Home > Community Bank of the Chesapeake > Securities
Community Bank of the Chesapeake, Securities
| 2023-06-30 | Rank | |
| Total securities | $456,653,000 | 464 |
| U.S. Government securities | $263,885,000 | 546 |
| U.S. Treasury securities | $34,412,000 | 666 |
| U.S. Government agency obligations | $229,473,000 | 526 |
| Securities issued by states & political subdivisions | $82,074,000 | 573 |
| Other domestic debt securities | $106,357,000 | 247 |
| Privately issued residential mortgage-backed securities | $14,292,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,567,000 | 96 |
| Structured financial products - Total | $47,428,000 | 116 |
| Other domestic debt securities - All other | $4,070,000 | 1,056 |
| 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 | $2,443,000 | 3,571 |
| Mortgage-backed securities | $231,187,000 | 418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $93,671,000 | 539 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $85,214,000 | 276 |
| Privately issued | $14,292,000 | 179 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,217,000 | 325 |
| Other commercial mortgage-backed securities | $20,793,000 | 328 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $452,316,000 | 380 |
| Total debt securities | $452,315,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $468,330,000 | 485 |
| U.S. Government securities | $270,339,000 | 555 |
| U.S. Treasury securities | $34,317,000 | 707 |
| U.S. Government agency obligations | $236,022,000 | 509 |
| Securities issued by states & political subdivisions | $82,892,000 | 600 |
| Other domestic debt securities | $110,719,000 | 254 |
| Privately issued residential mortgage-backed securities | $14,813,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,121,000 | 98 |
| Structured financial products - Total | $49,422,000 | 117 |
| Other domestic debt securities - All other | $4,363,000 | 1,075 |
| 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 | $56,198,000 | 1,266 |
| Mortgage-backed securities | $238,150,000 | 435 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,507,000 | 555 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,202,000 | 287 |
| Privately issued | $14,813,000 | 180 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,523,000 | 338 |
| Other commercial mortgage-backed securities | $21,105,000 | 339 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $463,950,000 | 400 |
| Total debt securities | $463,949,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $467,030,000 | 496 |
| U.S. Government securities | $269,878,000 | 560 |
| U.S. Treasury securities | $33,767,000 | 755 |
| U.S. Government agency obligations | $236,111,000 | 515 |
| Securities issued by states & political subdivisions | $79,617,000 | 642 |
| Other domestic debt securities | $113,250,000 | 259 |
| Privately issued residential mortgage-backed securities | $15,127,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,391,000 | 93 |
| Structured financial products - Total | $49,328,000 | 120 |
| Other domestic debt securities - All other | $4,404,000 | 1,078 |
| 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 | $55,298,000 | 1,171 |
| Mortgage-backed securities | $238,882,000 | 437 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,445,000 | 563 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,890,000 | 288 |
| Privately issued | $15,127,000 | 176 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,225,000 | 345 |
| Other commercial mortgage-backed securities | $21,195,000 | 336 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $462,745,000 | 405 |
| Total debt securities | $462,745,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $468,758,000 | 495 |
| U.S. Government securities | $274,009,000 | 563 |
| U.S. Treasury securities | $33,558,000 | 762 |
| U.S. Government agency obligations | $240,451,000 | 506 |
| Securities issued by states & political subdivisions | $78,864,000 | 648 |
| Other domestic debt securities | $111,631,000 | 253 |
| Privately issued residential mortgage-backed securities | $12,022,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,621,000 | 95 |
| Structured financial products - Total | $51,379,000 | 102 |
| Other domestic debt securities - All other | $2,609,000 | 1,284 |
| 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 | $55,631,000 | 1,103 |
| Mortgage-backed securities | $240,247,000 | 440 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,327,000 | 563 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $91,856,000 | 289 |
| Privately issued | $12,022,000 | 195 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,409,000 | 345 |
| Other commercial mortgage-backed securities | $21,633,000 | 356 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $464,504,000 | 409 |
| Total debt securities | $464,503,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $489,879,000 | 482 |
| U.S. Government securities | $348,710,000 | 464 |
| U.S. Treasury securities | $34,668,000 | 731 |
| U.S. Government agency obligations | $314,042,000 | 416 |
| Securities issued by states & political subdivisions | $83,452,000 | 644 |
| Other domestic debt securities | $53,294,000 | 369 |
| Privately issued residential mortgage-backed securities | $3,083,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,354,000 | 94 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,857,000 | 1,258 |
| 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 | $56,891,000 | 1,081 |
| Mortgage-backed securities | $304,249,000 | 384 |
| Certificates of participation in pools of residential mortgages | $101,869,000 | 560 |
| Issued or guaranteed by U.S. | $101,869,000 | 557 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $102,345,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $99,262,000 | 280 |
| Privately issued | $3,083,000 | 309 |
| Commercial mortgage-backed securities | $100,035,000 | 230 |
| Commercial mortgage pass-through securities | $18,327,000 | 345 |
| Other commercial mortgage-backed securities | $81,708,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $485,456,000 | 409 |
| Total debt securities | $485,454,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $512,089,000 | 462 |
| U.S. Government securities | $360,072,000 | 448 |
| U.S. Treasury securities | $35,343,000 | 625 |
| U.S. Government agency obligations | $324,729,000 | 419 |
| Securities issued by states & political subdivisions | $90,828,000 | 614 |
| Other domestic debt securities | $56,627,000 | 345 |
| Privately issued residential mortgage-backed securities | $3,186,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,481,000 | 93 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,960,000 | 1,230 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,953,000 | 1,062 |
| Mortgage-backed securities | $314,505,000 | 375 |
| Certificates of participation in pools of residential mortgages | $102,420,000 | 569 |
| Issued or guaranteed by U.S. | $102,420,000 | 564 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $106,426,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $103,240,000 | 279 |
| Privately issued | $3,186,000 | 286 |
| Commercial mortgage-backed securities | $105,659,000 | 227 |
| Commercial mortgage pass-through securities | $19,099,000 | 332 |
| Other commercial mortgage-backed securities | $86,560,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $507,527,000 | 401 |
| Total debt securities | $507,528,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $502,611,000 | 457 |
| U.S. Government securities | $348,201,000 | 444 |
| U.S. Treasury securities | $16,859,000 | 772 |
| U.S. Government agency obligations | $331,342,000 | 411 |
| Securities issued by states & political subdivisions | $92,842,000 | 627 |
| Other domestic debt securities | $56,796,000 | 341 |
| Privately issued residential mortgage-backed securities | $3,251,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,545,000 | 93 |
| 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 | $51,897,000 | 1,114 |
| Mortgage-backed securities | $320,289,000 | 381 |
| Certificates of participation in pools of residential mortgages | $99,459,000 | 586 |
| Issued or guaranteed by U.S. | $99,459,000 | 578 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $113,051,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $109,800,000 | 268 |
| Privately issued | $3,251,000 | 249 |
| Commercial mortgage-backed securities | $107,779,000 | 221 |
| Commercial mortgage pass-through securities | $20,456,000 | 319 |
| Other commercial mortgage-backed securities | $87,323,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $497,839,000 | 406 |
| Total debt securities | $497,840,000 | 456 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $461,470,000 | 474 |
| U.S. Government securities | $335,836,000 | 427 |
| U.S. Treasury securities | $16,464,000 | 639 |
| U.S. Government agency obligations | $319,372,000 | 410 |
| Securities issued by states & political subdivisions | $62,874,000 | 859 |
| Other domestic debt securities | $57,955,000 | 317 |
| Privately issued residential mortgage-backed securities | $4,184,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,771,000 | 99 |
| 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 | $49,528,000 | 1,129 |
| Mortgage-backed securities | $311,756,000 | 380 |
| Certificates of participation in pools of residential mortgages | $82,032,000 | 642 |
| Issued or guaranteed by U.S. | $82,032,000 | 631 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $119,007,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $114,823,000 | 256 |
| Privately issued | $4,184,000 | 196 |
| Commercial mortgage-backed securities | $110,717,000 | 215 |
| Commercial mortgage pass-through securities | $20,652,000 | 300 |
| Other commercial mortgage-backed securities | $90,065,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $456,665,000 | 424 |
| Total debt securities | $456,664,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $352,492,000 | 576 |
| U.S. Government securities | $257,614,000 | 495 |
| U.S. Treasury securities | $16,543,000 | 559 |
| U.S. Government agency obligations | $241,071,000 | 480 |
| Securities issued by states & political subdivisions | $39,611,000 | 1,249 |
| Other domestic debt securities | $50,453,000 | 330 |
| Privately issued residential mortgage-backed securities | $4,239,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,214,000 | 108 |
| 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 | $46,877,000 | 1,157 |
| Mortgage-backed securities | $233,493,000 | 429 |
| Certificates of participation in pools of residential mortgages | $42,252,000 | 1,011 |
| Issued or guaranteed by U.S. | $42,252,000 | 991 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $98,220,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $93,981,000 | 280 |
| Privately issued | $4,239,000 | 186 |
| Commercial mortgage-backed securities | $93,021,000 | 232 |
| Commercial mortgage pass-through securities | $15,875,000 | 359 |
| Other commercial mortgage-backed securities | $77,146,000 | 186 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $347,678,000 | 516 |
| Total debt securities | $347,678,000 | 570 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $258,135,000 | 688 |
| U.S. Government securities | $175,473,000 | 611 |
| U.S. Treasury securities | $4,445,000 | 863 |
| U.S. Government agency obligations | $171,028,000 | 581 |
| Securities issued by states & political subdivisions | $37,121,000 | 1,261 |
| Other domestic debt securities | $40,754,000 | 367 |
| Privately issued residential mortgage-backed securities | $1,261,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,493,000 | 117 |
| 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 | $45,792,000 | 1,139 |
| Mortgage-backed securities | $172,289,000 | 497 |
| Certificates of participation in pools of residential mortgages | $22,625,000 | 1,461 |
| Issued or guaranteed by U.S. | $22,625,000 | 1,422 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $82,425,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $81,164,000 | 293 |
| Privately issued | $1,261,000 | 262 |
| Commercial mortgage-backed securities | $67,239,000 | 278 |
| Commercial mortgage pass-through securities | $15,756,000 | 345 |
| Other commercial mortgage-backed securities | $51,483,000 | 218 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $253,348,000 | 634 |
| Total debt securities | $253,349,000 | 686 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $250,960,000 | 648 |
| U.S. Government securities | $163,900,000 | 574 |
| U.S. Treasury securities | $1,499,000 | 882 |
| U.S. Government agency obligations | $162,401,000 | 554 |
| Securities issued by states & political subdivisions | $44,478,000 | 1,025 |
| Other domestic debt securities | $37,727,000 | 368 |
| Privately issued residential mortgage-backed securities | $1,294,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,433,000 | 118 |
| 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 | $49,611,000 | 1,066 |
| Mortgage-backed securities | $163,695,000 | 475 |
