Home > East Cambridge Savings Bank > Securities
East Cambridge Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $135,406,000 | 1,368 |
| U.S. Government securities | $119,958,000 | 993 |
| U.S. Treasury securities | $11,798,000 | 1,259 |
| U.S. Government agency obligations | $108,160,000 | 916 |
| Securities issued by states & political subdivisions | $4,651,000 | 2,958 |
| Other domestic debt securities | $10,797,000 | 979 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $10,797,000 | 623 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,302,000 | 3,422 |
| Mortgage-backed securities | $95,443,000 | 826 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $93,436,000 | 538 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 1,890 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $44,139,000 | 580 |
| Available-for-sale securities (fair market value) | $91,267,000 | 1,614 |
| Total debt securities | $135,407,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $995,000 | 751 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $131,659,000 | 1,382 |
| U.S. Government securities | $116,353,000 | 1,026 |
| U.S. Treasury securities | $11,711,000 | 1,312 |
| U.S. Government agency obligations | $104,642,000 | 936 |
| Securities issued by states & political subdivisions | $4,841,000 | 2,957 |
| Other domestic debt securities | $10,465,000 | 985 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $10,465,000 | 627 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,051,000 | 3,420 |
| Mortgage-backed securities | $92,479,000 | 818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $92,391,000 | 535 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,570 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $44,460,000 | 589 |
| Available-for-sale securities (fair market value) | $87,199,000 | 1,650 |
| Total debt securities | $131,660,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $976,000 | 778 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $131,474,000 | 1,431 |
| U.S. Government securities | $116,116,000 | 1,056 |
| U.S. Treasury securities | $11,675,000 | 1,332 |
| U.S. Government agency obligations | $104,441,000 | 966 |
| Securities issued by states & political subdivisions | $4,848,000 | 2,993 |
| Other domestic debt securities | $10,510,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $10,510,000 | 632 |
| 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 | $1,607,000 | 3,685 |
| Mortgage-backed securities | $92,654,000 | 841 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $92,562,000 | 548 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,572 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $38,474,000 | 634 |
| Available-for-sale securities (fair market value) | $93,000,000 | 1,616 |
| Total debt securities | $131,475,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $974,000 | 827 |
| 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 | $130,457,000 | 1,502 |
| U.S. Government securities | $115,001,000 | 1,105 |
| U.S. Treasury securities | $11,703,000 | 1,397 |
| U.S. Government agency obligations | $103,298,000 | 981 |
| Securities issued by states & political subdivisions | $4,852,000 | 3,041 |
| Other domestic debt securities | $10,604,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $10,604,000 | 651 |
| 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 | $1,632,000 | 3,668 |
| Mortgage-backed securities | $90,857,000 | 883 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,758,000 | 581 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,606 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $34,420,000 | 692 |
| Available-for-sale securities (fair market value) | $96,037,000 | 1,642 |
| Total debt securities | $130,457,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $980,000 | 856 |
| 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 | $127,283,000 | 1,551 |
| U.S. Government securities | $110,504,000 | 1,159 |
| U.S. Treasury securities | $11,642,000 | 1,460 |
| U.S. Government agency obligations | $98,862,000 | 1,019 |
| Securities issued by states & political subdivisions | $4,853,000 | 3,086 |
| Other domestic debt securities | $11,926,000 | 991 |
| Privately issued residential mortgage-backed securities | $8,000 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $11,918,000 | 617 |
| 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 | $1,592,000 | 3,628 |
| Mortgage-backed securities | $88,614,000 | 917 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,502,000 | 596 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 2,621 |
| Privately issued | $8,000 | 518 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $30,400,000 | 729 |
| Available-for-sale securities (fair market value) | $96,883,000 | 1,663 |
| Total debt securities | $127,283,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $973,000 | 881 |
| 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 | $127,597,000 | 1,559 |
| U.S. Government securities | $110,719,000 | 1,176 |
| U.S. Treasury securities | $11,606,000 | 1,480 |
| U.S. Government agency obligations | $99,113,000 | 1,023 |
| Securities issued by states & political subdivisions | $5,099,000 | 3,074 |
| Other domestic debt securities | $11,779,000 | 966 |
| Privately issued residential mortgage-backed securities | $16,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $11,763,000 | 620 |
| 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 | $1,565,000 | 3,624 |
| Mortgage-backed securities | $88,964,000 | 916 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,830,000 | 600 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,624 |
| Privately issued | $16,000 | 511 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $29,843,000 | 725 |
| Available-for-sale securities (fair market value) | $97,754,000 | 1,640 |
| Total debt securities | $127,597,000 | 1,543 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $966,000 | 881 |
| 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 | $131,526,000 | 1,539 |
| U.S. Government securities | $113,369,000 | 1,169 |
| U.S. Treasury securities | $9,951,000 | 1,559 |
| U.S. Government agency obligations | $103,418,000 | 1,007 |
| Securities issued by states & political subdivisions | $5,109,000 | 3,129 |
| Other domestic debt securities | $13,048,000 | 876 |
| Privately issued residential mortgage-backed securities | $26,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $13,022,000 | 586 |
| 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 | $1,657,000 | 3,630 |
| Mortgage-backed securities | $92,689,000 | 915 |
| Certificates of participation in pools of residential mortgages | $92,513,000 | 604 |
| Issued or guaranteed by U.S. | $92,513,000 | 598 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $176,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,627 |
| Privately issued | $26,000 | 507 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $24,548,000 | 712 |
| Available-for-sale securities (fair market value) | $106,978,000 | 1,601 |
| Total debt securities | $131,526,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $994,000 | 846 |
| 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 | $125,031,000 | 1,570 |
| U.S. Government securities | $106,241,000 | 1,200 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $106,241,000 | 999 |
| Securities issued by states & political subdivisions | $5,361,000 | 3,116 |
| Other domestic debt securities | $13,429,000 | 844 |
| Privately issued residential mortgage-backed securities | $68,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $13,361,000 | 563 |
| 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 | $1,748,000 | 3,624 |
| Mortgage-backed securities | $96,061,000 | 902 |
| Certificates of participation in pools of residential mortgages | $95,819,000 | 600 |
| Issued or guaranteed by U.S. | $95,819,000 | 594 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $242,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,608 |
| Privately issued | $68,000 | 460 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $13,266,000 | 792 |
| Available-for-sale securities (fair market value) | $111,765,000 | 1,545 |
| Total debt securities | $125,031,000 | 1,555 |
| 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 | $134,284,000 | 1,437 |
| U.S. Government securities | $112,323,000 | 1,073 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $112,323,000 | 938 |
| Securities issued by states & political subdivisions | $5,865,000 | 3,100 |
| Other domestic debt securities | $16,096,000 | 734 |
| Privately issued residential mortgage-backed securities | $109,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,987,000 | 482 |
| 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 | $1,887,000 | 3,615 |
| Mortgage-backed securities | $103,440,000 | 839 |
| Certificates of participation in pools of residential mortgages | $103,113,000 | 570 |
| Issued or guaranteed by U.S. | $103,113,000 | 563 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $327,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,586 |
| Privately issued | $109,000 | 410 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $14,855,000 | 657 |
| Available-for-sale securities (fair market value) | $119,429,000 | 1,442 |
| Total debt securities | $134,286,000 | 1,418 |
| 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 | $131,829,000 | 1,394 |
| U.S. Government securities | $109,366,000 | 1,033 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $109,366,000 | 935 |
| Securities issued by states & political subdivisions | $6,117,000 | 3,089 |
| Other domestic debt securities | $16,346,000 | 682 |
| Privately issued residential mortgage-backed securities | $166,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,180,000 | 444 |
| 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 | $1,881,000 | 3,647 |
| Mortgage-backed securities | $100,450,000 | 838 |
| Certificates of participation in pools of residential mortgages | $99,996,000 | 554 |
| Issued or guaranteed by U.S. | $99,996,000 | 547 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $454,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 2,585 |
| Privately issued | $166,000 | 381 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $12,523,000 | 679 |
| Available-for-sale securities (fair market value) | $119,306,000 | 1,389 |
| Total debt securities | $131,827,000 | 1,373 |
| 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 | $117,922,000 | 1,459 |
| U.S. Government securities | $105,820,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $105,820,000 | 927 |
| Securities issued by states & political subdivisions | $6,122,000 | 3,084 |
| Other domestic debt securities | $5,980,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $230,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,750,000 | 802 |
| 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 | $1,896,000 | 3,660 |
| Mortgage-backed securities | $95,649,000 | 840 |
| Certificates of participation in pools of residential mortgages | $95,078,000 | 543 |
| Issued or guaranteed by U.S. | $95,078,000 | 533 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $571,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,550 |
| Privately issued | $230,000 | 363 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $12,738,000 | 652 |
| Available-for-sale securities (fair market value) | $105,184,000 | 1,473 |
| Total debt securities | $117,922,000 | 1,446 |
