Home > Frazer Bank > Securities
Frazer Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $72,283,000 | 2,122 |
| U.S. Government securities | $53,955,000 | 1,778 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $53,955,000 | 1,534 |
| Securities issued by states & political subdivisions | $14,332,000 | 2,130 |
| Other domestic debt securities | $3,996,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,996,000 | 1,069 |
| 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 | $42,759,000 | 1,605 |
| Mortgage-backed securities | $46,308,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,573,000 | 903 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,196 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $815,000 | 1,296 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $72,283,000 | 1,906 |
| Total debt securities | $72,273,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $918,000 | 827 |
| 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 | $71,082,000 | 2,107 |
| U.S. Government securities | $53,955,000 | 1,770 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $53,955,000 | 1,509 |
| Securities issued by states & political subdivisions | $13,144,000 | 2,194 |
| Other domestic debt securities | $3,983,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,983,000 | 1,056 |
| 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 | $53,472,000 | 1,369 |
| Mortgage-backed securities | $46,208,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,442,000 | 889 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,154 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $809,000 | 1,263 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $71,082,000 | 1,884 |
| Total debt securities | $71,080,000 | 2,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $75,232,000 | 2,091 |
| U.S. Government securities | $57,221,000 | 1,746 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $57,221,000 | 1,492 |
| Securities issued by states & political subdivisions | $14,047,000 | 2,195 |
| Other domestic debt securities | $3,964,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,964,000 | 1,073 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,396,000 | 1,305 |
| Mortgage-backed securities | $49,219,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,365,000 | 874 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 2,123 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $817,000 | 1,267 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $75,232,000 | 1,873 |
| Total debt securities | $75,232,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $93,604,000 | 1,895 |
| U.S. Government securities | $16,150,000 | 3,339 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,150,000 | 2,881 |
| Securities issued by states & political subdivisions | $29,732,000 | 1,453 |
| Other domestic debt securities | $47,722,000 | 430 |
| Privately issued residential mortgage-backed securities | $43,781,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,941,000 | 1,115 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,053,000 | 1,215 |
| Mortgage-backed securities | $51,514,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,796,000 | 2,553 |
| Privately issued | $43,781,000 | 21 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 2,136 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $824,000 | 1,289 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $93,604,000 | 1,670 |
| Total debt securities | $93,604,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $95,170,000 | 1,902 |
| U.S. Government securities | $61,755,000 | 1,761 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $61,755,000 | 1,429 |
| Securities issued by states & political subdivisions | $29,903,000 | 1,488 |
| Other domestic debt securities | $3,512,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,512,000 | 1,167 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,330,000 | 1,144 |
| Mortgage-backed securities | $56,141,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,010,000 | 874 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 2,139 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,951,000 | 778 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $95,170,000 | 1,680 |
| Total debt securities | $95,171,000 | 1,883 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $892,000 | 948 |
| 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 | $96,599,000 | 1,871 |
| U.S. Government securities | $63,570,000 | 1,748 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $63,570,000 | 1,408 |
| Securities issued by states & political subdivisions | $29,431,000 | 1,502 |
| Other domestic debt securities | $3,598,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,598,000 | 1,162 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,147,000 | 1,158 |
| Mortgage-backed securities | $57,861,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,345,000 | 867 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,263,000 | 2,135 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,253,000 | 758 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $96,599,000 | 1,653 |
| Total debt securities | $96,599,000 | 1,853 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $887,000 | 939 |
| 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 | $100,153,000 | 1,865 |
| U.S. Government securities | $66,475,000 | 1,708 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $66,475,000 | 1,399 |
| Securities issued by states & political subdivisions | $30,049,000 | 1,548 |
| Other domestic debt securities | $3,629,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,629,000 | 1,164 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,575,000 | 1,092 |
| Mortgage-backed securities | $60,316,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $54,346,000 | 884 |
| Issued or guaranteed by U.S. | $54,346,000 | 870 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,403,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,403,000 | 2,119 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,567,000 | 1,215 |
| Commercial mortgage pass-through securities | $4,567,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $100,153,000 | 1,680 |
| Total debt securities | $100,153,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $913,000 | 938 |
| 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 | $94,345,000 | 1,915 |
| U.S. Government securities | $62,413,000 | 1,732 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $62,413,000 | 1,468 |
| Securities issued by states & political subdivisions | $28,147,000 | 1,637 |
| Other domestic debt securities | $3,785,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,785,000 | 1,138 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,032,000 | 1,040 |
| Mortgage-backed securities | $56,922,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $50,051,000 | 954 |
| Issued or guaranteed by U.S. | $50,051,000 | 941 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,690,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,054 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,181,000 | 1,150 |
| Commercial mortgage pass-through securities | $5,181,000 | 695 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $94,345,000 | 1,765 |
| Total debt securities | $94,345,000 | 1,900 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $951,000 | 800 |
| 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 | $95,018,000 | 1,857 |
| U.S. Government securities | $64,889,000 | 1,593 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $64,889,000 | 1,412 |
| Securities issued by states & political subdivisions | $26,207,000 | 1,755 |
| Other domestic debt securities | $3,922,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,922,000 | 1,065 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,285,000 | 1,024 |
| Mortgage-backed securities | $58,627,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $50,944,000 | 945 |
| Issued or guaranteed by U.S. | $50,944,000 | 931 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,143,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,143,000 | 1,945 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,540,000 | 1,110 |
| Commercial mortgage pass-through securities | $5,540,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $95,018,000 | 1,727 |
| Total debt securities | $95,018,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $990,000 | 707 |
| 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 | $94,525,000 | 1,785 |
| U.S. Government securities | $65,302,000 | 1,521 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $65,302,000 | 1,379 |
| Securities issued by states & political subdivisions | $24,959,000 | 1,776 |
| Other domestic debt securities | $4,264,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,264,000 | 967 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,653,000 | 981 |
| Mortgage-backed securities | $58,884,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $50,218,000 | 915 |
| Issued or guaranteed by U.S. | $50,218,000 | 898 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,621,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,881 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,045,000 | 1,086 |
| Commercial mortgage pass-through securities | $6,045,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $94,525,000 | 1,665 |
| Total debt securities | $94,525,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $83,168,000 | 1,881 |
| U.S. Government securities | $62,120,000 | 1,506 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $62,120,000 | 1,369 |
| Securities issued by states & political subdivisions | $17,934,000 | 2,107 |
| Other domestic debt securities | $3,114,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,114,000 | 1,030 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,498,000 | 1,075 |
| Mortgage-backed securities | $56,219,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $46,648,000 | 941 |
| Issued or guaranteed by U.S. | $46,648,000 | 920 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,325,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $3,325,000 | 1,730 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,246,000 | 1,046 |
| Commercial mortgage pass-through securities | $6,246,000 | 634 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $83,168,000 | 1,756 |
| Total debt securities | $83,168,000 | 1,864 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $51,872,000 | 2,391 |
| U.S. Government securities | $39,611,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $39,611,000 | 1,772 |
| Securities issued by states & political subdivisions | $10,200,000 | 2,630 |
| Other domestic debt securities | $2,061,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,061,000 | 1,108 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,018,000 | 1,289 |
| Mortgage-backed securities | $35,561,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $24,535,000 | 1,396 |
| Issued or guaranteed by U.S. | $24,535,000 | 1,358 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,462,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $4,462,000 | 1,533 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,564,000 | 998 |