| Certificates of participation in pools of residential mortgages | $18,740,000 | 1,516 |
| Issued or guaranteed by U.S. | $18,740,000 | 1,480 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $83,438,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $82,144,000 | 284 |
| Privately issued | $1,294,000 | 249 |
| Commercial mortgage-backed securities | $61,517,000 | 273 |
| Commercial mortgage pass-through securities | $16,213,000 | 317 |
| Other commercial mortgage-backed securities | $45,304,000 | 225 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $246,105,000 | 608 |
| Total debt securities | $246,104,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $234,470,000 | 645 |
| U.S. Government securities | $160,457,000 | 556 |
| U.S. Treasury securities | $1,500,000 | 881 |
| U.S. Government agency obligations | $158,957,000 | 534 |
| Securities issued by states & political subdivisions | $38,453,000 | 1,085 |
| Other domestic debt securities | $30,709,000 | 396 |
| Privately issued residential mortgage-backed securities | $1,341,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,368,000 | 125 |
| 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 | $47,968,000 | 1,057 |
| Mortgage-backed securities | $159,826,000 | 465 |
| Certificates of participation in pools of residential mortgages | $16,767,000 | 1,590 |
| Issued or guaranteed by U.S. | $16,767,000 | 1,548 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $94,359,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $93,018,000 | 256 |
| Privately issued | $1,341,000 | 237 |
| Commercial mortgage-backed securities | $48,700,000 | 301 |
| Commercial mortgage pass-through securities | $17,193,000 | 291 |
| Other commercial mortgage-backed securities | $31,507,000 | 254 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $229,619,000 | 601 |
| Total debt securities | $229,622,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $239,564,000 | 621 |
| U.S. Government securities | $165,675,000 | 538 |
| U.S. Treasury securities | $1,499,000 | 916 |
| U.S. Government agency obligations | $164,176,000 | 519 |
| Securities issued by states & political subdivisions | $43,708,000 | 897 |
| Other domestic debt securities | $25,350,000 | 443 |
| Privately issued residential mortgage-backed securities | $319,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,031,000 | 125 |
| 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 | $50,130,000 | 1,028 |
| Mortgage-backed securities | $163,956,000 | 460 |
| Certificates of participation in pools of residential mortgages | $14,494,000 | 1,700 |
| Issued or guaranteed by U.S. | $14,494,000 | 1,651 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $98,460,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $98,141,000 | 246 |
| Privately issued | $319,000 | 307 |
| Commercial mortgage-backed securities | $51,002,000 | 277 |
| Commercial mortgage pass-through securities | $17,210,000 | 288 |
| Other commercial mortgage-backed securities | $33,792,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $234,733,000 | 568 |
| Total debt securities | $234,731,000 | 622 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $218,680,000 | 646 |
| U.S. Government securities | $169,095,000 | 547 |
| U.S. Treasury securities | $1,500,000 | 957 |
| U.S. Government agency obligations | $167,595,000 | 518 |
| Securities issued by states & political subdivisions | $26,883,000 | 1,244 |
| Other domestic debt securities | $17,934,000 | 499 |
| Privately issued residential mortgage-backed securities | $313,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,621,000 | 144 |
| 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 | $53,842,000 | 924 |
| Mortgage-backed securities | $167,372,000 | 460 |
| Certificates of participation in pools of residential mortgages | $15,694,000 | 1,610 |
| Issued or guaranteed by U.S. | $15,694,000 | 1,566 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $96,654,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $96,341,000 | 257 |
| Privately issued | $313,000 | 314 |
| Commercial mortgage-backed securities | $55,024,000 | 266 |
| Commercial mortgage pass-through securities | $17,081,000 | 276 |
| Other commercial mortgage-backed securities | $37,943,000 | 229 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $213,912,000 | 599 |
| Total debt securities | $213,912,000 | 650 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $212,607,000 | 647 |
| U.S. Government securities | $196,248,000 | 483 |
| U.S. Treasury securities | $1,490,000 | 1,027 |
| U.S. Government agency obligations | $194,758,000 | 458 |
| Securities issued by states & political subdivisions | $11,318,000 | 2,163 |
| Other domestic debt securities | $372,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $372,000 | 467 |
| 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 | $47,871,000 | 991 |
| Mortgage-backed securities | $191,966,000 | 401 |
| Certificates of participation in pools of residential mortgages | $20,650,000 | 1,316 |
| Issued or guaranteed by U.S. | $20,650,000 | 1,282 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $99,465,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $99,093,000 | 255 |
| Privately issued | $372,000 | 299 |
| Commercial mortgage-backed securities | $71,851,000 | 233 |
| Commercial mortgage pass-through securities | $24,011,000 | 224 |
| Other commercial mortgage-backed securities | $47,840,000 | 203 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $207,938,000 | 595 |
| Total debt securities | $207,938,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $224,356,000 | 619 |
| U.S. Government securities | $219,283,000 | 442 |
| U.S. Treasury securities | $1,494,000 | 1,050 |
| U.S. Government agency obligations | $217,789,000 | 419 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $408,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $408,000 | 493 |
| 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 | $47,843,000 | 1,006 |
| Mortgage-backed securities | $215,025,000 | 359 |
| Certificates of participation in pools of residential mortgages | $24,492,000 | 1,115 |
| Issued or guaranteed by U.S. | $24,492,000 | 1,084 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $96,288,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $95,880,000 | 258 |
| Privately issued | $408,000 | 288 |
| Commercial mortgage-backed securities | $94,245,000 | 194 |
| Commercial mortgage pass-through securities | $34,737,000 | 172 |
| Other commercial mortgage-backed securities | $59,508,000 | 185 |
| Held to maturity securities (book value) | $88,403,000 | 226 |
| Available-for-sale securities (fair market value) | $131,288,000 | 893 |
| Total debt securities | $219,691,000 | 620 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $230,222,000 | 614 |
| U.S. Government securities | $225,184,000 | 431 |
| U.S. Treasury securities | $1,499,000 | 1,071 |
| U.S. Government agency obligations | $223,685,000 | 415 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $435,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $435,000 | 450 |
| 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 | $44,613,000 | 1,080 |
| Mortgage-backed securities | $217,689,000 | 354 |
| Certificates of participation in pools of residential mortgages | $25,681,000 | 1,068 |
| Issued or guaranteed by U.S. | $25,681,000 | 1,057 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $100,076,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $99,641,000 | 253 |
| Privately issued | $435,000 | 293 |
| Commercial mortgage-backed securities | $91,932,000 | 192 |
| Commercial mortgage pass-through securities | $35,014,000 | 165 |
| Other commercial mortgage-backed securities | $56,918,000 | 184 |
| Held to maturity securities (book value) | $95,407,000 | 225 |
| Available-for-sale securities (fair market value) | $130,212,000 | 907 |
| Total debt securities | $225,619,000 | 611 |
| 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 | $227,456,000 | 621 |
| U.S. Government securities | $222,480,000 | 439 |
| U.S. Treasury securities | $1,490,000 | 1,101 |
| U.S. Government agency obligations | $220,990,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $465,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $465,000 | 450 |
| 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 | $43,986,000 | 1,099 |
| Mortgage-backed securities | $215,030,000 | 355 |
| Certificates of participation in pools of residential mortgages | $26,546,000 | 1,060 |
| Issued or guaranteed by U.S. | $26,546,000 | 1,048 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $100,190,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $99,725,000 | 250 |
| Privately issued | $465,000 | 298 |
| Commercial mortgage-backed securities | $88,294,000 | 185 |
| Commercial mortgage pass-through securities | $31,433,000 | 166 |
| Other commercial mortgage-backed securities | $56,861,000 | 168 |
| Held to maturity securities (book value) | $94,545,000 | 232 |
| Available-for-sale securities (fair market value) | $128,400,000 | 928 |
| Total debt securities | $222,946,000 | 621 |
| 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 | $219,725,000 | 637 |
| U.S. Government securities | $214,814,000 | 455 |
| U.S. Treasury securities | $999,000 | 1,171 |
| U.S. Government agency obligations | $213,815,000 | 434 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $483,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $483,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,853,000 | 1,097 |
| Mortgage-backed securities | $207,658,000 | 358 |
| Certificates of participation in pools of residential mortgages | $22,481,000 | 1,208 |
| Issued or guaranteed by U.S. | $22,481,000 | 1,198 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $100,963,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $100,480,000 | 247 |
| Privately issued | $483,000 | 297 |
| Commercial mortgage-backed securities | $84,214,000 | 188 |
| Commercial mortgage pass-through securities | $31,578,000 | 161 |
| Other commercial mortgage-backed securities | $52,636,000 | 169 |
| Held to maturity securities (book value) | $95,321,000 | 243 |
| Available-for-sale securities (fair market value) | $119,976,000 | 986 |
| Total debt securities | $215,297,000 | 644 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $208,591,000 | 662 |
| U.S. Government securities | $203,710,000 | 480 |
| U.S. Treasury securities | $994,000 | 1,182 |
| U.S. Government agency obligations | $202,716,000 | 446 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $522,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $522,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,177,000 | 1,068 |
| Mortgage-backed securities | $196,608,000 | 375 |
| Certificates of participation in pools of residential mortgages | $22,259,000 | 1,226 |
| Issued or guaranteed by U.S. | $22,259,000 | 1,220 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $95,195,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $94,673,000 | 254 |
| Privately issued | $522,000 | 286 |
| Commercial mortgage-backed securities | $79,154,000 | 190 |
| Commercial mortgage pass-through securities | $32,307,000 | 161 |
| Other commercial mortgage-backed securities | $46,847,000 | 175 |
| Held to maturity securities (book value) | $96,270,000 | 244 |
| Available-for-sale securities (fair market value) | $107,962,000 | 1,079 |
| Total debt securities | $204,232,000 | 666 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $182,690,000 | 760 |
| U.S. Government securities | $177,754,000 | 532 |
| U.S. Treasury securities | $999,000 | 1,127 |
| U.S. Government agency obligations | $176,755,000 | 496 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $569,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $569,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,105,000 | 1,234 |
| Mortgage-backed securities | $171,432,000 | 412 |
| Certificates of participation in pools of residential mortgages | $23,237,000 | 1,232 |
| Issued or guaranteed by U.S. | $23,237,000 | 1,193 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $80,475,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $79,906,000 | 283 |
| Privately issued | $569,000 | 287 |
| Commercial mortgage-backed securities | $67,720,000 | 200 |
| Commercial mortgage pass-through securities | $32,823,000 | 153 |
| Other commercial mortgage-backed securities | $34,897,000 | 182 |
| Held to maturity securities (book value) | $99,297,000 | 237 |
| Available-for-sale securities (fair market value) | $79,026,000 | 1,439 |
| Total debt securities | $178,318,000 | 774 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $169,093,000 | 832 |
| U.S. Government securities | $163,984,000 | 586 |
| U.S. Treasury securities | $996,000 | 1,104 |
| U.S. Government agency obligations | $162,988,000 | 550 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $612,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $612,000 | 320 |
| 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 | $4,497,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,814,000 | 1,256 |
