Home > First Keystone Community Bank > Securities
First Keystone Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $392,968,000 | 538 |
| U.S. Government securities | $152,665,000 | 808 |
| U.S. Treasury securities | $7,041,000 | 1,614 |
| U.S. Government agency obligations | $145,624,000 | 737 |
| Securities issued by states & political subdivisions | $87,703,000 | 531 |
| Other domestic debt securities | $152,600,000 | 196 |
| Privately issued residential mortgage-backed securities | $15,577,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,162,000 | 66 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $36,388,000 | 246 |
| 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 | $249,114,000 | 429 |
| Mortgage-backed securities | $172,195,000 | 503 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,091,000 | 818 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,263,000 | 283 |
| Privately issued | $15,577,000 | 182 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $153,000 | 1,518 |
| Other commercial mortgage-backed securities | $24,111,000 | 286 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $392,968,000 | 441 |
| Total debt securities | $392,968,000 | 526 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,949,000 | 548 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $333,177,000 | 621 |
| U.S. Government securities | $133,708,000 | 900 |
| U.S. Treasury securities | $6,757,000 | 1,699 |
| U.S. Government agency obligations | $126,951,000 | 813 |
| Securities issued by states & political subdivisions | $83,145,000 | 543 |
| Other domestic debt securities | $116,324,000 | 238 |
| Privately issued residential mortgage-backed securities | $16,202,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,532,000 | 87 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $36,996,000 | 242 |
| 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 | $274,422,000 | 390 |
| Mortgage-backed securities | $150,309,000 | 551 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,885,000 | 818 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,823,000 | 340 |
| Privately issued | $16,202,000 | 167 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $156,000 | 1,499 |
| Other commercial mortgage-backed securities | $21,243,000 | 313 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $333,177,000 | 519 |
| Total debt securities | $333,177,000 | 613 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,949,000 | 548 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $331,580,000 | 642 |
| U.S. Government securities | $141,330,000 | 886 |
| U.S. Treasury securities | $6,846,000 | 1,713 |
| U.S. Government agency obligations | $134,484,000 | 802 |
| Securities issued by states & political subdivisions | $88,060,000 | 540 |
| Other domestic debt securities | $99,635,000 | 257 |
| Privately issued residential mortgage-backed securities | $17,698,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,044,000 | 113 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $38,508,000 | 234 |
| Foreign debt securities | $2,555,000 | 147 |
| 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 | $247,027,000 | 406 |
| Mortgage-backed securities | $154,369,000 | 549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,840,000 | 813 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,459,000 | 330 |
| Privately issued | $17,698,000 | 162 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $157,000 | 1,495 |
| Other commercial mortgage-backed securities | $17,215,000 | 374 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $331,580,000 | 533 |
| Total debt securities | $331,580,000 | 633 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 388 |
| Fair value | $4,504,000 | 353 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $346,270,000 | 637 |
| U.S. Government securities | $148,506,000 | 889 |
| U.S. Treasury securities | $6,966,000 | 1,769 |
| U.S. Government agency obligations | $141,540,000 | 769 |
| Securities issued by states & political subdivisions | $89,489,000 | 563 |
| Other domestic debt securities | $105,720,000 | 261 |
| Privately issued residential mortgage-backed securities | $20,191,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,782,000 | 116 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $39,921,000 | 237 |
| Foreign debt securities | $2,555,000 | 125 |
| 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 | $254,601,000 | 386 |
| Mortgage-backed securities | $163,386,000 | 554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,603,000 | 823 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,764,000 | 339 |
| Privately issued | $20,191,000 | 158 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $253,000 | 1,474 |
| Other commercial mortgage-backed securities | $18,575,000 | 375 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $346,270,000 | 539 |
| Total debt securities | $346,270,000 | 628 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 410 |
| Fair value | $4,504,000 | 377 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $373,444,000 | 611 |
| U.S. Government securities | $142,844,000 | 937 |
| U.S. Treasury securities | $6,801,000 | 1,824 |
| U.S. Government agency obligations | $136,043,000 | 793 |
| Securities issued by states & political subdivisions | $110,689,000 | 438 |
| Other domestic debt securities | $117,356,000 | 252 |
| Privately issued residential mortgage-backed securities | $21,600,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,418,000 | 114 |
| Structured financial products - Total | $6,812,000 | 312 |
| Other domestic debt securities - All other | $40,438,000 | 246 |
| Foreign debt securities | $2,555,000 | 132 |
| 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 | $315,836,000 | 294 |
| Mortgage-backed securities | $158,806,000 | 580 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,857,000 | 828 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,006,000 | 340 |
| Privately issued | $21,600,000 | 149 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $255,000 | 1,480 |
| Other commercial mortgage-backed securities | $12,088,000 | 474 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $373,444,000 | 504 |
| Total debt securities | $373,444,000 | 602 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 428 |
| Fair value | $4,504,000 | 396 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $386,569,000 | 592 |
| U.S. Government securities | $119,597,000 | 1,113 |
| U.S. Treasury securities | $18,356,000 | 1,155 |
| U.S. Government agency obligations | $101,241,000 | 1,008 |
| Securities issued by states & political subdivisions | $155,322,000 | 296 |
| Other domestic debt securities | $109,095,000 | 258 |
| Privately issued residential mortgage-backed securities | $23,271,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,867,000 | 125 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $42,888,000 | 231 |
| Foreign debt securities | $2,555,000 | 132 |
| 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 | $355,786,000 | 252 |
| Mortgage-backed securities | $132,273,000 | 667 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,019,000 | 1,352 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $60,834,000 | 373 |
| Privately issued | $23,271,000 | 143 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $259,000 | 1,494 |
| Other commercial mortgage-backed securities | $20,890,000 | 363 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $386,569,000 | 491 |
| Total debt securities | $386,569,000 | 582 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 426 |
| Fair value | $4,504,000 | 395 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $410,260,000 | 584 |
| U.S. Government securities | $129,142,000 | 1,038 |
| U.S. Treasury securities | $18,958,000 | 1,128 |
| U.S. Government agency obligations | $110,184,000 | 974 |
| Securities issued by states & political subdivisions | $164,536,000 | 292 |
| Other domestic debt securities | $114,027,000 | 228 |
| Privately issued residential mortgage-backed securities | $24,893,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,360,000 | 118 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $44,111,000 | 227 |
| Foreign debt securities | $2,555,000 | 128 |
| 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 | $288,785,000 | 300 |
| Mortgage-backed securities | $143,075,000 | 648 |
| Certificates of participation in pools of residential mortgages | $29,695,000 | 1,335 |
| Issued or guaranteed by U.S. | $29,695,000 | 1,307 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $91,024,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $66,131,000 | 365 |
| Privately issued | $24,893,000 | 131 |
| Commercial mortgage-backed securities | $22,356,000 | 582 |
| Commercial mortgage pass-through securities | $274,000 | 1,486 |
| Other commercial mortgage-backed securities | $22,082,000 | 394 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $410,260,000 | 495 |
| Total debt securities | $410,260,000 | 574 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 409 |
| Fair value | $4,504,000 | 388 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $434,881,000 | 548 |
| U.S. Government securities | $138,569,000 | 968 |
| U.S. Treasury securities | $19,307,000 | 985 |
| U.S. Government agency obligations | $119,262,000 | 918 |
| Securities issued by states & political subdivisions | $176,223,000 | 279 |
| Other domestic debt securities | $115,585,000 | 227 |
| Privately issued residential mortgage-backed securities | $30,517,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,970,000 | 116 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $41,105,000 | 245 |
| Foreign debt securities | $4,504,000 | 100 |
| 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 | $365,293,000 | 240 |
| Mortgage-backed securities | $153,386,000 | 625 |
| Certificates of participation in pools of residential mortgages | $32,160,000 | 1,315 |
| Issued or guaranteed by U.S. | $32,160,000 | 1,294 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $101,912,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $71,395,000 | 345 |
| Privately issued | $30,517,000 | 114 |
| Commercial mortgage-backed securities | $19,314,000 | 634 |
| Commercial mortgage pass-through securities | $358,000 | 1,441 |
| Other commercial mortgage-backed securities | $18,956,000 | 431 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $434,881,000 | 473 |
| Total debt securities | $434,881,000 | 540 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 360 |
| Fair value | $4,504,000 | 347 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $437,916,000 | 518 |
| U.S. Government securities | $130,216,000 | 957 |
| U.S. Treasury securities | $7,729,000 | 1,170 |
| U.S. Government agency obligations | $122,487,000 | 884 |
| Securities issued by states & political subdivisions | $186,176,000 | 272 |
| Other domestic debt securities | $117,020,000 | 218 |
| Privately issued residential mortgage-backed securities | $27,595,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,542,000 | 118 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $40,928,000 | 235 |
| Foreign debt securities | $4,504,000 | 96 |
| 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 | $401,861,000 | 214 |
| Mortgage-backed securities | $154,876,000 | 615 |
| Certificates of participation in pools of residential mortgages | $32,143,000 | 1,289 |
| Issued or guaranteed by U.S. | $32,143,000 | 1,260 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $100,673,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $73,078,000 | 339 |
| Privately issued | $27,595,000 | 100 |
| Commercial mortgage-backed securities | $22,060,000 | 582 |
| Commercial mortgage pass-through securities | $415,000 | 1,401 |
| Other commercial mortgage-backed securities | $21,645,000 | 391 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $437,916,000 | 454 |
| Total debt securities | $437,916,000 | 506 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 301 |
| Fair value | $4,504,000 | 301 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $432,834,000 | 494 |
| U.S. Government securities | $131,503,000 | 886 |
| U.S. Treasury securities | $4,899,000 | 1,205 |
| U.S. Government agency obligations | $126,604,000 | 831 |
| Securities issued by states & political subdivisions | $177,817,000 | 278 |
| Other domestic debt securities | $119,010,000 | 200 |
| Privately issued residential mortgage-backed securities | $30,130,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,551,000 | 118 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $37,323,000 | 244 |
| Foreign debt securities | $4,504,000 | 92 |
| 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 | $406,792,000 | 209 |
| Mortgage-backed securities | $161,962,000 | 580 |
| Certificates of participation in pools of residential mortgages | $30,981,000 | 1,280 |
| Issued or guaranteed by U.S. | $30,981,000 | 1,251 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $106,982,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $76,852,000 | 335 |
| Privately issued | $30,130,000 | 88 |