| 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 | $118,141,000 | 1,354 |
| U.S. Government securities | $104,401,000 | 924 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $104,401,000 | 867 |
| Securities issued by states & political subdivisions | $6,126,000 | 3,059 |
| Other domestic debt securities | $7,614,000 | 953 |
| Privately issued residential mortgage-backed securities | $346,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,268,000 | 636 |
| 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 | $1,502,000 | 3,740 |
| Mortgage-backed securities | $98,178,000 | 769 |
| Certificates of participation in pools of residential mortgages | $97,437,000 | 503 |
| Issued or guaranteed by U.S. | $97,437,000 | 494 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $741,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 2,499 |
| Privately issued | $346,000 | 343 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $13,333,000 | 612 |
| Available-for-sale securities (fair market value) | $104,808,000 | 1,375 |
| Total debt securities | $118,142,000 | 1,341 |
| 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 | $117,255,000 | 1,250 |
| U.S. Government securities | $103,379,000 | 853 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $103,379,000 | 807 |
| Securities issued by states & political subdivisions | $6,131,000 | 3,039 |
| Other domestic debt securities | $7,745,000 | 889 |
| Privately issued residential mortgage-backed securities | $440,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $7,305,000 | 611 |
| 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 | $1,508,000 | 3,749 |
| Mortgage-backed securities | $99,048,000 | 710 |
| Certificates of participation in pools of residential mortgages | $98,135,000 | 455 |
| Issued or guaranteed by U.S. | $98,135,000 | 449 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $913,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,471 |
| Privately issued | $440,000 | 319 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $13,471,000 | 579 |
| Available-for-sale securities (fair market value) | $103,784,000 | 1,294 |
| Total debt securities | $117,254,000 | 1,234 |
| 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 | $123,360,000 | 1,152 |
| U.S. Government securities | $105,564,000 | 803 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $105,564,000 | 755 |
| Securities issued by states & political subdivisions | $5,891,000 | 2,978 |
| Other domestic debt securities | $11,905,000 | 684 |
| Privately issued residential mortgage-backed securities | $531,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $11,374,000 | 453 |
| 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 | $2,014,000 | 3,669 |
| Mortgage-backed securities | $97,306,000 | 672 |
| Certificates of participation in pools of residential mortgages | $96,227,000 | 434 |
| Issued or guaranteed by U.S. | $96,227,000 | 426 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,079,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,461 |
| Privately issued | $531,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $13,284,000 | 574 |
| Available-for-sale securities (fair market value) | $110,076,000 | 1,169 |
| Total debt securities | $123,360,000 | 1,134 |
| 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 | $119,543,000 | 1,147 |
| U.S. Government securities | $101,633,000 | 815 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $101,633,000 | 766 |
| Securities issued by states & political subdivisions | $5,898,000 | 2,934 |
| Other domestic debt securities | $12,012,000 | 641 |
| Privately issued residential mortgage-backed securities | $621,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,391,000 | 434 |
| 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 | $2,022,000 | 3,704 |
| Mortgage-backed securities | $88,743,000 | 738 |
| Certificates of participation in pools of residential mortgages | $87,482,000 | 474 |
| Issued or guaranteed by U.S. | $87,482,000 | 465 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,261,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,443 |
| Privately issued | $621,000 | 266 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $13,810,000 | 574 |
| Available-for-sale securities (fair market value) | $105,733,000 | 1,164 |
| Total debt securities | $119,543,000 | 1,130 |
| 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 | $122,234,000 | 1,088 |
| U.S. Government securities | $102,732,000 | 815 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $102,732,000 | 772 |
| Securities issued by states & political subdivisions | $6,124,000 | 2,826 |
| Other domestic debt securities | $13,378,000 | 590 |
| Privately issued residential mortgage-backed securities | $678,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $12,700,000 | 378 |
| 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 | $2,019,000 | 3,722 |
| Mortgage-backed securities | $81,773,000 | 786 |
| Certificates of participation in pools of residential mortgages | $80,383,000 | 506 |
| Issued or guaranteed by U.S. | $80,383,000 | 490 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,390,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 2,409 |
| Privately issued | $678,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $9,786,000 | 684 |
| Available-for-sale securities (fair market value) | $112,448,000 | 1,062 |
| Total debt securities | $122,233,000 | 1,073 |
| 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 | $114,136,000 | 1,134 |
| U.S. Government securities | $92,492,000 | 905 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $92,492,000 | 856 |
| Securities issued by states & political subdivisions | $6,130,000 | 2,810 |
| Other domestic debt securities | $15,514,000 | 517 |
| Privately issued residential mortgage-backed securities | $728,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $14,786,000 | 334 |
| 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 | $1,998,000 | 3,792 |
| Mortgage-backed securities | $60,804,000 | 956 |
| Certificates of participation in pools of residential mortgages | $59,335,000 | 601 |
| Issued or guaranteed by U.S. | $59,335,000 | 587 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,469,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $741,000 | 2,418 |
| Privately issued | $728,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $10,038,000 | 700 |
| Available-for-sale securities (fair market value) | $104,098,000 | 1,122 |
| Total debt securities | $114,136,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,500,000 | 346 |
| 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 | $116,085,000 | 1,110 |
| U.S. Government securities | $94,368,000 | 889 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $94,368,000 | 841 |
| Securities issued by states & political subdivisions | $6,135,000 | 2,833 |
| Other domestic debt securities | $15,582,000 | 502 |
| Privately issued residential mortgage-backed securities | $816,000 | 416 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,766,000 | 325 |
| 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 | $1,994,000 | 3,866 |
| Mortgage-backed securities | $52,717,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $51,114,000 | 659 |
| Issued or guaranteed by U.S. | $51,114,000 | 641 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,603,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,420 |
| Privately issued | $816,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $10,238,000 | 743 |
| Available-for-sale securities (fair market value) | $105,847,000 | 1,088 |
| Total debt securities | $116,085,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $8,650,000 | 113 |
| Fair value | $8,651,000 | 113 |
| 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 | $118,668,000 | 1,104 |
| U.S. Government securities | $96,942,000 | 883 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $96,942,000 | 836 |
| Securities issued by states & political subdivisions | $6,138,000 | 2,897 |
| Other domestic debt securities | $15,588,000 | 480 |
| Privately issued residential mortgage-backed securities | $855,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $14,733,000 | 327 |
| 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 | $1,993,000 | 3,910 |
| Mortgage-backed securities | $48,897,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $47,216,000 | 684 |
| Issued or guaranteed by U.S. | $47,216,000 | 679 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,681,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,390 |
| Privately issued | $855,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $10,581,000 | 769 |
| Available-for-sale securities (fair market value) | $108,087,000 | 1,073 |
| Total debt securities | $118,668,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 112 |
| Fair value | $11,149,000 | 112 |
| 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 | $117,551,000 | 1,117 |
| U.S. Government securities | $94,426,000 | 907 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $94,426,000 | 850 |
| Securities issued by states & political subdivisions | $6,138,000 | 2,941 |
| Other domestic debt securities | $16,987,000 | 463 |
| Privately issued residential mortgage-backed securities | $888,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,099,000 | 310 |
| 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 | $1,499,000 | 4,070 |
| Mortgage-backed securities | $45,233,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $43,473,000 | 733 |
| Issued or guaranteed by U.S. | $43,473,000 | 727 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,760,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 2,378 |
| Privately issued | $888,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $10,825,000 | 775 |
| Available-for-sale securities (fair market value) | $106,726,000 | 1,088 |
| Total debt securities | $117,549,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 123 |
| Fair value | $11,109,000 | 122 |
| 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 | $118,096,000 | 1,120 |
| U.S. Government securities | $95,193,000 | 895 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $95,193,000 | 845 |
| Securities issued by states & political subdivisions | $6,130,000 | 2,997 |
| Other domestic debt securities | $16,773,000 | 449 |
| Privately issued residential mortgage-backed securities | $922,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,851,000 | 307 |
| 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 | $1,494,000 | 4,122 |
| Mortgage-backed securities | $46,296,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $44,446,000 | 732 |
| Issued or guaranteed by U.S. | $44,446,000 | 728 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,850,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,358 |
| Privately issued | $922,000 | 250 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $11,065,000 | 801 |
| Available-for-sale securities (fair market value) | $107,031,000 | 1,101 |
| Total debt securities | $118,097,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 124 |
| Fair value | $11,066,000 | 124 |
| 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 | $118,437,000 | 1,105 |
| U.S. Government securities | $95,418,000 | 898 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $95,418,000 | 857 |
| Securities issued by states & political subdivisions | $6,110,000 | 3,033 |