| Mortgage-backed securities | $135,715,000 | 500 |
| Certificates of participation in pools of residential mortgages | $24,231,000 | 1,225 |
| Issued or guaranteed by U.S. | $24,231,000 | 1,222 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,679,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $74,067,000 | 292 |
| Privately issued | $612,000 | 298 |
| Commercial mortgage-backed securities | $36,805,000 | 263 |
| Commercial mortgage pass-through securities | $10,871,000 | 278 |
| Other commercial mortgage-backed securities | $25,934,000 | 218 |
| Held to maturity securities (book value) | $98,198,000 | 244 |
| Available-for-sale securities (fair market value) | $70,895,000 | 1,590 |
| Total debt securities | $164,596,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $167,494,000 | 842 |
| U.S. Government securities | $162,336,000 | 577 |
| U.S. Treasury securities | $1,000,000 | 1,032 |
| U.S. Government agency obligations | $161,336,000 | 547 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $651,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $651,000 | 321 |
| 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 | $4,507,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,343,000 | 1,393 |
| Mortgage-backed securities | $135,794,000 | 490 |
| Certificates of participation in pools of residential mortgages | $25,271,000 | 1,209 |
| Issued or guaranteed by U.S. | $25,271,000 | 1,208 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $72,767,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $72,116,000 | 294 |
| Privately issued | $651,000 | 301 |
| Commercial mortgage-backed securities | $37,756,000 | 257 |
| Commercial mortgage pass-through securities | $10,929,000 | 284 |
| Other commercial mortgage-backed securities | $26,827,000 | 205 |
| Held to maturity securities (book value) | $99,246,000 | 244 |
| Available-for-sale securities (fair market value) | $68,248,000 | 1,685 |
| Total debt securities | $162,987,000 | 853 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $165,869,000 | 861 |
| U.S. Government securities | $160,659,000 | 581 |
| U.S. Treasury securities | $997,000 | 1,073 |
| U.S. Government agency obligations | $159,662,000 | 552 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $697,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $697,000 | 320 |
| 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 | $4,513,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,147,000 | 1,529 |
| Mortgage-backed securities | $135,668,000 | 492 |
| Certificates of participation in pools of residential mortgages | $27,950,000 | 1,143 |
| Issued or guaranteed by U.S. | $27,950,000 | 1,141 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $71,740,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $71,043,000 | 304 |
| Privately issued | $697,000 | 301 |
| Commercial mortgage-backed securities | $35,978,000 | 250 |
| Commercial mortgage pass-through securities | $10,966,000 | 278 |
| Other commercial mortgage-backed securities | $25,012,000 | 204 |
| Held to maturity securities (book value) | $104,530,000 | 242 |
| Available-for-sale securities (fair market value) | $61,339,000 | 1,827 |
| Total debt securities | $161,356,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $161,093,000 | 896 |
| U.S. Government securities | $155,869,000 | 604 |
| U.S. Treasury securities | $1,000,000 | 1,058 |
| U.S. Government agency obligations | $154,869,000 | 573 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $741,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $741,000 | 328 |
| 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 | $4,483,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,668,000 | 1,616 |
| Mortgage-backed securities | $131,606,000 | 512 |
| Certificates of participation in pools of residential mortgages | $27,827,000 | 1,172 |
| Issued or guaranteed by U.S. | $27,827,000 | 1,171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $69,969,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $69,228,000 | 312 |
| Privately issued | $741,000 | 307 |
| Commercial mortgage-backed securities | $33,810,000 | 260 |
| Commercial mortgage pass-through securities | $8,931,000 | 315 |
| Other commercial mortgage-backed securities | $24,879,000 | 200 |
| Held to maturity securities (book value) | $106,842,000 | 240 |
| Available-for-sale securities (fair market value) | $54,251,000 | 2,042 |
| Total debt securities | $156,610,000 | 905 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $161,970,000 | 896 |
| U.S. Government securities | $156,742,000 | 612 |
| U.S. Treasury securities | $998,000 | 1,111 |
| U.S. Government agency obligations | $155,744,000 | 580 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $792,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $792,000 | 348 |
| 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 | $4,436,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,453,000 | 1,750 |
| Mortgage-backed securities | $136,881,000 | 501 |
| Certificates of participation in pools of residential mortgages | $30,250,000 | 1,134 |
| Issued or guaranteed by U.S. | $30,250,000 | 1,133 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $72,746,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $71,954,000 | 302 |
| Privately issued | $792,000 | 328 |
| Commercial mortgage-backed securities | $33,885,000 | 254 |
| Commercial mortgage pass-through securities | $8,885,000 | 303 |
| Other commercial mortgage-backed securities | $25,000,000 | 195 |
| Held to maturity securities (book value) | $104,965,000 | 251 |
| Available-for-sale securities (fair market value) | $57,005,000 | 1,997 |
| Total debt securities | $157,534,000 | 905 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $162,243,000 | 885 |
| U.S. Government securities | $156,946,000 | 600 |
| U.S. Treasury securities | $850,000 | 1,156 |
| U.S. Government agency obligations | $156,096,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $884,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $884,000 | 346 |
| 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 | $4,413,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,010,000 | 1,902 |
| Mortgage-backed securities | $137,090,000 | 497 |
| Certificates of participation in pools of residential mortgages | $30,064,000 | 1,133 |
| Issued or guaranteed by U.S. | $30,064,000 | 1,132 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $72,761,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $71,877,000 | 300 |
| Privately issued | $884,000 | 324 |
| Commercial mortgage-backed securities | $34,265,000 | 248 |
| Commercial mortgage pass-through securities | $8,854,000 | 295 |
| Other commercial mortgage-backed securities | $25,411,000 | 182 |
| Held to maturity securities (book value) | $109,247,000 | 246 |
| Available-for-sale securities (fair market value) | $52,996,000 | 2,083 |
| Total debt securities | $157,830,000 | 896 |
| 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 | $146,804,000 | 967 |
| U.S. Government securities | $141,348,000 | 663 |
| U.S. Treasury securities | $849,000 | 1,020 |
| U.S. Government agency obligations | $140,499,000 | 637 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $932,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $932,000 | 339 |
| 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 | $4,524,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,761,000 | 1,422 |
| Mortgage-backed securities | $130,580,000 | 514 |
| Certificates of participation in pools of residential mortgages | $31,701,000 | 1,090 |
| Issued or guaranteed by U.S. | $31,701,000 | 1,089 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,657,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $70,725,000 | 315 |
| Privately issued | $932,000 | 322 |
| Commercial mortgage-backed securities | $27,222,000 | 273 |
| Commercial mortgage pass-through securities | $4,885,000 | 373 |
| Other commercial mortgage-backed securities | $22,337,000 | 189 |
| Held to maturity securities (book value) | $102,956,000 | 255 |
| Available-for-sale securities (fair market value) | $43,848,000 | 2,376 |
| Total debt securities | $142,280,000 | 981 |
| 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 | $147,572,000 | 971 |
| U.S. Government securities | $142,073,000 | 667 |
| U.S. Treasury securities | $800,000 | 1,061 |
| U.S. Government agency obligations | $141,273,000 | 635 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $975,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $975,000 | 348 |
| 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 | $4,524,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,467,000 | 1,992 |
| Mortgage-backed securities | $138,229,000 | 503 |
| Certificates of participation in pools of residential mortgages | $33,767,000 | 1,065 |
| Issued or guaranteed by U.S. | $33,767,000 | 1,061 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $76,698,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $75,723,000 | 295 |
| Privately issued | $975,000 | 327 |
| Commercial mortgage-backed securities | $27,764,000 | 248 |
| Commercial mortgage pass-through securities | $4,883,000 | 349 |
| Other commercial mortgage-backed securities | $22,881,000 | 177 |
| Held to maturity securities (book value) | $107,772,000 | 259 |
| Available-for-sale securities (fair market value) | $39,800,000 | 2,543 |
| Total debt securities | $143,048,000 | 990 |
| 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 | $151,053,000 | 965 |
| U.S. Government securities | $145,554,000 | 684 |
| U.S. Treasury securities | $799,000 | 1,085 |
| U.S. Government agency obligations | $144,755,000 | 645 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,028,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $1,028,000 | 344 |
| 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 | $4,471,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,059,000 | 1,906 |
| Mortgage-backed securities | $141,762,000 | 495 |
| Certificates of participation in pools of residential mortgages | $33,083,000 | 1,077 |
| Issued or guaranteed by U.S. | $33,083,000 | 1,076 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $84,586,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $83,558,000 | 290 |
| Privately issued | $1,028,000 | 326 |
| Commercial mortgage-backed securities | $24,093,000 | 259 |
| Commercial mortgage pass-through securities | $4,881,000 | 337 |
| Other commercial mortgage-backed securities | $19,212,000 | 182 |
| Held to maturity securities (book value) | $114,455,000 | 256 |
| Available-for-sale securities (fair market value) | $36,598,000 | 2,718 |
| Total debt securities | $146,582,000 | 978 |
| 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 | $144,498,000 | 1,003 |
| U.S. Government securities | $139,018,000 | 716 |
| U.S. Treasury securities | $750,000 | 1,155 |
| U.S. Government agency obligations | $138,268,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,093,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $1,093,000 | 337 |
| 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 | $4,387,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,212,000 | 1,957 |
| Mortgage-backed securities | $139,361,000 | 494 |
| Certificates of participation in pools of residential mortgages | $29,227,000 | 1,185 |
| Issued or guaranteed by U.S. | $29,227,000 | 1,183 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $88,423,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $87,330,000 | 285 |
| Privately issued | $1,093,000 | 320 |
| Commercial mortgage-backed securities | $21,711,000 | 248 |
| Commercial mortgage pass-through securities | $4,879,000 | 319 |
| Other commercial mortgage-backed securities | $16,832,000 | 176 |
| Held to maturity securities (book value) | $109,420,000 | 262 |
| Available-for-sale securities (fair market value) | $35,078,000 | 2,812 |
| Total debt securities | $140,111,000 | 1,023 |
| 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 | $132,893,000 | 1,086 |
| U.S. Government securities | $127,288,000 | 770 |
| U.S. Treasury securities | $750,000 | 1,086 |
| U.S. Government agency obligations | $126,538,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,191,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $1,191,000 | 327 |
| 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 | $4,414,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,685,000 | 1,314 |
| Mortgage-backed securities | $125,731,000 | 532 |
| Certificates of participation in pools of residential mortgages | $22,102,000 | 1,482 |
| Issued or guaranteed by U.S. | $22,102,000 | 1,482 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $93,197,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $92,006,000 | 271 |
| Privately issued | $1,191,000 | 309 |
| Commercial mortgage-backed securities | $10,432,000 | 361 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $10,432,000 | 210 |
| Held to maturity securities (book value) | $93,942,000 | 301 |
| Available-for-sale securities (fair market value) | $38,951,000 | 2,668 |