| Commercial mortgage-backed securities | $23,999,000 | 549 |
| Commercial mortgage pass-through securities | $421,000 | 1,414 |
| Other commercial mortgage-backed securities | $23,578,000 | 363 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $432,834,000 | 441 |
| Total debt securities | $432,834,000 | 486 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 246 |
| Fair value | $4,504,000 | 248 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $403,415,000 | 498 |
| U.S. Government securities | $102,557,000 | 1,040 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $102,557,000 | 942 |
| Securities issued by states & political subdivisions | $182,374,000 | 260 |
| Other domestic debt securities | $113,980,000 | 201 |
| Privately issued residential mortgage-backed securities | $26,613,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,429,000 | 116 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $33,437,000 | 254 |
| Foreign debt securities | $4,504,000 | 91 |
| 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 | $334,847,000 | 245 |
| Mortgage-backed securities | $134,156,000 | 650 |
| Certificates of participation in pools of residential mortgages | $17,648,000 | 1,740 |
| Issued or guaranteed by U.S. | $17,648,000 | 1,696 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $91,693,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $65,080,000 | 353 |
| Privately issued | $26,613,000 | 84 |
| Commercial mortgage-backed securities | $24,815,000 | 521 |
| Commercial mortgage pass-through securities | $583,000 | 1,346 |
| Other commercial mortgage-backed securities | $24,232,000 | 354 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $403,415,000 | 445 |
| Total debt securities | $403,415,000 | 491 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 218 |
| Fair value | $4,504,000 | 219 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $387,775,000 | 486 |
| U.S. Government securities | $91,356,000 | 1,038 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $91,356,000 | 970 |
| Securities issued by states & political subdivisions | $182,988,000 | 240 |
| Other domestic debt securities | $108,927,000 | 194 |
| Privately issued residential mortgage-backed securities | $29,105,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,531,000 | 110 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $30,007,000 | 265 |
| Foreign debt securities | $4,504,000 | 92 |
| 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 | $316,901,000 | 240 |
| Mortgage-backed securities | $118,694,000 | 666 |
| Certificates of participation in pools of residential mortgages | $13,225,000 | 1,941 |
| Issued or guaranteed by U.S. | $13,225,000 | 1,885 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $86,772,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $57,667,000 | 354 |
| Privately issued | $29,105,000 | 80 |
| Commercial mortgage-backed securities | $18,697,000 | 577 |
| Commercial mortgage pass-through securities | $590,000 | 1,334 |
| Other commercial mortgage-backed securities | $18,107,000 | 396 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $387,775,000 | 439 |
| Total debt securities | $387,775,000 | 479 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 133 |
| Fair value | $4,504,000 | 133 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $366,711,000 | 463 |
| U.S. Government securities | $88,003,000 | 970 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $88,003,000 | 919 |
| Securities issued by states & political subdivisions | $165,101,000 | 257 |
| Other domestic debt securities | $109,103,000 | 174 |
| Privately issued residential mortgage-backed securities | $30,157,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,821,000 | 106 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $24,438,000 | 296 |
| Foreign debt securities | $4,504,000 | 87 |
| 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 | $315,146,000 | 235 |
| Mortgage-backed securities | $118,015,000 | 615 |
| Certificates of participation in pools of residential mortgages | $13,830,000 | 1,811 |
| Issued or guaranteed by U.S. | $13,830,000 | 1,765 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $82,790,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $52,633,000 | 367 |
| Privately issued | $30,157,000 | 80 |
| Commercial mortgage-backed securities | $21,395,000 | 503 |
| Commercial mortgage pass-through securities | $598,000 | 1,294 |
| Other commercial mortgage-backed securities | $20,797,000 | 344 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $366,711,000 | 417 |
| Total debt securities | $366,711,000 | 455 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 57 |
| Fair value | $6,505,000 | 59 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $316,521,000 | 501 |
| U.S. Government securities | $70,896,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $70,896,000 | 1,029 |
| Securities issued by states & political subdivisions | $146,878,000 | 261 |
| Other domestic debt securities | $94,243,000 | 187 |
| Privately issued residential mortgage-backed securities | $24,443,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,376,000 | 105 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $17,756,000 | 350 |
| Foreign debt securities | $4,504,000 | 89 |
| 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 | $281,172,000 | 264 |
| Mortgage-backed securities | $95,523,000 | 685 |
| Certificates of participation in pools of residential mortgages | $3,579,000 | 2,891 |
| Issued or guaranteed by U.S. | $3,579,000 | 2,806 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $68,306,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $43,863,000 | 423 |
| Privately issued | $24,443,000 | 86 |
| Commercial mortgage-backed securities | $23,638,000 | 448 |
| Commercial mortgage pass-through securities | $623,000 | 1,280 |
| Other commercial mortgage-backed securities | $23,015,000 | 311 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $316,521,000 | 452 |
| Total debt securities | $316,521,000 | 491 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 56 |
| Fair value | $6,505,000 | 58 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $312,689,000 | 485 |
| U.S. Government securities | $75,583,000 | 1,013 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $75,583,000 | 952 |
| Securities issued by states & political subdivisions | $150,865,000 | 239 |
| Other domestic debt securities | $81,758,000 | 201 |
| Privately issued residential mortgage-backed securities | $17,111,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,845,000 | 102 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,277,000 | 386 |
| Foreign debt securities | $4,483,000 | 88 |
| 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 | $228,837,000 | 300 |
| Mortgage-backed securities | $93,399,000 | 708 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 2,839 |
| Issued or guaranteed by U.S. | $3,874,000 | 2,759 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $64,776,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $47,665,000 | 403 |
| Privately issued | $17,111,000 | 92 |
| Commercial mortgage-backed securities | $24,749,000 | 434 |
| Commercial mortgage pass-through securities | $796,000 | 1,231 |
| Other commercial mortgage-backed securities | $23,953,000 | 302 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $312,689,000 | 436 |
| Total debt securities | $312,689,000 | 476 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 52 |
| Fair value | $6,487,000 | 53 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $283,663,000 | 520 |
| U.S. Government securities | $74,734,000 | 1,037 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $74,734,000 | 972 |
| Securities issued by states & political subdivisions | $140,467,000 | 231 |
| Other domestic debt securities | $63,997,000 | 227 |
| Privately issued residential mortgage-backed securities | $834,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,766,000 | 91 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $13,868,000 | 363 |
| Foreign debt securities | $4,465,000 | 95 |
| 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 | $183,713,000 | 345 |
| Mortgage-backed securities | $71,868,000 | 863 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 2,763 |
| Issued or guaranteed by U.S. | $4,417,000 | 2,674 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $46,502,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $45,668,000 | 422 |
| Privately issued | $834,000 | 255 |
| Commercial mortgage-backed securities | $20,949,000 | 487 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $20,949,000 | 326 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $283,663,000 | 466 |
| Total debt securities | $283,663,000 | 508 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 82 |
| Fair value | $6,434,000 | 81 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $277,928,000 | 508 |
| U.S. Government securities | $90,435,000 | 921 |
| U.S. Treasury securities | $2,855,000 | 846 |
| U.S. Government agency obligations | $87,580,000 | 887 |
| Securities issued by states & political subdivisions | $120,376,000 | 248 |
| Other domestic debt securities | $62,837,000 | 225 |
| Privately issued residential mortgage-backed securities | $5,884,000 | 203 |
| Commercial mortgage-backed securities - Total | $5,254,000 | 112 |
| Asset backed securities | $37,536,000 | 93 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $14,163,000 | 341 |
| Foreign debt securities | $4,280,000 | 86 |
| 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 | $201,468,000 | 306 |
| Mortgage-backed securities | $88,421,000 | 729 |
| Certificates of participation in pools of residential mortgages | $4,894,000 | 2,631 |
| Issued or guaranteed by U.S. | $4,894,000 | 2,552 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $56,605,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $50,721,000 | 402 |
| Privately issued | $5,884,000 | 134 |
| Commercial mortgage-backed securities | $26,922,000 | 408 |
| Commercial mortgage pass-through securities | $4,175,000 | 657 |
| Other commercial mortgage-backed securities | $22,747,000 | 306 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $277,928,000 | 456 |
| Total debt securities | $277,928,000 | 497 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 107 |
| Fair value | $6,267,000 | 108 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $296,939,000 | 475 |
| U.S. Government securities | $104,642,000 | 817 |
| U.S. Treasury securities | $5,350,000 | 634 |
| U.S. Government agency obligations | $99,292,000 | 804 |
| Securities issued by states & political subdivisions | $118,461,000 | 245 |
| Other domestic debt securities | $69,603,000 | 206 |
| Privately issued residential mortgage-backed securities | $10,220,000 | 168 |
| Commercial mortgage-backed securities - Total | $6,128,000 | 108 |
| Asset backed securities | $30,630,000 | 109 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,625,000 | 245 |
| Foreign debt securities | $4,233,000 | 88 |
| 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 | $173,855,000 | 347 |
| Mortgage-backed securities | $104,384,000 | 623 |
| Certificates of participation in pools of residential mortgages | $10,220,000 | 1,964 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $10,220,000 | 65 |
| Collaterized mortgage obligations | $47,213,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $47,213,000 | 413 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $46,951,000 | 290 |
| Commercial mortgage pass-through securities | $4,226,000 | 656 |
| Other commercial mortgage-backed securities | $42,725,000 | 218 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $296,939,000 | 425 |
| Total debt securities | $296,939,000 | 467 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 112 |
| Fair value | $8,397,000 | 115 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $305,578,000 | 465 |
| U.S. Government securities | $108,455,000 | 806 |
| U.S. Treasury securities | $5,339,000 | 631 |
| U.S. Government agency obligations | $103,116,000 | 790 |
| Securities issued by states & political subdivisions | $149,832,000 | 187 |
| Other domestic debt securities | $43,027,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $6,496,000 | 105 |
| Asset backed securities | $13,912,000 | 146 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $22,619,000 | 240 |
| Foreign debt securities | $4,264,000 | 92 |
| 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 | $154,149,000 | 389 |
| Mortgage-backed securities | $89,560,000 | 697 |
| Certificates of participation in pools of residential mortgages | $11,173,000 | 1,864 |
| Issued or guaranteed by U.S. | $11,173,000 | 1,828 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $39,878,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $39,878,000 | 443 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $38,509,000 | 313 |
| Commercial mortgage pass-through securities | $4,179,000 | 667 |
| Other commercial mortgage-backed securities | $34,330,000 | 226 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $305,578,000 | 414 |