| Commercial mortgage pass-through securities | $6,564,000 | 596 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $51,872,000 | 2,244 |
| Total debt securities | $51,872,000 | 2,374 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $55,397,000 | 2,166 |
| U.S. Government securities | $43,823,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $43,823,000 | 1,559 |
| Securities issued by states & political subdivisions | $10,982,000 | 2,524 |
| Other domestic debt securities | $592,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $592,000 | 1,434 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,220,000 | 1,173 |
| Mortgage-backed securities | $39,339,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $26,678,000 | 1,210 |
| Issued or guaranteed by U.S. | $26,678,000 | 1,186 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,835,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $5,835,000 | 1,377 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,826,000 | 941 |
| Commercial mortgage pass-through securities | $6,826,000 | 545 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $55,397,000 | 2,033 |
| Total debt securities | $55,397,000 | 2,150 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $59,865,000 | 1,970 |
| U.S. Government securities | $48,297,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $48,297,000 | 1,406 |
| Securities issued by states & political subdivisions | $11,018,000 | 2,388 |
| Other domestic debt securities | $550,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $550,000 | 1,412 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,267,000 | 1,051 |
| Mortgage-backed securities | $43,649,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $28,967,000 | 1,098 |
| Issued or guaranteed by U.S. | $28,967,000 | 1,070 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,414,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $7,414,000 | 1,263 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $7,268,000 | 894 |
| Commercial mortgage pass-through securities | $7,268,000 | 516 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $59,865,000 | 1,847 |
| Total debt securities | $59,865,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $65,425,000 | 1,799 |
| U.S. Government securities | $53,046,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $53,046,000 | 1,285 |
| Securities issued by states & political subdivisions | $11,869,000 | 2,252 |
| Other domestic debt securities | $510,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $510,000 | 1,389 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,013,000 | 979 |
| Mortgage-backed securities | $48,198,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $31,692,000 | 992 |
| Issued or guaranteed by U.S. | $31,692,000 | 966 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,151,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $9,151,000 | 1,169 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $7,355,000 | 863 |
| Commercial mortgage pass-through securities | $7,355,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $65,425,000 | 1,678 |
| Total debt securities | $65,425,000 | 1,779 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $68,878,000 | 1,668 |
| U.S. Government securities | $56,216,000 | 1,300 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $56,216,000 | 1,233 |
| Securities issued by states & political subdivisions | $12,011,000 | 2,121 |
| Other domestic debt securities | $651,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $651,000 | 1,272 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,024,000 | 896 |
| Mortgage-backed securities | $51,152,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $32,845,000 | 974 |
| Issued or guaranteed by U.S. | $32,845,000 | 948 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,443,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $10,443,000 | 1,106 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,864,000 | 826 |
| Commercial mortgage pass-through securities | $7,864,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $68,878,000 | 1,546 |
| Total debt securities | $68,878,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $74,722,000 | 1,574 |
| U.S. Government securities | $59,444,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $59,444,000 | 1,199 |
| Securities issued by states & political subdivisions | $14,651,000 | 1,889 |
| Other domestic debt securities | $627,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $627,000 | 1,237 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,301,000 | 840 |
| Mortgage-backed securities | $53,849,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $34,491,000 | 901 |
| Issued or guaranteed by U.S. | $34,491,000 | 882 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,280,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $11,280,000 | 1,076 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $8,078,000 | 793 |
| Commercial mortgage pass-through securities | $8,078,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $74,722,000 | 1,456 |
| Total debt securities | $74,722,000 | 1,560 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $95,851,000 | 1,307 |
| U.S. Government securities | $63,313,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $63,313,000 | 1,136 |
| Securities issued by states & political subdivisions | $26,939,000 | 1,205 |
| Other domestic debt securities | $5,599,000 | 844 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,599,000 | 570 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,135,000 | 809 |
| Mortgage-backed securities | $57,338,000 | 988 |
| Certificates of participation in pools of residential mortgages | $36,124,000 | 847 |
| Issued or guaranteed by U.S. | $36,124,000 | 824 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,428,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $12,428,000 | 1,023 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,786,000 | 757 |
| Commercial mortgage pass-through securities | $8,786,000 | 450 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $95,851,000 | 1,194 |
| Total debt securities | $95,851,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $101,303,000 | 1,257 |
| U.S. Government securities | $66,411,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $66,411,000 | 1,115 |
| Securities issued by states & political subdivisions | $27,311,000 | 1,212 |
| Other domestic debt securities | $6,582,000 | 779 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,582,000 | 533 |
| Foreign debt securities | $999,000 | 191 |
| 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 | $66,258,000 | 780 |
| Mortgage-backed securities | $60,032,000 | 944 |
| Certificates of participation in pools of residential mortgages | $37,752,000 | 814 |
| Issued or guaranteed by U.S. | $37,752,000 | 808 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,269,000 | 994 |
| CMOs issued by government agencies or sponsored agencies | $13,269,000 | 959 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,011,000 | 727 |
| Commercial mortgage pass-through securities | $9,011,000 | 451 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $101,303,000 | 1,141 |
| Total debt securities | $101,303,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $107,741,000 | 1,206 |
| U.S. Government securities | $71,337,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $71,337,000 | 1,066 |
| Securities issued by states & political subdivisions | $28,828,000 | 1,203 |
| Other domestic debt securities | $6,582,000 | 773 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,582,000 | 534 |
| Foreign debt securities | $994,000 | 197 |
| 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 | $71,209,000 | 741 |
| Mortgage-backed securities | $64,690,000 | 888 |
| Certificates of participation in pools of residential mortgages | $41,343,000 | 764 |
| Issued or guaranteed by U.S. | $41,343,000 | 758 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,886,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $13,886,000 | 923 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,461,000 | 661 |
| Commercial mortgage pass-through securities | $9,461,000 | 419 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $107,741,000 | 1,079 |
| Total debt securities | $107,741,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $113,089,000 | 1,161 |
| U.S. Government securities | $73,310,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $73,310,000 | 1,057 |
| Securities issued by states & political subdivisions | $32,430,000 | 1,090 |
| Other domestic debt securities | $6,376,000 | 765 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,376,000 | 542 |
| Foreign debt securities | $973,000 | 208 |
| 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 | $70,964,000 | 747 |
| Mortgage-backed securities | $66,330,000 | 864 |
| Certificates of participation in pools of residential mortgages | $42,353,000 | 759 |
| Issued or guaranteed by U.S. | $42,353,000 | 755 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,334,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $14,334,000 | 895 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,643,000 | 639 |
| Commercial mortgage pass-through securities | $9,643,000 | 396 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $113,089,000 | 1,040 |
| Total debt securities | $113,089,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $129,579,000 | 1,024 |
| U.S. Government securities | $78,529,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $78,529,000 | 1,000 |
| Securities issued by states & political subdivisions | $43,367,000 | 829 |
| Other domestic debt securities | $6,686,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,686,000 | 517 |
| Foreign debt securities | $997,000 | 187 |
| 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 | $77,024,000 | 696 |
| Mortgage-backed securities | $71,327,000 | 812 |
| Certificates of participation in pools of residential mortgages | $44,687,000 | 734 |
| Issued or guaranteed by U.S. | $44,687,000 | 731 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,707,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $15,707,000 | 830 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $10,933,000 | 586 |
| Commercial mortgage pass-through securities | $10,933,000 | 368 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $129,579,000 | 910 |
| Total debt securities | $129,579,000 | 1,011 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $148,159,000 | 922 |
| U.S. Government securities | $99,174,000 | 871 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $99,174,000 | 827 |
| Securities issued by states & political subdivisions | $44,313,000 | 835 |
| Other domestic debt securities | $3,674,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,674,000 | 708 |
| Foreign debt securities | $998,000 | 187 |
| 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 | $99,964,000 | 582 |
| Mortgage-backed securities | $99,174,000 | 642 |
| Certificates of participation in pools of residential mortgages | $63,028,000 | 589 |