| Other domestic debt securities | $16,909,000 | 432 |
| Privately issued residential mortgage-backed securities | $959,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $15,950,000 | 301 |
| 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 | $1,490,000 | 4,172 |
| Mortgage-backed securities | $45,485,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $43,564,000 | 746 |
| Issued or guaranteed by U.S. | $43,564,000 | 743 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,921,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,342 |
| Privately issued | $959,000 | 242 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $11,408,000 | 816 |
| Available-for-sale securities (fair market value) | $107,029,000 | 1,091 |
| Total debt securities | $118,437,000 | 1,090 |
| Structured notes | ||
| Amortized cost | $7,250,000 | 163 |
| Fair value | $7,102,000 | 162 |
| 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 | $111,620,000 | 1,194 |
| U.S. Government securities | $90,563,000 | 952 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $90,563,000 | 906 |
| Securities issued by states & political subdivisions | $6,128,000 | 3,086 |
| Other domestic debt securities | $14,929,000 | 520 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $13,900,000 | 323 |
| 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 | $2,945,000 | 3,874 |
| Mortgage-backed securities | $38,366,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $36,272,000 | 880 |
| Issued or guaranteed by U.S. | $36,272,000 | 863 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,094,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,317 |
| Privately issued | $1,029,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $11,717,000 | 812 |
| Available-for-sale securities (fair market value) | $99,903,000 | 1,187 |
| Total debt securities | $111,620,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 122 |
| Fair value | $10,970,000 | 123 |
| 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 | $110,519,000 | 1,213 |
| U.S. Government securities | $87,393,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $87,393,000 | 958 |
| Securities issued by states & political subdivisions | $6,131,000 | 3,122 |
| Other domestic debt securities | $16,995,000 | 419 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $15,893,000 | 301 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,948,000 | 3,929 |
| Mortgage-backed securities | $36,786,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $34,507,000 | 939 |
| Issued or guaranteed by U.S. | $34,507,000 | 938 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,279,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $1,177,000 | 2,272 |
| Privately issued | $1,102,000 | 250 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $11,998,000 | 822 |
| Available-for-sale securities (fair market value) | $98,521,000 | 1,206 |
| Total debt securities | $110,519,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 120 |
| Fair value | $10,992,000 | 120 |
| 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 | $117,092,000 | 1,166 |
| U.S. Government securities | $91,658,000 | 954 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $91,658,000 | 917 |
| Securities issued by states & political subdivisions | $6,155,000 | 3,198 |
| Other domestic debt securities | $19,279,000 | 389 |
| Privately issued residential mortgage-backed securities | $1,185,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $18,094,000 | 271 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,439,000 | 3,192 |
| Mortgage-backed securities | $36,322,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $33,867,000 | 978 |
| Issued or guaranteed by U.S. | $33,867,000 | 978 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,455,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $1,270,000 | 2,235 |
| Privately issued | $1,185,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,257,000 | 829 |
| Available-for-sale securities (fair market value) | $104,835,000 | 1,149 |
| Total debt securities | $117,092,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $11,150,000 | 114 |
| Fair value | $11,069,000 | 113 |
| 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 | $123,095,000 | 1,112 |
| U.S. Government securities | $94,006,000 | 931 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $94,006,000 | 895 |
| Securities issued by states & political subdivisions | $6,170,000 | 3,229 |
| Other domestic debt securities | $22,919,000 | 356 |
| Privately issued residential mortgage-backed securities | $2,683,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $20,236,000 | 266 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,473,000 | 3,240 |
| Mortgage-backed securities | $38,285,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $35,602,000 | 956 |
| Issued or guaranteed by U.S. | $35,602,000 | 956 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,683,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $2,683,000 | 186 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $12,574,000 | 857 |
| Available-for-sale securities (fair market value) | $110,521,000 | 1,094 |
| Total debt securities | $123,095,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $9,750,000 | 133 |
| Fair value | $9,709,000 | 133 |
| 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 | $124,812,000 | 1,125 |
| U.S. Government securities | $94,485,000 | 951 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $94,485,000 | 914 |
| Securities issued by states & political subdivisions | $6,175,000 | 3,257 |
| Other domestic debt securities | $24,152,000 | 350 |
| Privately issued residential mortgage-backed securities | $2,924,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $21,228,000 | 271 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,451,000 | 3,267 |
| Mortgage-backed securities | $40,056,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $37,132,000 | 955 |
| Issued or guaranteed by U.S. | $37,132,000 | 955 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,924,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $2,924,000 | 188 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $12,862,000 | 860 |
| Available-for-sale securities (fair market value) | $111,950,000 | 1,093 |
| Total debt securities | $124,812,000 | 1,109 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 217 |
| Fair value | $5,724,000 | 218 |
| 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 | $123,680,000 | 1,133 |
| U.S. Government securities | $93,190,000 | 979 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $93,190,000 | 934 |
| Securities issued by states & political subdivisions | $6,162,000 | 3,299 |
| Other domestic debt securities | $24,328,000 | 367 |
| Privately issued residential mortgage-backed securities | $3,144,000 | 202 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $21,184,000 | 270 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,440,000 | 3,297 |
| Mortgage-backed securities | $41,665,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $38,521,000 | 951 |
| Issued or guaranteed by U.S. | $38,521,000 | 951 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,144,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $3,144,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,130,000 | 870 |
| Available-for-sale securities (fair market value) | $110,550,000 | 1,115 |
| Total debt securities | $123,680,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 341 |
| Fair value | $3,722,000 | 341 |
| 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 | $126,708,000 | 1,108 |
| U.S. Government securities | $96,002,000 | 931 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $96,002,000 | 888 |
| Securities issued by states & political subdivisions | $6,155,000 | 3,319 |
| Other domestic debt securities | $24,551,000 | 351 |
| Privately issued residential mortgage-backed securities | $3,426,000 | 204 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $21,125,000 | 261 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,945,000 | 3,744 |
| Mortgage-backed securities | $43,861,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $40,435,000 | 913 |
| Issued or guaranteed by U.S. | $40,435,000 | 913 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,426,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $3,426,000 | 192 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,674,000 | 861 |
| Available-for-sale securities (fair market value) | $113,034,000 | 1,075 |
| Total debt securities | $126,708,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $5,716,000 | 226 |
| Fair value | $5,750,000 | 220 |
| 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 | $133,370,000 | 1,051 |
| U.S. Government securities | $101,921,000 | 880 |
| U.S. Treasury securities | $300,000 | 1,135 |
| U.S. Government agency obligations | $101,621,000 | 843 |
| Securities issued by states & political subdivisions | $6,202,000 | 3,331 |
| Other domestic debt securities | $25,247,000 | 342 |
| Privately issued residential mortgage-backed securities | $3,804,000 | 201 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $21,443,000 | 258 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,054,000 | 3,397 |
| Mortgage-backed securities | $45,922,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $42,118,000 | 893 |
| Issued or guaranteed by U.S. | $42,118,000 | 892 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,804,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $3,804,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,600,000 | 834 |
| Available-for-sale securities (fair market value) | $118,770,000 | 1,027 |
| Total debt securities | $133,370,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $6,751,000 | 184 |
| Fair value | $6,750,000 | 185 |
| 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 | $135,630,000 | 1,058 |
| U.S. Government securities | $101,253,000 | 899 |
| U.S. Treasury securities | $750,000 | 1,068 |
| U.S. Government agency obligations | $100,503,000 | 863 |
| Securities issued by states & political subdivisions | $6,210,000 | 3,344 |
| Other domestic debt securities | $28,167,000 | 324 |
| Privately issued residential mortgage-backed securities | $6,658,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,509,000 | 263 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,071,000 | 3,453 |
| Mortgage-backed securities | $51,542,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $44,884,000 | 860 |
| Issued or guaranteed by U.S. | $44,884,000 | 857 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,658,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $6,658,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $15,621,000 | 828 |
| Available-for-sale securities (fair market value) | $120,009,000 | 1,032 |
| Total debt securities | $135,630,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $8,754,000 | 177 |
| Fair value | $8,750,000 | 179 |
| 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 | $157,458,000 | 936 |
| U.S. Government securities | $112,637,000 | 838 |
| U.S. Treasury securities | $1,200,000 | 940 |
| U.S. Government agency obligations | $111,437,000 | 806 |
| Securities issued by states & political subdivisions | $6,202,000 | 3,331 |
| Other domestic debt securities | $38,619,000 | 266 |
| Privately issued residential mortgage-backed securities | $7,075,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $31,544,000 | 198 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,027,000 | 3,503 |