| Total debt securities | $305,578,000 | 458 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 132 |
| Fair value | $8,400,000 | 134 |
| 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 | $283,121,000 | 500 |
| U.S. Government securities | $86,689,000 | 969 |
| U.S. Treasury securities | $5,316,000 | 644 |
| U.S. Government agency obligations | $81,373,000 | 973 |
| Securities issued by states & political subdivisions | $151,341,000 | 194 |
| Other domestic debt securities | $40,970,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $4,369,000 | 101 |
| Asset backed securities | $14,203,000 | 138 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,398,000 | 235 |
| Foreign debt securities | $4,121,000 | 98 |
| 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 | $164,741,000 | 365 |
| Mortgage-backed securities | $68,013,000 | 853 |
| Certificates of participation in pools of residential mortgages | $11,876,000 | 1,808 |
| Issued or guaranteed by U.S. | $11,876,000 | 1,769 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,272,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $20,272,000 | 732 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $35,865,000 | 303 |
| Commercial mortgage pass-through securities | $4,105,000 | 653 |
| Other commercial mortgage-backed securities | $31,760,000 | 217 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $283,121,000 | 439 |
| Total debt securities | $283,121,000 | 492 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 144 |
| Fair value | $8,235,000 | 147 |
| 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 | $316,054,000 | 460 |
| U.S. Government securities | $88,414,000 | 968 |
| U.S. Treasury securities | $5,295,000 | 643 |
| U.S. Government agency obligations | $83,119,000 | 954 |
| Securities issued by states & political subdivisions | $182,278,000 | 164 |
| Other domestic debt securities | $41,248,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $4,749,000 | 90 |
| Asset backed securities | $14,370,000 | 130 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,129,000 | 232 |
| Foreign debt securities | $4,114,000 | 94 |
| 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 | $149,993,000 | 407 |
| Mortgage-backed securities | $69,625,000 | 830 |
| Certificates of participation in pools of residential mortgages | $12,750,000 | 1,742 |
| Issued or guaranteed by U.S. | $12,750,000 | 1,721 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,009,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $21,009,000 | 711 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $35,866,000 | 296 |
| Commercial mortgage pass-through securities | $4,028,000 | 642 |
| Other commercial mortgage-backed securities | $31,838,000 | 212 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $316,054,000 | 403 |
| Total debt securities | $316,054,000 | 453 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 154 |
| Fair value | $8,160,000 | 155 |
| 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 | $323,586,000 | 444 |
| U.S. Government securities | $90,611,000 | 938 |
| U.S. Treasury securities | $5,271,000 | 631 |
| U.S. Government agency obligations | $85,340,000 | 938 |
| Securities issued by states & political subdivisions | $190,836,000 | 157 |
| Other domestic debt securities | $38,113,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $14,563,000 | 125 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $23,550,000 | 217 |
| Foreign debt securities | $4,026,000 | 93 |
| 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 | $173,729,000 | 363 |
| Mortgage-backed securities | $66,164,000 | 856 |
| Certificates of participation in pools of residential mortgages | $13,894,000 | 1,686 |
| Issued or guaranteed by U.S. | $13,894,000 | 1,679 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,538,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $21,538,000 | 685 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $30,732,000 | 324 |
| Commercial mortgage pass-through securities | $3,936,000 | 639 |
| Other commercial mortgage-backed securities | $26,796,000 | 220 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $323,586,000 | 391 |
| Total debt securities | $323,586,000 | 437 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 146 |
| Fair value | $8,086,000 | 148 |
| 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 | $338,570,000 | 435 |
| U.S. Government securities | $100,612,000 | 859 |
| U.S. Treasury securities | $2,813,000 | 856 |
| U.S. Government agency obligations | $97,799,000 | 839 |
| Securities issued by states & political subdivisions | $200,381,000 | 158 |
| Other domestic debt securities | $33,544,000 | 303 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $9,921,000 | 144 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $23,623,000 | 217 |
| Foreign debt securities | $4,033,000 | 93 |
| 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 | $215,483,000 | 306 |
| Mortgage-backed securities | $77,659,000 | 776 |
| Certificates of participation in pools of residential mortgages | $29,779,000 | 1,032 |
| Issued or guaranteed by U.S. | $29,779,000 | 1,006 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $16,957,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $16,957,000 | 783 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $30,923,000 | 308 |
| Commercial mortgage pass-through securities | $3,969,000 | 618 |
| Other commercial mortgage-backed securities | $26,954,000 | 211 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $338,570,000 | 383 |
| Total debt securities | $338,570,000 | 427 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 144 |
| Fair value | $8,078,000 | 147 |
| 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 | $342,093,000 | 438 |
| U.S. Government securities | $105,738,000 | 839 |
| U.S. Treasury securities | $2,819,000 | 831 |
| U.S. Government agency obligations | $102,919,000 | 819 |
| Securities issued by states & political subdivisions | $202,928,000 | 157 |
| Other domestic debt securities | $29,378,000 | 303 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $5,025,000 | 170 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $24,353,000 | 214 |
| Foreign debt securities | $4,049,000 | 97 |
| 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 | $251,462,000 | 281 |
| Mortgage-backed securities | $81,986,000 | 739 |
| Certificates of participation in pools of residential mortgages | $32,941,000 | 975 |
| Issued or guaranteed by U.S. | $32,941,000 | 974 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,872,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $17,872,000 | 755 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $31,173,000 | 288 |
| Commercial mortgage pass-through securities | $4,027,000 | 489 |
| Other commercial mortgage-backed securities | $27,146,000 | 207 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $342,093,000 | 384 |
| Total debt securities | $342,093,000 | 431 |
| Structured notes | ||
| Amortized cost | $9,279,000 | 136 |
| Fair value | $8,642,000 | 140 |
| 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 | $348,586,000 | 430 |
| U.S. Government securities | $104,093,000 | 854 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $104,093,000 | 817 |
| Securities issued by states & political subdivisions | $215,522,000 | 147 |
| Other domestic debt securities | $24,871,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $24,871,000 | 205 |
| Foreign debt securities | $4,100,000 | 92 |
| 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 | $290,104,000 | 242 |
| Mortgage-backed securities | $81,860,000 | 743 |
| Certificates of participation in pools of residential mortgages | $35,599,000 | 945 |
| Issued or guaranteed by U.S. | $35,599,000 | 945 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,440,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $14,440,000 | 863 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $31,821,000 | 281 |
| Commercial mortgage pass-through securities | $4,103,000 | 486 |
| Other commercial mortgage-backed securities | $27,718,000 | 199 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $348,586,000 | 381 |
| Total debt securities | $348,586,000 | 421 |
| Structured notes | ||
| Amortized cost | $9,281,000 | 133 |
| Fair value | $8,715,000 | 140 |
| 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 | $359,360,000 | 426 |
| U.S. Government securities | $109,579,000 | 822 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $109,579,000 | 782 |
| Securities issued by states & political subdivisions | $220,711,000 | 137 |
| Other domestic debt securities | $24,957,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $24,957,000 | 222 |
| Foreign debt securities | $4,113,000 | 97 |
| 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 | $302,579,000 | 245 |
| Mortgage-backed securities | $86,539,000 | 714 |
| Certificates of participation in pools of residential mortgages | $39,235,000 | 894 |
| Issued or guaranteed by U.S. | $39,235,000 | 894 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,264,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $15,264,000 | 836 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $32,040,000 | 268 |
| Commercial mortgage pass-through securities | $4,135,000 | 484 |
| Other commercial mortgage-backed securities | $27,905,000 | 193 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $359,360,000 | 379 |
| Total debt securities | $359,360,000 | 417 |
| Structured notes | ||
| Amortized cost | $9,283,000 | 139 |
| Fair value | $8,715,000 | 147 |
| 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 | $392,026,000 | 398 |
| U.S. Government securities | $131,370,000 | 724 |
| U.S. Treasury securities | $1,001,000 | 1,051 |
| U.S. Government agency obligations | $130,369,000 | 684 |
| Securities issued by states & political subdivisions | $226,452,000 | 136 |
| Other domestic debt securities | $30,100,000 | 300 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $30,100,000 | 198 |
| Foreign debt securities | $4,104,000 | 101 |
| 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 | $272,439,000 | 264 |
| Mortgage-backed securities | $106,773,000 | 615 |
| Certificates of participation in pools of residential mortgages | $42,483,000 | 876 |
| Issued or guaranteed by U.S. | $42,483,000 | 876 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,366,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $16,366,000 | 795 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $47,924,000 | 216 |
| Commercial mortgage pass-through securities | $4,125,000 | 471 |
| Other commercial mortgage-backed securities | $43,799,000 | 147 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $392,026,000 | 349 |
| Total debt securities | $392,026,000 | 391 |
| Structured notes | ||
| Amortized cost | $9,285,000 | 146 |
| Fair value | $8,702,000 | 151 |
| 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 | $392,412,000 | 400 |
| U.S. Government securities | $145,390,000 | 656 |
| U.S. Treasury securities | $1,005,000 | 1,059 |
| U.S. Government agency obligations | $144,385,000 | 623 |
| Securities issued by states & political subdivisions | $212,966,000 | 144 |
| Other domestic debt securities | $29,964,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $29,964,000 | 198 |
| Foreign debt securities | $4,092,000 | 104 |
| 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 | $297,002,000 | 248 |
| Mortgage-backed securities | $120,372,000 | 568 |
| Certificates of participation in pools of residential mortgages | $46,114,000 | 847 |
| Issued or guaranteed by U.S. | $46,114,000 | 847 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,061,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $12,061,000 | 978 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $62,197,000 | 186 |
| Commercial mortgage pass-through securities | $4,093,000 | 461 |
| Other commercial mortgage-backed securities | $58,104,000 | 127 |
| Held to maturity securities (book value) | $3,000 | 2,188 |
| Available-for-sale securities (fair market value) | $392,409,000 | 349 |
| Total debt securities | $392,412,000 | 392 |
| Structured notes | ||
| Amortized cost | $10,785,000 | 139 |
| Fair value | $10,137,000 | 140 |
| 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 | $378,001,000 | 402 |
| U.S. Government securities | $132,891,000 | 711 |
| U.S. Treasury securities | $1,010,000 | 1,033 |
| U.S. Government agency obligations | $131,881,000 | 674 |
| Securities issued by states & political subdivisions | $211,134,000 | 142 |
| Other domestic debt securities | $29,756,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $29,756,000 | 200 |
| Foreign debt securities | $4,220,000 | 104 |
| 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 | $320,324,000 | 225 |
| Mortgage-backed securities | $110,911,000 | 603 |
| Certificates of participation in pools of residential mortgages | $41,819,000 | 895 |
| Issued or guaranteed by U.S. | $41,819,000 | 895 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,014,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $13,014,000 | 926 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $56,078,000 | 189 |
