Home > Fremont Bank > Securities
Fremont Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $517,562,000 | 425 |
| U.S. Government securities | $216,138,000 | 623 |
| U.S. Treasury securities | $495,000 | 2,650 |
| U.S. Government agency obligations | $215,643,000 | 545 |
| Securities issued by states & political subdivisions | $33,987,000 | 1,250 |
| Other domestic debt securities | $255,793,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $70,859,000 | 73 |
| Structured financial products - Total | $89,069,000 | 103 |
| Other domestic debt securities - All other | $54,377,000 | 164 |
| Foreign debt securities | $936,000 | 213 |
| 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 | $178,146,000 | 558 |
| Mortgage-backed securities | $255,339,000 | 383 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $179,106,000 | 328 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,633,000 | 740 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,745,000 | 570 |
| Other commercial mortgage-backed securities | $49,855,000 | 186 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $506,854,000 | 348 |
| Total debt securities | $506,855,000 | 423 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $516,653,000 | 421 |
| U.S. Government securities | $211,532,000 | 640 |
| U.S. Treasury securities | $489,000 | 2,727 |
| U.S. Government agency obligations | $211,043,000 | 552 |
| Securities issued by states & political subdivisions | $32,269,000 | 1,269 |
| Other domestic debt securities | $261,783,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,063,000 | 72 |
| Structured financial products - Total | $90,794,000 | 103 |
| Other domestic debt securities - All other | $52,426,000 | 172 |
| Foreign debt securities | $907,000 | 224 |
| 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 | $141,901,000 | 655 |
| Mortgage-backed securities | $251,170,000 | 386 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $173,534,000 | 331 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,122,000 | 715 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,941,000 | 557 |
| Other commercial mortgage-backed securities | $50,573,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $506,491,000 | 344 |
| Total debt securities | $506,491,000 | 417 |
| 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 | $0 | 162 |
| 2023-03-31 | Rank | |
| Total securities | $559,855,000 | 420 |
| U.S. Government securities | $235,224,000 | 615 |
| U.S. Treasury securities | $498,000 | 2,797 |
| U.S. Government agency obligations | $234,726,000 | 512 |
| Securities issued by states & political subdivisions | $37,816,000 | 1,217 |
| Other domestic debt securities | $275,376,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $87,201,000 | 68 |
| Structured financial products - Total | $92,106,000 | 99 |
| Other domestic debt securities - All other | $52,452,000 | 182 |
| Foreign debt securities | $916,000 | 200 |
| 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 | $130,211,000 | 667 |
| Mortgage-backed securities | $275,771,000 | 388 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $193,919,000 | 325 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,141,000 | 719 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,315,000 | 382 |
| Other commercial mortgage-backed securities | $45,396,000 | 208 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $549,332,000 | 349 |
| Total debt securities | $549,332,000 | 424 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $567,428,000 | 424 |
| U.S. Government securities | $238,213,000 | 614 |
| U.S. Treasury securities | $493,000 | 2,843 |
| U.S. Government agency obligations | $237,720,000 | 510 |
| Securities issued by states & political subdivisions | $37,299,000 | 1,250 |
| Other domestic debt securities | $280,706,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $91,711,000 | 68 |
| Structured financial products - Total | $92,169,000 | 101 |
| Other domestic debt securities - All other | $52,900,000 | 189 |
| Foreign debt securities | $914,000 | 203 |
| 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 | $159,414,000 | 513 |
| Mortgage-backed securities | $278,926,000 | 389 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $196,312,000 | 327 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,433,000 | 720 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,342,000 | 387 |
| Other commercial mortgage-backed securities | $45,839,000 | 212 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $557,132,000 | 348 |
| Total debt securities | $557,132,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $577,258,000 | 421 |
| U.S. Government securities | $242,880,000 | 609 |
| U.S. Treasury securities | $499,000 | 2,859 |
| U.S. Government agency obligations | $242,381,000 | 499 |
| Securities issued by states & political subdivisions | $36,010,000 | 1,290 |
| Other domestic debt securities | $287,242,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,406,000 | 66 |
| Structured financial products - Total | $89,925,000 | 85 |
| Other domestic debt securities - All other | $52,090,000 | 195 |
| Foreign debt securities | $904,000 | 207 |