| Total debt securities | $128,479,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $124,326,000 | 1,175 |
| U.S. Government securities | $118,703,000 | 848 |
| U.S. Treasury securities | $750,000 | 1,119 |
| U.S. Government agency obligations | $117,953,000 | 810 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,271,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $1,271,000 | 334 |
| 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 | $4,352,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,557,000 | 1,987 |
| Mortgage-backed securities | $119,224,000 | 570 |
| Certificates of participation in pools of residential mortgages | $17,854,000 | 1,748 |
| Issued or guaranteed by U.S. | $17,854,000 | 1,747 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $90,323,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $89,052,000 | 283 |
| Privately issued | $1,271,000 | 316 |
| Commercial mortgage-backed securities | $11,047,000 | 318 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $11,047,000 | 189 |
| Held to maturity securities (book value) | $85,985,000 | 312 |
| Available-for-sale securities (fair market value) | $38,341,000 | 2,736 |
| Total debt securities | $119,974,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $121,051,000 | 1,211 |
| U.S. Government securities | $115,330,000 | 868 |
| U.S. Treasury securities | $750,000 | 1,104 |
| U.S. Government agency obligations | $114,580,000 | 837 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,336,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $1,336,000 | 353 |
| 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 | $4,385,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,636,000 | 2,195 |
| Mortgage-backed securities | $115,916,000 | 580 |
| Certificates of participation in pools of residential mortgages | $18,815,000 | 1,722 |
| Issued or guaranteed by U.S. | $18,815,000 | 1,720 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $85,937,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $84,601,000 | 297 |
| Privately issued | $1,336,000 | 336 |
| Commercial mortgage-backed securities | $11,164,000 | 304 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $11,164,000 | 178 |
| Held to maturity securities (book value) | $80,653,000 | 320 |
| Available-for-sale securities (fair market value) | $40,398,000 | 2,678 |
| Total debt securities | $116,666,000 | 1,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $126,408,000 | 1,172 |
| U.S. Government securities | $120,612,000 | 836 |
| U.S. Treasury securities | $850,000 | 1,127 |
| U.S. Government agency obligations | $119,762,000 | 805 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,472,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $1,472,000 | 342 |
| 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 | $4,324,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,896,000 | 1,374 |
| Mortgage-backed securities | $121,234,000 | 567 |
| Certificates of participation in pools of residential mortgages | $19,538,000 | 1,707 |
| Issued or guaranteed by U.S. | $19,538,000 | 1,703 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $90,172,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $88,700,000 | 292 |
| Privately issued | $1,472,000 | 324 |
| Commercial mortgage-backed securities | $11,524,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $11,524,000 | 173 |
| Held to maturity securities (book value) | $84,506,000 | 315 |
| Available-for-sale securities (fair market value) | $41,902,000 | 2,646 |
| Total debt securities | $122,084,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $120,191,000 | 1,234 |
| U.S. Government securities | $113,584,000 | 893 |
| U.S. Treasury securities | $750,000 | 1,147 |
| U.S. Government agency obligations | $112,834,000 | 861 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,343,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $2,343,000 | 303 |
| 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 | $4,264,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,849,000 | 2,761 |
| Mortgage-backed securities | $115,177,000 | 599 |
| Certificates of participation in pools of residential mortgages | $20,214,000 | 1,717 |
| Issued or guaranteed by U.S. | $20,214,000 | 1,716 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $94,963,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $92,620,000 | 289 |
| Privately issued | $2,343,000 | 288 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $76,851,000 | 327 |
| Available-for-sale securities (fair market value) | $43,340,000 | 2,644 |
| Total debt securities | $115,927,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $119,415,000 | 1,246 |
| U.S. Government securities | $112,657,000 | 906 |
| U.S. Treasury securities | $750,000 | 1,105 |
| U.S. Government agency obligations | $111,907,000 | 875 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,503,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $2,503,000 | 293 |
| 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 | $4,255,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,278,000 | 2,636 |
| Mortgage-backed securities | $114,410,000 | 613 |
| Certificates of participation in pools of residential mortgages | $21,169,000 | 1,699 |
| Issued or guaranteed by U.S. | $21,169,000 | 1,699 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $93,241,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $90,738,000 | 297 |
| Privately issued | $2,503,000 | 281 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $77,547,000 | 330 |
| Available-for-sale securities (fair market value) | $41,868,000 | 2,743 |
| Total debt securities | $115,160,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $124,311,000 | 1,207 |
| U.S. Government securities | $117,538,000 | 885 |
| U.S. Treasury securities | $750,000 | 972 |
| U.S. Government agency obligations | $116,788,000 | 856 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,594,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $2,594,000 | 302 |
| 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 | $4,179,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,462,000 | 2,635 |
| Mortgage-backed securities | $119,382,000 | 589 |
| Certificates of participation in pools of residential mortgages | $22,035,000 | 1,662 |
| Issued or guaranteed by U.S. | $22,035,000 | 1,662 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $97,347,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $94,753,000 | 283 |
| Privately issued | $2,594,000 | 292 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $80,902,000 | 308 |
| Available-for-sale securities (fair market value) | $43,409,000 | 2,699 |
| Total debt securities | $120,132,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $134,610,000 | 1,127 |
| U.S. Government securities | $127,358,000 | 816 |
| U.S. Treasury securities | $750,000 | 909 |
| U.S. Government agency obligations | $126,608,000 | 789 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,120,000 | 1,250 |
| Privately issued residential mortgage-backed securities | $3,120,000 | 292 |
| 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 | $4,132,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,663,000 | 1,744 |
| Mortgage-backed securities | $129,728,000 | 541 |
| Certificates of participation in pools of residential mortgages | $22,855,000 | 1,615 |
| Issued or guaranteed by U.S. | $22,855,000 | 1,614 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $106,873,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $103,753,000 | 266 |
| Privately issued | $3,120,000 | 281 |
| 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) | $86,401,000 | 292 |
| Available-for-sale securities (fair market value) | $48,209,000 | 2,518 |
| Total debt securities | $130,478,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $142,182,000 | 1,076 |
| U.S. Government securities | $134,725,000 | 768 |
| U.S. Treasury securities | $750,000 | 904 |
| U.S. Government agency obligations | $133,975,000 | 744 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,295,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $3,295,000 | 298 |
| 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 | $4,162,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,075,000 | 1,392 |
| Mortgage-backed securities | $137,270,000 | 521 |
| Certificates of participation in pools of residential mortgages | $23,920,000 | 1,578 |
| Issued or guaranteed by U.S. | $23,920,000 | 1,575 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $113,350,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $110,055,000 | 256 |
| Privately issued | $3,295,000 | 282 |
| 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) | $91,350,000 | 272 |
| Available-for-sale securities (fair market value) | $50,832,000 | 2,430 |
| Total debt securities | $138,020,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $153,963,000 | 991 |
| U.S. Government securities | $146,279,000 | 706 |
| U.S. Treasury securities | $850,000 | 906 |
| U.S. Government agency obligations | $145,429,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,525,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $3,525,000 | 299 |
| 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 | $4,159,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,933,000 | 2,747 |
| Mortgage-backed securities | $148,954,000 | 498 |
| Certificates of participation in pools of residential mortgages | $25,477,000 | 1,506 |
| Issued or guaranteed by U.S. | $25,477,000 | 1,505 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $123,477,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $119,952,000 | 249 |
| Privately issued | $3,525,000 | 284 |
| 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) | $99,896,000 | 229 |
| Available-for-sale securities (fair market value) | $54,067,000 | 2,292 |
| Total debt securities | $149,804,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $155,266,000 | 1,000 |
| U.S. Government securities | $146,833,000 | 716 |
| U.S. Treasury securities | $850,000 | 921 |
| U.S. Government agency obligations | $145,983,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,160,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $4,160,000 | 299 |
| 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 | $4,273,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,678,000 | 2,935 |
| Mortgage-backed securities | $150,143,000 | 505 |
| Certificates of participation in pools of residential mortgages | $27,737,000 | 1,441 |
| Issued or guaranteed by U.S. | $27,737,000 | 1,439 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $122,406,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $118,246,000 | 256 |
| Privately issued | $4,160,000 | 287 |
| 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) | $110,751,000 | 198 |
| Available-for-sale securities (fair market value) | $44,515,000 | 2,716 |
| Total debt securities | $150,993,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $159,787,000 | 947 |
| U.S. Government securities | $151,067,000 | 686 |
| U.S. Treasury securities | $750,000 | 912 |
| U.S. Government agency obligations | $150,317,000 | 660 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $4,439,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $4,439,000 | 300 |
| 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 | $4,281,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,822,000 | 1,467 |
| Mortgage-backed securities | $154,756,000 | 488 |
| Certificates of participation in pools of residential mortgages | $31,470,000 | 1,281 |
| Issued or guaranteed by U.S. | $31,470,000 | 1,278 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $123,286,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $118,847,000 | 262 |
| Privately issued | $4,439,000 | 292 |
| 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) | $112,619,000 | 198 |
| Available-for-sale securities (fair market value) | $47,168,000 | 2,548 |
| Total debt securities | $155,506,000 | 968 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $161,585,000 | 952 |
| U.S. Government securities | $148,778,000 | 710 |
| U.S. Treasury securities | $750,000 | 870 |
| U.S. Government agency obligations | $148,028,000 | 692 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $8,574,000 | 787 |
| Privately issued residential mortgage-backed securities | $8,574,000 | 237 |
| 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 | $4,233,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,056,000 | 1,562 |
| Mortgage-backed securities | $156,602,000 | 513 |
| Certificates of participation in pools of residential mortgages | $36,367,000 | 1,193 |
| Issued or guaranteed by U.S. | $36,367,000 | 1,192 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $120,235,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $111,661,000 | 284 |
| Privately issued | $8,574,000 | 230 |
| 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) | $125,044,000 | 177 |
| Available-for-sale securities (fair market value) | $36,541,000 | 3,057 |
| Total debt securities | $157,352,000 | 975 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $167,726,000 | 927 |