| Commercial mortgage pass-through securities | $4,067,000 | 444 |
| Other commercial mortgage-backed securities | $52,011,000 | 129 |
| Held to maturity securities (book value) | $4,000 | 2,210 |
| Available-for-sale securities (fair market value) | $377,997,000 | 349 |
| Total debt securities | $378,001,000 | 396 |
| Structured notes | ||
| Amortized cost | $10,787,000 | 127 |
| Fair value | $10,231,000 | 132 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $357,825,000 | 429 |
| U.S. Government securities | $117,016,000 | 784 |
| U.S. Treasury securities | $1,014,000 | 924 |
| U.S. Government agency obligations | $116,002,000 | 759 |
| Securities issued by states & political subdivisions | $205,688,000 | 144 |
| Other domestic debt securities | $30,664,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $30,664,000 | 198 |
| Foreign debt securities | $4,457,000 | 101 |
| 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 | $326,019,000 | 218 |
| Mortgage-backed securities | $104,689,000 | 628 |
| Certificates of participation in pools of residential mortgages | $39,132,000 | 942 |
| Issued or guaranteed by U.S. | $39,132,000 | 942 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,966,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $13,966,000 | 899 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $51,591,000 | 191 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $51,591,000 | 120 |
| Held to maturity securities (book value) | $17,000 | 2,204 |
| Available-for-sale securities (fair market value) | $357,808,000 | 370 |
| Total debt securities | $357,825,000 | 420 |
| Structured notes | ||
| Amortized cost | $10,788,000 | 128 |
| Fair value | $10,580,000 | 128 |
| 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 | $383,081,000 | 410 |
| U.S. Government securities | $126,835,000 | 741 |
| U.S. Treasury securities | $1,020,000 | 951 |
| U.S. Government agency obligations | $125,815,000 | 713 |
| Securities issued by states & political subdivisions | $212,577,000 | 137 |
| Other domestic debt securities | $39,042,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $39,042,000 | 167 |
| Foreign debt securities | $4,627,000 | 97 |
| 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 | $255,240,000 | 276 |
| Mortgage-backed securities | $114,224,000 | 582 |
| Certificates of participation in pools of residential mortgages | $60,035,000 | 674 |
| Issued or guaranteed by U.S. | $60,035,000 | 672 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,246,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $7,246,000 | 1,309 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $46,943,000 | 186 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $46,943,000 | 117 |
| Held to maturity securities (book value) | $20,000 | 2,248 |
| Available-for-sale securities (fair market value) | $383,061,000 | 343 |
| Total debt securities | $383,081,000 | 403 |
| Structured notes | ||
| Amortized cost | $10,790,000 | 142 |
| Fair value | $10,789,000 | 143 |
| 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 | $379,449,000 | 419 |
| U.S. Government securities | $135,201,000 | 720 |
| U.S. Treasury securities | $1,022,000 | 973 |
| U.S. Government agency obligations | $134,179,000 | 692 |
| Securities issued by states & political subdivisions | $200,590,000 | 141 |
| Other domestic debt securities | $39,132,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $39,132,000 | 170 |
| Foreign debt securities | $4,526,000 | 97 |
| 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 | $323,476,000 | 232 |
| Mortgage-backed securities | $112,843,000 | 593 |
| Certificates of participation in pools of residential mortgages | $55,321,000 | 720 |
| Issued or guaranteed by U.S. | $55,321,000 | 720 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,405,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $7,405,000 | 1,314 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $50,117,000 | 164 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $50,117,000 | 109 |
| Held to maturity securities (book value) | $23,000 | 2,284 |
| Available-for-sale securities (fair market value) | $379,426,000 | 349 |
| Total debt securities | $379,450,000 | 412 |
| Structured notes | ||
| Amortized cost | $10,792,000 | 161 |
| Fair value | $10,609,000 | 162 |
| 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 | $383,260,000 | 415 |
| U.S. Government securities | $135,113,000 | 735 |
| U.S. Treasury securities | $1,021,000 | 1,020 |
| U.S. Government agency obligations | $134,092,000 | 705 |
| Securities issued by states & political subdivisions | $200,314,000 | 139 |
| Other domestic debt securities | $43,456,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $43,456,000 | 153 |
| Foreign debt securities | $4,377,000 | 93 |
| 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 | $326,898,000 | 225 |
| Mortgage-backed securities | $112,500,000 | 589 |
| Certificates of participation in pools of residential mortgages | $56,261,000 | 722 |
| Issued or guaranteed by U.S. | $56,261,000 | 721 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,630,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $7,630,000 | 1,309 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $48,609,000 | 154 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $48,609,000 | 104 |
| Held to maturity securities (book value) | $26,000 | 2,323 |
| Available-for-sale securities (fair market value) | $383,234,000 | 342 |
| Total debt securities | $383,260,000 | 409 |
| Structured notes | ||
| Amortized cost | $10,793,000 | 197 |
| Fair value | $10,348,000 | 202 |
| 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 | $368,357,000 | 426 |
| U.S. Government securities | $119,416,000 | 812 |
| U.S. Treasury securities | $1,032,000 | 958 |
| U.S. Government agency obligations | $118,384,000 | 783 |
| Securities issued by states & political subdivisions | $200,553,000 | 136 |
| Other domestic debt securities | $43,975,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $43,975,000 | 152 |
| Foreign debt securities | $4,413,000 | 99 |
| 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 | $312,514,000 | 234 |
| Mortgage-backed securities | $96,298,000 | 659 |
| Certificates of participation in pools of residential mortgages | $45,504,000 | 847 |
| Issued or guaranteed by U.S. | $45,504,000 | 847 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,286,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $5,286,000 | 1,548 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $45,508,000 | 151 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $45,508,000 | 104 |
| Held to maturity securities (book value) | $30,000 | 2,335 |
| Available-for-sale securities (fair market value) | $368,327,000 | 354 |
| Total debt securities | $368,357,000 | 418 |
| Structured notes | ||
| Amortized cost | $10,795,000 | 244 |
| Fair value | $10,524,000 | 245 |
| 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 | $353,049,000 | 445 |
| U.S. Government securities | $119,713,000 | 842 |
| U.S. Treasury securities | $6,076,000 | 488 |
| U.S. Government agency obligations | $113,637,000 | 834 |
| Securities issued by states & political subdivisions | $180,353,000 | 149 |
| Other domestic debt securities | $48,687,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $48,687,000 | 142 |
| Foreign debt securities | $4,296,000 | 98 |
| 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 | $241,548,000 | 297 |
| Mortgage-backed securities | $85,595,000 | 740 |
| Certificates of participation in pools of residential mortgages | $53,931,000 | 764 |
| Issued or guaranteed by U.S. | $53,931,000 | 764 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,590,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $5,590,000 | 1,562 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $26,074,000 | 196 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $26,074,000 | 124 |
| Held to maturity securities (book value) | $33,000 | 2,373 |
| Available-for-sale securities (fair market value) | $353,016,000 | 371 |
| Total debt securities | $353,050,000 | 440 |
| Structured notes | ||
| Amortized cost | $10,797,000 | 279 |
| Fair value | $10,429,000 | 283 |
| 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 | $339,398,000 | 462 |
| U.S. Government securities | $119,681,000 | 838 |
| U.S. Treasury securities | $6,091,000 | 492 |
| U.S. Government agency obligations | $113,590,000 | 843 |
| Securities issued by states & political subdivisions | $166,795,000 | 161 |
| Other domestic debt securities | $48,508,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $48,508,000 | 137 |
| Foreign debt securities | $4,414,000 | 101 |
| 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 | $214,722,000 | 339 |
| Mortgage-backed securities | $77,690,000 | 816 |
| Certificates of participation in pools of residential mortgages | $61,761,000 | 696 |
| Issued or guaranteed by U.S. | $61,761,000 | 695 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,912,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,567 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,017,000 | 337 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $10,017,000 | 196 |
| Held to maturity securities (book value) | $1,051,000 | 1,901 |
| Available-for-sale securities (fair market value) | $338,347,000 | 387 |
| Total debt securities | $339,397,000 | 458 |
| Structured notes | ||
| Amortized cost | $10,798,000 | 317 |
| Fair value | $10,609,000 | 320 |
| 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 | $346,667,000 | 454 |
| U.S. Government securities | $151,659,000 | 681 |
| U.S. Treasury securities | $11,378,000 | 346 |
| U.S. Government agency obligations | $140,281,000 | 697 |
| Securities issued by states & political subdivisions | $157,222,000 | 170 |
| Other domestic debt securities | $33,455,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $33,455,000 | 176 |
| Foreign debt securities | $4,331,000 | 91 |
| 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 | $223,903,000 | 320 |
| Mortgage-backed securities | $112,771,000 | 596 |
| Certificates of participation in pools of residential mortgages | $96,854,000 | 454 |
| Issued or guaranteed by U.S. | $96,854,000 | 452 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,024,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $6,024,000 | 1,600 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $9,893,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $9,893,000 | 191 |
| Held to maturity securities (book value) | $1,056,000 | 1,926 |
| Available-for-sale securities (fair market value) | $345,611,000 | 379 |
| Total debt securities | $346,667,000 | 448 |
| Structured notes | ||
| Amortized cost | $10,780,000 | 323 |
| Fair value | $10,480,000 | 328 |
| 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 | $339,723,000 | 455 |
| U.S. Government securities | $180,251,000 | 578 |
| U.S. Treasury securities | $11,295,000 | 337 |
| U.S. Government agency obligations | $168,956,000 | 593 |
| Securities issued by states & political subdivisions | $123,626,000 | 227 |
| Other domestic debt securities | $31,478,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $31,478,000 | 190 |
| Foreign debt securities | $4,368,000 | 90 |
| 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 | $218,804,000 | 322 |
| Mortgage-backed securities | $150,549,000 | 490 |
| Certificates of participation in pools of residential mortgages | $144,492,000 | 310 |
| Issued or guaranteed by U.S. | $144,492,000 | 308 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,057,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $6,057,000 | 1,614 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,060,000 | 1,954 |
| Available-for-sale securities (fair market value) | $338,663,000 | 385 |
| Total debt securities | $339,723,000 | 449 |
| Structured notes | ||
| Amortized cost | $10,244,000 | 384 |
| Fair value | $9,985,000 | 386 |
| 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 | $347,421,000 | 454 |
| U.S. Government securities | $187,193,000 | 565 |
| U.S. Treasury securities | $1,044,000 | 932 |
| U.S. Government agency obligations | $186,149,000 | 547 |
| Securities issued by states & political subdivisions | $124,117,000 | 225 |
| Other domestic debt securities | $31,682,000 | 307 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $31,682,000 | 195 |
| Foreign debt securities | $4,429,000 | 88 |
| 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 | $219,605,000 | 321 |
| Mortgage-backed securities | $156,980,000 | 473 |
| Certificates of participation in pools of residential mortgages | $155,771,000 | 294 |
| Issued or guaranteed by U.S. | $155,771,000 | 292 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,209,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,209,000 | 2,673 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,064,000 | 1,959 |
| Available-for-sale securities (fair market value) | $346,357,000 | 377 |
| Total debt securities | $347,420,000 | 447 |
| Structured notes | ||
| Amortized cost | $10,244,000 | 402 |
| Fair value | $10,141,000 | 399 |
