government agency obligations | $122,365,000 | 795 |
| Securities issued by states & political subdivisions | $99,856,000 | 311 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $20,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,358,000 | 741 |
| Mortgage-backed securities | $94,617,000 | 690 |
| Certificates of participation in pools of residential mortgages | $62,042,000 | 688 |
| Issued or guaranteed by U.S. | $62,042,000 | 687 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $31,567,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $31,567,000 | 581 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,008,000 | 838 |
| Commercial mortgage pass-through securities | $1,008,000 | 527 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $274,748,000 | 483 |
| Total debt securities | $274,728,000 | 556 |
| Structured notes | ||
| Amortized cost | $433,000 | 1,822 |
| Fair value | $437,000 | 1,822 |
| 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 | $285,439,000 | 540 |
| U.S. Government securities | $186,979,000 | 556 |
| U.S. Treasury securities | $54,380,000 | 115 |
| U.S. Government agency obligations | $132,599,000 | 736 |
| Securities issued by states & political subdivisions | $98,440,000 | 310 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,968,000 | 747 |
| Mortgage-backed securities | $105,839,000 | 642 |
| Certificates of participation in pools of residential mortgages | $65,768,000 | 676 |
| Issued or guaranteed by U.S. | $65,768,000 | 672 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $39,071,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $39,071,000 | 525 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,000,000 | 815 |
| Commercial mortgage pass-through securities | $1,000,000 | 527 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $285,439,000 | 463 |
| Total debt securities | $285,419,000 | 532 |
| Structured notes | ||
| Amortized cost | $460,000 | 1,909 |
| Fair value | $467,000 | 1,906 |
| 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 | $263,964,000 | 581 |
| U.S. Government securities | $167,301,000 | 626 |
| U.S. Treasury securities | $54,562,000 | 105 |
| U.S. Government agency obligations | $112,739,000 | 862 |
| Securities issued by states & political subdivisions | $96,643,000 | 315 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $20,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,328,000 | 702 |
| Mortgage-backed securities | $88,847,000 | 755 |
| Certificates of participation in pools of residential mortgages | $51,702,000 | 823 |
| Issued or guaranteed by U.S. | $51,702,000 | 822 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $36,152,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $36,152,000 | 559 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $993,000 | 788 |
| Commercial mortgage pass-through securities | $993,000 | 526 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $263,964,000 | 496 |
| Total debt securities | $263,944,000 | 568 |
| Structured notes | ||
| Amortized cost | $489,000 | 1,992 |
| Fair value | $500,000 | 1,875 |
| 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 | $249,171,000 | 609 |
| U.S. Government securities | $158,086,000 | 662 |
| U.S. Treasury securities | $55,281,000 | 100 |
| U.S. Government agency obligations | $102,805,000 | 956 |
| Securities issued by states & political subdivisions | $91,065,000 | 337 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $20,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,631,000 | 723 |
| Mortgage-backed securities | $79,254,000 | 841 |
| Certificates of participation in pools of residential mortgages | $45,131,000 | 941 |
| Issued or guaranteed by U.S. | $45,131,000 | 940 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,125,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $33,125,000 | 608 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $998,000 | 781 |
| Commercial mortgage pass-through securities | $998,000 | 520 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $249,171,000 | 520 |
| Total debt securities | $249,151,000 | 598 |
| Structured notes | ||
| Amortized cost | $520,000 | 1,898 |
| Fair value | $531,000 | 1,893 |
| 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 | $249,286,000 | 617 |
| U.S. Government securities | $158,491,000 | 667 |
| U.S. Treasury securities | $50,028,000 | 96 |
| U.S. Government agency obligations | $108,463,000 | 917 |
| Securities issued by states & political subdivisions | $90,775,000 | 343 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $20,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,489,000 | 719 |
| Mortgage-backed securities | $82,300,000 | 825 |
| Certificates of participation in pools of residential mortgages | $46,855,000 | 918 |
| Issued or guaranteed by U.S. | $46,855,000 | 918 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $34,458,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $34,458,000 | 597 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $987,000 | 769 |
| Commercial mortgage pass-through securities | $987,000 | 516 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $249,286,000 | 528 |
| Total debt securities | $249,266,000 | 607 |
| Structured notes | ||
| Amortized cost | $552,000 | 1,934 |
| Fair value | $568,000 | 1,927 |
| 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 | $252,611,000 | 615 |
| U.S. Government securities | $163,859,000 | 640 |
| U.S. Treasury securities | $50,755,000 | 92 |
| U.S. Government agency obligations | $113,104,000 | 884 |
| Securities issued by states & political subdivisions | $88,732,000 | 344 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $20,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,656,000 | 707 |
| Mortgage-backed securities | $86,290,000 | 778 |
| Certificates of participation in pools of residential mortgages | $48,736,000 | 875 |