| 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 | $177,792,000 | 453 |
| Mortgage-backed securities | $286,442,000 | 384 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $199,789,000 | 324 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,075,000 | 722 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,533,000 | 390 |
| Other commercial mortgage-backed securities | $49,045,000 | 221 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $567,036,000 | 346 |
| Total debt securities | $567,035,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $647,340,000 | 382 |
| U.S. Government securities | $223,574,000 | 654 |
| U.S. Treasury securities | $497,000 | 2,821 |
| U.S. Government agency obligations | $223,077,000 | 545 |
| Securities issued by states & political subdivisions | $86,414,000 | 620 |
| Other domestic debt securities | $324,331,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,523,000 | 65 |
| Structured financial products - Total | $90,791,000 | 58 |
| Other domestic debt securities - All other | $78,654,000 | 143 |
| Foreign debt securities | $2,393,000 | 132 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,490,000 | 409 |
| Mortgage-backed securities | $268,172,000 | 427 |
| Certificates of participation in pools of residential mortgages | $177,097,000 | 358 |
| Issued or guaranteed by U.S. | $177,097,000 | 355 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $24,219,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $24,219,000 | 703 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $66,856,000 | 297 |
| Commercial mortgage pass-through securities | $16,677,000 | 364 |
| Other commercial mortgage-backed securities | $50,179,000 | 250 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $636,712,000 | 327 |
| Total debt securities | $636,712,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $713,177,000 | 355 |
| U.S. Government securities | $241,985,000 | 615 |
| U.S. Treasury securities | $497,000 | 2,577 |
| U.S. Government agency obligations | $241,488,000 | 519 |
| Securities issued by states & political subdivisions | $91,558,000 | 609 |
| Other domestic debt securities | $366,178,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $110,894,000 | 63 |
| Structured financial products - Total | $94,344,000 | 52 |
| Other domestic debt securities - All other | $107,200,000 | 108 |
| Foreign debt securities | $2,495,000 | 131 |
| 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 | $237,554,000 | 336 |
| Mortgage-backed securities | $290,898,000 | 404 |
| Certificates of participation in pools of residential mortgages | $191,855,000 | 347 |
| Issued or guaranteed by U.S. | $191,855,000 | 346 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $26,147,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $26,147,000 | 667 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $72,896,000 | 285 |
| Commercial mortgage pass-through securities | $17,995,000 | 345 |
| Other commercial mortgage-backed securities | $54,901,000 | 240 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $702,216,000 | 308 |
| Total debt securities | $702,215,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $735,387,000 | 341 |
| U.S. Government securities | $260,720,000 | 556 |
| U.S. Treasury securities | $499,000 | 2,115 |
| U.S. Government agency obligations | $260,221,000 | 492 |
| Securities issued by states & political subdivisions | $97,377,000 | 585 |
| Other domestic debt securities | $363,146,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,184,000 | 67 |
| Structured financial products - Total | $90,217,000 | 49 |
| Other domestic debt securities - All other | $122,232,000 | 96 |
| Foreign debt securities | $2,679,000 | 119 |
| 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 | $264,938,000 | 305 |
| Mortgage-backed securities | $311,131,000 | 388 |
| Certificates of participation in pools of residential mortgages | $207,516,000 | 328 |
| Issued or guaranteed by U.S. | $207,516,000 | 327 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $27,986,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $27,986,000 | 620 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $75,629,000 | 276 |
| Commercial mortgage pass-through securities | $22,454,000 | 302 |
| Other commercial mortgage-backed securities | $53,175,000 | 246 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $723,922,000 | 305 |
| Total debt securities | $723,921,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $712,960,000 | 339 |
| U.S. Government securities | $253,800,000 | 523 |
| U.S. Treasury securities | $500,000 | 1,908 |
| U.S. Government agency obligations | $253,300,000 | 482 |
| Securities issued by states & political subdivisions | $105,325,000 | 517 |
| Other domestic debt securities | $339,566,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,920,000 | 78 |
| Structured financial products - Total | $77,379,000 | 47 |
| Other domestic debt securities - All other | $129,371,000 | 87 |
| Foreign debt securities | $2,724,000 | 113 |
| 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 | $291,002,000 | 276 |