| U.S. Government securities | $154,368,000 | 695 |
| U.S. Treasury securities | $750,000 | 845 |
| U.S. Government agency obligations | $153,618,000 | 675 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $8,997,000 | 785 |
| Privately issued residential mortgage-backed securities | $8,997,000 | 248 |
| 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 | $4,361,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,013,000 | 2,352 |
| Mortgage-backed securities | $162,615,000 | 508 |
| Certificates of participation in pools of residential mortgages | $35,085,000 | 1,245 |
| Issued or guaranteed by U.S. | $35,085,000 | 1,245 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $127,530,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $118,533,000 | 281 |
| Privately issued | $8,997,000 | 242 |
| 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) | $126,915,000 | 175 |
| Available-for-sale securities (fair market value) | $40,811,000 | 2,860 |
| Total debt securities | $163,365,000 | 933 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $174,879,000 | 890 |
| U.S. Government securities | $161,218,000 | 687 |
| U.S. Treasury securities | $850,000 | 906 |
| U.S. Government agency obligations | $160,368,000 | 672 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $9,430,000 | 758 |
| Privately issued residential mortgage-backed securities | $9,430,000 | 259 |
| 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 | $4,231,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,994,000 | 2,197 |
| Mortgage-backed securities | $169,798,000 | 499 |
| Certificates of participation in pools of residential mortgages | $36,925,000 | 1,168 |
| Issued or guaranteed by U.S. | $36,925,000 | 1,168 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $132,873,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $123,443,000 | 290 |
| Privately issued | $9,430,000 | 251 |
| 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) | $140,637,000 | 161 |
| Available-for-sale securities (fair market value) | $34,242,000 | 3,229 |
| Total debt securities | $170,648,000 | 894 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $195,307,000 | 766 |
| U.S. Government securities | $181,388,000 | 594 |
| U.S. Treasury securities | $750,000 | 853 |
| U.S. Government agency obligations | $180,638,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $9,839,000 | 738 |
| Privately issued residential mortgage-backed securities | $9,839,000 | 309 |
| 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 | $4,080,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,478,000 | 1,246 |
| Mortgage-backed securities | $190,477,000 | 438 |
| Certificates of participation in pools of residential mortgages | $38,570,000 | 1,075 |
| Issued or guaranteed by U.S. | $38,570,000 | 1,075 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $151,907,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $142,068,000 | 240 |
| Privately issued | $9,839,000 | 301 |
| 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) | $153,517,000 | 145 |
| Available-for-sale securities (fair market value) | $41,790,000 | 2,740 |
| Total debt securities | $191,227,000 | 777 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $184,234,000 | 800 |
| U.S. Government securities | $169,831,000 | 616 |
| U.S. Treasury securities | $750,000 | 898 |
| U.S. Government agency obligations | $169,081,000 | 598 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $10,187,000 | 707 |
| Privately issued residential mortgage-backed securities | $10,187,000 | 315 |
| 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 | $4,216,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,591,000 | 1,044 |
| Mortgage-backed securities | $179,268,000 | 440 |
| Certificates of participation in pools of residential mortgages | $32,339,000 | 1,208 |
| Issued or guaranteed by U.S. | $32,339,000 | 1,204 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $146,929,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $136,742,000 | 239 |
| Privately issued | $10,187,000 | 305 |
| 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) | $139,943,000 | 150 |
| Available-for-sale securities (fair market value) | $44,291,000 | 2,530 |
| Total debt securities | $180,018,000 | 806 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $136,211,000 | 1,065 |
| U.S. Government securities | $121,576,000 | 844 |
| U.S. Treasury securities | $850,000 | 961 |
| U.S. Government agency obligations | $120,726,000 | 818 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $10,573,000 | 680 |
| Privately issued residential mortgage-backed securities | $10,573,000 | 330 |
| 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 | $4,062,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,609,000 | 1,675 |
| Mortgage-backed securities | $131,299,000 | 569 |
| Certificates of participation in pools of residential mortgages | $33,682,000 | 1,120 |
| Issued or guaranteed by U.S. | $33,682,000 | 1,115 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $97,617,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $87,044,000 | 334 |
| Privately issued | $10,573,000 | 318 |
| 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) | $106,781,000 | 184 |
| Available-for-sale securities (fair market value) | $29,430,000 | 3,371 |
| Total debt securities | $132,149,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $144,448,000 | 987 |
| U.S. Government securities | $129,071,000 | 804 |
| U.S. Treasury securities | $850,000 | 995 |
| U.S. Government agency obligations | $128,221,000 | 777 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $11,504,000 | 654 |
| Privately issued residential mortgage-backed securities | $11,504,000 | 334 |
| 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 | $3,873,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,760,000 | 1,527 |
| Mortgage-backed securities | $139,725,000 | 513 |
| Certificates of participation in pools of residential mortgages | $35,040,000 | 1,055 |
| Issued or guaranteed by U.S. | $35,040,000 | 1,048 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $104,685,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $93,181,000 | 295 |
| Privately issued | $11,504,000 | 324 |
| 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) | $113,656,000 | 175 |
| Available-for-sale securities (fair market value) | $30,792,000 | 3,278 |
| Total debt securities | $140,575,000 | 1,008 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $161,939,000 | 851 |
| U.S. Government securities | $145,343,000 | 697 |
| U.S. Treasury securities | $750,000 | 1,005 |
| U.S. Government agency obligations | $144,593,000 | 668 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $12,734,000 | 646 |
| Privately issued residential mortgage-backed securities | $12,734,000 | 336 |
| 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 | $3,862,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,039,000 | 1,007 |
| Mortgage-backed securities | $157,327,000 | 445 |
| Certificates of participation in pools of residential mortgages | $36,749,000 | 983 |
| Issued or guaranteed by U.S. | $36,749,000 | 975 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $120,578,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $107,844,000 | 263 |
| Privately issued | $12,734,000 | 324 |
| 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) | $126,988,000 | 161 |
| Available-for-sale securities (fair market value) | $34,951,000 | 2,890 |
| Total debt securities | $158,077,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $179,511,000 | 756 |
| U.S. Government securities | $158,560,000 | 618 |
| U.S. Treasury securities | $750,000 | 926 |
| U.S. Government agency obligations | $157,810,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $16,711,000 | 548 |
| Privately issued residential mortgage-backed securities | $16,710,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,000 | 2,142 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,240,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,478,000 | 814 |
| Mortgage-backed securities | $174,520,000 | 394 |
| Certificates of participation in pools of residential mortgages | $32,155,000 | 1,075 |
| Issued or guaranteed by U.S. | $32,155,000 | 1,064 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $142,365,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $125,655,000 | 235 |
| Privately issued | $16,710,000 | 288 |
| 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) | $138,836,000 | 145 |
| Available-for-sale securities (fair market value) | $40,675,000 | 2,543 |
| Total debt securities | $175,271,000 | 771 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $146,563,000 | 905 |
| U.S. Government securities | $123,559,000 | 786 |
| U.S. Treasury securities | $750,000 | 877 |
| U.S. Government agency obligations | $122,809,000 | 761 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $18,657,000 | 511 |
| Privately issued residential mortgage-backed securities | $18,655,000 | 298 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,000 | 2,107 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,347,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,904,000 | 884 |
| Mortgage-backed securities | $135,464,000 | 498 |
| Certificates of participation in pools of residential mortgages | $17,282,000 | 1,720 |
| Issued or guaranteed by U.S. | $17,282,000 | 1,712 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $118,182,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $99,527,000 | 263 |
| Privately issued | $18,655,000 | 285 |
| 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) | $101,637,000 | 191 |
| Available-for-sale securities (fair market value) | $44,926,000 | 2,320 |
| Total debt securities | $142,216,000 | 928 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $141,578,000 | 937 |
| U.S. Government securities | $116,822,000 | 806 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $116,822,000 | 775 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $20,012,000 | 507 |
| Privately issued residential mortgage-backed securities | $20,007,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,000 | 2,124 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,744,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,601,000 | 861 |
| Mortgage-backed securities | $136,829,000 | 512 |
| Certificates of participation in pools of residential mortgages | $18,727,000 | 1,708 |
| Issued or guaranteed by U.S. | $18,727,000 | 1,706 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $118,102,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $98,095,000 | 260 |
| Privately issued | $20,007,000 | 284 |
| 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) | $90,716,000 | 204 |
| Available-for-sale securities (fair market value) | $50,862,000 | 2,119 |
| Total debt securities | $136,834,000 | 950 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $144,748,000 | 886 |
| U.S. Government securities | $119,783,000 | 768 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $119,783,000 | 741 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $20,737,000 | 513 |
| Privately issued residential mortgage-backed securities | $20,732,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,000 | 2,174 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,228,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,730,000 | 817 |
| Mortgage-backed securities | $140,515,000 | 500 |
| Certificates of participation in pools of residential mortgages | $20,008,000 | 1,682 |
| Issued or guaranteed by U.S. | $20,008,000 | 1,677 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $120,507,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $99,775,000 | 241 |
| Privately issued | $20,732,000 | 299 |
| 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) | $90,288,000 | 210 |
| Available-for-sale securities (fair market value) | $54,460,000 | 1,975 |
| Total debt securities | $140,520,000 | 898 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $143,558,000 | 896 |
| U.S. Government securities | $117,313,000 | 761 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $117,313,000 | 737 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $22,411,000 | 529 |
| Privately issued residential mortgage-backed securities | $22,401,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $10,000 | 2,274 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,834,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,388,000 | 772 |
| Mortgage-backed securities | $139,714,000 | 507 |
| Certificates of participation in pools of residential mortgages | $21,006,000 | 1,676 |
| Issued or guaranteed by U.S. | $21,006,000 | 1,671 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $118,708,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $96,307,000 | 242 |
| Privately issued | $22,401,000 | 309 |
| 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) | $95,927,000 | 211 |
| Available-for-sale securities (fair market value) | $47,631,000 | 2,192 |