| 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 | $354,874,000 | 445 |
| U.S. Government securities | $174,465,000 | 613 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $174,465,000 | 589 |
| Securities issued by states & political subdivisions | $140,971,000 | 190 |
| Other domestic debt securities | $32,933,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $32,933,000 | 198 |
| Foreign debt securities | $6,505,000 | 74 |
| 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 | $239,885,000 | 302 |
| Mortgage-backed securities | $147,748,000 | 497 |
| Certificates of participation in pools of residential mortgages | $146,465,000 | 307 |
| Issued or guaranteed by U.S. | $146,465,000 | 305 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,283,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,654 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,068,000 | 1,964 |
| Available-for-sale securities (fair market value) | $353,806,000 | 372 |
| Total debt securities | $354,874,000 | 439 |
| Structured notes | ||
| Amortized cost | $10,243,000 | 414 |
| Fair value | $10,201,000 | 403 |
| 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 | $352,235,000 | 442 |
| U.S. Government securities | $154,581,000 | 678 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $154,581,000 | 656 |
| Securities issued by states & political subdivisions | $148,389,000 | 176 |
| Other domestic debt securities | $42,248,000 | 264 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $42,248,000 | 171 |
| Foreign debt securities | $7,017,000 | 74 |
| 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 | $243,911,000 | 289 |
| Mortgage-backed securities | $121,296,000 | 581 |
| Certificates of participation in pools of residential mortgages | $119,848,000 | 368 |
| Issued or guaranteed by U.S. | $119,848,000 | 368 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,448,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,567 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,072,000 | 1,955 |
| Available-for-sale securities (fair market value) | $351,163,000 | 374 |
| Total debt securities | $352,235,000 | 434 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,448 |
| Fair value | $1,554,000 | 1,379 |
| 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 | $314,437,000 | 493 |
| U.S. Government securities | $106,090,000 | 959 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $106,090,000 | 925 |
| Securities issued by states & political subdivisions | $158,547,000 | 156 |
| Other domestic debt securities | $40,752,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $40,752,000 | 175 |
| Foreign debt securities | $9,048,000 | 70 |
| 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 | $196,544,000 | 340 |
| Mortgage-backed securities | $83,008,000 | 808 |
| Certificates of participation in pools of residential mortgages | $81,386,000 | 558 |
| Issued or guaranteed by U.S. | $81,386,000 | 557 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,622,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,528 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,546,000 | 1,835 |
| Available-for-sale securities (fair market value) | $312,891,000 | 422 |
| Total debt securities | $314,438,000 | 481 |
| Structured notes | ||
| Amortized cost | $1,492,000 | 1,436 |
| Fair value | $1,544,000 | 1,370 |
| 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 | $307,228,000 | 499 |
| U.S. Government securities | $86,749,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $86,749,000 | 1,108 |
| Securities issued by states & political subdivisions | $168,566,000 | 141 |
| Other domestic debt securities | $42,838,000 | 272 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $42,838,000 | 169 |
| Foreign debt securities | $9,075,000 | 71 |
| 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 | $150,447,000 | 428 |
| Mortgage-backed securities | $62,405,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $60,628,000 | 731 |
| Issued or guaranteed by U.S. | $60,628,000 | 730 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,777,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $1,777,000 | 2,526 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,551,000 | 1,608 |
| Available-for-sale securities (fair market value) | $304,677,000 | 449 |
| Total debt securities | $307,228,000 | 488 |
| Structured notes | ||
| Amortized cost | $2,492,000 | 1,093 |
| Fair value | $2,548,000 | 1,044 |
| 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 | $300,242,000 | 524 |
| U.S. Government securities | $79,354,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $79,354,000 | 1,232 |
| Securities issued by states & political subdivisions | $181,508,000 | 130 |
| Other domestic debt securities | $28,259,000 | 361 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $28,259,000 | 226 |
| Foreign debt securities | $11,121,000 | 64 |
| 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 | $159,766,000 | 418 |
| Mortgage-backed securities | $53,132,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $51,108,000 | 860 |
| Issued or guaranteed by U.S. | $51,108,000 | 860 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,024,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 2,503 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,556,000 | 1,568 |
| Available-for-sale securities (fair market value) | $297,686,000 | 466 |
| Total debt securities | $300,242,000 | 516 |
| Structured notes | ||
| Amortized cost | $2,492,000 | 1,118 |
| Fair value | $2,546,000 | 1,066 |
| 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 | $296,896,000 | 511 |
| U.S. Government securities | $74,969,000 | 1,327 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $74,969,000 | 1,294 |
| Securities issued by states & political subdivisions | $177,420,000 | 126 |
| Other domestic debt securities | $32,364,000 | 326 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $32,364,000 | 199 |
| Foreign debt securities | $12,143,000 | 62 |
| 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 | $166,905,000 | 400 |
| Mortgage-backed securities | $46,212,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $43,930,000 | 949 |
| Issued or guaranteed by U.S. | $43,930,000 | 948 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,282,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $2,282,000 | 2,486 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,561,000 | 1,579 |
| Available-for-sale securities (fair market value) | $294,335,000 | 460 |
| Total debt securities | $296,896,000 | 503 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 1,155 |
| Fair value | $2,549,000 | 1,113 |
| 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 | $303,817,000 | 514 |
| U.S. Government securities | $68,356,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $68,356,000 | 1,434 |
| Securities issued by states & political subdivisions | $187,322,000 | 110 |
| Other domestic debt securities | $35,977,000 | 312 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $35,977,000 | 196 |
| Foreign debt securities | $12,162,000 | 61 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,540,000 | 361 |
| Mortgage-backed securities | $51,012,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $48,463,000 | 924 |
| Issued or guaranteed by U.S. | $48,463,000 | 923 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,549,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $2,549,000 | 2,496 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,585,000 | 1,602 |
| Available-for-sale securities (fair market value) | $301,232,000 | 458 |
| Total debt securities | $303,816,000 | 504 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 1,214 |
| Fair value | $2,454,000 | 1,222 |
| 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 | $309,289,000 | 501 |
| U.S. Government securities | $69,252,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $69,252,000 | 1,450 |
| Securities issued by states & political subdivisions | $185,741,000 | 106 |
| Other domestic debt securities | $42,253,000 | 277 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $42,253,000 | 165 |
| Foreign debt securities | $12,043,000 | 56 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,944,000 | 364 |
| Mortgage-backed securities | $51,799,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $51,799,000 | 893 |
| Issued or guaranteed by U.S. | $51,799,000 | 891 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,591,000 | 1,600 |
| Available-for-sale securities (fair market value) | $306,698,000 | 449 |
| Total debt securities | $309,289,000 | 495 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 1,382 |
| Fair value | $2,454,000 | 1,394 |
| 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 | $328,154,000 | 479 |
| U.S. Government securities | $80,759,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $80,759,000 | 1,278 |
| Securities issued by states & political subdivisions | $187,843,000 | 101 |
| Other domestic debt securities | $59,552,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $59,552,000 | 117 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,785,000 | 363 |
| Mortgage-backed securities | $62,268,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $62,268,000 | 762 |
| Issued or guaranteed by U.S. | $62,268,000 | 762 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,598,000 | 1,625 |
| Available-for-sale securities (fair market value) | $325,556,000 | 431 |
| Total debt securities | $328,155,000 | 473 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 1,572 |
| Fair value | $2,429,000 | 1,584 |
| 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 | $329,688,000 | 452 |
| U.S. Government securities | $83,194,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $83,194,000 | 1,187 |
| Securities issued by states & political subdivisions | $187,252,000 | 99 |
| Other domestic debt securities | $59,242,000 | 221 |
| 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 | $59,242,000 | 110 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,616,000 | 339 |
| Mortgage-backed securities | $67,905,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $67,905,000 | 668 |
| Issued or guaranteed by U.S. | $67,905,000 | 665 |
| 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) | $2,605,000 | 1,668 |
| Available-for-sale securities (fair market value) | $327,083,000 | 409 |
| Total debt securities | $329,688,000 | 447 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $1,961,000 | 1,781 |
| 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 | $330,467,000 | 436 |
| U.S. Government securities | $87,833,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $87,833,000 | 1,084 |
| Securities issued by states & political subdivisions | $185,798,000 | 92 |
| Other domestic debt securities | $56,836,000 | 233 |
| 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 | $56,836,000 | 115 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,768,000 | 330 |
| Mortgage-backed securities | $72,526,000 | 952 |
| Certificates of participation in pools of residential mortgages | $72,526,000 | 601 |
| Issued or guaranteed by U.S. | $72,526,000 | 599 |
| 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) | $3,241,000 | 1,593 |
| Available-for-sale securities (fair market value) | $327,226,000 | 388 |
| Total debt securities | $330,468,000 | 431 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $1,987,000 | 1,861 |
| 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 | $317,381,000 | 459 |
| U.S. Government securities | $83,928,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $83,928,000 | 1,143 |
| Securities issued by states & political subdivisions | $176,662,000 | 96 |
| Other domestic debt securities | $56,791,000 | 229 |
| 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 | $56,791,000 | 111 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,782,000 | 339 |
| Mortgage-backed securities | $68,772,000 | 959 |
| Certificates of participation in pools of residential mortgages | $68,772,000 | 610 |
| Issued or guaranteed by U.S. | $68,772,000 | 608 |
| 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) | $6,249,000 | 1,280 |
| Available-for-sale securities (fair market value) | $311,132,000 | 413 |
| Total debt securities | $317,382,000 | 453 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,005,000 | 2,479 |
| 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 | $301,357,000 | 478 |
| U.S. Government securities | $80,686,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $80,686,000 | 1,193 |
| Securities issued by states & political subdivisions | $170,042,000 | 95 |
| Other domestic debt securities | $50,629,000 | 248 |
| 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 | $50,629,000 | 120 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,515,000 | 325 |
| Mortgage-backed securities | $67,539,000 | 942 |
| Certificates of participation in pools of residential mortgages | $67,539,000 | 595 |
| Issued or guaranteed by U.S. | $67,539,000 | 592 |
| 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) | $6,257,000 | 1,282 |