| Mortgage-backed securities | $55,995,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $48,920,000 | 813 |
| Issued or guaranteed by U.S. | $48,920,000 | 812 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,075,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $7,075,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $16,052,000 | 848 |
| Available-for-sale securities (fair market value) | $141,406,000 | 897 |
| Total debt securities | $157,458,000 | 925 |
| Structured notes | ||
| Amortized cost | $14,750,000 | 122 |
| Fair value | $14,751,000 | 121 |
| 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 | $160,101,000 | 928 |
| U.S. Government securities | $115,891,000 | 830 |
| U.S. Treasury securities | $1,649,000 | 919 |
| U.S. Government agency obligations | $114,242,000 | 803 |
| Securities issued by states & political subdivisions | $5,927,000 | 3,385 |
| Other domestic debt securities | $38,283,000 | 263 |
| Privately issued residential mortgage-backed securities | $7,289,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $30,994,000 | 201 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,910,000 | 3,555 |
| Mortgage-backed securities | $57,206,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $49,917,000 | 796 |
| Issued or guaranteed by U.S. | $49,917,000 | 794 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,289,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $7,289,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $16,135,000 | 850 |
| Available-for-sale securities (fair market value) | $143,966,000 | 880 |
| Total debt securities | $160,101,000 | 921 |
| Structured notes | ||
| Amortized cost | $20,499,000 | 108 |
| Fair value | $20,454,000 | 107 |
| 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 | $167,413,000 | 890 |
| U.S. Government securities | $125,631,000 | 777 |
| U.S. Treasury securities | $2,102,000 | 766 |
| U.S. Government agency obligations | $123,529,000 | 750 |
| Securities issued by states & political subdivisions | $5,666,000 | 3,467 |
| Other domestic debt securities | $36,116,000 | 269 |
| Privately issued residential mortgage-backed securities | $7,865,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $28,251,000 | 205 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,967,000 | 3,581 |
| Mortgage-backed securities | $60,118,000 | 972 |
| Certificates of participation in pools of residential mortgages | $52,253,000 | 757 |
| Issued or guaranteed by U.S. | $52,253,000 | 756 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,865,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $7,865,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $16,236,000 | 860 |
| Available-for-sale securities (fair market value) | $151,177,000 | 850 |
| Total debt securities | $167,413,000 | 877 |
| Structured notes | ||
| Amortized cost | $16,999,000 | 153 |
| Fair value | $17,026,000 | 154 |
| 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 | $179,931,000 | 842 |
| U.S. Government securities | $143,590,000 | 713 |
| U.S. Treasury securities | $2,552,000 | 746 |
| U.S. Government agency obligations | $141,038,000 | 691 |
| Securities issued by states & political subdivisions | $4,877,000 | 3,636 |
| Other domestic debt securities | $31,464,000 | 290 |
| Privately issued residential mortgage-backed securities | $8,316,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $23,148,000 | 235 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,909,000 | 3,645 |
| Mortgage-backed securities | $60,433,000 | 991 |
| Certificates of participation in pools of residential mortgages | $52,117,000 | 789 |
| Issued or guaranteed by U.S. | $52,117,000 | 789 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,316,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $8,316,000 | 137 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $16,367,000 | 865 |
| Available-for-sale securities (fair market value) | $163,564,000 | 798 |
| Total debt securities | $179,931,000 | 830 |
| Structured notes | ||
| Amortized cost | $30,598,000 | 97 |
| Fair value | $30,558,000 | 95 |
| 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 | $189,792,000 | 796 |
| U.S. Government securities | $152,061,000 | 686 |
| U.S. Treasury securities | $3,002,000 | 693 |
| U.S. Government agency obligations | $149,059,000 | 662 |
| Securities issued by states & political subdivisions | $4,392,000 | 3,741 |
| Other domestic debt securities | $33,339,000 | 277 |
| Privately issued residential mortgage-backed securities | $8,981,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $24,358,000 | 227 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,934,000 | 3,669 |
| Mortgage-backed securities | $64,390,000 | 954 |
| Certificates of participation in pools of residential mortgages | $55,409,000 | 754 |
| Issued or guaranteed by U.S. | $55,409,000 | 753 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,981,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $8,981,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $17,913,000 | 824 |
| Available-for-sale securities (fair market value) | $171,879,000 | 768 |
| Total debt securities | $189,792,000 | 784 |
| Structured notes | ||
| Amortized cost | $27,997,000 | 117 |
| Fair value | $28,022,000 | 117 |
| 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 | $181,954,000 | 820 |
| U.S. Government securities | $142,793,000 | 720 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $142,793,000 | 683 |
| Securities issued by states & political subdivisions | $3,126,000 | 4,077 |
| Other domestic debt securities | $36,035,000 | 260 |
| Privately issued residential mortgage-backed securities | $9,416,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $26,619,000 | 209 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,852,000 | 3,726 |
| Mortgage-backed securities | $67,207,000 | 931 |
| Certificates of participation in pools of residential mortgages | $57,791,000 | 738 |
| Issued or guaranteed by U.S. | $57,791,000 | 735 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,416,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,416,000 | 132 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $18,707,000 | 811 |
| Available-for-sale securities (fair market value) | $163,247,000 | 805 |
| Total debt securities | $181,954,000 | 809 |
| Structured notes | ||
| Amortized cost | $25,497,000 | 132 |
| Fair value | $25,372,000 | 131 |
| 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 | $194,895,000 | 776 |
| U.S. Government securities | $148,429,000 | 710 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $148,429,000 | 672 |
| Securities issued by states & political subdivisions | $3,124,000 | 4,119 |
| Other domestic debt securities | $43,342,000 | 230 |
| Privately issued residential mortgage-backed securities | $12,689,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $30,653,000 | 193 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,803,000 | 3,798 |
| Mortgage-backed securities | $72,701,000 | 880 |
| Certificates of participation in pools of residential mortgages | $60,012,000 | 734 |
| Issued or guaranteed by U.S. | $60,012,000 | 733 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,689,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $12,689,000 | 114 |
| 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) | $20,547,000 | 776 |
| Available-for-sale securities (fair market value) | $174,348,000 | 751 |
| Total debt securities | $194,895,000 | 767 |
| Structured notes | ||
| Amortized cost | $12,976,000 | 301 |
| Fair value | $12,689,000 | 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 | $196,994,000 | 780 |
| U.S. Government securities | $150,112,000 | 694 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $150,112,000 | 664 |
| Securities issued by states & political subdivisions | $2,605,000 | 4,313 |
| Other domestic debt securities | $44,277,000 | 238 |
| Privately issued residential mortgage-backed securities | $13,441,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $30,836,000 | 200 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,808,000 | 3,826 |
| Mortgage-backed securities | $75,929,000 | 871 |
| Certificates of participation in pools of residential mortgages | $62,488,000 | 712 |
| Issued or guaranteed by U.S. | $62,488,000 | 710 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,441,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $13,441,000 | 117 |
| 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) | $20,672,000 | 775 |
| Available-for-sale securities (fair market value) | $176,322,000 | 752 |
| Total debt securities | $196,994,000 | 767 |
| Structured notes | ||
| Amortized cost | $21,427,000 | 201 |
| Fair value | $21,216,000 | 197 |
| 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 | $193,858,000 | 799 |
| U.S. Government securities | $148,107,000 | 713 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $148,107,000 | 680 |
| Securities issued by states & political subdivisions | $2,577,000 | 4,356 |
| Other domestic debt securities | $43,174,000 | 251 |
| Privately issued residential mortgage-backed securities | $13,919,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $29,255,000 | 219 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,766,000 | 3,869 |
| Mortgage-backed securities | $79,484,000 | 840 |
| Certificates of participation in pools of residential mortgages | $65,565,000 | 685 |
| Issued or guaranteed by U.S. | $65,565,000 | 684 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,919,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $13,919,000 | 113 |
| 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) | $21,930,000 | 737 |
| Available-for-sale securities (fair market value) | $171,928,000 | 774 |
| Total debt securities | $193,858,000 | 788 |
| Structured notes | ||
| Amortized cost | $22,999,000 | 197 |
| Fair value | $22,584,000 | 192 |
| 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 | $197,899,000 | 774 |
| U.S. Government securities | $155,223,000 | 676 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $155,223,000 | 653 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,831 |
| Other domestic debt securities | $41,426,000 | 270 |
| Privately issued residential mortgage-backed securities | $14,362,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $27,064,000 | 233 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,694,000 | 3,881 |
| Mortgage-backed securities | $83,281,000 | 805 |
| Certificates of participation in pools of residential mortgages | $68,919,000 | 652 |
| Issued or guaranteed by U.S. | $68,919,000 | 651 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,362,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $14,362,000 | 117 |
| 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) | $22,657,000 | 709 |
| Available-for-sale securities (fair market value) | $175,242,000 | 755 |
| Total debt securities | $197,899,000 | 763 |
| Structured notes | ||
| Amortized cost | $24,499,000 | 175 |
| Fair value | $23,871,000 | 166 |
| 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 | $205,591,000 | 750 |
| U.S. Government securities | $159,975,000 | 658 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $159,975,000 | 635 |
| Securities issued by states & political subdivisions | $1,275,000 | 4,840 |
| Other domestic debt securities | $44,341,000 | 262 |