| Issued or guaranteed by U.S. | $48,736,000 | 874 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $37,554,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $37,554,000 | 556 |
| 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) | $252,611,000 | 529 |
| Total debt securities | $252,591,000 | 605 |
| Structured notes | ||
| Amortized cost | $590,000 | 1,912 |
| Fair value | $600,000 | 1,899 |
| 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 | $233,192,000 | 663 |
| U.S. Government securities | $148,944,000 | 695 |
| U.S. Treasury securities | $45,871,000 | 95 |
| U.S. Government agency obligations | $103,073,000 | 958 |
| Securities issued by states & political subdivisions | $84,228,000 | 366 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $20,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,175,000 | 671 |
| Mortgage-backed securities | $80,313,000 | 826 |
| Certificates of participation in pools of residential mortgages | $39,375,000 | 1,048 |
| Issued or guaranteed by U.S. | $39,375,000 | 1,047 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $40,938,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $40,938,000 | 521 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $233,192,000 | 577 |
| Total debt securities | $233,172,000 | 652 |
| Structured notes | ||
| Amortized cost | $639,000 | 1,882 |
| Fair value | $653,000 | 1,871 |
| 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 | $234,828,000 | 661 |
| U.S. Government securities | $157,718,000 | 662 |
| U.S. Treasury securities | $51,525,000 | 84 |
| U.S. Government agency obligations | $106,193,000 | 932 |
| Securities issued by states & political subdivisions | $76,619,000 | 422 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $491,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,121,000 | 716 |
| Mortgage-backed securities | $83,299,000 | 817 |
| Certificates of participation in pools of residential mortgages | $39,737,000 | 1,041 |
| Issued or guaranteed by U.S. | $39,737,000 | 1,040 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,562,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $43,562,000 | 500 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $234,828,000 | 586 |
| Total debt securities | $234,337,000 | 650 |
| Structured notes | ||
| Amortized cost | $719,000 | 1,824 |
| Fair value | $732,000 | 1,805 |
| 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 | $217,209,000 | 720 |
| U.S. Government securities | $143,549,000 | 732 |
| U.S. Treasury securities | $45,639,000 | 90 |
| U.S. Government agency obligations | $97,910,000 | 1,008 |
| Securities issued by states & political subdivisions | $73,169,000 | 443 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $491,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,782,000 | 694 |
| Mortgage-backed securities | $76,801,000 | 898 |
| Certificates of participation in pools of residential mortgages | $35,542,000 | 1,153 |
| Issued or guaranteed by U.S. | $35,542,000 | 1,151 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $41,259,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $41,259,000 | 544 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $217,209,000 | 650 |
| Total debt securities | $216,718,000 | 709 |
| Structured notes | ||
| Amortized cost | $422,000 | 2,145 |
| Fair value | $440,000 | 2,136 |
| 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 | $206,676,000 | 736 |
| U.S. Government securities | $134,511,000 | 764 |
| U.S. Treasury securities | $42,606,000 | 96 |
| U.S. Government agency obligations | $91,905,000 | 1,049 |
| Securities issued by states & political subdivisions | $71,674,000 | 438 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $491,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,859,000 | 661 |
| Mortgage-backed securities | $74,081,000 | 915 |
| Certificates of participation in pools of residential mortgages | $35,906,000 | 1,138 |
| Issued or guaranteed by U.S. | $35,906,000 | 1,136 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $38,175,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $38,175,000 | 577 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $206,676,000 | 659 |
| Total debt securities | $206,185,000 | 725 |
| Structured notes | ||
| Amortized cost | $484,000 | 2,165 |
| Fair value | $503,000 | 2,025 |
| 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 | $200,999,000 | 762 |
| U.S. Government securities | $133,339,000 | 792 |
| U.S. Treasury securities | $43,131,000 | 94 |
| U.S. Government agency obligations | $90,208,000 | 1,100 |
| Securities issued by states & political subdivisions | $67,169,000 | 455 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $491,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,765,000 | 672 |
| Mortgage-backed securities | $71,226,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $36,555,000 | 1,185 |
| Issued or guaranteed by U.S. | $36,555,000 | 1,184 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $34,671,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $34,671,000 | 678 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $200,999,000 | 679 |
| Total debt securities | $200,508,000 | 750 |
| Structured notes | ||
| Amortized cost | $542,000 | 2,158 |
| Fair value | $564,000 | 2,146 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $178,714,000 | 865 |
| U.S. Government securities | $116,455,000 | 912 |
| U.S. Treasury securities | $36,033,000 | 107 |
| U.S. Government agency obligations | $80,422,000 | 1,254 |
| Securities issued by states & political subdivisions | $61,768,000 | 475 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $491,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,991,000 | 663 |
| Mortgage-backed securities | $61,107,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $33,438,000 | 1,297 |