| Available-for-sale securities (fair market value) | $295,100,000 | 438 |
| Total debt securities | $301,356,000 | 473 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,003,000 | 2,516 |
| 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 | $308,343,000 | 458 |
| U.S. Government securities | $57,042,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $57,042,000 | 1,517 |
| Securities issued by states & political subdivisions | $178,349,000 | 90 |
| Other domestic debt securities | $72,952,000 | 200 |
| 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 | $72,952,000 | 100 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,533,000 | 308 |
| Mortgage-backed securities | $44,919,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $44,919,000 | 823 |
| Issued or guaranteed by U.S. | $44,919,000 | 819 |
| 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) | $6,266,000 | 1,291 |
| Available-for-sale securities (fair market value) | $302,077,000 | 419 |
| Total debt securities | $308,343,000 | 449 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $997,000 | 2,435 |
| 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 | $310,426,000 | 428 |
| U.S. Government securities | $54,908,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $54,908,000 | 1,545 |
| Securities issued by states & political subdivisions | $185,431,000 | 84 |
| Other domestic debt securities | $70,087,000 | 208 |
| 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 | $70,087,000 | 98 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,929,000 | 302 |
| Mortgage-backed securities | $43,641,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $43,641,000 | 805 |
| Issued or guaranteed by U.S. | $43,641,000 | 798 |
| 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) | $7,274,000 | 1,235 |
| Available-for-sale securities (fair market value) | $303,152,000 | 384 |
| Total debt securities | $310,426,000 | 419 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,005,000 | 2,455 |
| 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 | $275,765,000 | 474 |
| U.S. Government securities | $52,126,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $52,126,000 | 1,620 |
| Securities issued by states & political subdivisions | $168,491,000 | 86 |
| Other domestic debt securities | $55,148,000 | 247 |
| 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 | $55,148,000 | 106 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,499,000 | 325 |
| Mortgage-backed securities | $45,866,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $45,866,000 | 783 |
| Issued or guaranteed by U.S. | $45,866,000 | 775 |
| 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) | $4,273,000 | 1,589 |
| Available-for-sale securities (fair market value) | $271,492,000 | 425 |
| Total debt securities | $275,755,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $282,910,000 | 468 |
| U.S. Government securities | $57,744,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $57,744,000 | 1,513 |
| Securities issued by states & political subdivisions | $175,867,000 | 86 |
| Other domestic debt securities | $49,299,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $154,000 | 336 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $49,145,000 | 114 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,328,000 | 386 |
| Mortgage-backed securities | $46,636,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $46,482,000 | 823 |
| Issued or guaranteed by U.S. | $46,482,000 | 815 |
| 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 | $154,000 | 336 |
| Commercial mortgage pass-through securities | $154,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,279,000 | 1,494 |
| Available-for-sale securities (fair market value) | $277,631,000 | 418 |
| Total debt securities | $282,910,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $272,900,000 | 476 |
| U.S. Government securities | $62,423,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $62,423,000 | 1,387 |
| Securities issued by states & political subdivisions | $164,415,000 | 88 |
| Other domestic debt securities | $46,062,000 | 297 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $159,000 | 319 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $45,903,000 | 117 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,210,000 | 408 |
| Mortgage-backed securities | $53,388,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $53,229,000 | 745 |
| Issued or guaranteed by U.S. | $53,229,000 | 737 |
| 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 | $159,000 | 319 |
| Commercial mortgage pass-through securities | $159,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,974,000 | 1,524 |
| Available-for-sale securities (fair market value) | $267,926,000 | 425 |
| Total debt securities | $272,899,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $262,600,000 | 491 |
| U.S. Government securities | $50,119,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $50,119,000 | 1,659 |
| Securities issued by states & political subdivisions | $166,917,000 | 97 |
| Other domestic debt securities | $45,564,000 | 325 |
| 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 | $45,564,000 | 114 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,910,000 | 394 |
| Mortgage-backed securities | $41,874,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $41,874,000 | 958 |
| Issued or guaranteed by U.S. | $41,874,000 | 952 |
| 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) | $4,978,000 | 1,582 |
| Available-for-sale securities (fair market value) | $257,622,000 | 430 |
| Total debt securities | $262,600,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $238,505,000 | 534 |
| U.S. Government securities | $56,276,000 | 1,519 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $56,276,000 | 1,477 |
| Securities issued by states & political subdivisions | $143,691,000 | 104 |
| Other domestic debt securities | $38,538,000 | 387 |
| 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 | $38,538,000 | 147 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,266,000 | 399 |
| Mortgage-backed securities | $47,066,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $47,066,000 | 881 |
| Issued or guaranteed by U.S. | $47,066,000 | 871 |
| 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) | $4,982,000 | 1,607 |
| Available-for-sale securities (fair market value) | $233,523,000 | 474 |
| Total debt securities | $238,505,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $226,217,000 | 554 |
| U.S. Government securities | $58,433,000 | 1,468 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $58,433,000 | 1,433 |
| Securities issued by states & political subdivisions | $142,734,000 | 99 |
| Other domestic debt securities | $25,050,000 | 492 |
| 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 | $25,050,000 | 188 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,923,000 | 462 |
| Mortgage-backed securities | $49,106,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $49,106,000 | 872 |
| Issued or guaranteed by U.S. | $49,106,000 | 862 |
| 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) | $2,986,000 | 1,949 |
| Available-for-sale securities (fair market value) | $223,231,000 | 484 |
| Total debt securities | $226,218,000 | 542 |
| 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 | $234,576,000 | 524 |
| U.S. Government securities | $78,520,000 | 1,090 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $78,520,000 | 1,063 |
| Securities issued by states & political subdivisions | $136,275,000 | 108 |
| Other domestic debt securities | $19,781,000 | 531 |
| 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 | $19,781,000 | 221 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,334,000 | 419 |
| Mortgage-backed securities | $67,174,000 | 925 |
| Certificates of participation in pools of residential mortgages | $67,174,000 | 634 |
| Issued or guaranteed by U.S. | $67,174,000 | 625 |
| 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) | $2,990,000 | 1,960 |
| Available-for-sale securities (fair market value) | $231,586,000 | 456 |
| Total debt securities | $234,569,000 | 510 |
| 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 | $239,733,000 | 506 |
| U.S. Government securities | $119,300,000 | 704 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $119,300,000 | 688 |
| Securities issued by states & political subdivisions | $119,433,000 | 122 |
| Other domestic debt securities | $1,000,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,471 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,038,000 | 441 |
| Mortgage-backed securities | $108,167,000 | 580 |
| Certificates of participation in pools of residential mortgages | $108,167,000 | 407 |
| Issued or guaranteed by U.S. | $108,167,000 | 403 |
| 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) | $2,994,000 | 1,971 |
| Available-for-sale securities (fair market value) | $236,739,000 | 433 |
| Total debt securities | $239,734,000 | 496 |
| 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 | $228,390,000 | 544 |
| U.S. Government securities | $113,987,000 | 726 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $113,987,000 | 711 |
| Securities issued by states & political subdivisions | $113,412,000 | 137 |
| Other domestic debt securities | $991,000 | 2,277 |
| 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 | $991,000 | 1,565 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,916,000 | 489 |
| Mortgage-backed securities | $102,772,000 | 598 |
| Certificates of participation in pools of residential mortgages | $102,772,000 | 434 |
| Issued or guaranteed by U.S. | $102,772,000 | 429 |
| 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) | $2,531,000 | 2,069 |
| Available-for-sale securities (fair market value) | $225,859,000 | 472 |
| Total debt securities | $228,390,000 | 527 |
| 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 | $219,548,000 | 571 |
| U.S. Government securities | $125,894,000 | 659 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $125,894,000 | 646 |
| Securities issued by states & political subdivisions | $90,828,000 | 175 |
| Other domestic debt securities | $2,826,000 | 1,537 |
| 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 | $2,826,000 | 963 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,737,000 | 527 |
| Mortgage-backed securities | $107,616,000 | 554 |
| Certificates of participation in pools of residential mortgages | $107,616,000 | 395 |
| Issued or guaranteed by U.S. | $107,616,000 | 390 |
| 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) | $4,535,000 | 1,727 |
| Available-for-sale securities (fair market value) | $215,013,000 | 502 |
| Total debt securities | $219,549,000 | 558 |
| 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 | $237,035,000 | 516 |
| U.S. Government securities | $151,799,000 | 563 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $151,799,000 | 552 |
| Securities issued by states & political subdivisions | $76,705,000 | 203 |
| Other domestic debt securities | $8,531,000 | 879 |
| 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 | $8,531,000 | 494 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,536,000 | 536 |
| Mortgage-backed securities | $117,211,000 | 484 |
| Certificates of participation in pools of residential mortgages | $117,211,000 | 328 |
| Issued or guaranteed by U.S. | $117,211,000 | 323 |
| 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) | $4,539,000 | 1,763 |
| Available-for-sale securities (fair market value) | $232,496,000 | 461 |
| Total debt securities | $237,035,000 | 503 |
| 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 | $244,745,000 | 506 |
| U.S. Government securities | $165,355,000 | 523 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $165,355,000 | 508 |
| Securities issued by states & political subdivisions | $67,601,000 | 236 |
| Other domestic debt securities | $11,789,000 | 676 |
| 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 | $11,789,000 | 366 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,016,000 | 506 |
| Mortgage-backed securities | $127,214,000 | 449 |
| Certificates of participation in pools of residential mortgages | $127,214,000 | 298 |
| Issued or guaranteed by U.S. | $127,214,000 | 293 |
| 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) | $4,542,000 | 1,818 |
| Available-for-sale securities (fair market value) | $240,203,000 | 444 |
| Total debt securities | $244,744,000 | 490 |
| 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 | $239,828,000 | 515 |
| U.S. Government securities | $169,892,000 | 507 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $169,892,000 | 497 |
| Securities issued by states & political subdivisions | $67,929,000 | 233 |
| Other domestic debt securities | $2,007,000 | 1,502 |
| 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 | $2,007,000 | 992 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,130,000 | 626 |
| Mortgage-backed securities | $132,310,000 | 442 |
| Certificates of participation in pools of residential mortgages | $132,310,000 | 297 |