| Mortgage-backed securities | $300,861,000 | 389 |
| Certificates of participation in pools of residential mortgages | $196,231,000 | 332 |
| Issued or guaranteed by U.S. | $196,231,000 | 331 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $29,820,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $29,820,000 | 591 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $74,810,000 | 277 |
| Commercial mortgage pass-through securities | $25,643,000 | 261 |
| Other commercial mortgage-backed securities | $49,167,000 | 256 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $701,415,000 | 303 |
| Total debt securities | $701,414,000 | 339 |
| 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 | $614,609,000 | 359 |
| U.S. Government securities | $186,897,000 | 638 |
| U.S. Treasury securities | $500,000 | 1,806 |
| U.S. Government agency obligations | $186,397,000 | 591 |
| Securities issued by states & political subdivisions | $105,880,000 | 491 |
| Other domestic debt securities | $307,530,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,324,000 | 91 |
| Structured financial products - Total | $72,652,000 | 46 |
| Other domestic debt securities - All other | $133,162,000 | 85 |
| Foreign debt securities | $2,735,000 | 110 |
| 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 | $268,101,000 | 287 |
| Mortgage-backed securities | $219,349,000 | 448 |
| Certificates of participation in pools of residential mortgages | $132,848,000 | 423 |
| Issued or guaranteed by U.S. | $132,848,000 | 419 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $26,202,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $26,202,000 | 607 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $60,299,000 | 307 |
| Commercial mortgage pass-through securities | $19,707,000 | 297 |
| Other commercial mortgage-backed securities | $40,592,000 | 271 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $603,042,000 | 325 |
| Total debt securities | $603,042,000 | 362 |
| 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 | $533,613,000 | 378 |
| U.S. Government securities | $147,979,000 | 715 |
| U.S. Treasury securities | $500,000 | 1,524 |
| U.S. Government agency obligations | $147,479,000 | 669 |
| Securities issued by states & political subdivisions | $107,346,000 | 441 |
| Other domestic debt securities | $264,082,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,710,000 | 94 |
| Structured financial products - Total | $53,600,000 | 41 |
| Other domestic debt securities - All other | $121,396,000 | 85 |
| Foreign debt securities | $2,704,000 | 113 |
| 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 | $253,124,000 | 292 |
| Mortgage-backed securities | $170,446,000 | 500 |
| Certificates of participation in pools of residential mortgages | $91,767,000 | 534 |
| Issued or guaranteed by U.S. | $91,767,000 | 523 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,283,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $27,283,000 | 573 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $51,396,000 | 318 |
| Commercial mortgage pass-through securities | $9,647,000 | 462 |
| Other commercial mortgage-backed securities | $41,749,000 | 249 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $522,111,000 | 340 |
| Total debt securities | $522,111,000 | 378 |
| 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 | $479,069,000 | 381 |
| U.S. Government securities | $110,071,000 | 812 |
| U.S. Treasury securities | $500,000 | 1,120 |
| U.S. Government agency obligations | $109,571,000 | 776 |
| Securities issued by states & political subdivisions | $104,102,000 | 437 |
| Other domestic debt securities | $250,470,000 | 96 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,032,000 | 99 |
| Structured financial products - Total | $49,695,000 | 40 |
| Other domestic debt securities - All other | $120,100,000 | 80 |
| Foreign debt securities | $2,760,000 | 110 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,851,000 | 483 |
| Mortgage-backed securities | $131,700,000 | 571 |
| Certificates of participation in pools of residential mortgages | $53,340,000 | 742 |
| Issued or guaranteed by U.S. | $53,340,000 | 730 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $27,955,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $27,955,000 | 570 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $50,405,000 | 304 |
| Commercial mortgage pass-through securities | $9,731,000 | 434 |
| Other commercial mortgage-backed securities | $40,674,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $467,403,000 | 350 |
| Total debt securities | $467,403,000 | 383 |
| 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 | $379,719,000 | 428 |
| U.S. Government securities | $90,901,000 | 892 |
| U.S. Treasury securities | $300,000 | 1,159 |
| U.S. Government agency obligations | $90,601,000 | 845 |
| Securities issued by states & political subdivisions | $88,641,000 | 477 |
| Other domestic debt securities | $187,981,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,993,000 | 95 |
| Structured financial products - Total | $33,241,000 | 45 |
| Other domestic debt securities - All other | $84,592,000 | 99 |