| Total debt securities | $139,724,000 | 897 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $129,509,000 | 983 |
| U.S. Government securities | $100,660,000 | 849 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $100,660,000 | 818 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $24,161,000 | 527 |
| Privately issued residential mortgage-backed securities | $24,149,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $12,000 | 2,373 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,688,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,983,000 | 702 |
| Mortgage-backed securities | $124,809,000 | 561 |
| Certificates of participation in pools of residential mortgages | $22,187,000 | 1,636 |
| Issued or guaranteed by U.S. | $22,187,000 | 1,629 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $102,622,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $78,473,000 | 260 |
| Privately issued | $24,149,000 | 305 |
| 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) | $104,553,000 | 198 |
| Available-for-sale securities (fair market value) | $24,956,000 | 3,478 |
| Total debt securities | $124,821,000 | 999 |
| 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 | $122,419,000 | 1,028 |
| U.S. Government securities | $91,931,000 | 941 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $91,931,000 | 910 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $26,293,000 | 480 |
| Privately issued residential mortgage-backed securities | $26,277,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,000 | 2,493 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,195,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,483,000 | 639 |
| Mortgage-backed securities | $118,208,000 | 574 |
| Certificates of participation in pools of residential mortgages | $23,405,000 | 1,608 |
| Issued or guaranteed by U.S. | $23,405,000 | 1,596 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $94,803,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $68,526,000 | 280 |
| Privately issued | $26,277,000 | 300 |
| 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) | $104,792,000 | 197 |
| Available-for-sale securities (fair market value) | $17,627,000 | 4,256 |
| Total debt securities | $118,224,000 | 1,041 |
| 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 | $123,236,000 | 989 |
| U.S. Government securities | $91,898,000 | 926 |
| U.S. Treasury securities | $1,000,000 | 640 |
| U.S. Government agency obligations | $90,898,000 | 914 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $27,319,000 | 444 |
| Privately issued residential mortgage-backed securities | $27,302,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,000 | 2,421 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,019,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,324,000 | 629 |
| Mortgage-backed securities | $118,200,000 | 570 |
| Certificates of participation in pools of residential mortgages | $24,502,000 | 1,518 |
| Issued or guaranteed by U.S. | $24,502,000 | 1,509 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $93,698,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $66,396,000 | 279 |
| Privately issued | $27,302,000 | 285 |
| 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) | $108,712,000 | 182 |
| Available-for-sale securities (fair market value) | $14,524,000 | 4,677 |
| Total debt securities | $119,217,000 | 1,009 |
| 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 | $105,314,000 | 1,130 |
| U.S. Government securities | $73,348,000 | 1,130 |
| U.S. Treasury securities | $1,500,000 | 557 |
| U.S. Government agency obligations | $71,848,000 | 1,132 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $27,960,000 | 440 |
| Privately issued residential mortgage-backed securities | $27,937,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,000 | 2,386 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,006,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,446,000 | 625 |
| Mortgage-backed securities | $99,785,000 | 619 |
| Certificates of participation in pools of residential mortgages | $5,050,000 | 3,640 |
| Issued or guaranteed by U.S. | $5,050,000 | 3,628 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $94,735,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $66,798,000 | 256 |
| Privately issued | $27,937,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,053,000 | 209 |
| Available-for-sale securities (fair market value) | $14,261,000 | 4,652 |
| Total debt securities | $101,308,000 | 1,155 |
| 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 | $106,182,000 | 1,143 |
| U.S. Government securities | $73,550,000 | 1,139 |
| U.S. Treasury securities | $999,000 | 677 |
| U.S. Government agency obligations | $72,551,000 | 1,126 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $28,921,000 | 436 |
| Privately issued residential mortgage-backed securities | $28,894,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000 | 2,375 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,711,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,463,000 | 602 |
| Mortgage-backed securities | $101,445,000 | 606 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 3,635 |
| Issued or guaranteed by U.S. | $5,021,000 | 3,620 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $96,424,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $67,530,000 | 246 |
| Privately issued | $28,894,000 | 277 |
| 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) | $92,326,000 | 201 |
| Available-for-sale securities (fair market value) | $13,856,000 | 4,780 |
| Total debt securities | $102,471,000 | 1,152 |
| 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 | $111,566,000 | 1,100 |
| U.S. Government securities | $75,342,000 | 1,103 |
| U.S. Treasury securities | $991,000 | 714 |
| U.S. Government agency obligations | $74,351,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $30,003,000 | 428 |
| Privately issued residential mortgage-backed securities | $29,972,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,000 | 2,338 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,221,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,110,000 | 571 |
| Mortgage-backed securities | $104,323,000 | 573 |
| Certificates of participation in pools of residential mortgages | $5,380,000 | 3,433 |
| Issued or guaranteed by U.S. | $5,380,000 | 3,416 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $98,943,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $68,971,000 | 247 |
| Privately issued | $29,972,000 | 269 |
| 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) | $94,598,000 | 190 |
| Available-for-sale securities (fair market value) | $16,968,000 | 4,341 |
| Total debt securities | $105,345,000 | 1,125 |
| 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 | $103,136,000 | 1,168 |
| U.S. Government securities | $70,608,000 | 1,188 |
| U.S. Treasury securities | $800,000 | 816 |
| U.S. Government agency obligations | $69,808,000 | 1,178 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $27,584,000 | 428 |
| Privately issued residential mortgage-backed securities | $27,547,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,000 | 2,214 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,944,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,123,000 | 573 |
| Mortgage-backed securities | $97,355,000 | 577 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,428 |
| Issued or guaranteed by U.S. | $399,000 | 5,407 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,956,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $69,409,000 | 244 |
| Privately issued | $27,547,000 | 258 |
| 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) | $92,688,000 | 203 |
| Available-for-sale securities (fair market value) | $10,448,000 | 5,370 |
| Total debt securities | $98,192,000 | 1,191 |
| 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 | $99,687,000 | 1,214 |
| U.S. Government securities | $66,762,000 | 1,285 |
| U.S. Treasury securities | $800,000 | 874 |
| U.S. Government agency obligations | $65,962,000 | 1,265 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $24,749,000 | 423 |
| Privately issued residential mortgage-backed securities | $24,703,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,000 | 2,176 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,176,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,645,000 | 607 |
| Mortgage-backed securities | $90,665,000 | 578 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,283 |
| Issued or guaranteed by U.S. | $464,000 | 5,264 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $90,201,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $65,498,000 | 243 |
| Privately issued | $24,703,000 | 260 |
| 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) | $85,961,000 | 216 |
| Available-for-sale securities (fair market value) | $13,726,000 | 4,846 |
| Total debt securities | $91,511,000 | 1,278 |
| 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 | $99,974,000 | 1,217 |
| U.S. Government securities | $67,957,000 | 1,273 |
| U.S. Treasury securities | $800,000 | 974 |
| U.S. Government agency obligations | $67,157,000 | 1,252 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $27,815,000 | 395 |
| Privately issued residential mortgage-backed securities | $27,753,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,000 | 2,126 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $4,202,000 | 524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,709,000 | 552 |
| Mortgage-backed securities | $94,910,000 | 554 |
| Certificates of participation in pools of residential mortgages | $469,000 | 5,289 |
| Issued or guaranteed by U.S. | $469,000 | 5,271 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $94,441,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $66,688,000 | 250 |
| Privately issued | $27,753,000 | 241 |
| 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) | $90,309,000 | 211 |
| Available-for-sale securities (fair market value) | $9,665,000 | 5,552 |
| Total debt securities | $95,772,000 | 1,238 |
| 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 | $105,107,000 | 1,162 |
| U.S. Government securities | $69,870,000 | 1,234 |
| U.S. Treasury securities | $800,000 | 1,053 |
| U.S. Government agency obligations | $69,070,000 | 1,224 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $31,024,000 | 378 |
| Privately issued residential mortgage-backed securities | $30,934,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $90,000 | 2,158 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,213,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,110,000 | 566 |
| Mortgage-backed securities | $100,004,000 | 534 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,207 |
| Issued or guaranteed by U.S. | $557,000 | 5,186 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $99,447,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $68,513,000 | 237 |
| Privately issued | $30,934,000 | 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) | $95,180,000 | 214 |
| Available-for-sale securities (fair market value) | $9,927,000 | 5,505 |
| Total debt securities | $100,894,000 | 1,176 |
| 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 | $108,643,000 | 1,145 |
| U.S. Government securities | $73,403,000 | 1,213 |
| U.S. Treasury securities | $800,000 | 1,100 |
| U.S. Government agency obligations | $72,603,000 | 1,196 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $30,101,000 | 376 |
| Privately issued residential mortgage-backed securities | $29,957,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,000 | 2,147 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,139,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,128,000 | 584 |
| Mortgage-backed securities | $102,560,000 | 536 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,203 |
| Issued or guaranteed by U.S. | $568,000 | 5,184 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $101,992,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $72,035,000 | 234 |
| Privately issued | $29,957,000 | 218 |
| 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) | $97,805,000 | 210 |
| Available-for-sale securities (fair market value) | $10,838,000 | 5,378 |
| Total debt securities | $103,504,000 | 1,166 |
| 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 | $112,671,000 | 1,113 |
| U.S. Government securities | $75,460,000 | 1,205 |
| U.S. Treasury securities | $800,000 | 1,163 |
| U.S. Government agency obligations | $74,660,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $31,748,000 | 372 |
| Privately issued residential mortgage-backed securities | $31,535,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $213,000 | 2,109 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,463,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,858,000 | 895 |
| Mortgage-backed securities | $106,195,000 | 530 |
| Certificates of participation in pools of residential mortgages | $645,000 | 5,142 |