| Issued or guaranteed by U.S. | $132,310,000 | 290 |
| 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) | $4,545,000 | 1,830 |
| Available-for-sale securities (fair market value) | $235,283,000 | 449 |
| Total debt securities | $239,828,000 | 505 |
| 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 | $234,625,000 | 532 |
| U.S. Government securities | $160,142,000 | 556 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $160,142,000 | 536 |
| Securities issued by states & political subdivisions | $72,461,000 | 210 |
| Other domestic debt securities | $2,022,000 | 1,500 |
| 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 | $2,022,000 | 1,005 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,684,000 | 743 |
| Mortgage-backed securities | $128,882,000 | 457 |
| Certificates of participation in pools of residential mortgages | $128,882,000 | 310 |
| Issued or guaranteed by U.S. | $128,882,000 | 302 |
| 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) | $4,926,000 | 1,816 |
| Available-for-sale securities (fair market value) | $229,699,000 | 460 |
| Total debt securities | $234,625,000 | 518 |
| 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 | $235,615,000 | 532 |
| U.S. Government securities | $157,415,000 | 577 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $157,415,000 | 561 |
| Securities issued by states & political subdivisions | $76,181,000 | 201 |
| Other domestic debt securities | $2,019,000 | 1,502 |
| 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 | $2,019,000 | 1,032 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,025,000 | 780 |
| Mortgage-backed securities | $132,685,000 | 453 |
| Certificates of participation in pools of residential mortgages | $132,685,000 | 306 |
| Issued or guaranteed by U.S. | $132,685,000 | 298 |
| 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) | $6,929,000 | 1,581 |
| Available-for-sale securities (fair market value) | $228,686,000 | 460 |
| Total debt securities | $235,615,000 | 517 |
| 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 | $235,306,000 | 546 |
| U.S. Government securities | $150,226,000 | 626 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $150,226,000 | 608 |
| Securities issued by states & political subdivisions | $83,054,000 | 181 |
| Other domestic debt securities | $2,026,000 | 1,500 |
| 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 | $2,026,000 | 1,033 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,474,000 | 751 |
| Mortgage-backed securities | $125,513,000 | 476 |
| Certificates of participation in pools of residential mortgages | $125,513,000 | 328 |
| Issued or guaranteed by U.S. | $125,513,000 | 321 |
| 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) | $6,932,000 | 1,638 |
| Available-for-sale securities (fair market value) | $228,374,000 | 471 |
| Total debt securities | $235,305,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $232,611,000 | 561 |
| U.S. Government securities | $139,734,000 | 672 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $139,734,000 | 654 |
| Securities issued by states & political subdivisions | $87,360,000 | 167 |
| Other domestic debt securities | $5,517,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,517,000 | 628 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,222,000 | 876 |
| Mortgage-backed securities | $117,421,000 | 493 |
| Certificates of participation in pools of residential mortgages | $117,421,000 | 355 |
| Issued or guaranteed by U.S. | $117,421,000 | 351 |
| 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) | $7,146,000 | 1,641 |
| Available-for-sale securities (fair market value) | $225,465,000 | 484 |
| Total debt securities | $232,612,000 | 548 |
| 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 | $238,177,000 | 560 |
| U.S. Government securities | $140,344,000 | 671 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $140,344,000 | 653 |
| Securities issued by states & political subdivisions | $88,716,000 | 155 |
| Other domestic debt securities | $9,117,000 | 774 |
| 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 | $9,117,000 | 459 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,829,000 | 925 |
| Mortgage-backed securities | $123,728,000 | 478 |
| Certificates of participation in pools of residential mortgages | $123,728,000 | 341 |
| Issued or guaranteed by U.S. | $123,728,000 | 336 |
| 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) | $5,234,000 | 1,899 |
| Available-for-sale securities (fair market value) | $232,943,000 | 481 |
| Total debt securities | $238,178,000 | 547 |
| 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 | $243,783,000 | 552 |
| U.S. Government securities | $143,927,000 | 662 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $143,927,000 | 640 |
| Securities issued by states & political subdivisions | $87,158,000 | 160 |
| Other domestic debt securities | $12,698,000 | 649 |
| 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 | $12,698,000 | 377 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,331,000 | 902 |
| Mortgage-backed securities | $128,203,000 | 479 |
| Certificates of participation in pools of residential mortgages | $128,203,000 | 347 |
| Issued or guaranteed by U.S. | $128,203,000 | 342 |
| 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) | $4,248,000 | 2,089 |
| Available-for-sale securities (fair market value) | $239,535,000 | 472 |
| Total debt securities | $243,783,000 | 535 |
| 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 | $249,139,000 | 541 |
| U.S. Government securities | $131,857,000 | 705 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $131,857,000 | 680 |
| Securities issued by states & political subdivisions | $100,418,000 | 139 |
| Other domestic debt securities | $16,864,000 | 559 |
| 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 | $16,864,000 | 316 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,068,000 | 793 |
| Mortgage-backed securities | $116,863,000 | 517 |
| Certificates of participation in pools of residential mortgages | $116,863,000 | 386 |
| Issued or guaranteed by U.S. | $116,863,000 | 382 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,257,000 | 2,313 |
| Available-for-sale securities (fair market value) | $245,882,000 | 453 |
| Total debt securities | $249,149,000 | 527 |
| 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 | $239,087,000 | 553 |
| U.S. Government securities | $118,559,000 | 768 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $118,559,000 | 742 |
| Securities issued by states & political subdivisions | $100,403,000 | 134 |
| Other domestic debt securities | $20,125,000 | 527 |
| 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 | $20,125,000 | 288 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,286,000 | 759 |
| Mortgage-backed securities | $116,547,000 | 526 |
| Certificates of participation in pools of residential mortgages | $116,547,000 | 396 |
| Issued or guaranteed by U.S. | $116,547,000 | 388 |
| 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) | $3,265,000 | 2,338 |
| Available-for-sale securities (fair market value) | $235,822,000 | 470 |
| Total debt securities | $239,088,000 | 543 |
| 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 | $231,030,000 | 573 |
| U.S. Government securities | $118,255,000 | 796 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $118,255,000 | 763 |
| Securities issued by states & political subdivisions | $85,936,000 | 153 |
| Other domestic debt securities | $26,839,000 | 444 |
| 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 | $26,839,000 | 234 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,795,000 | 799 |
| Mortgage-backed securities | $116,298,000 | 538 |
| Certificates of participation in pools of residential mortgages | $116,298,000 | 394 |
| Issued or guaranteed by U.S. | $116,298,000 | 390 |
| 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) | $3,317,000 | 2,356 |
| Available-for-sale securities (fair market value) | $227,713,000 | 485 |
| Total debt securities | $231,029,000 | 560 |
| 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 | $230,892,000 | 590 |
| U.S. Government securities | $112,274,000 | 856 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $112,274,000 | 820 |
| Securities issued by states & political subdivisions | $89,317,000 | 148 |
| Other domestic debt securities | $29,301,000 | 432 |
| 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 | $29,301,000 | 229 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,677,000 | 851 |
| Mortgage-backed securities | $106,288,000 | 582 |
| Certificates of participation in pools of residential mortgages | $106,288,000 | 426 |
| Issued or guaranteed by U.S. | $106,288,000 | 424 |
| 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) | $3,361,000 | 2,368 |
| Available-for-sale securities (fair market value) | $227,531,000 | 501 |
| Total debt securities | $230,892,000 | 576 |
| 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 | $223,876,000 | 607 |
| U.S. Government securities | $105,790,000 | 883 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $105,790,000 | 855 |
| Securities issued by states & political subdivisions | $88,238,000 | 150 |
| Other domestic debt securities | $29,848,000 | 416 |
| 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 | $29,848,000 | 237 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,990,000 | 806 |
| Mortgage-backed securities | $99,744,000 | 618 |
| Certificates of participation in pools of residential mortgages | $99,744,000 | 447 |
| Issued or guaranteed by U.S. | $99,744,000 | 444 |
| 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) | $3,380,000 | 2,377 |
| Available-for-sale securities (fair market value) | $220,496,000 | 510 |
| Total debt securities | $223,876,000 | 593 |
| 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 | $219,808,000 | 617 |
| U.S. Government securities | $101,961,000 | 949 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $101,961,000 | 912 |
| Securities issued by states & political subdivisions | $82,109,000 | 160 |
| Other domestic debt securities | $32,980,000 | 391 |
| 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 | $32,980,000 | 214 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,758,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,567,000 | 841 |
| Mortgage-backed securities | $97,061,000 | 638 |
| Certificates of participation in pools of residential mortgages | $97,061,000 | 472 |
| Issued or guaranteed by U.S. | $97,061,000 | 468 |
| 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) | $2,762,000 | 2,580 |
| Available-for-sale securities (fair market value) | $217,046,000 | 527 |
| Total debt securities | $217,050,000 | 607 |
| 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 | $232,966,000 | 604 |
| U.S. Government securities | $106,013,000 | 909 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $106,013,000 | 874 |
| Securities issued by states & political subdivisions | $87,615,000 | 146 |
| Other domestic debt securities | $36,318,000 | 379 |
| 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 | $36,318,000 | 208 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,020,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,488,000 | 791 |
| Mortgage-backed securities | $100,865,000 | 641 |
| Certificates of participation in pools of residential mortgages | $100,865,000 | 469 |
| Issued or guaranteed by U.S. | $100,865,000 | 465 |
| 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) | $3,841,000 | 2,259 |
| Available-for-sale securities (fair market value) | $229,125,000 | 525 |
| Total debt securities | $229,946,000 | 587 |
| 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 | $223,450,000 | 626 |
| U.S. Government securities | $103,640,000 | 961 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $103,640,000 | 922 |
| Securities issued by states & political subdivisions | $80,787,000 | 161 |
| Other domestic debt securities | $36,025,000 | 365 |
| 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 | $36,025,000 | 231 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,998,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,080,000 | 813 |
| Mortgage-backed securities | $97,601,000 | 664 |
| Certificates of participation in pools of residential mortgages | $97,601,000 | 497 |
| Issued or guaranteed by U.S. | $97,601,000 | 490 |
| 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) | $5,230,000 | 2,040 |
| Available-for-sale securities (fair market value) | $218,220,000 | 550 |
| Total debt securities | $220,451,000 | 614 |
| 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 | $231,762,000 | 608 |
| U.S. Government securities | $109,425,000 | 907 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $109,425,000 | 874 |
| Securities issued by states & political subdivisions | $82,060,000 | 159 |
| Other domestic debt securities | $37,234,000 | 361 |
| 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 | $37,234,000 | 238 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,043,000 | 884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,380,000 | 750 |