| Foreign debt securities | $541,000 | 212 |
| 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 | $116,075,000 | 518 |
| Mortgage-backed securities | $103,138,000 | 656 |
| Certificates of participation in pools of residential mortgages | $31,185,000 | 1,054 |
| Issued or guaranteed by U.S. | $31,185,000 | 1,026 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $29,082,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $29,082,000 | 560 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $42,871,000 | 319 |
| Commercial mortgage pass-through securities | $6,326,000 | 552 |
| Other commercial mortgage-backed securities | $36,545,000 | 236 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $368,064,000 | 390 |
| Total debt securities | $368,065,000 | 431 |
| 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 | $384,708,000 | 413 |
| U.S. Government securities | $62,227,000 | 1,213 |
| U.S. Treasury securities | $300,000 | 1,207 |
| U.S. Government agency obligations | $61,927,000 | 1,143 |
| Securities issued by states & political subdivisions | $91,108,000 | 413 |
| Other domestic debt securities | $219,243,000 | 103 |
| Privately issued residential mortgage-backed securities | $32,672,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,195,000 | 82 |
| Structured financial products - Total | $30,644,000 | 46 |
| Other domestic debt securities - All other | $87,765,000 | 95 |
| Foreign debt securities | $523,000 | 214 |
| 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 | $126,246,000 | 485 |
| Mortgage-backed securities | $104,844,000 | 640 |
| Certificates of participation in pools of residential mortgages | $33,961,000 | 937 |
| Issued or guaranteed by U.S. | $1,289,000 | 3,334 |
| Privately issued | $32,672,000 | 26 |
| Collaterized mortgage obligations | $29,776,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $29,776,000 | 560 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $41,107,000 | 315 |
| Commercial mortgage pass-through securities | $7,696,000 | 493 |
| Other commercial mortgage-backed securities | $33,411,000 | 241 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $373,101,000 | 376 |
| Total debt securities | $373,101,000 | 419 |
| 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 | $387,241,000 | 401 |
| U.S. Government securities | $67,195,000 | 1,137 |
| U.S. Treasury securities | $610,000 | 1,145 |
| U.S. Government agency obligations | $66,585,000 | 1,086 |
| Securities issued by states & political subdivisions | $89,344,000 | 377 |
| Other domestic debt securities | $218,735,000 | 95 |
| Privately issued residential mortgage-backed securities | $35,256,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,566,000 | 79 |
| Structured financial products - Total | $29,570,000 | 47 |
| Other domestic debt securities - All other | $86,602,000 | 89 |
| Foreign debt securities | $510,000 | 219 |
| 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 | $133,121,000 | 442 |
| Mortgage-backed securities | $109,537,000 | 635 |
| Certificates of participation in pools of residential mortgages | $36,630,000 | 890 |
| Issued or guaranteed by U.S. | $1,374,000 | 3,307 |
| Privately issued | $35,256,000 | 26 |
| Collaterized mortgage obligations | $29,742,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $29,742,000 | 593 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $43,165,000 | 301 |
| Commercial mortgage pass-through securities | $8,747,000 | 456 |
| Other commercial mortgage-backed securities | $34,418,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $375,784,000 | 366 |
| Total debt securities | $375,783,000 | 400 |
| 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 | $397,838,000 | 380 |
| U.S. Government securities | $107,530,000 | 799 |
| U.S. Treasury securities | $610,000 | 1,199 |
| U.S. Government agency obligations | $106,920,000 | 769 |
| Securities issued by states & political subdivisions | $87,166,000 | 367 |
| Other domestic debt securities | $191,396,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $17,402,000 | 69 |
| Asset backed securities | $53,603,000 | 78 |
| Structured financial products - Total | $36,281,000 | 44 |
| Other domestic debt securities - All other | $84,110,000 | 85 |
| Foreign debt securities | $528,000 | 200 |
| 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 | $121,608,000 | 477 |
| Mortgage-backed securities | $113,846,000 | 599 |
| Certificates of participation in pools of residential mortgages | $38,574,000 | 834 |
| Issued or guaranteed by U.S. | $38,574,000 | 816 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $30,804,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $30,804,000 | 571 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $44,468,000 | 294 |
| Commercial mortgage pass-through securities | $9,238,000 | 427 |
| Other commercial mortgage-backed securities | $35,230,000 | 230 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $386,620,000 | 343 |
| Total debt securities | $386,620,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $403,540,000 | 372 |
| U.S. Government securities | $109,412,000 | 787 |