| Privately issued residential mortgage-backed securities | $15,037,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $29,304,000 | 215 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,780,000 | 3,874 |
| Mortgage-backed securities | $86,693,000 | 785 |
| Certificates of participation in pools of residential mortgages | $71,656,000 | 628 |
| Issued or guaranteed by U.S. | $71,656,000 | 625 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,037,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $15,037,000 | 122 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $18,082,000 | 795 |
| Available-for-sale securities (fair market value) | $187,509,000 | 709 |
| Total debt securities | $205,591,000 | 739 |
| Structured notes | ||
| Amortized cost | $24,498,000 | 170 |
| Fair value | $24,007,000 | 164 |
| 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 | $204,414,000 | 763 |
| U.S. Government securities | $157,759,000 | 661 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $157,759,000 | 637 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,899 |
| Other domestic debt securities | $45,556,000 | 254 |
| Privately issued residential mortgage-backed securities | $15,880,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $29,676,000 | 216 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,908,000 | 4,063 |
| Mortgage-backed securities | $91,460,000 | 744 |
| Certificates of participation in pools of residential mortgages | $75,580,000 | 601 |
| Issued or guaranteed by U.S. | $75,580,000 | 599 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,880,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $15,880,000 | 122 |
| 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) | $15,214,000 | 822 |
| Available-for-sale securities (fair market value) | $189,200,000 | 718 |
| Total debt securities | $204,414,000 | 753 |
| Structured notes | ||
| Amortized cost | $21,998,000 | 190 |
| Fair value | $21,465,000 | 190 |
| 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 | $202,472,000 | 782 |
| U.S. Government securities | $156,535,000 | 674 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $156,535,000 | 650 |
| Securities issued by states & political subdivisions | $929,000 | 4,986 |
| Other domestic debt securities | $45,008,000 | 263 |
| Privately issued residential mortgage-backed securities | $16,799,000 | 139 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $28,209,000 | 229 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,029,000 | 4,067 |
| Mortgage-backed securities | $96,219,000 | 731 |
| Certificates of participation in pools of residential mortgages | $79,420,000 | 587 |
| Issued or guaranteed by U.S. | $79,420,000 | 585 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,799,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $16,799,000 | 133 |
| 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) | $15,460,000 | 769 |
| Available-for-sale securities (fair market value) | $187,012,000 | 735 |
| Total debt securities | $202,472,000 | 764 |
| Structured notes | ||
| Amortized cost | $19,998,000 | 212 |
| Fair value | $20,033,000 | 210 |
| 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 | $148,911,000 | 1,021 |
| U.S. Government securities | $116,374,000 | 876 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $116,374,000 | 844 |
| Securities issued by states & political subdivisions | $942,000 | 5,006 |
| Other domestic debt securities | $31,595,000 | 332 |
| Privately issued residential mortgage-backed securities | $17,386,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,209,000 | 362 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,053,000 | 4,054 |
| Mortgage-backed securities | $84,083,000 | 812 |
| Certificates of participation in pools of residential mortgages | $66,697,000 | 656 |
| Issued or guaranteed by U.S. | $66,697,000 | 654 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,386,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $17,386,000 | 138 |
| 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) | $17,167,000 | 729 |
| Available-for-sale securities (fair market value) | $131,744,000 | 1,037 |
| Total debt securities | $148,911,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 352 |
| Fair value | $12,548,000 | 351 |
| 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 | $153,569,000 | 1,010 |
| U.S. Government securities | $117,072,000 | 893 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $117,072,000 | 860 |
| Securities issued by states & political subdivisions | $743,000 | 5,131 |
| Other domestic debt securities | $32,032,000 | 342 |
| Privately issued residential mortgage-backed securities | $17,760,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $14,272,000 | 376 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,722,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,059,000 | 4,093 |
| Mortgage-backed securities | $83,822,000 | 859 |
| Certificates of participation in pools of residential mortgages | $66,062,000 | 695 |
| Issued or guaranteed by U.S. | $66,062,000 | 694 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,760,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $17,760,000 | 145 |
| 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) | $17,293,000 | 721 |
| Available-for-sale securities (fair market value) | $136,276,000 | 1,013 |
| Total debt securities | $149,847,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $16,500,000 | 271 |
| Fair value | $16,547,000 | 275 |
| 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 | $144,568,000 | 1,075 |
| U.S. Government securities | $112,300,000 | 935 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $112,300,000 | 903 |
| Securities issued by states & political subdivisions | $478,000 | 5,330 |
| Other domestic debt securities | $28,194,000 | 360 |
| Privately issued residential mortgage-backed securities | $14,113,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $14,081,000 | 373 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,596,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,050,000 | 4,132 |
| Mortgage-backed securities | $80,470,000 | 916 |
| Certificates of participation in pools of residential mortgages | $66,357,000 | 702 |
| Issued or guaranteed by U.S. | $66,357,000 | 702 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,113,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $14,113,000 | 186 |
| 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) | $19,215,000 | 677 |
| Available-for-sale securities (fair market value) | $125,353,000 | 1,107 |
| Total debt securities | $140,972,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 600 |
| Fair value | $7,993,000 | 618 |
| 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 | $164,931,000 | 946 |
| U.S. Government securities | $132,330,000 | 844 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $132,330,000 | 813 |
| Securities issued by states & political subdivisions | $226,000 | 5,524 |
| Other domestic debt securities | $28,630,000 | 354 |
| Privately issued residential mortgage-backed securities | $7,280,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $21,350,000 | 272 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,745,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,021,000 | 4,129 |
| Mortgage-backed securities | $66,754,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $59,474,000 | 782 |
| Issued or guaranteed by U.S. | $59,474,000 | 782 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,280,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $7,280,000 | 291 |
| 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) | $20,144,000 | 671 |
| Available-for-sale securities (fair market value) | $144,787,000 | 960 |
| Total debt securities | $161,186,000 | 951 |
| Structured notes | ||
| Amortized cost | $21,002,000 | 277 |
| Fair value | $20,971,000 | 276 |
| 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 | $184,938,000 | 821 |
| U.S. Government securities | $157,435,000 | 674 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $157,435,000 | 654 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $23,896,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $23,896,000 | 231 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,607,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,089,000 | 3,712 |
| Mortgage-backed securities | $38,305,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $38,305,000 | 1,086 |
| Issued or guaranteed by U.S. | $38,305,000 | 1,086 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $20,212,000 | 674 |
| Available-for-sale securities (fair market value) | $164,726,000 | 814 |
| Total debt securities | $181,331,000 | 820 |
| Structured notes | ||
| Amortized cost | $37,361,000 | 131 |
| Fair value | $37,411,000 | 131 |
| 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 | $167,984,000 | 866 |
| U.S. Government securities | $146,493,000 | 722 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $146,493,000 | 700 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $17,338,000 | 516 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $17,338,000 | 290 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,153,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,189,000 | 3,679 |
| Mortgage-backed securities | $34,449,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $34,449,000 | 1,141 |
| Issued or guaranteed by U.S. | $34,449,000 | 1,139 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $14,775,000 | 823 |
| Available-for-sale securities (fair market value) | $153,209,000 | 849 |
| Total debt securities | $163,831,000 | 872 |
| Structured notes | ||
| Amortized cost | $42,367,000 | 107 |
| Fair value | $42,412,000 | 109 |
| 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 | $210,162,000 | 698 |
| U.S. Government securities | $179,112,000 | 596 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $179,112,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $26,469,000 | 378 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $26,469,000 | 189 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,581,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,026,000 | 3,989 |
| Mortgage-backed securities | $34,095,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $34,095,000 | 1,110 |
| Issued or guaranteed by U.S. | $34,095,000 | 1,105 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $13,532,000 | 868 |
| Available-for-sale securities (fair market value) | $196,630,000 | 666 |
| Total debt securities | $205,581,000 | 704 |
| Structured notes | ||
| Amortized cost | $44,335,000 | 126 |
| Fair value | $43,965,000 | 127 |
| 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 | $239,783,000 | 612 |
| U.S. Government securities | $207,516,000 | 505 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $207,516,000 | 487 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $27,649,000 | 376 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $27,649,000 | 184 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,618,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,910,000 | 3,597 |
| Mortgage-backed securities | $26,193,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $26,193,000 | 1,320 |
| Issued or guaranteed by U.S. | $26,193,000 | 1,314 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $9,927,000 | 1,037 |
| Available-for-sale securities (fair market value) | $229,856,000 | 561 |
| Total debt securities | $235,165,000 | 612 |
| Structured notes | ||
| Amortized cost | $39,320,000 | 152 |