| Issued or guaranteed by U.S. | $33,438,000 | 1,296 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,669,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $27,669,000 | 808 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $178,714,000 | 770 |
| Total debt securities | $178,223,000 | 855 |
| Structured notes | ||
| Amortized cost | $1,281,000 | 1,858 |
| Fair value | $1,305,000 | 1,852 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $192,566,000 | 805 |
| U.S. Government securities | $104,368,000 | 1,019 |
| U.S. Treasury securities | $37,370,000 | 111 |
| U.S. Government agency obligations | $66,998,000 | 1,513 |
| Securities issued by states & political subdivisions | $87,707,000 | 276 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $491,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,781,000 | 635 |
| Mortgage-backed securities | $42,812,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $19,435,000 | 1,928 |
| Issued or guaranteed by U.S. | $19,435,000 | 1,926 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,377,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $23,377,000 | 913 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $192,566,000 | 726 |
| Total debt securities | $192,075,000 | 796 |
| Structured notes | ||
| Amortized cost | $2,327,000 | 1,599 |
| Fair value | $2,337,000 | 1,601 |
| 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 | $192,215,000 | 780 |
| U.S. Government securities | $104,764,000 | 969 |
| U.S. Treasury securities | $40,323,000 | 102 |
| U.S. Government agency obligations | $64,441,000 | 1,490 |
| Securities issued by states & political subdivisions | $86,960,000 | 282 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $491,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,064,000 | 572 |
| Mortgage-backed securities | $41,953,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $19,902,000 | 1,789 |
| Issued or guaranteed by U.S. | $19,902,000 | 1,787 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,051,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $22,051,000 | 889 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $192,215,000 | 688 |
| Total debt securities | $191,724,000 | 771 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 1,962 |
| Fair value | $1,496,000 | 1,949 |
| 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 | $176,584,000 | 829 |
| U.S. Government securities | $93,607,000 | 1,058 |
| U.S. Treasury securities | $32,080,000 | 122 |
| U.S. Government agency obligations | $61,527,000 | 1,509 |
| Securities issued by states & political subdivisions | $82,486,000 | 287 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $491,000 | 760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,786,000 | 584 |
| Mortgage-backed securities | $35,791,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $18,366,000 | 1,843 |
| Issued or guaranteed by U.S. | $18,366,000 | 1,838 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,425,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $17,425,000 | 1,036 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $176,584,000 | 735 |
| Total debt securities | $176,093,000 | 823 |
| Structured notes | ||
| Amortized cost | $1,581,000 | 1,967 |
| Fair value | $1,622,000 | 1,958 |
| 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 | $168,341,000 | 860 |
| U.S. Government securities | $87,383,000 | 1,149 |
| U.S. Treasury securities | $28,982,000 | 146 |
| U.S. Government agency obligations | $58,401,000 | 1,596 |
| Securities issued by states & political subdivisions | $80,457,000 | 281 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $501,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,773,000 | 660 |
| Mortgage-backed securities | $25,892,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $8,688,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,688,000 | 2,812 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,204,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $17,204,000 | 1,004 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $168,341,000 | 761 |
| Total debt securities | $167,840,000 | 855 |
| Structured notes | ||
| Amortized cost | $1,682,000 | 2,137 |
| Fair value | $1,721,000 | 2,129 |
| 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 | $170,046,000 | 858 |
| U.S. Government securities | $88,697,000 | 1,120 |
| U.S. Treasury securities | $29,212,000 | 162 |
| U.S. Government agency obligations | $59,485,000 | 1,557 |
| Securities issued by states & political subdivisions | $80,848,000 | 271 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $501,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,907,000 | 637 |
| Mortgage-backed securities | $25,244,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $7,559,000 | 2,942 |
| Issued or guaranteed by U.S. | $7,559,000 | 2,935 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,685,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $17,685,000 | 955 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $170,046,000 | 760 |
| Total debt securities | $169,545,000 | 849 |
| Structured notes | ||
| Amortized cost | $1,757,000 | 2,163 |
| Fair value | $1,788,000 | 2,154 |
| 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 | $179,009,000 | 786 |
| U.S. Government securities | $93,485,000 | 1,015 |
| U.S. Treasury securities | $32,332,000 | 152 |
| U.S. Government agency obligations | $61,153,000 | 1,432 |
| Securities issued by states & political subdivisions | $85,023,000 | 235 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $501,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,375,000 | 572 |
| Mortgage-backed securities | $26,648,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $8,135,000 | 2,736 |