| Issued or guaranteed by U.S. | $63,028,000 | 582 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $16,829,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $16,829,000 | 785 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $19,317,000 | 420 |
| Commercial mortgage pass-through securities | $19,317,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $148,159,000 | 814 |
| Total debt securities | $148,159,000 | 912 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $145,880,000 | 950 |
| U.S. Government securities | $103,430,000 | 855 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $103,430,000 | 816 |
| Securities issued by states & political subdivisions | $42,450,000 | 898 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $104,137,000 | 574 |
| Mortgage-backed securities | $83,232,000 | 733 |
| Certificates of participation in pools of residential mortgages | $68,449,000 | 563 |
| Issued or guaranteed by U.S. | $68,449,000 | 563 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,830,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $13,830,000 | 890 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $953,000 | 1,245 |
| Commercial mortgage pass-through securities | $953,000 | 832 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $145,880,000 | 833 |
| Total debt securities | $145,880,000 | 939 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $144,512,000 | 972 |
| U.S. Government securities | $99,443,000 | 879 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $99,443,000 | 843 |
| Securities issued by states & political subdivisions | $45,069,000 | 885 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $99,865,000 | 606 |
| Mortgage-backed securities | $80,133,000 | 759 |
| Certificates of participation in pools of residential mortgages | $67,516,000 | 569 |
| Issued or guaranteed by U.S. | $67,516,000 | 569 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,634,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $11,634,000 | 1,009 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $983,000 | 1,221 |
| Commercial mortgage pass-through securities | $983,000 | 821 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $144,512,000 | 855 |
| Total debt securities | $144,512,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $155,069,000 | 917 |
| U.S. Government securities | $106,370,000 | 847 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $106,370,000 | 806 |
| Securities issued by states & political subdivisions | $48,699,000 | 823 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $107,086,000 | 566 |
| Mortgage-backed securities | $85,922,000 | 718 |
| Certificates of participation in pools of residential mortgages | $72,479,000 | 543 |
| Issued or guaranteed by U.S. | $72,479,000 | 543 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,442,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $12,442,000 | 969 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,001,000 | 1,191 |
| Commercial mortgage pass-through securities | $1,001,000 | 807 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $155,069,000 | 796 |
| Total debt securities | $155,069,000 | 903 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $161,253,000 | 894 |
| U.S. Government securities | $110,666,000 | 825 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $110,666,000 | 786 |
| Securities issued by states & political subdivisions | $50,587,000 | 798 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $111,385,000 | 552 |
| Mortgage-backed securities | $89,606,000 | 708 |
| Certificates of participation in pools of residential mortgages | $75,319,000 | 541 |
| Issued or guaranteed by U.S. | $75,319,000 | 541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,278,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $13,278,000 | 922 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,009,000 | 1,148 |
| Commercial mortgage pass-through securities | $1,009,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $161,253,000 | 776 |
| Total debt securities | $161,253,000 | 882 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $146,488,000 | 988 |
| U.S. Government securities | $101,918,000 | 909 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $101,918,000 | 871 |
| Securities issued by states & political subdivisions | $44,570,000 | 929 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $98,333,000 | 632 |
| Mortgage-backed securities | $87,410,000 | 740 |
| Certificates of participation in pools of residential mortgages | $74,218,000 | 557 |
| Issued or guaranteed by U.S. | $74,218,000 | 556 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,201,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $12,201,000 | 972 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $991,000 | 1,133 |
| Commercial mortgage pass-through securities | $991,000 | 765 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $146,488,000 | 864 |
| Total debt securities | $146,488,000 | 976 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $128,095,000 | 1,099 |
| U.S. Government securities | $89,182,000 | 996 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $89,182,000 | 956 |
| Securities issued by states & political subdivisions | $38,913,000 | 1,045 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $89,856,000 | 667 |
| Mortgage-backed securities | $78,276,000 | 792 |
| Certificates of participation in pools of residential mortgages | $67,630,000 | 595 |
| Issued or guaranteed by U.S. | $67,630,000 | 595 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,661,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $9,661,000 | 1,101 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $985,000 | 1,110 |
| Commercial mortgage pass-through securities | $985,000 | 745 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $128,095,000 | 965 |
| Total debt securities | $128,095,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $128,136,000 | 1,092 |
| U.S. Government securities | $93,188,000 | 951 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $93,188,000 | 906 |
| Securities issued by states & political subdivisions | $34,948,000 | 1,149 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $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 | $93,869,000 | 639 |
| Mortgage-backed securities | $82,479,000 | 770 |
| Certificates of participation in pools of residential mortgages | $70,380,000 | 575 |
| Issued or guaranteed by U.S. | $70,380,000 | 575 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,047,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $11,047,000 | 1,042 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,052,000 | 1,025 |
| Commercial mortgage pass-through securities | $1,052,000 | 663 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $128,136,000 | 962 |
| Total debt securities | $128,136,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $134,579,000 | 1,064 |
| U.S. Government securities | $98,702,000 | 926 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $98,702,000 | 882 |
| Securities issued by states & political subdivisions | $35,877,000 | 1,121 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $99,378,000 | 611 |
| Mortgage-backed securities | $87,831,000 | 716 |
| Certificates of participation in pools of residential mortgages | $74,432,000 | 542 |
| Issued or guaranteed by U.S. | $74,432,000 | 542 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,345,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $12,345,000 | 977 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,054,000 | 968 |
| Commercial mortgage pass-through securities | $1,054,000 | 623 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $134,579,000 | 939 |
| Total debt securities | $134,579,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $132,879,000 | 1,081 |
| U.S. Government securities | $96,095,000 | 973 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $96,095,000 | 925 |
| Securities issued by states & political subdivisions | $36,784,000 | 1,084 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $95,889,000 | 646 |
| Mortgage-backed securities | $85,566,000 | 731 |
| Certificates of participation in pools of residential mortgages | $72,569,000 | 560 |
| Issued or guaranteed by U.S. | $72,569,000 | 559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,959,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $11,959,000 | 1,004 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,038,000 | 946 |
| Commercial mortgage pass-through securities | $1,038,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $132,879,000 | 956 |
| Total debt securities | $132,879,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $130,004,000 | 1,103 |
| U.S. Government securities | $95,680,000 | 969 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $95,680,000 | 926 |
| Securities issued by states & political subdivisions | $34,324,000 | 1,155 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $95,429,000 | 637 |
| Mortgage-backed securities | $85,064,000 | 735 |
| Certificates of participation in pools of residential mortgages | $72,528,000 | 569 |
| Issued or guaranteed by U.S. | $72,528,000 | 568 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,523,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $11,523,000 | 1,035 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,013,000 | 909 |
| Commercial mortgage pass-through securities | $1,013,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $130,004,000 | 969 |
| Total debt securities | $130,004,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $140,907,000 | 1,025 |
| U.S. Government securities | $102,103,000 | 930 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $102,103,000 | 892 |
| Securities issued by states & political subdivisions | $38,804,000 | 1,035 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $99,847,000 | 618 |
| Mortgage-backed securities | $92,608,000 | 680 |
| Certificates of participation in pools of residential mortgages | $78,930,000 | 526 |
| Issued or guaranteed by U.S. | $78,930,000 | 525 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,651,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $12,651,000 | 1,002 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,027,000 | 876 |
| Commercial mortgage pass-through securities | $1,027,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $140,907,000 | 899 |
| Total debt securities | $140,907,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $140,612,000 | 1,049 |
| U.S. Government securities | $103,874,000 | 939 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $103,874,000 | 898 |
| Securities issued by states & political subdivisions | $36,738,000 | 1,058 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $94,113,000 | 668 |
| Mortgage-backed securities | $94,309,000 | 694 |
| Certificates of participation in pools of residential mortgages | $80,302,000 | 528 |
| Issued or guaranteed by U.S. | $80,302,000 | 528 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,007,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $14,007,000 | 981 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $140,612,000 | 921 |