| Fair value | $38,454,000 | 155 |
| 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 | $214,786,000 | 663 |
| U.S. Government securities | $179,832,000 | 555 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $179,832,000 | 533 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $30,791,000 | 375 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $30,791,000 | 169 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,163,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,945,000 | 3,553 |
| Mortgage-backed securities | $23,529,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $23,529,000 | 1,395 |
| Issued or guaranteed by U.S. | $23,529,000 | 1,388 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $5,925,000 | 1,325 |
| Available-for-sale securities (fair market value) | $208,861,000 | 595 |
| Total debt securities | $210,623,000 | 658 |
| Structured notes | ||
| Amortized cost | $33,961,000 | 160 |
| Fair value | $33,210,000 | 162 |
| 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 | $211,371,000 | 648 |
| U.S. Government securities | $170,151,000 | 570 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $170,151,000 | 538 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $33,353,000 | 354 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $33,353,000 | 162 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,867,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,044,000 | 3,550 |
| Mortgage-backed securities | $19,463,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $19,463,000 | 1,562 |
| Issued or guaranteed by U.S. | $19,463,000 | 1,559 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,411,000 | 1,423 |
| Available-for-sale securities (fair market value) | $205,960,000 | 580 |
| Total debt securities | $203,404,000 | 653 |
| Structured notes | ||
| Amortized cost | $9,997,000 | 624 |
| Fair value | $10,073,000 | 614 |
| 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 | $177,484,000 | 762 |
| U.S. Government securities | $134,380,000 | 710 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $134,380,000 | 680 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $35,664,000 | 332 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $35,664,000 | 147 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,440,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,073,000 | 4,275 |
| Mortgage-backed securities | $20,288,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $20,288,000 | 1,524 |
| Issued or guaranteed by U.S. | $20,288,000 | 1,518 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,904,000 | 1,517 |
| Available-for-sale securities (fair market value) | $172,580,000 | 682 |
| Total debt securities | $169,843,000 | 783 |
| Structured notes | ||
| Amortized cost | $13,500,000 | 506 |
| Fair value | $13,536,000 | 509 |
| 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 | $179,336,000 | 744 |
| U.S. Government securities | $130,816,000 | 725 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $130,816,000 | 695 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $40,928,000 | 315 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $40,928,000 | 131 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,592,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,116,000 | 4,078 |
| Mortgage-backed securities | $22,095,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $22,095,000 | 1,505 |
| Issued or guaranteed by U.S. | $22,095,000 | 1,501 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,458,000 | 1,474 |
| Available-for-sale securities (fair market value) | $173,878,000 | 673 |
| Total debt securities | $171,443,000 | 775 |
| Structured notes | ||
| Amortized cost | $20,486,000 | 261 |
| Fair value | $20,520,000 | 260 |
| 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 | $180,833,000 | 720 |
| U.S. Government securities | $129,805,000 | 715 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $129,805,000 | 688 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $43,568,000 | 310 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $43,568,000 | 125 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,460,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,133,000 | 4,096 |
| Mortgage-backed securities | $23,162,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $23,162,000 | 1,507 |
| Issued or guaranteed by U.S. | $23,162,000 | 1,500 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $5,247,000 | 1,495 |
| Available-for-sale securities (fair market value) | $175,586,000 | 643 |
| Total debt securities | $172,924,000 | 739 |
| Structured notes | ||
| Amortized cost | $23,986,000 | 137 |
| Fair value | $23,887,000 | 136 |
| 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 | $156,083,000 | 827 |
| U.S. Government securities | $100,861,000 | 883 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $100,861,000 | 853 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $47,480,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $47,480,000 | 110 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $7,742,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,178,000 | 4,076 |
| Mortgage-backed securities | $24,397,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $24,397,000 | 1,495 |
| Issued or guaranteed by U.S. | $24,397,000 | 1,488 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $5,273,000 | 1,550 |
| Available-for-sale securities (fair market value) | $150,810,000 | 743 |
| Total debt securities | $147,792,000 | 857 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 137 |
| Fair value | $17,035,000 | 138 |
| 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 | $129,741,000 | 982 |
| U.S. Government securities | $70,549,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $70,549,000 | 1,189 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $51,964,000 | 315 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $51,964,000 | 117 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $7,228,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,159,000 | 4,079 |
| Mortgage-backed securities | $26,112,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $26,112,000 | 1,437 |
| Issued or guaranteed by U.S. | $26,112,000 | 1,429 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $5,802,000 | 1,503 |
| Available-for-sale securities (fair market value) | $123,939,000 | 880 |
| Total debt securities | $121,963,000 | 1,021 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 424 |
| Fair value | $4,005,000 | 424 |
| 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 | $130,759,000 | 962 |
| U.S. Government securities | $73,569,000 | 1,184 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $73,569,000 | 1,147 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $50,329,000 | 305 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,329,000 | 117 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,861,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,035,000 | 4,457 |
| Mortgage-backed securities | $27,558,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $27,558,000 | 1,416 |
| Issued or guaranteed by U.S. | $27,558,000 | 1,404 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,379,000 | 1,579 |
| Available-for-sale securities (fair market value) | $125,380,000 | 858 |
| Total debt securities | $123,348,000 | 1,000 |
| 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 | $142,177,000 | 856 |
| U.S. Government securities | $77,601,000 | 1,106 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $77,601,000 | 1,080 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $57,044,000 | 283 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,044,000 | 105 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,532,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,000 | 6,009 |
| Mortgage-backed securities | $29,471,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $29,471,000 | 1,296 |
| Issued or guaranteed by U.S. | $29,471,000 | 1,287 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,082,000 | 1,497 |
| Available-for-sale securities (fair market value) | $136,095,000 | 769 |
| Total debt securities | $134,095,000 | 893 |
| 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 | $179,473,000 | 672 |
| U.S. Government securities | $96,665,000 | 852 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $96,665,000 | 834 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $55,780,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,780,000 | 106 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $27,028,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 6,054 |
| Mortgage-backed securities | $28,059,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $28,059,000 | 1,288 |
| Issued or guaranteed by U.S. | $28,059,000 | 1,276 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,951,000 | 1,655 |
| Available-for-sale securities (fair market value) | $174,522,000 | 576 |
| Total debt securities | $149,695,000 | 763 |
| 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 | $185,654,000 | 642 |
| U.S. Government securities | $100,689,000 | 823 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $100,689,000 | 804 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $68,477,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,477,000 | 99 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $16,488,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,000 | 5,596 |
| Mortgage-backed securities | $28,189,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $28,189,000 | 1,282 |
| Issued or guaranteed by U.S. | $28,189,000 | 1,269 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,622,000 | 1,693 |
| Available-for-sale securities (fair market value) | $181,032,000 | 564 |
| Total debt securities | $169,166,000 | 685 |
| 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 | $210,547,000 | 597 |
| U.S. Government securities | $98,002,000 | 856 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $98,002,000 | 834 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $73,272,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,272,000 | 98 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $39,273,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,068,000 | 5,572 |
| Mortgage-backed securities | $28,981,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $28,981,000 | 1,198 |
| Issued or guaranteed by U.S. | $28,981,000 | 1,187 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,075,000 | 1,789 |
| Available-for-sale securities (fair market value) | $206,472,000 | 522 |
| Total debt securities | $171,274,000 | 678 |
| 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 | $208,362,000 | 590 |
| U.S. Government securities | $97,421,000 | 858 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $97,421,000 | 832 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $76,428,000 | 241 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,428,000 | 100 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $34,513,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,678 |
| Mortgage-backed securities | $10,355,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $10,355,000 | 2,233 |
| Issued or guaranteed by U.S. | $10,355,000 | 2,220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,349,000 | 1,799 |
| Available-for-sale securities (fair market value) | $204,013,000 | 514 |
| Total debt securities | $173,849,000 | 667 |