| Issued or guaranteed by U.S. | $8,135,000 | 2,728 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,513,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $18,513,000 | 894 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $179,009,000 | 697 |
| Total debt securities | $178,508,000 | 781 |
| Structured notes | ||
| Amortized cost | $1,904,000 | 1,993 |
| Fair value | $1,937,000 | 1,974 |
| 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 | $172,325,000 | 792 |
| U.S. Government securities | $91,577,000 | 1,006 |
| U.S. Treasury securities | $33,499,000 | 145 |
| U.S. Government agency obligations | $58,078,000 | 1,461 |
| Securities issued by states & political subdivisions | $80,247,000 | 241 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $501,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,631,000 | 580 |
| Mortgage-backed securities | $26,122,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $8,691,000 | 2,609 |
| Issued or guaranteed by U.S. | $8,691,000 | 2,602 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,431,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $17,431,000 | 931 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $172,325,000 | 692 |
| Total debt securities | $171,824,000 | 784 |
| Structured notes | ||
| Amortized cost | $2,071,000 | 1,834 |
| Fair value | $2,138,000 | 1,820 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $152,446,000 | 880 |
| U.S. Government securities | $77,711,000 | 1,209 |
| U.S. Treasury securities | $32,491,000 | 142 |
| U.S. Government agency obligations | $45,220,000 | 1,853 |
| Securities issued by states & political subdivisions | $74,234,000 | 242 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $501,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,306,000 | 600 |
| Mortgage-backed securities | $10,131,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $2,118,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,118,000 | 4,238 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,013,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $8,013,000 | 1,358 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $152,446,000 | 780 |
| Total debt securities | $151,945,000 | 873 |
| Structured notes | ||
| Amortized cost | $2,181,000 | 1,913 |
| Fair value | $2,212,000 | 1,908 |
| 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 | $146,453,000 | 903 |
| U.S. Government securities | $80,851,000 | 1,166 |
| U.S. Treasury securities | $33,424,000 | 136 |
| U.S. Government agency obligations | $47,427,000 | 1,822 |
| Securities issued by states & political subdivisions | $65,078,000 | 294 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $524,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,285,000 | 596 |
| Mortgage-backed securities | $8,278,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,278,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $8,278,000 | 1,272 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $146,453,000 | 789 |
| Total debt securities | $145,929,000 | 892 |
| Structured notes | ||
| Amortized cost | $2,276,000 | 1,672 |
| Fair value | $2,277,000 | 1,669 |
| 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 | $138,406,000 | 927 |
| U.S. Government securities | $76,047,000 | 1,184 |
| U.S. Treasury securities | $33,337,000 | 115 |
| U.S. Government agency obligations | $42,710,000 | 1,929 |
| Securities issued by states & political subdivisions | $61,835,000 | 320 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $524,000 | 851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,239,000 | 598 |
| Mortgage-backed securities | $8,590,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,590,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $8,590,000 | 1,227 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $138,406,000 | 796 |
| Total debt securities | $137,882,000 | 917 |
| Structured notes | ||
| Amortized cost | $2,419,000 | 1,403 |
| Fair value | $2,404,000 | 1,402 |
| 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 | $139,076,000 | 914 |
| U.S. Government securities | $79,711,000 | 1,112 |
| U.S. Treasury securities | $39,835,000 | 98 |
| U.S. Government agency obligations | $39,876,000 | 2,044 |
| Securities issued by states & political subdivisions | $58,841,000 | 338 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $524,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,890,000 | 532 |
| Mortgage-backed securities | $8,701,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,701,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $8,701,000 | 1,206 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $139,076,000 | 790 |
| Total debt securities | $138,552,000 | 902 |
| Structured notes | ||
| Amortized cost | $1,369,000 | 1,404 |
| Fair value | $1,369,000 | 1,404 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $117,621,000 | 1,071 |
| U.S. Government securities | $62,758,000 | 1,373 |
| U.S. Treasury securities | $32,818,000 | 107 |
| U.S. Government agency obligations | $29,940,000 | 2,562 |
| Securities issued by states & political subdivisions | $54,339,000 | 364 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $524,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,504,000 | 544 |
| Mortgage-backed securities | $4,428,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,428,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $4,428,000 | 1,611 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $117,621,000 | 924 |
| Total debt securities | $117,097,000 | 1,058 |
| 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 | $118,723,000 | 1,055 |
| U.S. Government securities | $59,633,000 | 1,435 |
| U.S. Treasury securities | $28,990,000 | 106 |
| U.S. Government agency obligations | $30,643,000 | 2,569 |
| Securities issued by states & political subdivisions | $58,566,000 | 308 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $524,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,735,000 | 569 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $118,723,000 | 909 |