| Issued or guaranteed by U.S. | $645,000 | 5,118 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $105,550,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $74,015,000 | 234 |
| Privately issued | $31,535,000 | 212 |
| 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) | $101,383,000 | 204 |
| Available-for-sale securities (fair market value) | $11,288,000 | 5,320 |
| Total debt securities | $107,208,000 | 1,140 |
| 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 | $116,728,000 | 1,057 |
| U.S. Government securities | $78,174,000 | 1,156 |
| U.S. Treasury securities | $792,000 | 1,208 |
| U.S. Government agency obligations | $77,382,000 | 1,129 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $33,821,000 | 355 |
| Privately issued residential mortgage-backed securities | $33,514,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $307,000 | 2,032 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,733,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,863,000 | 881 |
| Mortgage-backed securities | $110,896,000 | 517 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,165 |
| Issued or guaranteed by U.S. | $660,000 | 5,143 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $110,236,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $76,722,000 | 225 |
| Privately issued | $33,514,000 | 207 |
| 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) | $106,205,000 | 198 |
| Available-for-sale securities (fair market value) | $10,523,000 | 5,454 |
| Total debt securities | $111,995,000 | 1,080 |
| 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 | $122,807,000 | 1,020 |
| U.S. Government securities | $81,135,000 | 1,121 |
| U.S. Treasury securities | $500,000 | 1,355 |
| U.S. Government agency obligations | $80,635,000 | 1,092 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $38,928,000 | 327 |
| Privately issued residential mortgage-backed securities | $35,496,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,432,000 | 835 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,744,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,640,000 | 840 |
| Mortgage-backed securities | $116,131,000 | 504 |
| Certificates of participation in pools of residential mortgages | $777,000 | 5,077 |
| Issued or guaranteed by U.S. | $777,000 | 5,057 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $115,354,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $79,858,000 | 221 |
| Privately issued | $35,496,000 | 202 |
| 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) | $114,124,000 | 187 |
| Available-for-sale securities (fair market value) | $8,683,000 | 5,862 |
| Total debt securities | $120,063,000 | 1,020 |
| 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 | $124,934,000 | 998 |
| U.S. Government securities | $84,832,000 | 1,077 |
| U.S. Treasury securities | $500,000 | 1,370 |
| U.S. Government agency obligations | $84,332,000 | 1,045 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $37,987,000 | 344 |
| Privately issued residential mortgage-backed securities | $37,383,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $604,000 | 1,886 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,115,000 | 803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,766,000 | 832 |
| Mortgage-backed securities | $121,715,000 | 496 |
| Certificates of participation in pools of residential mortgages | $812,000 | 5,086 |
| Issued or guaranteed by U.S. | $812,000 | 5,067 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $120,903,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $83,520,000 | 219 |
| Privately issued | $37,383,000 | 200 |
| 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) | $116,487,000 | 181 |
| Available-for-sale securities (fair market value) | $8,447,000 | 5,937 |
| Total debt securities | $122,819,000 | 992 |
| 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 | $136,481,000 | 901 |
| U.S. Government securities | $94,408,000 | 965 |
| U.S. Treasury securities | $500,000 | 1,382 |
| U.S. Government agency obligations | $93,908,000 | 933 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $40,877,000 | 331 |
| Privately issued residential mortgage-backed securities | $40,078,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $799,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,196,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,155,000 | 761 |
| Mortgage-backed securities | $133,986,000 | 469 |
| Certificates of participation in pools of residential mortgages | $843,000 | 5,105 |
| Issued or guaranteed by U.S. | $843,000 | 5,086 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $133,143,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $93,065,000 | 209 |
| Privately issued | $40,078,000 | 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) | $128,094,000 | 174 |
| Available-for-sale securities (fair market value) | $8,387,000 | 5,951 |
| Total debt securities | $135,285,000 | 889 |
| 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 | $163,178,000 | 769 |
| U.S. Government securities | $113,295,000 | 805 |
| U.S. Treasury securities | $500,000 | 1,435 |
| U.S. Government agency obligations | $112,795,000 | 782 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $46,012,000 | 310 |
| Privately issued residential mortgage-backed securities | $44,933,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,079,000 | 1,644 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,871,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,391,000 | 644 |
| Mortgage-backed securities | $157,728,000 | 427 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,132 |
| Issued or guaranteed by U.S. | $889,000 | 5,111 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $156,839,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $111,906,000 | 194 |
| Privately issued | $44,933,000 | 179 |
| 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) | $150,531,000 | 153 |
| Available-for-sale securities (fair market value) | $12,647,000 | 5,124 |
| Total debt securities | $159,307,000 | 766 |
| 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 | $183,553,000 | 701 |
| U.S. Government securities | $129,455,000 | 729 |
| U.S. Treasury securities | $300,000 | 1,731 |
| U.S. Government agency obligations | $129,155,000 | 702 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $51,974,000 | 287 |
| Privately issued residential mortgage-backed securities | $50,584,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,390,000 | 1,603 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,124,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,603,000 | 598 |
| Mortgage-backed securities | $179,739,000 | 396 |
| Certificates of participation in pools of residential mortgages | $945,000 | 5,137 |
| Issued or guaranteed by U.S. | $945,000 | 5,123 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $178,794,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $128,210,000 | 188 |
| Privately issued | $50,584,000 | 164 |
| 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) | $171,540,000 | 140 |
| Available-for-sale securities (fair market value) | $12,013,000 | 5,306 |
| Total debt securities | $181,429,000 | 693 |
| 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 | $179,892,000 | 732 |
| U.S. Government securities | $120,311,000 | 799 |
| U.S. Treasury securities | $300,000 | 1,737 |
| U.S. Government agency obligations | $120,011,000 | 764 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $53,970,000 | 276 |
| Privately issued residential mortgage-backed securities | $52,189,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,781,000 | 1,511 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,611,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,858,000 | 621 |
| Mortgage-backed securities | $172,200,000 | 416 |
| Certificates of participation in pools of residential mortgages | $1,037,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,037,000 | 5,078 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $171,163,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $118,974,000 | 203 |
| Privately issued | $52,189,000 | 154 |
| 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) | $162,741,000 | 144 |
| Available-for-sale securities (fair market value) | $17,151,000 | 4,498 |
| Total debt securities | $174,281,000 | 732 |
| 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 | $185,744,000 | 706 |
| U.S. Government securities | $121,780,000 | 793 |
| U.S. Treasury securities | $300,000 | 1,749 |
| U.S. Government agency obligations | $121,480,000 | 763 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $59,943,000 | 268 |
| Privately issued residential mortgage-backed securities | $57,696,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,247,000 | 1,366 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,021,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,954,000 | 637 |
| Mortgage-backed securities | $179,176,000 | 406 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 5,058 |
| Issued or guaranteed by U.S. | $1,099,000 | 5,047 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $178,077,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $120,381,000 | 196 |
| Privately issued | $57,696,000 | 147 |
| 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) | $168,168,000 | 144 |
| Available-for-sale securities (fair market value) | $17,576,000 | 4,430 |
| Total debt securities | $181,723,000 | 707 |
| 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 | $102,630,000 | 1,270 |
| U.S. Government securities | $74,348,000 | 1,272 |
| U.S. Treasury securities | $300,000 | 1,859 |
| U.S. Government agency obligations | $74,048,000 | 1,222 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $18,193,000 | 575 |
| Privately issued residential mortgage-backed securities | $15,393,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,800,000 | 1,291 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $10,089,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,690,000 | 615 |
| Mortgage-backed securities | $89,441,000 | 673 |
| Certificates of participation in pools of residential mortgages | $1,132,000 | 5,111 |
| Issued or guaranteed by U.S. | $1,132,000 | 5,098 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $88,309,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $72,916,000 | 272 |
| Privately issued | $15,393,000 | 264 |
| 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) | $76,627,000 | 303 |
| Available-for-sale securities (fair market value) | $26,003,000 | 3,511 |
| Total debt securities | $92,541,000 | 1,369 |
| 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 | $103,428,000 | 1,278 |
| U.S. Government securities | $78,788,000 | 1,199 |
| U.S. Treasury securities | $300,000 | 1,851 |
| U.S. Government agency obligations | $78,488,000 | 1,155 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $14,074,000 | 722 |
| Privately issued residential mortgage-backed securities | $10,731,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,343,000 | 1,234 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,566,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,424,000 | 597 |
| Mortgage-backed securities | $89,219,000 | 701 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 5,069 |
| Issued or guaranteed by U.S. | $1,247,000 | 5,054 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $87,972,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $77,241,000 | 277 |
| Privately issued | $10,731,000 | 312 |
| 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) | $65,546,000 | 327 |
| Available-for-sale securities (fair market value) | $37,882,000 | 2,646 |
| Total debt securities | $92,862,000 | 1,372 |
| 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 | $100,097,000 | 1,359 |
| U.S. Government securities | $85,221,000 | 1,167 |
| U.S. Treasury securities | $300,000 | 1,964 |
| U.S. Government agency obligations | $84,921,000 | 1,119 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $11,237,000 | 792 |
| Privately issued residential mortgage-backed securities | $7,283,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,954,000 | 1,203 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,639,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,119,000 | 646 |
| Mortgage-backed securities | $92,204,000 | 694 |
| Certificates of participation in pools of residential mortgages | $1,206,000 | 5,117 |
| Issued or guaranteed by U.S. | $1,206,000 | 5,099 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $90,998,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $83,715,000 | 286 |
| Privately issued | $7,283,000 | 274 |
| 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) | $61,328,000 | 359 |
| Available-for-sale securities (fair market value) | $38,769,000 | 2,628 |
| Total debt securities | $96,458,000 | 1,359 |
| 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 | $99,525,000 | 1,340 |
| U.S. Government securities | $85,899,000 | 1,148 |
| U.S. Treasury securities | $300,000 | 2,016 |