| 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 | $212,495,000 | 591 |
| U.S. Government securities | $119,996,000 | 697 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $119,996,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $76,050,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,050,000 | 99 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $16,449,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,000 | 5,734 |
| Mortgage-backed securities | $4,568,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $4,568,000 | 3,189 |
| Issued or guaranteed by U.S. | $4,568,000 | 3,174 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,568,000 | 1,811 |
| Available-for-sale securities (fair market value) | $207,927,000 | 504 |
| Total debt securities | $196,046,000 | 614 |
| 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 | $220,721,000 | 570 |
| U.S. Government securities | $124,676,000 | 677 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $124,676,000 | 663 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $74,336,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,336,000 | 96 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $21,709,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,946,000 | 5,787 |
| Mortgage-backed securities | $4,751,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,073 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,059 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,751,000 | 1,801 |
| Available-for-sale securities (fair market value) | $215,970,000 | 483 |
| Total debt securities | $199,012,000 | 602 |
| 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 | $218,483,000 | 578 |
| U.S. Government securities | $126,881,000 | 670 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $126,881,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $69,372,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,372,000 | 103 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $22,230,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,974,000 | 5,791 |
| Mortgage-backed securities | $4,781,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $4,781,000 | 3,059 |
| Issued or guaranteed by U.S. | $4,781,000 | 3,044 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,781,000 | 1,836 |
| Available-for-sale securities (fair market value) | $213,702,000 | 489 |
| Total debt securities | $196,253,000 | 621 |
| 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 | $209,102,000 | 606 |
| U.S. Government securities | $128,258,000 | 699 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $128,258,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $64,046,000 | 246 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,046,000 | 115 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $16,798,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 5,803 |
| Mortgage-backed securities | $4,556,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,141 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,126 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,556,000 | 1,894 |
| Available-for-sale securities (fair market value) | $204,546,000 | 510 |
| Total debt securities | $192,304,000 | 635 |
| 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 | $207,805,000 | 617 |
| U.S. Government securities | $130,642,000 | 706 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $130,642,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $56,822,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,822,000 | 124 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $20,341,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 5,844 |
| Mortgage-backed securities | $4,800,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $4,800,000 | 3,059 |
| Issued or guaranteed by U.S. | $4,800,000 | 3,045 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,800,000 | 1,914 |
| Available-for-sale securities (fair market value) | $203,005,000 | 522 |
| Total debt securities | $187,464,000 | 665 |
| 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 | $206,301,000 | 624 |
| U.S. Government securities | $141,704,000 | 662 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $141,704,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $55,723,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,723,000 | 123 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,874,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,916,000 | 5,907 |
| Mortgage-backed securities | $4,532,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $4,532,000 | 3,160 |
| Issued or guaranteed by U.S. | $4,532,000 | 3,149 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,532,000 | 1,971 |
| Available-for-sale securities (fair market value) | $201,769,000 | 534 |
| Total debt securities | $197,427,000 | 635 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $210,548,000 | 622 |
| U.S. Government securities | $151,465,000 | 627 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $151,465,000 | 612 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $50,848,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,848,000 | 131 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $8,235,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,000 | 5,887 |
| Mortgage-backed securities | $4,357,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $4,357,000 | 3,248 |
| Issued or guaranteed by U.S. | $4,357,000 | 3,235 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,357,000 | 2,020 |
| Available-for-sale securities (fair market value) | $206,191,000 | 533 |
| Total debt securities | $202,313,000 | 632 |
| 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 | $196,175,000 | 663 |
| U.S. Government securities | $131,315,000 | 715 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $131,315,000 | 694 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $47,987,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,987,000 | 144 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $16,873,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 5,871 |
| Mortgage-backed securities | $4,002,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,002,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,002,000 | 3,364 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,002,000 | 2,127 |
| Available-for-sale securities (fair market value) | $192,173,000 | 562 |
| Total debt securities | $179,303,000 | 706 |
| 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 | $194,585,000 | 664 |
| U.S. Government securities | $137,682,000 | 678 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $137,682,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $45,837,000 | 310 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,837,000 | 144 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $11,066,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 5,861 |
| Mortgage-backed securities | $4,024,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 3,413 |
| Issued or guaranteed by U.S. | $4,024,000 | 3,398 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,024,000 | 2,143 |
| Available-for-sale securities (fair market value) | $190,561,000 | 558 |
| Total debt securities | $183,519,000 | 689 |
| 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 | $187,889,000 | 687 |
| U.S. Government securities | $131,991,000 | 699 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $131,991,000 | 672 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $44,262,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,262,000 | 149 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $11,636,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,000 | 5,830 |
| Mortgage-backed securities | $4,037,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,499 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,482 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,037,000 | 2,164 |
| Available-for-sale securities (fair market value) | $183,852,000 | 580 |
| Total debt securities | $176,253,000 | 707 |
| 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 | $187,286,000 | 689 |
| U.S. Government securities | $138,075,000 | 691 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $138,075,000 | 661 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $39,457,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,457,000 | 170 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $9,754,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,984,000 | 5,918 |
| Mortgage-backed securities | $4,347,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $4,347,000 | 3,463 |
| Issued or guaranteed by U.S. | $4,347,000 | 3,453 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,347,000 | 2,137 |
| Available-for-sale securities (fair market value) | $182,939,000 | 589 |
| Total debt securities | $177,532,000 | 710 |
| 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 | $159,322,000 | 817 |
| U.S. Government securities | $125,018,000 | 770 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $125,018,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $28,486,000 | 437 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,486,000 | 235 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,818,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,996,000 | 5,903 |
| Mortgage-backed securities | $3,996,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $3,996,000 | 3,626 |
| Issued or guaranteed by U.S. | $3,996,000 | 3,618 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $159,322,000 | 686 |
| Total debt securities | $153,504,000 | 821 |
| 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 | $159,204,000 | 812 |
| U.S. Government securities | $125,082,000 | 775 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $125,082,000 | 745 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $29,777,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,777,000 | 238 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,345,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,920,000 | 2,668 |
| Mortgage-backed securities | $4,359,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,527 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $159,204,000 | 693 |
| Total debt securities | $154,859,000 | 818 |
| 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 | $152,971,000 | 858 |
| U.S. Government securities | $117,940,000 | 828 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $117,940,000 | 791 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $18,232,000 | 574 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,232,000 | 360 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $16,799,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,860,000 | 2,649 |
| Mortgage-backed securities | $4,186,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $4,186,000 | 3,662 |
| Issued or guaranteed by U.S. | $4,186,000 | 3,654 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $152,971,000 | 734 |
| Total debt securities | $136,172,000 | 912 |
| 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 | $143,536,000 | 912 |
| U.S. Government securities | $110,540,000 | 882 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $110,540,000 | 848 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $14,463,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,463,000 | 473 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $18,533,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,033,000 | 4,196 |