| Total debt securities | $118,199,000 | 1,042 |
| 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 | $130,773,000 | 937 |
| U.S. Government securities | $65,315,000 | 1,319 |
| U.S. Treasury securities | $32,394,000 | 80 |
| U.S. Government agency obligations | $32,921,000 | 2,415 |
| Securities issued by states & political subdivisions | $64,934,000 | 261 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $524,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,314,000 | 556 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $130,773,000 | 800 |
| Total debt securities | $130,249,000 | 924 |
| 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 | $129,070,000 | 929 |
| U.S. Government securities | $63,697,000 | 1,329 |
| U.S. Treasury securities | $31,648,000 | 78 |
| U.S. Government agency obligations | $32,049,000 | 2,403 |
| Securities issued by states & political subdivisions | $64,849,000 | 245 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $524,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,474,000 | 624 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $129,070,000 | 784 |
| Total debt securities | $128,546,000 | 919 |
| 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 | $141,828,000 | 857 |
| U.S. Government securities | $73,151,000 | 1,146 |
| U.S. Treasury securities | $33,804,000 | 70 |
| U.S. Government agency obligations | $39,347,000 | 2,054 |
| Securities issued by states & political subdivisions | $68,163,000 | 237 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $514,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,093,000 | 766 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $141,828,000 | 736 |
| Total debt securities | $141,314,000 | 835 |
| 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 | $142,935,000 | 837 |
| U.S. Government securities | $85,309,000 | 970 |
| U.S. Treasury securities | $38,216,000 | 64 |
| U.S. Government agency obligations | $47,093,000 | 1,724 |
| Securities issued by states & political subdivisions | $57,583,000 | 295 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $43,000 | 1,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,101,000 | 806 |
| Mortgage-backed securities | $1,887,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,673 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,651 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $142,935,000 | 723 |
| Total debt securities | $142,892,000 | 812 |
| 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 | $136,075,000 | 868 |
| U.S. Government securities | $81,402,000 | 1,021 |
| U.S. Treasury securities | $37,202,000 | 76 |
| U.S. Government agency obligations | $44,200,000 | 1,821 |
| Securities issued by states & political subdivisions | $54,630,000 | 310 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $43,000 | 1,705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,562,000 | 764 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $136,075,000 | 752 |
| Total debt securities | $136,032,000 | 843 |
| 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 | $132,470,000 | 897 |
| U.S. Government securities | $80,781,000 | 1,055 |
| U.S. Treasury securities | $35,284,000 | 80 |
| U.S. Government agency obligations | $45,497,000 | 1,796 |
| Securities issued by states & political subdivisions | $51,646,000 | 330 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $43,000 | 1,637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,372,000 | 770 |
| Mortgage-backed securities | $1,943,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 4,232 |
| Issued or guaranteed by U.S. | $1,943,000 | 4,220 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $132,470,000 | 765 |
| Total debt securities | $132,427,000 | 874 |
| 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 | $125,369,000 | 946 |
| U.S. Government securities | $75,507,000 | 1,165 |
| U.S. Treasury securities | $33,672,000 | 92 |
| U.S. Government agency obligations | $41,835,000 | 1,943 |
| Securities issued by states & political subdivisions | $49,819,000 | 344 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $43,000 | 1,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,334,000 | 855 |
| Mortgage-backed securities | $1,912,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,228 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,215 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $125,369,000 | 805 |
| Total debt securities | $125,326,000 | 922 |
| 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 | $150,422,000 | 796 |
| U.S. Government securities | $83,959,000 | 1,054 |
| U.S. Treasury securities | $39,823,000 | 85 |
| U.S. Government agency obligations | $44,136,000 | 1,879 |
| Securities issued by states & political subdivisions | $66,420,000 | 236 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $43,000 | 1,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,632,000 | 734 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $150,422,000 | 665 |
| Total debt securities | $150,379,000 | 774 |
| 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 | $156,765,000 | 787 |
| U.S. Government securities | $90,023,000 | 996 |
| U.S. Treasury securities | $45,851,000 | 90 |
| U.S. Government agency obligations | $44,172,000 | 1,896 |
| Securities issued by states & political subdivisions | $66,699,000 | 224 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $43,000 | 1,743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,759,000 | 790 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $156,765,000 | 660 |
| Total debt securities | $156,722,000 | 769 |
| 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 | $140,887,000 | 885 |