| Total debt securities | $140,612,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $139,963,000 | 1,058 |
| U.S. Government securities | $104,586,000 | 941 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $104,586,000 | 902 |
| Securities issued by states & political subdivisions | $35,377,000 | 1,085 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $89,382,000 | 704 |
| Mortgage-backed securities | $94,510,000 | 691 |
| Certificates of participation in pools of residential mortgages | $80,765,000 | 531 |
| Issued or guaranteed by U.S. | $80,765,000 | 531 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,745,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $13,745,000 | 1,029 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $139,963,000 | 923 |
| Total debt securities | $139,963,000 | 1,047 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $124,954,000 | 1,186 |
| U.S. Government securities | $92,964,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $92,964,000 | 1,007 |
| Securities issued by states & political subdivisions | $31,990,000 | 1,205 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $86,640,000 | 717 |
| Mortgage-backed securities | $88,185,000 | 749 |
| Certificates of participation in pools of residential mortgages | $75,887,000 | 575 |
| Issued or guaranteed by U.S. | $75,887,000 | 573 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,298,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $12,298,000 | 1,129 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $124,954,000 | 1,044 |
| Total debt securities | $124,954,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $132,241,000 | 1,140 |
| U.S. Government securities | $101,550,000 | 990 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $101,550,000 | 945 |
| Securities issued by states & political subdivisions | $30,691,000 | 1,261 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $88,876,000 | 698 |
| Mortgage-backed securities | $96,781,000 | 702 |
| Certificates of participation in pools of residential mortgages | $83,383,000 | 539 |
| Issued or guaranteed by U.S. | $83,383,000 | 539 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,398,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $13,398,000 | 1,087 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $132,241,000 | 998 |
| Total debt securities | $132,241,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $137,076,000 | 1,109 |
| U.S. Government securities | $108,186,000 | 939 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $108,186,000 | 905 |
| Securities issued by states & political subdivisions | $28,890,000 | 1,344 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $94,877,000 | 668 |
| Mortgage-backed securities | $103,355,000 | 672 |
| Certificates of participation in pools of residential mortgages | $88,785,000 | 520 |
| Issued or guaranteed by U.S. | $88,785,000 | 520 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,570,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $14,570,000 | 1,049 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $137,076,000 | 972 |
| Total debt securities | $137,076,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $141,934,000 | 1,084 |
| U.S. Government securities | $113,215,000 | 913 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $113,215,000 | 877 |
| Securities issued by states & political subdivisions | $28,719,000 | 1,337 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $99,099,000 | 646 |
| Mortgage-backed securities | $108,371,000 | 634 |
| Certificates of participation in pools of residential mortgages | $92,822,000 | 506 |
| Issued or guaranteed by U.S. | $92,822,000 | 505 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,549,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $15,549,000 | 1,016 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $141,934,000 | 950 |
| Total debt securities | $141,934,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $151,611,000 | 1,011 |
| U.S. Government securities | $122,947,000 | 846 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $122,947,000 | 817 |
| Securities issued by states & political subdivisions | $28,664,000 | 1,354 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $101,187,000 | 636 |
| Mortgage-backed securities | $117,973,000 | 591 |
| Certificates of participation in pools of residential mortgages | $101,361,000 | 437 |
| Issued or guaranteed by U.S. | $101,361,000 | 436 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,612,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $16,612,000 | 974 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $151,611,000 | 879 |
| Total debt securities | $151,611,000 | 1,001 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $164,991,000 | 940 |
| U.S. Government securities | $138,003,000 | 745 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $138,003,000 | 716 |
| Securities issued by states & political subdivisions | $26,988,000 | 1,413 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $101,253,000 | 621 |
| Mortgage-backed securities | $134,037,000 | 533 |
| Certificates of participation in pools of residential mortgages | $111,002,000 | 400 |
| Issued or guaranteed by U.S. | $111,002,000 | 399 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,035,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $23,035,000 | 798 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $164,991,000 | 819 |
| Total debt securities | $164,991,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $165,927,000 | 933 |
| U.S. Government securities | $139,702,000 | 744 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $139,702,000 | 718 |
| Securities issued by states & political subdivisions | $26,225,000 | 1,443 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $101,982,000 | 608 |
| Mortgage-backed securities | $136,248,000 | 526 |
| Certificates of participation in pools of residential mortgages | $111,251,000 | 408 |
| Issued or guaranteed by U.S. | $111,251,000 | 407 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,997,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $24,997,000 | 771 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $165,927,000 | 825 |
| Total debt securities | $165,927,000 | 920 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $173,367,000 | 898 |
| U.S. Government securities | $149,201,000 | 710 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $149,201,000 | 684 |
| Securities issued by states & political subdivisions | $24,166,000 | 1,539 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $104,630,000 | 596 |
| Mortgage-backed securities | $149,201,000 | 507 |
| Certificates of participation in pools of residential mortgages | $120,215,000 | 375 |
| Issued or guaranteed by U.S. | $120,215,000 | 374 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $28,986,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $28,986,000 | 727 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $173,367,000 | 802 |
| Total debt securities | $173,367,000 | 888 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $177,536,000 | 857 |
| U.S. Government securities | $155,839,000 | 666 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $155,839,000 | 642 |
| Securities issued by states & political subdivisions | $21,697,000 | 1,670 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $109,454,000 | 581 |
| Mortgage-backed securities | $155,839,000 | 484 |
| Certificates of participation in pools of residential mortgages | $123,637,000 | 370 |
| Issued or guaranteed by U.S. | $123,637,000 | 368 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $32,202,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $32,202,000 | 672 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $177,536,000 | 762 |
| Total debt securities | $177,536,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $191,527,000 | 799 |
| U.S. Government securities | $172,044,000 | 619 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $172,044,000 | 600 |
| Securities issued by states & political subdivisions | $19,483,000 | 1,794 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $107,451,000 | 590 |
| Mortgage-backed securities | $172,044,000 | 477 |
| Certificates of participation in pools of residential mortgages | $137,003,000 | 360 |
| Issued or guaranteed by U.S. | $137,003,000 | 359 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $35,041,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $35,041,000 | 668 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $191,527,000 | 716 |
| Total debt securities | $191,527,000 | 787 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $198,945,000 | 764 |
| U.S. Government securities | $182,364,000 | 598 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $182,364,000 | 576 |
| Securities issued by states & political subdivisions | $16,581,000 | 1,994 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $100,260,000 | 634 |
| Mortgage-backed securities | $182,364,000 | 461 |
| Certificates of participation in pools of residential mortgages | $145,014,000 | 347 |
| Issued or guaranteed by U.S. | $145,014,000 | 346 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,350,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $37,350,000 | 637 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $198,945,000 | 683 |
| Total debt securities | $198,945,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $202,063,000 | 772 |
| U.S. Government securities | $189,409,000 | 595 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $189,409,000 | 575 |
| Securities issued by states & political subdivisions | $12,654,000 | 2,341 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $93,563,000 | 682 |
| Mortgage-backed securities | $189,409,000 | 452 |
| Certificates of participation in pools of residential mortgages | $150,071,000 | 346 |
| Issued or guaranteed by U.S. | $150,071,000 | 345 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $39,338,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $39,338,000 | 641 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $202,063,000 | 693 |
| Total debt securities | $202,063,000 | 764 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $207,644,000 | 731 |
| U.S. Government securities | $197,198,000 | 553 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $197,198,000 | 532 |
| Securities issued by states & political subdivisions | $10,446,000 | 2,570 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $102,715,000 | 574 |
| Mortgage-backed securities | $196,751,000 | 418 |
| Certificates of participation in pools of residential mortgages | $161,429,000 | 307 |
| Issued or guaranteed by U.S. | $161,429,000 | 306 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $35,322,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $35,322,000 | 657 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $207,644,000 | 649 |
| Total debt securities | $207,644,000 | 721 |
| Structured notes | ||
| Amortized cost | $446,000 | 2,759 |
| Fair value | $447,000 | 2,755 |
| 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 | $211,269,000 | 696 |