| U.S. Treasury securities | $607,000 | 1,246 |
| U.S. Government agency obligations | $108,805,000 | 745 |
| Securities issued by states & political subdivisions | $85,269,000 | 361 |
| Other domestic debt securities | $197,131,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $17,731,000 | 70 |
| Asset backed securities | $55,040,000 | 75 |
| Structured financial products - Total | $39,259,000 | 41 |
| Other domestic debt securities - All other | $85,101,000 | 80 |
| Foreign debt securities | $519,000 | 210 |
| 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 | $124,082,000 | 460 |
| Mortgage-backed securities | $114,345,000 | 579 |
| Certificates of participation in pools of residential mortgages | $41,581,000 | 757 |
| Issued or guaranteed by U.S. | $41,581,000 | 734 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $31,247,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $31,247,000 | 562 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $41,517,000 | 307 |
| Commercial mortgage pass-through securities | $9,550,000 | 418 |
| Other commercial mortgage-backed securities | $31,967,000 | 245 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $392,331,000 | 335 |
| Total debt securities | $392,331,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $419,503,000 | 362 |
| U.S. Government securities | $122,142,000 | 722 |
| U.S. Treasury securities | $807,000 | 1,263 |
| U.S. Government agency obligations | $121,335,000 | 689 |
| Securities issued by states & political subdivisions | $90,965,000 | 337 |
| Other domestic debt securities | $194,831,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $16,487,000 | 70 |
| Asset backed securities | $54,206,000 | 73 |
| Structured financial products - Total | $39,282,000 | 41 |
| Other domestic debt securities - All other | $84,856,000 | 80 |
| Foreign debt securities | $506,000 | 229 |
| 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 | $126,885,000 | 460 |
| Mortgage-backed securities | $120,488,000 | 551 |
| Certificates of participation in pools of residential mortgages | $45,230,000 | 708 |
| Issued or guaranteed by U.S. | $45,230,000 | 702 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $31,667,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $31,667,000 | 542 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $43,591,000 | 296 |
| Commercial mortgage pass-through securities | $10,473,000 | 408 |
| Other commercial mortgage-backed securities | $33,118,000 | 232 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $408,444,000 | 322 |
| Total debt securities | $408,443,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $432,096,000 | 361 |
| U.S. Government securities | $128,253,000 | 698 |
| U.S. Treasury securities | $802,000 | 1,311 |
| U.S. Government agency obligations | $127,451,000 | 666 |
| Securities issued by states & political subdivisions | $95,858,000 | 334 |
| Other domestic debt securities | $193,641,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $17,979,000 | 63 |
| Asset backed securities | $55,039,000 | 71 |
| Structured financial products - Total | $36,178,000 | 42 |
| Other domestic debt securities - All other | $84,445,000 | 76 |
| Foreign debt securities | $3,506,000 | 104 |
| 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 | $119,772,000 | 490 |
| Mortgage-backed securities | $127,524,000 | 523 |
| Certificates of participation in pools of residential mortgages | $47,845,000 | 687 |
| Issued or guaranteed by U.S. | $47,845,000 | 682 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,000,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $32,000,000 | 525 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $47,679,000 | 266 |
| Commercial mortgage pass-through securities | $11,884,000 | 366 |
| Other commercial mortgage-backed securities | $35,795,000 | 205 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $421,258,000 | 324 |
| Total debt securities | $421,257,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $436,043,000 | 354 |
| U.S. Government securities | $134,850,000 | 676 |
| U.S. Treasury securities | $803,000 | 1,319 |
| U.S. Government agency obligations | $134,047,000 | 646 |
| Securities issued by states & political subdivisions | $93,600,000 | 347 |
| Other domestic debt securities | $193,565,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $17,903,000 | 60 |
| Asset backed securities | $60,127,000 | 66 |
| Structured financial products - Total | $30,805,000 | 41 |
| Other domestic debt securities - All other | $84,730,000 | 75 |
| Foreign debt securities | $3,388,000 | 110 |
| Equity securities | $10,640,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,218,000 | 490 |
| Mortgage-backed securities | $131,986,000 | 513 |
| Certificates of participation in pools of residential mortgages | $50,485,000 | 674 |
| Issued or guaranteed by U.S. | $50,485,000 | 671 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,419,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $32,419,000 | 511 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $49,082,000 | 256 |
| Commercial mortgage pass-through securities | $11,195,000 | 365 |