| U.S. Government agency obligations | $85,599,000 | 1,101 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,631,000 | 1,612 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,587,000 | 1,349 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,995,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,368,000 | 695 |
| Mortgage-backed securities | $85,643,000 | 725 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,850 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $84,060,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $84,016,000 | 292 |
| Privately issued | $44,000 | 954 |
| 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) | $45,929,000 | 473 |
| Available-for-sale securities (fair market value) | $53,596,000 | 1,962 |
| Total debt securities | $89,530,000 | 1,426 |
| 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 | $72,043,000 | 1,735 |
| U.S. Government securities | $64,280,000 | 1,422 |
| U.S. Treasury securities | $300,000 | 2,038 |
| U.S. Government agency obligations | $63,980,000 | 1,369 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,542,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $1,652,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,890,000 | 1,596 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,221,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,154,000 | 837 |
| Mortgage-backed securities | $65,632,000 | 876 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,805 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,790 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $63,846,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $62,194,000 | 368 |
| Privately issued | $1,652,000 | 517 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,190,000 | 2,501 |
| Available-for-sale securities (fair market value) | $68,853,000 | 1,535 |
| Total debt securities | $68,822,000 | 1,755 |
| 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 | $57,557,000 | 2,088 |
| U.S. Government securities | $28,972,000 | 2,774 |
| U.S. Treasury securities | $300,000 | 2,093 |
| U.S. Government agency obligations | $28,672,000 | 2,678 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $9,611,000 | 942 |
| Privately issued residential mortgage-backed securities | $7,463,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,148,000 | 1,823 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $18,974,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $36,135,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,671 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $34,180,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $26,717,000 | 647 |
| Privately issued | $7,463,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,448,000 | 2,780 |
| Available-for-sale securities (fair market value) | $55,109,000 | 1,839 |
| Total debt securities | $38,583,000 | 2,825 |
| 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 | $51,990,000 | 2,266 |
| U.S. Government securities | $31,788,000 | 2,573 |
| U.S. Treasury securities | $300,000 | 2,232 |
| U.S. Government agency obligations | $31,488,000 | 2,487 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $8,146,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $5,604,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,542,000 | 1,715 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $12,056,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,279,000 | 951 |
| Mortgage-backed securities | $37,092,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,303 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $34,468,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $28,864,000 | 604 |
| Privately issued | $5,604,000 | 336 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,842,000 | 2,707 |
| Available-for-sale securities (fair market value) | $49,148,000 | 2,007 |
| Total debt securities | $39,934,000 | 2,736 |
| 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 | $43,851,000 | 2,462 |
| U.S. Government securities | $22,434,000 | 3,223 |
| U.S. Treasury securities | $300,000 | 2,768 |
| U.S. Government agency obligations | $22,134,000 | 3,083 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $14,933,000 | 726 |
| Privately issued residential mortgage-backed securities | $12,944,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,000 | 1,943 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,484,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,126,000 | 1,015 |
| Mortgage-backed securities | $35,078,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $3,138,000 | 3,825 |
| Issued or guaranteed by U.S. | $3,138,000 | 3,809 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $31,940,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $18,996,000 | 783 |
| Privately issued | $12,944,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,289,000 | 3,063 |
| Available-for-sale securities (fair market value) | $41,562,000 | 2,152 |
| Total debt securities | $37,367,000 | 2,759 |
| 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 | $61,576,000 | 1,781 |
| U.S. Government securities | $37,615,000 | 2,126 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $37,415,000 | 1,980 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $19,441,000 | 545 |
| Privately issued residential mortgage-backed securities | $17,927,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,514,000 | 1,849 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,520,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,594,000 | 749 |
| Mortgage-backed securities | $47,430,000 | 808 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 2,743 |
| Issued or guaranteed by U.S. | $4,622,000 | 2,724 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $42,808,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $24,881,000 | 521 |
| Privately issued | $17,927,000 | 178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,714,000 | 4,010 |
| Available-for-sale securities (fair market value) | $59,862,000 | 1,428 |
| Total debt securities | $57,056,000 | 1,844 |
| 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 | $60,862,000 | 1,888 |
| U.S. Government securities | $37,318,000 | 2,259 |
| U.S. Treasury securities | $198,000 | 5,214 |
| U.S. Government agency obligations | $37,120,000 | 2,020 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $19,713,000 | 565 |
| Privately issued residential mortgage-backed securities | $17,964,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,749,000 | 1,637 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $3,831,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,529,000 | 4,427 |
| Mortgage-backed securities | $47,465,000 | 909 |
| Certificates of participation in pools of residential mortgages | $5,219,000 | 2,729 |
| Issued or guaranteed by U.S. | $5,219,000 | 2,717 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $42,246,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $24,282,000 | 580 |
| Privately issued | $17,964,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,947,000 | 4,275 |
| Available-for-sale securities (fair market value) | $58,915,000 | 1,472 |
| Total debt securities | $57,031,000 | 1,941 |
| 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 | $59,896,000 | 1,938 |
| U.S. Government securities | $41,515,000 | 2,099 |
| U.S. Treasury securities | $200,000 | 6,616 |
| U.S. Government agency obligations | $41,315,000 | 1,780 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $15,088,000 | 603 |
| Privately issued residential mortgage-backed securities | $13,693,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,395,000 | 1,607 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,293,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $45,963,000 | 967 |
| Certificates of participation in pools of residential mortgages | $8,050,000 | 2,270 |
| Issued or guaranteed by U.S. | $8,050,000 | 2,254 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $37,913,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $24,220,000 | 615 |
| Privately issued | $13,693,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,140,000 | 4,659 |
| Available-for-sale securities (fair market value) | $57,756,000 | 1,513 |
| Total debt securities | $56,603,000 | 1,970 |
| 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 | $55,752,000 | 2,072 |
| U.S. Government securities | $33,773,000 | 2,639 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $33,573,000 | 2,067 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $15,739,000 | 430 |
| Privately issued residential mortgage-backed securities | $15,466,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $273,000 | 2,180 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $6,240,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $49,039,000 | 897 |
| Certificates of participation in pools of residential mortgages | $11,764,000 | 1,761 |
| Issued or guaranteed by U.S. | $11,764,000 | 1,750 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $37,275,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $21,809,000 | 607 |
| Privately issued | $15,466,000 | 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) | $1,149,000 | 6,180 |
| Available-for-sale securities (fair market value) | $54,603,000 | 1,463 |
| Total debt securities | $49,512,000 | 2,235 |
| 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 | $54,838,000 | 2,228 |
| U.S. Government securities | $48,883,000 | 1,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,883,000 | 1,500 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $671,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $671,000 | 1,834 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,284,000 | 720 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,355,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $7,850,000 | 2,486 |
| Issued or guaranteed by U.S. | $7,850,000 | 2,464 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $35,505,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $35,505,000 | 468 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,838,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $49,554,000 | 2,403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $46,334,000 | 2,729 |
| U.S. Government securities | $41,342,000 | 2,440 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $41,342,000 | 1,708 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,992,000 | 726 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,955,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $9,133,000 | 2,290 |
| Issued or guaranteed by U.S. | $9,133,000 | 2,269 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $22,822,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $22,822,000 | 683 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,457,000 | 3,535 |
| Available-for-sale securities (fair market value) | $36,877,000 | 2,336 |
| Total debt securities | $41,342,000 | 2,971 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $44,948,000 | 2,915 |
| U.S. Government securities | $41,340,000 | 2,524 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $41,340,000 | 1,643 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,608,000 | 847 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,934,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $11,283,000 | 2,080 |
| Issued or guaranteed by U.S. | $11,283,000 | 2,061 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $18,651,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $18,651,000 | 886 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,080,000 | 1,803 |
| Available-for-sale securities (fair market value) | $3,868,000 | 7,549 |
| Total debt securities | $41,340,000 | 3,098 |
| 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 | $41,163,000 | 3,383 |
| U.S. Government securities | $36,547,000 | 2,974 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $36,547,000 | 1,910 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,637,000 | 799 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $21,000 | 255 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,548,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $19,372,000 | 1,524 |
| Issued or guaranteed by U.S. | $19,372,000 | 1,502 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,176,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $14,176,000 | 1,236 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $36,547,000 | 3,675 |
| 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 | $36,428,000 | 3,752 |
| U.S. Government securities | $33,301,000 | 3,244 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $33,301,000 | 2,045 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,143,000 | 904 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $16,000 | 403 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,301,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $26,754,000 | 1,201 |
| Issued or guaranteed by U.S. | $26,754,000 | 1,165 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,547,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $3,547,000 | 2,884 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,301,000 | 3,991 |
| 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 |