| U.S. Government securities | $204,665,000 | 528 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $204,665,000 | 506 |
| Securities issued by states & political subdivisions | $6,604,000 | 3,155 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $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 | $109,962,000 | 540 |
| Mortgage-backed securities | $204,184,000 | 392 |
| Certificates of participation in pools of residential mortgages | $174,780,000 | 273 |
| Issued or guaranteed by U.S. | $174,780,000 | 270 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $29,404,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $29,404,000 | 711 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $211,269,000 | 614 |
| Total debt securities | $211,269,000 | 685 |
| Structured notes | ||
| Amortized cost | $476,000 | 2,808 |
| Fair value | $481,000 | 2,803 |
| 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 | $191,716,000 | 775 |
| U.S. Government securities | $185,086,000 | 569 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $185,086,000 | 549 |
| Securities issued by states & political subdivisions | $6,630,000 | 3,107 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $79,920,000 | 698 |
| Mortgage-backed securities | $184,578,000 | 414 |
| Certificates of participation in pools of residential mortgages | $159,972,000 | 287 |
| Issued or guaranteed by U.S. | $159,972,000 | 285 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,606,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $24,606,000 | 781 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $191,716,000 | 681 |
| Total debt securities | $191,716,000 | 761 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,924 |
| Fair value | $508,000 | 2,827 |
| 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 | $188,685,000 | 773 |
| U.S. Government securities | $181,953,000 | 572 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $181,953,000 | 548 |
| Securities issued by states & political subdivisions | $6,732,000 | 3,028 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $81,989,000 | 685 |
| Mortgage-backed securities | $181,413,000 | 407 |
| Certificates of participation in pools of residential mortgages | $162,738,000 | 285 |
| Issued or guaranteed by U.S. | $162,738,000 | 284 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,675,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $18,675,000 | 919 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $188,685,000 | 681 |
| Total debt securities | $188,685,000 | 761 |
| Structured notes | ||
| Amortized cost | $526,000 | 2,854 |
| Fair value | $540,000 | 2,848 |
| 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 | $183,105,000 | 768 |
| U.S. Government securities | $176,455,000 | 569 |
| U.S. Treasury securities | $5,000,000 | 510 |
| U.S. Government agency obligations | $171,455,000 | 562 |
| Securities issued by states & political subdivisions | $6,650,000 | 3,043 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $79,344,000 | 692 |
| Mortgage-backed securities | $170,867,000 | 420 |
| Certificates of participation in pools of residential mortgages | $157,327,000 | 274 |
| Issued or guaranteed by U.S. | $157,327,000 | 272 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,540,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $13,540,000 | 1,075 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $183,105,000 | 681 |
| Total debt securities | $183,105,000 | 755 |
| Structured notes | ||
| Amortized cost | $570,000 | 2,707 |
| Fair value | $588,000 | 2,705 |
| 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 | $190,572,000 | 719 |
| U.S. Government securities | $184,279,000 | 516 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $184,279,000 | 494 |
| Securities issued by states & political subdivisions | $5,862,000 | 3,141 |
| Other domestic debt securities | $431,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $431,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $77,492,000 | 707 |
| Mortgage-backed securities | $184,062,000 | 378 |
| Certificates of participation in pools of residential mortgages | $179,066,000 | 231 |
| Issued or guaranteed by U.S. | $179,066,000 | 228 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,996,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,819 |
| Privately issued | $431,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $190,572,000 | 629 |
| Total debt securities | $190,572,000 | 707 |
| Structured notes | ||
| Amortized cost | $624,000 | 2,738 |
| Fair value | $648,000 | 2,733 |
| 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 | $188,796,000 | 714 |
| U.S. Government securities | $183,045,000 | 534 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $183,045,000 | 508 |
| Securities issued by states & political subdivisions | $5,325,000 | 3,191 |
| Other domestic debt securities | $426,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $426,000 | 1,220 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $71,537,000 | 762 |
| Mortgage-backed securities | $182,776,000 | 369 |
| Certificates of participation in pools of residential mortgages | $181,148,000 | 228 |
| Issued or guaranteed by U.S. | $181,148,000 | 225 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,628,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,202,000 | 2,514 |
| Privately issued | $426,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $188,796,000 | 621 |
| Total debt securities | $188,796,000 | 703 |
| Structured notes | ||
| Amortized cost | $669,000 | 2,806 |
| Fair value | $695,000 | 2,799 |
| 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 | $188,092,000 | 712 |
| U.S. Government securities | $181,390,000 | 529 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $181,390,000 | 506 |
| Securities issued by states & political subdivisions | $4,986,000 | 3,255 |
| Other domestic debt securities | $1,716,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $1,716,000 | 911 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $76,131,000 | 739 |
| Mortgage-backed securities | $182,379,000 | 389 |
| Certificates of participation in pools of residential mortgages | $179,324,000 | 247 |
| Issued or guaranteed by U.S. | $179,324,000 | 245 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,055,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,405 |
| Privately issued | $1,716,000 | 874 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $188,092,000 | 617 |
| Total debt securities | $188,092,000 | 700 |
| Structured notes | ||
| Amortized cost | $701,000 | 2,572 |
| Fair value | $727,000 | 2,562 |
| 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 | $178,803,000 | 728 |
| U.S. Government securities | $171,246,000 | 545 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $171,246,000 | 527 |
| Securities issued by states & political subdivisions | $5,716,000 | 3,065 |
| Other domestic debt securities | $1,841,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $1,841,000 | 917 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $75,163,000 | 748 |
| Mortgage-backed securities | $172,307,000 | 413 |
| Certificates of participation in pools of residential mortgages | $168,937,000 | 262 |
| Issued or guaranteed by U.S. | $168,937,000 | 260 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,370,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,529,000 | 2,314 |
| Privately issued | $1,841,000 | 878 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $178,803,000 | 631 |
| Total debt securities | $178,803,000 | 717 |
| Structured notes | ||
| Amortized cost | $756,000 | 2,292 |
| Fair value | $780,000 | 2,280 |
| 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 | $176,429,000 | 735 |
| U.S. Government securities | $169,192,000 | 543 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $169,192,000 | 522 |
| Securities issued by states & political subdivisions | $5,290,000 | 3,158 |
| Other domestic debt securities | $1,947,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $1,947,000 | 956 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $79,362,000 | 713 |
| Mortgage-backed securities | $170,323,000 | 434 |
| Certificates of participation in pools of residential mortgages | $166,710,000 | 279 |
| Issued or guaranteed by U.S. | $166,710,000 | 276 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,613,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 2,234 |
| Privately issued | $1,947,000 | 917 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $176,429,000 | 627 |
| Total debt securities | $176,429,000 | 721 |
| Structured notes | ||
| Amortized cost | $791,000 | 1,849 |
| Fair value | $817,000 | 1,824 |
| 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 | $174,158,000 | 731 |
| U.S. Government securities | $167,731,000 | 536 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $167,731,000 | 518 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,406 |
| Other domestic debt securities | $2,031,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $2,031,000 | 967 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $86,040,000 | 657 |
| Mortgage-backed securities | $168,901,000 | 433 |
| Certificates of participation in pools of residential mortgages | $166,791,000 | 281 |
| Issued or guaranteed by U.S. | $166,791,000 | 277 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,110,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,214 |
| Privately issued | $2,031,000 | 928 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $174,158,000 | 625 |
| Total debt securities | $174,158,000 | 715 |
| Structured notes | ||
| Amortized cost | $840,000 | 1,359 |
| Fair value | $861,000 | 1,354 |
| 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 | $182,234,000 | 681 |
| U.S. Government securities | $174,829,000 | 510 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $174,829,000 | 497 |
| Securities issued by states & political subdivisions | $5,412,000 | 3,038 |
| Other domestic debt securities | $1,993,000 | 1,881 |
| Privately issued residential mortgage-backed securities | $1,993,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $85,212,000 | 695 |
| Mortgage-backed securities | $175,883,000 | 428 |
| Certificates of participation in pools of residential mortgages | $173,808,000 | 291 |
| Issued or guaranteed by U.S. | $173,808,000 | 285 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,075,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,219 |
| Privately issued | $1,993,000 | 964 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $182,234,000 | 579 |
| Total debt securities | $182,234,000 | 667 |
| Structured notes | ||
| Amortized cost | $917,000 | 1,075 |
| Fair value | $939,000 | 1,054 |
| 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 | $178,270,000 | 683 |
| U.S. Government securities | $170,754,000 | 517 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $170,754,000 | 502 |
| Securities issued by states & political subdivisions | $5,399,000 | 3,021 |
| Other domestic debt securities | $2,117,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $2,117,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $90,468,000 | 645 |