| U.S. Government securities | $86,136,000 | 1,051 |
| U.S. Treasury securities | $39,761,000 | 96 |
| U.S. Government agency obligations | $46,375,000 | 1,837 |
| Securities issued by states & political subdivisions | $54,708,000 | 295 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $43,000 | 1,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,499,000 | 813 |
| Mortgage-backed securities | $2,446,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 3,942 |
| Issued or guaranteed by U.S. | $2,446,000 | 3,920 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $140,887,000 | 744 |
| Total debt securities | $140,844,000 | 866 |
| 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 | $140,178,000 | 884 |
| U.S. Government securities | $87,322,000 | 1,037 |
| U.S. Treasury securities | $39,328,000 | 104 |
| U.S. Government agency obligations | $47,994,000 | 1,788 |
| Securities issued by states & political subdivisions | $52,813,000 | 306 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $43,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,018,000 | 879 |
| Mortgage-backed securities | $2,485,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 3,919 |
| Issued or guaranteed by U.S. | $2,485,000 | 3,903 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $140,178,000 | 744 |
| Total debt securities | $140,135,000 | 867 |
| 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 | $130,193,000 | 957 |
| U.S. Government securities | $74,062,000 | 1,235 |
| U.S. Treasury securities | $28,421,000 | 153 |
| U.S. Government agency obligations | $45,641,000 | 1,892 |
| Securities issued by states & political subdivisions | $56,088,000 | 285 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $43,000 | 1,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,899,000 | 985 |
| Mortgage-backed securities | $2,568,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 3,916 |
| Issued or guaranteed by U.S. | $2,568,000 | 3,901 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $130,193,000 | 806 |
| Total debt securities | $130,150,000 | 938 |
| 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 | $127,021,000 | 977 |
| U.S. Government securities | $71,169,000 | 1,272 |
| U.S. Treasury securities | $32,354,000 | 135 |
| U.S. Government agency obligations | $38,815,000 | 2,170 |
| Securities issued by states & political subdivisions | $55,809,000 | 283 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $43,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,499,000 | 983 |
| Mortgage-backed securities | $2,590,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $2,590,000 | 3,921 |
| Issued or guaranteed by U.S. | $2,590,000 | 3,905 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $127,021,000 | 820 |
| Total debt securities | $126,978,000 | 963 |
| 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 | $125,662,000 | 980 |
| U.S. Government securities | $67,746,000 | 1,316 |
| U.S. Treasury securities | $32,745,000 | 135 |
| U.S. Government agency obligations | $35,001,000 | 2,355 |
| Securities issued by states & political subdivisions | $57,873,000 | 273 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $43,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,876,000 | 915 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $125,662,000 | 823 |
| Total debt securities | $125,619,000 | 957 |
| 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 | $110,750,000 | 1,128 |
| U.S. Government securities | $56,111,000 | 1,618 |
| U.S. Treasury securities | $27,941,000 | 159 |
| U.S. Government agency obligations | $28,170,000 | 2,836 |
| Securities issued by states & political subdivisions | $54,596,000 | 296 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $43,000 | 1,893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,243,000 | 1,233 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $110,750,000 | 950 |
| Total debt securities | $110,707,000 | 1,095 |
| 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 | $101,808,000 | 1,241 |
| U.S. Government securities | $48,801,000 | 1,877 |
| U.S. Treasury securities | $23,749,000 | 200 |
| U.S. Government agency obligations | $25,052,000 | 3,146 |
| Securities issued by states & political subdivisions | $52,964,000 | 294 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $43,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,614,000 | 1,069 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $101,808,000 | 1,061 |
| Total debt securities | $101,765,000 | 1,208 |
| 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 | $102,300,000 | 1,260 |
| U.S. Government securities | $47,107,000 | 1,947 |
| U.S. Treasury securities | $22,355,000 | 208 |
| U.S. Government agency obligations | $24,752,000 | 3,180 |
| Securities issued by states & political subdivisions | $55,150,000 | 277 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $43,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,077,000 | 1,002 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $102,300,000 | 1,071 |
| Total debt securities | $102,257,000 | 1,221 |
| 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 | $102,889,000 | 1,241 |
| U.S. Government securities | $46,641,000 | 1,935 |
| U.S. Treasury securities | $22,638,000 | 205 |
| U.S. Government agency obligations | $24,003,000 | 3,260 |
| Securities issued by states & political subdivisions | $56,205,000 | 278 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $43,000 | 2,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,641,000 | 993 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $102,889,000 | 1,053 |
| Total debt securities | $102,846,000 | 1,203 |
| 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 | $102,024,000 | 1,278 |
| U.S. Government securities | $47,255,000 | 1,950 |
| U.S. Treasury securities | $20,645,000 | 226 |
| U.S. Government agency obligations | $26,610,000 | 3,045 |