| Mortgage-backed securities | $3,817,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $3,817,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,817,000 | 3,819 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $143,536,000 | 781 |
| Total debt securities | $125,003,000 | 1,002 |
| 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 | $158,059,000 | 854 |
| U.S. Government securities | $131,859,000 | 783 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $131,859,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $14,414,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,414,000 | 499 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $11,786,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,043,000 | 3,841 |
| Mortgage-backed securities | $3,877,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $3,877,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,877,000 | 3,763 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $158,059,000 | 732 |
| Total debt securities | $146,273,000 | 893 |
| 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 | $171,705,000 | 783 |
| U.S. Government securities | $140,261,000 | 731 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $140,261,000 | 701 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $14,467,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,467,000 | 526 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $16,977,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,065,000 | 4,060 |
| Mortgage-backed securities | $3,075,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,075,000 | 4,046 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $171,705,000 | 672 |
| Total debt securities | $154,728,000 | 839 |
| 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 | $157,247,000 | 844 |
| U.S. Government securities | $121,616,000 | 807 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $121,616,000 | 775 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,590,000 | 639 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,590,000 | 466 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $18,041,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,108,000 | 4,011 |
| Mortgage-backed securities | $1,250,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 5,147 |
| Issued or guaranteed by U.S. | $1,250,000 | 5,126 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $157,247,000 | 726 |
| Total debt securities | $139,206,000 | 906 |
| 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 | $164,989,000 | 787 |
| U.S. Government securities | $129,851,000 | 759 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $129,851,000 | 727 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $16,531,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,531,000 | 499 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $18,607,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,074,000 | 3,485 |
| Mortgage-backed securities | $1,397,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 5,039 |
| Issued or guaranteed by U.S. | $1,397,000 | 5,025 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $164,989,000 | 672 |
| Total debt securities | $146,382,000 | 853 |
| 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 | $152,017,000 | 835 |
| U.S. Government securities | $108,458,000 | 845 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $108,458,000 | 803 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $23,497,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,497,000 | 377 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $20,062,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,075,000 | 3,484 |
| Mortgage-backed securities | $1,570,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 4,928 |
| Issued or guaranteed by U.S. | $1,570,000 | 4,912 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $152,017,000 | 705 |
| Total debt securities | $131,955,000 | 904 |
| 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 | $133,461,000 | 862 |
| U.S. Government securities | $76,358,000 | 1,057 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $76,358,000 | 1,000 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $34,168,000 | 423 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,168,000 | 279 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $22,935,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,534,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,136 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $133,461,000 | 726 |
| Total debt securities | $110,526,000 | 994 |
| 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 | $152,048,000 | 747 |
| U.S. Government securities | $84,828,000 | 967 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $84,828,000 | 903 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $46,183,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,183,000 | 213 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $21,037,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,544,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 3,150 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,135 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $152,048,000 | 579 |
| Total debt securities | $131,011,000 | 829 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $135,916,000 | 862 |
| U.S. Government securities | $75,277,000 | 1,137 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $75,277,000 | 1,041 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $33,910,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,910,000 | 291 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $26,729,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $4,695,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $4,695,000 | 2,897 |
| Issued or guaranteed by U.S. | $4,695,000 | 2,886 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $135,916,000 | 655 |
| Total debt securities | $109,187,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $167,763,000 | 712 |
| U.S. Government securities | $116,285,000 | 788 |
| U.S. Treasury securities | $2,009,000 | 3,974 |
| U.S. Government agency obligations | $114,276,000 | 692 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $30,110,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,110,000 | 261 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $21,368,000 | 255 |
| 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 | $6,352,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $6,352,000 | 2,611 |
| Issued or guaranteed by U.S. | $6,352,000 | 2,598 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $167,763,000 | 558 |
| Total debt securities | $146,395,000 | 776 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $135,846,000 | 858 |
| U.S. Government securities | $109,114,000 | 865 |
| U.S. Treasury securities | $6,522,000 | 2,612 |
| U.S. Government agency obligations | $102,592,000 | 751 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $18,686,000 | 383 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,686,000 | 261 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $8,046,000 | 529 |
| 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 | $9,006,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $9,006,000 | 2,064 |
| Issued or guaranteed by U.S. | $9,006,000 | 2,049 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $135,846,000 | 627 |
| Total debt securities | $127,800,000 | 873 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $150,173,000 | 831 |
| U.S. Government securities | $129,381,000 | 790 |
| U.S. Treasury securities | $3,014,000 | 5,015 |
| U.S. Government agency obligations | $126,367,000 | 643 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $12,317,000 | 489 |
| 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 | $12,317,000 | 321 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $8,475,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $21,975,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $21,155,000 | 1,275 |
| Issued or guaranteed by U.S. | $21,155,000 | 1,259 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $820,000 | 4,048 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 3,889 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $150,173,000 | 585 |
| Total debt securities | $141,799,000 | 840 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $140,613,000 | 904 |
| U.S. Government securities | $121,071,000 | 865 |
| U.S. Treasury securities | $5,056,000 | 4,537 |
| U.S. Government agency obligations | $116,015,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $11,486,000 | 623 |
| 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 | $11,486,000 | 428 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $8,056,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $14,128,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $13,334,000 | 1,785 |
| Issued or guaranteed by U.S. | $13,334,000 | 1,765 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $794,000 | 4,509 |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 4,334 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $140,613,000 | 635 |
| Total debt securities | $131,099,000 | 938 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $127,056,000 | 1,028 |
| U.S. Government securities | $115,264,000 | 927 |
| U.S. Treasury securities | $34,317,000 | 1,015 |
| U.S. Government agency obligations | $80,947,000 | 911 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $9,291,000 | 783 |
| 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 | $9,291,000 | 561 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,501,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $27,484,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $26,660,000 | 1,118 |
| Issued or guaranteed by U.S. | $26,660,000 | 1,100 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $824,000 | 4,796 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 4,599 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $127,056,000 | 467 |
| Total debt securities | $126,935,000 | 1,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $133,777,000 | 1,028 |
| U.S. Government securities | $121,972,000 | 922 |
| U.S. Treasury securities | $57,961,000 | 644 |
| U.S. Government agency obligations | $64,011,000 | 1,159 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $9,477,000 | 908 |
| 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 | $9,477,000 | 650 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,328,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $944,000 | 8,558 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $944,000 | 5,106 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 4,883 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $131,449,000 | 1,014 |
| 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 | $129,332,000 | 1,044 |
| U.S. Government securities | $109,372,000 | 997 |
| U.S. Treasury securities | $36,229,000 | 1,032 |
| U.S. Government agency obligations | $73,143,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $16,541,000 | 715 |
| 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 | $16,541,000 | 481 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $3,419,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $11,437,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,437,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $11,437,000 | 1,349 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $125,913,000 | 1,048 |
| 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 |