| Mortgage-backed securities | $171,888,000 | 414 |
| Certificates of participation in pools of residential mortgages | $169,625,000 | 284 |
| Issued or guaranteed by U.S. | $169,625,000 | 279 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,263,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,147 |
| Privately issued | $2,117,000 | 901 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $178,270,000 | 579 |
| Total debt securities | $178,270,000 | 674 |
| Structured notes | ||
| Amortized cost | $968,000 | 1,118 |
| Fair value | $982,000 | 1,101 |
| 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 | $169,452,000 | 700 |
| U.S. Government securities | $161,858,000 | 528 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $161,858,000 | 516 |
| Securities issued by states & political subdivisions | $5,376,000 | 2,989 |
| Other domestic debt securities | $2,218,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $2,218,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $87,614,000 | 653 |
| Mortgage-backed securities | $163,107,000 | 415 |
| Certificates of participation in pools of residential mortgages | $160,736,000 | 281 |
| Issued or guaranteed by U.S. | $160,736,000 | 276 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,371,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,054 |
| Privately issued | $2,218,000 | 890 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $169,452,000 | 593 |
| Total debt securities | $169,452,000 | 688 |
| Structured notes | ||
| Amortized cost | $986,000 | 1,074 |
| Fair value | $969,000 | 1,059 |
| 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 | $167,569,000 | 714 |
| U.S. Government securities | $159,525,000 | 531 |
| U.S. Treasury securities | $1,499,000 | 552 |
| U.S. Government agency obligations | $158,026,000 | 526 |
| Securities issued by states & political subdivisions | $5,754,000 | 2,911 |
| Other domestic debt securities | $2,290,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $2,290,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $89,674,000 | 621 |
| Mortgage-backed securities | $159,321,000 | 426 |
| Certificates of participation in pools of residential mortgages | $156,869,000 | 293 |
| Issued or guaranteed by U.S. | $156,869,000 | 288 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,452,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,065 |
| Privately issued | $2,290,000 | 867 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $167,569,000 | 605 |
| Total debt securities | $167,569,000 | 695 |
| Structured notes | ||
| Amortized cost | $1,009,000 | 971 |
| Fair value | $995,000 | 1,072 |
| 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 | $170,679,000 | 702 |
| U.S. Government securities | $165,279,000 | 517 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $165,279,000 | 507 |
| Securities issued by states & political subdivisions | $4,056,000 | 3,419 |
| Other domestic debt securities | $1,344,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $79,369,000 | 685 |
| Mortgage-backed securities | $165,581,000 | 401 |
| Certificates of participation in pools of residential mortgages | $164,061,000 | 278 |
| Issued or guaranteed by U.S. | $164,061,000 | 272 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,520,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,030 |
| Privately issued | $1,344,000 | 985 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $170,679,000 | 602 |
| Total debt securities | $170,679,000 | 682 |
| Structured notes | ||
| Amortized cost | $1,036,000 | 1,036 |
| Fair value | $1,042,000 | 1,053 |
| 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 | $167,606,000 | 706 |
| U.S. Government securities | $162,064,000 | 530 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $162,064,000 | 520 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,402 |
| Other domestic debt securities | $1,497,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $1,497,000 | 919 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $74,586,000 | 719 |
| Mortgage-backed securities | $162,509,000 | 386 |
| Certificates of participation in pools of residential mortgages | $160,830,000 | 250 |
| Issued or guaranteed by U.S. | $160,830,000 | 244 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,679,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 2,973 |
| Privately issued | $1,497,000 | 877 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $167,606,000 | 594 |
| Total debt securities | $167,606,000 | 687 |
| Structured notes | ||
| Amortized cost | $1,062,000 | 1,472 |
| Fair value | $1,052,000 | 1,478 |
| 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 | $163,072,000 | 726 |
| U.S. Government securities | $157,535,000 | 543 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $157,535,000 | 531 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,403 |
| Other domestic debt securities | $1,521,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $1,521,000 | 877 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $71,528,000 | 719 |
| Mortgage-backed securities | $157,992,000 | 383 |
| Certificates of participation in pools of residential mortgages | $156,279,000 | 250 |
| Issued or guaranteed by U.S. | $156,279,000 | 244 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,713,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,926 |
| Privately issued | $1,521,000 | 837 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $163,072,000 | 613 |
| Total debt securities | $163,072,000 | 704 |
| Structured notes | ||
| Amortized cost | $1,085,000 | 1,667 |
| Fair value | $1,064,000 | 1,675 |
| 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 | $164,811,000 | 713 |
| U.S. Government securities | $160,097,000 | 540 |
| U.S. Treasury securities | $1,996,000 | 649 |
| U.S. Government agency obligations | $158,101,000 | 532 |
| Securities issued by states & political subdivisions | $4,080,000 | 3,372 |
| Other domestic debt securities | $634,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $634,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $75,829,000 | 699 |
| Mortgage-backed securities | $157,649,000 | 393 |
| Certificates of participation in pools of residential mortgages | $156,812,000 | 256 |
| Issued or guaranteed by U.S. | $156,812,000 | 246 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $837,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,889 |
| Privately issued | $634,000 | 979 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $164,811,000 | 604 |
| Total debt securities | $164,811,000 | 701 |
| Structured notes | ||
| Amortized cost | $1,120,000 | 1,726 |
| Fair value | $1,086,000 | 1,740 |
| 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 | $168,877,000 | 721 |
| U.S. Government securities | $165,074,000 | 540 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $165,074,000 | 522 |
| Securities issued by states & political subdivisions | $3,803,000 | 3,484 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $71,422,000 | 737 |
| Mortgage-backed securities | $163,946,000 | 384 |
| Certificates of participation in pools of residential mortgages | $163,730,000 | 256 |
| Issued or guaranteed by U.S. | $163,730,000 | 244 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $216,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,879 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $168,877,000 | 600 |
| Total debt securities | $168,877,000 | 705 |
| Structured notes | ||
| Amortized cost | $1,155,000 | 1,792 |
| Fair value | $1,128,000 | 1,802 |
| 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 | $169,672,000 | 735 |
| U.S. Government securities | $166,111,000 | 550 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $166,111,000 | 535 |
| Securities issued by states & political subdivisions | $3,561,000 | 3,586 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $75,760,000 | 699 |
| Mortgage-backed securities | $163,050,000 | 379 |
| Certificates of participation in pools of residential mortgages | $162,822,000 | 256 |
| Issued or guaranteed by U.S. | $162,822,000 | 247 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $228,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 2,863 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $169,672,000 | 609 |
| Total debt securities | $169,672,000 | 722 |
| Structured notes | ||
| Amortized cost | $1,189,000 | 1,894 |
| Fair value | $1,161,000 | 1,894 |
| 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 | $172,049,000 | 745 |
| U.S. Government securities | $167,986,000 | 567 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $167,986,000 | 552 |
| Securities issued by states & political subdivisions | $4,063,000 | 3,385 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $78,144,000 | 681 |
| Mortgage-backed securities | $164,905,000 | 382 |
| Certificates of participation in pools of residential mortgages | $164,664,000 | 261 |
| Issued or guaranteed by U.S. | $164,664,000 | 255 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $241,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,823 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $172,049,000 | 612 |
| Total debt securities | $172,049,000 | 727 |
| Structured notes | ||
| Amortized cost | $1,223,000 | 1,978 |
| Fair value | $1,183,000 | 1,989 |
| 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 | $173,285,000 | 743 |
| U.S. Government securities | $169,150,000 | 570 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $169,150,000 | 558 |
| Securities issued by states & political subdivisions | $4,135,000 | 3,356 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $76,775,000 | 691 |
| Mortgage-backed securities | $166,042,000 | 390 |
| Certificates of participation in pools of residential mortgages | $165,784,000 | 268 |
| Issued or guaranteed by U.S. | $165,784,000 | 263 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $258,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,783 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $173,285,000 | 616 |
| Total debt securities | $173,285,000 | 728 |
| Structured notes | ||
| Amortized cost | $1,264,000 | 2,005 |
| Fair value | $1,214,000 | 2,025 |
| 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 | $184,009,000 | 711 |
| U.S. Government securities | $179,906,000 | 548 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $179,906,000 | 529 |
| Securities issued by states & political subdivisions | $4,103,000 | 3,370 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $84,602,000 | 632 |
| Mortgage-backed securities | $176,740,000 | 376 |
| Certificates of participation in pools of residential mortgages | $176,464,000 | 262 |
| Issued or guaranteed by U.S. | $176,464,000 | 255 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $276,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,764 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $184,009,000 | 591 |
| Total debt securities | $184,009,000 | 691 |
| Structured notes | ||
| Amortized cost | $1,304,000 | 1,987 |
| Fair value | $1,266,000 | 1,997 |
| 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 | $180,323,000 | 719 |