| Securities issued by states & political subdivisions | $54,726,000 | 275 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $43,000 | 2,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,915,000 | 1,023 |
| Mortgage-backed securities | $1,255,000 | 5,558 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 5,029 |
| Issued or guaranteed by U.S. | $1,255,000 | 5,016 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $102,024,000 | 1,079 |
| Total debt securities | $101,981,000 | 1,243 |
| 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 | $106,951,000 | 1,230 |
| U.S. Government securities | $50,014,000 | 1,835 |
| U.S. Treasury securities | $20,022,000 | 231 |
| U.S. Government agency obligations | $29,992,000 | 2,717 |
| Securities issued by states & political subdivisions | $56,894,000 | 266 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $43,000 | 2,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,753,000 | 1,032 |
| Mortgage-backed securities | $1,416,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,950 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $106,951,000 | 1,048 |
| Total debt securities | $106,908,000 | 1,188 |
| 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 | $105,139,000 | 1,299 |
| U.S. Government securities | $53,668,000 | 1,774 |
| U.S. Treasury securities | $22,094,000 | 225 |
| U.S. Government agency obligations | $31,574,000 | 2,704 |
| Securities issued by states & political subdivisions | $51,428,000 | 303 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $43,000 | 2,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,858,000 | 937 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $105,139,000 | 1,105 |
| Total debt securities | $105,096,000 | 1,258 |
| 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 | $107,057,000 | 1,239 |
| U.S. Government securities | $56,152,000 | 1,674 |
| U.S. Treasury securities | $25,317,000 | 205 |
| U.S. Government agency obligations | $30,835,000 | 2,665 |
| Securities issued by states & political subdivisions | $50,862,000 | 312 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $43,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,943,000 | 980 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $107,057,000 | 1,059 |
| Total debt securities | $107,014,000 | 1,200 |
| 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 | $110,023,000 | 1,200 |
| U.S. Government securities | $58,419,000 | 1,545 |
| U.S. Treasury securities | $26,871,000 | 193 |
| U.S. Government agency obligations | $31,548,000 | 2,537 |
| Securities issued by states & political subdivisions | $51,561,000 | 296 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $43,000 | 2,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,478,000 | 930 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $110,023,000 | 1,017 |
| Total debt securities | $109,980,000 | 1,152 |
| 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 | $94,084,000 | 1,351 |
| U.S. Government securities | $47,279,000 | 1,860 |
| U.S. Treasury securities | $19,968,000 | 265 |
| U.S. Government agency obligations | $27,311,000 | 2,796 |
| Securities issued by states & political subdivisions | $46,762,000 | 310 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $43,000 | 2,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,995,000 | 1,001 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $94,084,000 | 1,148 |
| Total debt securities | $94,041,000 | 1,309 |
| 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 | $92,558,000 | 1,339 |
| U.S. Government securities | $45,321,000 | 1,896 |
| U.S. Treasury securities | $20,060,000 | 272 |
| U.S. Government agency obligations | $25,261,000 | 2,941 |
| Securities issued by states & political subdivisions | $47,194,000 | 302 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $43,000 | 2,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,318,000 | 928 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $92,558,000 | 1,124 |
| Total debt securities | $92,515,000 | 1,294 |
| 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 | $78,753,000 | 1,428 |
| U.S. Government securities | $40,252,000 | 1,960 |
| U.S. Treasury securities | $17,072,000 | 294 |
| U.S. Government agency obligations | $23,180,000 | 2,974 |
| Securities issued by states & political subdivisions | $38,498,000 | 369 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,235,000 | 1,579 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $78,753,000 | 1,186 |
| Total debt securities | $78,750,000 | 1,383 |
| 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 | $76,838,000 | 1,433 |
| U.S. Government securities | $35,567,000 | 2,265 |
| U.S. Treasury securities | $17,256,000 | 392 |
| U.S. Government agency obligations | $18,311,000 | 3,657 |
| Securities issued by states & political subdivisions | $39,147,000 | 345 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,124,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,325,000 | 1,593 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $76,838,000 | 1,119 |
| Total debt securities | $74,714,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $76,525,000 | 1,500 |
| U.S. Government securities | $36,954,000 | 2,274 |
| U.S. Treasury securities | $25,167,000 | 380 |
| U.S. Government agency obligations | $11,787,000 | 5,062 |
| Securities issued by states & political subdivisions | $37,581,000 | 363 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,990,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,083,000 | 2,091 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,581,000 | 723 |
| Available-for-sale securities (fair market value) | $38,944,000 | 2,228 |
| Total debt securities | $74,535,000 | 1,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $72,075,000 | 1,641 |