| Mortgage-backed securities | $102,370,000 | 639 |
| Certificates of participation in pools of residential mortgages | $102,370,000 | 474 |
| Issued or guaranteed by U.S. | $102,370,000 | 470 |
| 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) | $4,381,000 | 2,194 |
| Available-for-sale securities (fair market value) | $227,381,000 | 538 |
| Total debt securities | $228,719,000 | 599 |
| 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 | $224,672,000 | 615 |
| U.S. Government securities | $95,448,000 | 988 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $95,448,000 | 945 |
| Securities issued by states & political subdivisions | $88,161,000 | 143 |
| Other domestic debt securities | $38,018,000 | 372 |
| 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 | $38,018,000 | 235 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,045,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,976,000 | 620 |
| Mortgage-backed securities | $88,350,000 | 706 |
| Certificates of participation in pools of residential mortgages | $88,350,000 | 506 |
| Issued or guaranteed by U.S. | $88,350,000 | 501 |
| 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) | $4,769,000 | 2,120 |
| Available-for-sale securities (fair market value) | $219,903,000 | 543 |
| Total debt securities | $221,629,000 | 601 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $217,007,000 | 625 |
| U.S. Government securities | $92,070,000 | 1,025 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $92,070,000 | 981 |
| Securities issued by states & political subdivisions | $84,670,000 | 146 |
| Other domestic debt securities | $36,978,000 | 382 |
| 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 | $36,978,000 | 247 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,289,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,062,000 | 641 |
| Mortgage-backed securities | $87,975,000 | 711 |
| Certificates of participation in pools of residential mortgages | $87,975,000 | 501 |
| Issued or guaranteed by U.S. | $87,975,000 | 495 |
| 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) | $5,005,000 | 2,124 |
| Available-for-sale securities (fair market value) | $212,002,000 | 547 |
| Total debt securities | $213,717,000 | 613 |
| 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 | $210,303,000 | 621 |
| U.S. Government securities | $82,079,000 | 1,109 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $82,079,000 | 1,060 |
| Securities issued by states & political subdivisions | $86,469,000 | 143 |
| Other domestic debt securities | $38,446,000 | 372 |
| 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 | $38,446,000 | 247 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,309,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,518,000 | 659 |
| Mortgage-backed securities | $77,455,000 | 750 |
| Certificates of participation in pools of residential mortgages | $77,455,000 | 515 |
| Issued or guaranteed by U.S. | $77,455,000 | 511 |
| 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) | $5,933,000 | 2,012 |
| Available-for-sale securities (fair market value) | $204,370,000 | 546 |
| Total debt securities | $206,994,000 | 610 |
| 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 | $179,205,000 | 664 |
| U.S. Government securities | $60,599,000 | 1,349 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $60,599,000 | 1,277 |
| Securities issued by states & political subdivisions | $74,861,000 | 160 |
| Other domestic debt securities | $41,334,000 | 365 |
| 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 | $41,334,000 | 234 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,411,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,044,000 | 595 |
| Mortgage-backed securities | $53,623,000 | 901 |
| Certificates of participation in pools of residential mortgages | $47,760,000 | 649 |
| Issued or guaranteed by U.S. | $47,760,000 | 643 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,863,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $5,863,000 | 1,604 |
| 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) | $6,009,000 | 2,077 |
| Available-for-sale securities (fair market value) | $173,196,000 | 573 |
| Total debt securities | $176,795,000 | 641 |
| 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 | $154,840,000 | 722 |
| U.S. Government securities | $73,366,000 | 1,113 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $73,366,000 | 1,046 |
| Securities issued by states & political subdivisions | $60,489,000 | 200 |
| Other domestic debt securities | $13,505,000 | 683 |
| 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 | $13,505,000 | 549 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,480,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,631,000 | 557 |
| Mortgage-backed securities | $56,417,000 | 722 |
| Certificates of participation in pools of residential mortgages | $47,136,000 | 556 |
| Issued or guaranteed by U.S. | $47,136,000 | 549 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,281,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $9,281,000 | 955 |
| 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) | $8,736,000 | 2,044 |
| Available-for-sale securities (fair market value) | $146,104,000 | 594 |
| Total debt securities | $147,360,000 | 724 |
| 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 | $133,314,000 | 879 |
| U.S. Government securities | $69,903,000 | 1,226 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $69,903,000 | 1,118 |
| Securities issued by states & political subdivisions | $57,934,000 | 210 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,477,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,014,000 | 553 |
| Mortgage-backed securities | $48,730,000 | 887 |
| Certificates of participation in pools of residential mortgages | $48,730,000 | 616 |
| Issued or guaranteed by U.S. | $48,730,000 | 607 |
| 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) | $11,563,000 | 1,952 |
| Available-for-sale securities (fair market value) | $121,751,000 | 738 |
| Total debt securities | $127,837,000 | 874 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $128,889,000 | 905 |
| U.S. Government securities | $70,712,000 | 1,251 |
| U.S. Treasury securities | $7,486,000 | 1,679 |
| U.S. Government agency obligations | $63,226,000 | 1,200 |
| Securities issued by states & political subdivisions | $55,761,000 | 210 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,416,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,225,000 | 689 |
| Mortgage-backed securities | $48,078,000 | 935 |
| Certificates of participation in pools of residential mortgages | $48,078,000 | 659 |
| Issued or guaranteed by U.S. | $48,078,000 | 651 |
| 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) | $13,985,000 | 1,834 |
| Available-for-sale securities (fair market value) | $114,904,000 | 767 |
| Total debt securities | $126,473,000 | 893 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $96,885,000 | 1,189 |
| U.S. Government securities | $58,307,000 | 1,556 |
| U.S. Treasury securities | $10,442,000 | 1,784 |
| U.S. Government agency obligations | $47,865,000 | 1,494 |
| Securities issued by states & political subdivisions | $37,191,000 | 303 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,387,000 | 1,871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,477,000 | 789 |
| Mortgage-backed securities | $31,015,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $31,015,000 | 912 |
| Issued or guaranteed by U.S. | $31,015,000 | 895 |
| 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) | $16,808,000 | 1,905 |
| Available-for-sale securities (fair market value) | $80,077,000 | 1,010 |
| Total debt securities | $95,498,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $100,055,000 | 1,188 |
| U.S. Government securities | $56,466,000 | 1,725 |
| U.S. Treasury securities | $3,341,000 | 4,788 |
| U.S. Government agency obligations | $53,125,000 | 1,370 |
| Securities issued by states & political subdivisions | $40,895,000 | 254 |
| Other domestic debt securities | $1,266,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $1,266,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,428,000 | 1,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,792,000 | 884 |
| Mortgage-backed securities | $36,864,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $35,598,000 | 872 |
| Issued or guaranteed by U.S. | $35,598,000 | 853 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,266,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $1,266,000 | 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) | $20,079,000 | 1,894 |
| Available-for-sale securities (fair market value) | $79,976,000 | 1,034 |
| Total debt securities | $98,627,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $87,170,000 | 1,436 |
| U.S. Government securities | $47,664,000 | 2,107 |
| U.S. Treasury securities | $5,176,000 | 4,447 |
| U.S. Government agency obligations | $42,488,000 | 1,667 |
| Securities issued by states & political subdivisions | $35,396,000 | 312 |
| Other domestic debt securities | $2,900,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $2,808,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,000 | 3,590 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,210,000 | 1,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,318,000 | 1,066 |
| Mortgage-backed securities | $39,191,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $36,383,000 | 870 |
| Issued or guaranteed by U.S. | $36,383,000 | 848 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,808,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $2,808,000 | 365 |
| 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) | $23,420,000 | 1,747 |
| Available-for-sale securities (fair market value) | $63,750,000 | 1,323 |
| Total debt securities | $85,960,000 | 1,408 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $79,254,000 | 1,638 |
| U.S. Government securities | $56,667,000 | 1,862 |
| U.S. Treasury securities | $5,583,000 | 5,183 |
| U.S. Government agency obligations | $51,084,000 | 1,372 |
| Securities issued by states & political subdivisions | $17,170,000 | 742 |
| Other domestic debt securities | $4,272,000 | 1,287 |
| Privately issued residential mortgage-backed securities | $4,028,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 3,545 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,145,000 | 1,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,867,000 | 1,157 |
| Mortgage-backed securities | $55,112,000 | 945 |
| Certificates of participation in pools of residential mortgages | $51,084,000 | 693 |
| Issued or guaranteed by U.S. | $51,084,000 | 675 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,028,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $4,028,000 | 326 |
| 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) | $27,793,000 | 2,614 |
| Available-for-sale securities (fair market value) | $51,461,000 | 1,103 |
| Total debt securities | $78,109,000 | 1,631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $85,559,000 | 1,606 |
| U.S. Government securities | $56,316,000 | 1,937 |
| U.S. Treasury securities | $1,704,000 | 8,900 |
| U.S. Government agency obligations | $54,612,000 | 1,326 |
| Securities issued by states & political subdivisions | $22,708,000 | 521 |
| Other domestic debt securities | $5,530,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $4,644,000 | 528 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $886,000 | 2,711 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,005,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,386,000 | 994 |
| Mortgage-backed securities | $59,256,000 | 983 |
| Certificates of participation in pools of residential mortgages | $56,125,000 | 664 |
| Issued or guaranteed by U.S. | $54,612,000 | 648 |
| Privately issued | $1,513,000 | 335 |
| Collaterized mortgage obligations | $3,131,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $3,131,000 | 444 |
| 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 | $84,554,000 | 1,577 |
| 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 | $73,361,000 | 1,834 |
| U.S. Government securities | $42,927,000 | 2,520 |
| U.S. Treasury securities | $3,712,000 | 6,838 |
| U.S. Government agency obligations | $39,215,000 | 1,723 |
| Securities issued by states & political subdivisions | $22,427,000 | 479 |
| Other domestic debt securities | $7,111,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $5,119,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,992,000 | 2,096 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $896,000 | 2,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,382,000 | 903 |
| Mortgage-backed securities | $44,334,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $40,854,000 | 871 |
| Issued or guaranteed by U.S. | $39,215,000 | 874 |
| Privately issued | $1,639,000 | 369 |
| Collaterized mortgage obligations | $3,480,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $3,480,000 | 607 |
| 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 | $72,465,000 | 1,811 |
| 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 |