| U.S. Government securities | $176,187,000 | 566 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $176,187,000 | 548 |
| Securities issued by states & political subdivisions | $4,136,000 | 3,373 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $87,244,000 | 610 |
| Mortgage-backed securities | $172,970,000 | 391 |
| Certificates of participation in pools of residential mortgages | $172,671,000 | 270 |
| Issued or guaranteed by U.S. | $172,671,000 | 265 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $299,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,755 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $180,323,000 | 598 |
| Total debt securities | $180,323,000 | 704 |
| Structured notes | ||
| Amortized cost | $1,339,000 | 1,972 |
| Fair value | $1,311,000 | 1,973 |
| 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 | $183,002,000 | 703 |
| U.S. Government securities | $178,825,000 | 565 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $178,825,000 | 540 |
| Securities issued by states & political subdivisions | $4,177,000 | 3,342 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $85,932,000 | 600 |
| Mortgage-backed securities | $175,521,000 | 388 |
| Certificates of participation in pools of residential mortgages | $175,194,000 | 271 |
| Issued or guaranteed by U.S. | $175,194,000 | 266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $327,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 2,750 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $183,002,000 | 585 |
| Total debt securities | $183,002,000 | 690 |
| Structured notes | ||
| Amortized cost | $1,386,000 | 1,913 |
| Fair value | $1,379,000 | 1,910 |
| 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 | $183,485,000 | 702 |
| U.S. Government securities | $179,089,000 | 559 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $179,089,000 | 537 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,254 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $85,504,000 | 591 |
| Mortgage-backed securities | $175,708,000 | 394 |
| Certificates of participation in pools of residential mortgages | $175,347,000 | 275 |
| Issued or guaranteed by U.S. | $175,347,000 | 268 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $361,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 2,772 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $183,485,000 | 582 |
| Total debt securities | $183,485,000 | 688 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,877 |
| Fair value | $1,447,000 | 1,877 |
| 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 | $178,711,000 | 718 |
| U.S. Government securities | $175,567,000 | 578 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $175,567,000 | 551 |
| Securities issued by states & political subdivisions | $3,144,000 | 3,723 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $87,603,000 | 593 |
| Mortgage-backed securities | $172,128,000 | 412 |
| Certificates of participation in pools of residential mortgages | $171,729,000 | 289 |
| Issued or guaranteed by U.S. | $171,729,000 | 283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $399,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,791 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $178,711,000 | 602 |
| Total debt securities | $178,711,000 | 703 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,500,000 | 1,748 |
| 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 | $171,963,000 | 756 |
| U.S. Government securities | $168,748,000 | 606 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $168,748,000 | 584 |
| Securities issued by states & political subdivisions | $3,215,000 | 3,719 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $82,555,000 | 624 |
| Mortgage-backed securities | $166,780,000 | 423 |
| Certificates of participation in pools of residential mortgages | $166,337,000 | 298 |
| Issued or guaranteed by U.S. | $166,337,000 | 291 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $443,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,799 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $171,963,000 | 643 |
| Total debt securities | $171,963,000 | 737 |
| 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 | $169,104,000 | 770 |
| U.S. Government securities | $164,951,000 | 617 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $164,951,000 | 592 |
| Securities issued by states & political subdivisions | $4,068,000 | 3,398 |
| Other domestic debt securities | $85,000 | 3,418 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $85,000 | 331 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $77,102,000 | 645 |
| Mortgage-backed securities | $161,951,000 | 437 |
| Certificates of participation in pools of residential mortgages | $160,888,000 | 304 |
| Issued or guaranteed by U.S. | $160,888,000 | 297 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,063,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,378 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $169,104,000 | 651 |
| Total debt securities | $169,104,000 | 752 |
| 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 | $158,470,000 | 825 |
| U.S. Government securities | $154,182,000 | 661 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $154,182,000 | 635 |
| Securities issued by states & political subdivisions | $4,175,000 | 3,361 |
| Other domestic debt securities | $113,000 | 3,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $113,000 | 333 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,408,000 | 678 |
| Mortgage-backed securities | $150,191,000 | 462 |
| Certificates of participation in pools of residential mortgages | $149,000,000 | 330 |
| Issued or guaranteed by U.S. | $149,000,000 | 326 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,191,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,364 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $158,470,000 | 701 |
| Total debt securities | $158,470,000 | 800 |
| 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 | $157,898,000 | 837 |
| U.S. Government securities | $153,049,000 | 673 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $153,049,000 | 654 |
| Securities issued by states & political subdivisions | $4,697,000 | 3,193 |
| Other domestic debt securities | $152,000 | 3,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,000 | 341 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,709,000 | 700 |
| Mortgage-backed securities | $148,967,000 | 484 |
| Certificates of participation in pools of residential mortgages | $147,414,000 | 342 |
| Issued or guaranteed by U.S. | $147,414,000 | 339 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,553,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,258 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $157,898,000 | 717 |
| Total debt securities | $157,898,000 | 814 |
| 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 | $151,622,000 | 891 |
| U.S. Government securities | $146,532,000 | 720 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $146,532,000 | 693 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,132 |
| Other domestic debt securities | $195,000 | 3,499 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,000 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,799,000 | 668 |
| Mortgage-backed securities | $142,458,000 | 502 |
| Certificates of participation in pools of residential mortgages | $140,710,000 | 365 |
| Issued or guaranteed by U.S. | $140,710,000 | 361 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,748,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,748,000 | 2,285 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $151,622,000 | 758 |
| Total debt securities | $151,622,000 | 869 |
| 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 | $147,022,000 | 913 |
| U.S. Government securities | $141,653,000 | 726 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $141,653,000 | 694 |
| Securities issued by states & political subdivisions | $5,127,000 | 3,051 |
| Other domestic debt securities | $242,000 | 3,540 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $242,000 | 362 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,186,000 | 680 |
| Mortgage-backed securities | $137,551,000 | 513 |
| Certificates of participation in pools of residential mortgages | $135,430,000 | 372 |
| Issued or guaranteed by U.S. | $135,430,000 | 365 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,121,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $2,121,000 | 2,133 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $147,022,000 | 775 |
| Total debt securities | $147,022,000 | 883 |
| 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 | $146,846,000 | 899 |
| U.S. Government securities | $141,408,000 | 708 |
| U.S. Treasury securities | $504,000 | 1,882 |
| U.S. Government agency obligations | $140,904,000 | 683 |
| Securities issued by states & political subdivisions | $5,139,000 | 2,983 |
| Other domestic debt securities | $299,000 | 3,486 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $299,000 | 363 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,848,000 | 583 |
| Mortgage-backed securities | $136,738,000 | 523 |
| Certificates of participation in pools of residential mortgages | $133,952,000 | 368 |
| Issued or guaranteed by U.S. | $133,952,000 | 362 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,786,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,786,000 | 2,115 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $146,846,000 | 767 |
| Total debt securities | $146,846,000 | 862 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $143,191,000 | 908 |
| U.S. Government securities | $137,343,000 | 705 |
| U.S. Treasury securities | $510,000 | 1,870 |
| U.S. Government agency obligations | $136,833,000 | 684 |
| Securities issued by states & political subdivisions | $5,488,000 | 2,788 |
| Other domestic debt securities | $360,000 | 3,462 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $360,000 | 363 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,028,000 | 763 |
| Mortgage-backed securities | $132,713,000 | 529 |
| Certificates of participation in pools of residential mortgages | $126,667,000 | 380 |
| Issued or guaranteed by U.S. | $126,667,000 | 376 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,046,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $6,046,000 | 1,538 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $143,191,000 | 773 |
| Total debt securities | $143,191,000 | 874 |
| 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 | $128,413,000 | 977 |
| U.S. Government securities | $122,498,000 | 756 |
| U.S. Treasury securities | $515,000 | 1,959 |
| U.S. Government agency obligations | $121,983,000 | 727 |
| Securities issued by states & political subdivisions | $5,490,000 | 2,776 |
| Other domestic debt securities | $425,000 | 3,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $425,000 | 367 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,851,000 | 753 |
| Mortgage-backed securities | $117,367,000 | 554 |
| Certificates of participation in pools of residential mortgages | $105,731,000 | 412 |