| U.S. Government securities | $35,470,000 | 2,415 |
| U.S. Treasury securities | $32,369,000 | 427 |
| U.S. Government agency obligations | $3,101,000 | 8,164 |
| Securities issued by states & political subdivisions | $34,755,000 | 388 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,850,000 | 1,594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,591,000 | 1,884 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,755,000 | 829 |
| Available-for-sale securities (fair market value) | $37,320,000 | 2,278 |
| Total debt securities | $70,225,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $67,913,000 | 1,689 |
| U.S. Government securities | $34,899,000 | 2,570 |
| U.S. Treasury securities | $34,899,000 | 539 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $31,321,000 | 370 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,693,000 | 1,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,836,000 | 2,518 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,321,000 | 1,111 |
| Available-for-sale securities (fair market value) | $36,592,000 | 2,189 |
| Total debt securities | $66,220,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $66,120,000 | 1,828 |
| U.S. Government securities | $38,573,000 | 2,512 |
| U.S. Treasury securities | $38,573,000 | 600 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $25,808,000 | 458 |
| Other domestic debt securities | $167,000 | 3,523 |
| Privately issued residential mortgage-backed securities | $167,000 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,572,000 | 1,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,693,000 | 4,284 |
| Mortgage-backed securities | $167,000 | 8,261 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $167,000 | 5,094 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $167,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,808,000 | 1,543 |
| Available-for-sale securities (fair market value) | $40,312,000 | 2,048 |
| Total debt securities | $64,548,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $60,972,000 | 2,042 |
| U.S. Government securities | $38,991,000 | 2,595 |
| U.S. Treasury securities | $38,326,000 | 752 |
| U.S. Government agency obligations | $665,000 | 10,727 |
| Securities issued by states & political subdivisions | $20,548,000 | 591 |
| Other domestic debt securities | $407,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $407,000 | 1,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,026,000 | 2,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,252,000 | 4,553 |
| Mortgage-backed securities | $1,072,000 | 7,203 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,072,000 | 4,138 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 4,479 |
| Privately issued | $407,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,548,000 | 1,968 |
| Available-for-sale securities (fair market value) | $40,424,000 | 2,097 |
| Total debt securities | $59,946,000 | 2,016 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $59,525,000 | 2,204 |
| U.S. Government securities | $40,148,000 | 2,603 |
| U.S. Treasury securities | $33,251,000 | 1,055 |
| U.S. Government agency obligations | $6,897,000 | 6,706 |
| Securities issued by states & political subdivisions | $17,498,000 | 722 |
| Other domestic debt securities | $915,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $915,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $964,000 | 2,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,000 | 7,169 |
| Mortgage-backed securities | $5,910,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 5,712 |
| Issued or guaranteed by U.S. | $1,522,000 | 5,687 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,388,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $3,473,000 | 2,671 |
| Privately issued | $915,000 | 773 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,498,000 | 3,833 |
| Available-for-sale securities (fair market value) | $42,027,000 | 1,360 |
| Total debt securities | $58,561,000 | 2,196 |
| 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 | $53,254,000 | 2,598 |
| U.S. Government securities | $36,366,000 | 2,993 |
| U.S. Treasury securities | $30,869,000 | 1,195 |
| U.S. Government agency obligations | $5,497,000 | 7,582 |
| Securities issued by states & political subdivisions | $14,821,000 | 929 |
| Other domestic debt securities | $1,183,000 | 3,090 |
| Privately issued residential mortgage-backed securities | $1,183,000 | 1,117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $884,000 | 2,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,570,000 | 6,372 |
| Mortgage-backed securities | $6,680,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 4,985 |
| Issued or guaranteed by U.S. | $2,872,000 | 4,947 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,808,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $2,625,000 | 3,446 |
| Privately issued | $1,183,000 | 843 |
| 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 | $52,370,000 | 2,573 |
| 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 | $53,144,000 | 2,556 |
| U.S. Government securities | $39,591,000 | 2,713 |
| U.S. Treasury securities | $31,230,000 | 1,179 |
| U.S. Government agency obligations | $8,361,000 | 6,175 |
| Securities issued by states & political subdivisions | $13,140,000 | 980 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $413,000 | 2,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,121,000 | 6,924 |
| Mortgage-backed securities | $4,236,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $771,000 | 7,948 |
| Issued or guaranteed by U.S. | $771,000 | 7,888 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,465,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $3,465,000 | 2,929 |
| 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 | $52,731,000 | 2,517 |
| 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 |