| Issued or guaranteed by U.S. | $105,731,000 | 405 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $11,636,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $11,636,000 | 1,067 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $128,413,000 | 826 |
| Total debt securities | $128,413,000 | 934 |
| 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 | $121,855,000 | 936 |
| U.S. Government securities | $113,957,000 | 732 |
| U.S. Treasury securities | $3,594,000 | 997 |
| U.S. Government agency obligations | $110,363,000 | 715 |
| Securities issued by states & political subdivisions | $7,179,000 | 2,258 |
| Other domestic debt securities | $719,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $719,000 | 351 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,101,000 | 759 |
| Mortgage-backed securities | $105,127,000 | 550 |
| Certificates of participation in pools of residential mortgages | $75,506,000 | 458 |
| Issued or guaranteed by U.S. | $75,506,000 | 452 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $29,621,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $29,621,000 | 580 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $121,855,000 | 790 |
| Total debt securities | $121,855,000 | 902 |
| 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 | $93,130,000 | 1,197 |
| U.S. Government securities | $81,288,000 | 1,025 |
| U.S. Treasury securities | $5,542,000 | 974 |
| U.S. Government agency obligations | $75,746,000 | 1,013 |
| Securities issued by states & political subdivisions | $10,149,000 | 1,636 |
| Other domestic debt securities | $1,103,000 | 2,379 |
| 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 | $1,103,000 | 2,064 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $590,000 | 3,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,231,000 | 2,222 |
| Mortgage-backed securities | $62,979,000 | 668 |
| Certificates of participation in pools of residential mortgages | $44,335,000 | 586 |
| Issued or guaranteed by U.S. | $44,335,000 | 579 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $18,644,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $18,644,000 | 629 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $93,130,000 | 939 |
| Total debt securities | $92,540,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $94,429,000 | 1,205 |
| U.S. Government securities | $82,541,000 | 1,039 |
| U.S. Treasury securities | $8,456,000 | 1,016 |
| U.S. Government agency obligations | $74,085,000 | 1,062 |
| Securities issued by states & political subdivisions | $9,400,000 | 1,781 |
| Other domestic debt securities | $1,607,000 | 2,005 |
| 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 | $1,607,000 | 1,677 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $881,000 | 2,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,035,000 | 1,586 |
| Mortgage-backed securities | $63,080,000 | 733 |
| Certificates of participation in pools of residential mortgages | $44,179,000 | 660 |
| Issued or guaranteed by U.S. | $44,179,000 | 654 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $18,901,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $18,901,000 | 687 |
| 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) | $20,405,000 | 1,236 |
| Available-for-sale securities (fair market value) | $74,024,000 | 1,182 |
| Total debt securities | $93,548,000 | 1,167 |
| 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 | $88,519,000 | 1,316 |
| U.S. Government securities | $76,897,000 | 1,146 |
| U.S. Treasury securities | $15,344,000 | 860 |
| U.S. Government agency obligations | $61,553,000 | 1,231 |
| Securities issued by states & political subdivisions | $10,552,000 | 1,601 |
| Other domestic debt securities | $1,000,000 | 2,212 |
| 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 | $1,000,000 | 1,824 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $70,000 | 6,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,159,000 | 1,823 |
| Mortgage-backed securities | $52,161,000 | 871 |
| Certificates of participation in pools of residential mortgages | $39,232,000 | 765 |
| Issued or guaranteed by U.S. | $39,232,000 | 756 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $12,929,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $12,929,000 | 907 |
| 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) | $19,944,000 | 1,382 |
| Available-for-sale securities (fair market value) | $68,575,000 | 1,283 |
| Total debt securities | $88,449,000 | 1,275 |
| 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 | $94,356,000 | 1,221 |
| U.S. Government securities | $82,861,000 | 1,121 |
| U.S. Treasury securities | $18,186,000 | 1,036 |
| U.S. Government agency obligations | $64,675,000 | 1,115 |
| Securities issued by states & political subdivisions | $10,712,000 | 1,361 |
| Other domestic debt securities | $713,000 | 2,070 |
| Privately issued residential mortgage-backed securities | $713,000 | 705 |
| 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 | $70,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,073,000 | 1,673 |
| Mortgage-backed securities | $47,339,000 | 920 |
| Certificates of participation in pools of residential mortgages | $34,188,000 | 854 |
| Issued or guaranteed by U.S. | $34,188,000 | 839 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,151,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $12,438,000 | 909 |
| Privately issued | $713,000 | 543 |
| 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) | $28,761,000 | 1,218 |
| Available-for-sale securities (fair market value) | $65,595,000 | 1,212 |
| Total debt securities | $94,286,000 | 1,186 |
| 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 | $94,989,000 | 1,252 |
| U.S. Government securities | $83,480,000 | 1,157 |
| U.S. Treasury securities | $18,631,000 | 1,246 |
| U.S. Government agency obligations | $64,849,000 | 1,141 |
| Securities issued by states & political subdivisions | $10,415,000 | 1,395 |
| Other domestic debt securities | $1,024,000 | 2,013 |
| Privately issued residential mortgage-backed securities | $1,024,000 | 723 |
| 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 | $70,000 | 6,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,478,000 | 1,586 |
| Mortgage-backed securities | $48,157,000 | 966 |
| Certificates of participation in pools of residential mortgages | $32,098,000 | 943 |
| Issued or guaranteed by U.S. | $32,098,000 | 926 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $16,059,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $15,035,000 | 862 |
| Privately issued | $1,024,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,400,000 | 1,375 |
| Available-for-sale securities (fair market value) | $65,589,000 | 1,248 |
| Total debt securities | $94,919,000 | 1,206 |
| 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 | $105,337,000 | 1,190 |
| U.S. Government securities | $93,387,000 | 1,103 |
| U.S. Treasury securities | $26,008,000 | 1,089 |
| U.S. Government agency obligations | $67,379,000 | 1,107 |
| Securities issued by states & political subdivisions | $10,391,000 | 1,420 |
| Other domestic debt securities | $1,489,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $1,036,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $453,000 | 2,612 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $70,000 | 6,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,360,000 | 1,439 |
| Mortgage-backed securities | $47,965,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $32,570,000 | 943 |
| Issued or guaranteed by U.S. | $32,570,000 | 923 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $15,395,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $14,359,000 | 1,013 |
| Privately issued | $1,036,000 | 625 |
| 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) | $32,774,000 | 1,321 |
| Available-for-sale securities (fair market value) | $72,563,000 | 1,166 |
| Total debt securities | $105,267,000 | 1,152 |
| Structured notes | ||
| Amortized cost | $1,491,000 | 2,151 |
| Fair value | $1,487,000 | 2,074 |
| 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 | $91,617,000 | 1,410 |
| U.S. Government securities | $81,529,000 | 1,299 |
| U.S. Treasury securities | $28,658,000 | 1,210 |
| U.S. Government agency obligations | $52,871,000 | 1,340 |
| Securities issued by states & political subdivisions | $9,794,000 | 1,529 |
| Other domestic debt securities | $224,000 | 4,477 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $224,000 | 3,582 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $70,000 | 6,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,873,000 | 1,391 |
| Mortgage-backed securities | $32,266,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $20,382,000 | 1,361 |
| Issued or guaranteed by U.S. | $20,382,000 | 1,344 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $11,884,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $11,884,000 | 1,244 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,235,000 | 2,154 |
| Available-for-sale securities (fair market value) | $57,382,000 | 996 |
| Total debt securities | $91,547,000 | 1,374 |
| 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 | $89,880,000 | 1,526 |
| U.S. Government securities | $81,927,000 | 1,361 |
| U.S. Treasury securities | $28,331,000 | 1,322 |
| U.S. Government agency obligations | $53,596,000 | 1,344 |
| Securities issued by states & political subdivisions | $7,255,000 | 2,160 |
| Other domestic debt securities | $628,000 | 3,940 |
| Privately issued residential mortgage-backed securities | $628,000 | 1,544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $70,000 | 6,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,332,000 | 1,238 |
| Mortgage-backed securities | $51,733,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $36,906,000 | 934 |
| Issued or guaranteed by U.S. | $36,906,000 | 902 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $14,827,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $14,199,000 | 1,235 |
| Privately issued | $628,000 | 1,222 |
| 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 | $89,810,000 | 1,478 |
| 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 | $90,303,000 | 1,501 |
| U.S. Government securities | $84,439,000 | 1,288 |
| U.S. Treasury securities | $30,754,000 | 1,196 |
| U.S. Government agency obligations | $53,685,000 | 1,302 |
| Securities issued by states & political subdivisions | $5,313,000 | 2,627 |
| Other domestic debt securities | $481,000 | 5,192 |
| Privately issued residential mortgage-backed securities | $222,000 | 3,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 4,481 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $70,000 | 5,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,720,000 | 1,483 |
| Mortgage-backed securities | $30,254,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $20,814,000 | 1,464 |
| Issued or guaranteed by U.S. | $20,814,000 | 1,430 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,440,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $9,218,000 | 1,611 |
| Privately issued | $222,000 | 2,559 |
| 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 | $90,233,000 | 1,466 |
| 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 |