| Other commercial mortgage-backed securities | $37,887,000 | 194 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $436,043,000 | 312 |
| Total debt securities | $425,403,000 | 356 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $459,304,000 | 339 |
| U.S. Government securities | $142,371,000 | 644 |
| U.S. Treasury securities | $798,000 | 1,308 |
| U.S. Government agency obligations | $141,573,000 | 608 |
| Securities issued by states & political subdivisions | $93,452,000 | 352 |
| Other domestic debt securities | $209,635,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $24,809,000 | 50 |
| Asset backed securities | $59,195,000 | 63 |
| Structured financial products - Total | $39,117,000 | 41 |
| Other domestic debt securities - All other | $86,514,000 | 77 |
| Foreign debt securities | $3,373,000 | 110 |
| Equity securities | $10,473,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,426,000 | 459 |
| Mortgage-backed securities | $143,777,000 | 470 |
| Certificates of participation in pools of residential mortgages | $53,230,000 | 643 |
| Issued or guaranteed by U.S. | $53,230,000 | 640 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $32,637,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $32,637,000 | 503 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $57,910,000 | 229 |
| Commercial mortgage pass-through securities | $9,297,000 | 400 |
| Other commercial mortgage-backed securities | $48,613,000 | 172 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $459,304,000 | 298 |
| Total debt securities | $448,832,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $507,368,000 | 319 |
| U.S. Government securities | $150,137,000 | 611 |
| U.S. Treasury securities | $802,000 | 1,267 |
| U.S. Government agency obligations | $149,335,000 | 573 |
| Securities issued by states & political subdivisions | $94,823,000 | 362 |
| Other domestic debt securities | $244,974,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $25,891,000 | 46 |
| Asset backed securities | $62,228,000 | 60 |
| Structured financial products - Total | $43,206,000 | 38 |
| Other domestic debt securities - All other | $113,649,000 | 58 |
| Foreign debt securities | $6,941,000 | 74 |
| Equity securities | $10,493,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,006,000 | 444 |
| Mortgage-backed securities | $152,406,000 | 447 |
| Certificates of participation in pools of residential mortgages | $57,351,000 | 631 |
| Issued or guaranteed by U.S. | $57,351,000 | 623 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $33,128,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $33,128,000 | 499 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $61,927,000 | 212 |
| Commercial mortgage pass-through securities | $9,562,000 | 383 |
| Other commercial mortgage-backed securities | $52,365,000 | 152 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $507,368,000 | 282 |
| Total debt securities | $496,875,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $584,778,000 | 283 |
| U.S. Government securities | $195,062,000 | 494 |
| U.S. Treasury securities | $800,000 | 1,228 |
| U.S. Government agency obligations | $194,262,000 | 466 |
| Securities issued by states & political subdivisions | $103,293,000 | 336 |
| Other domestic debt securities | $269,007,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $29,039,000 | 45 |
| Asset backed securities | $68,172,000 | 61 |
| Structured financial products - Total | $50,742,000 | 36 |
| Other domestic debt securities - All other | $121,054,000 | 54 |
| Foreign debt securities | $6,901,000 | 75 |
| Equity securities | $10,515,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,440,000 | 389 |
| Mortgage-backed securities | $186,745,000 | 392 |
| Certificates of participation in pools of residential mortgages | $67,880,000 | 565 |
| Issued or guaranteed by U.S. | $67,880,000 | 565 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,536,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $33,536,000 | 506 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $85,329,000 | 167 |
| Commercial mortgage pass-through securities | $11,798,000 | 262 |
| Other commercial mortgage-backed securities | $73,531,000 | 137 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $584,778,000 | 247 |
| Total debt securities | $574,263,000 | 282 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $613,117,000 | 272 |
| U.S. Government securities | $205,535,000 | 477 |
| U.S. Treasury securities | $800,000 | 1,149 |
| U.S. Government agency obligations | $204,735,000 | 452 |
| Securities issued by states & political subdivisions | $106,833,000 | 331 |
| Other domestic debt securities | $272,882,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $28,279,000 | 46 |
| Asset backed securities | $69,847,000 | 62 |
| Structured financial products - Total | $53,877,000 | 37 |
| Other domestic debt securities - All other | $120,879,000 | 53 |
| Foreign debt securities | $7,088,000 | 75 |
| Equity securities | $20,779,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,177,000 | 368 |
| Mortgage-backed securities | $196,137,000 | 381 |
| Certificates of participation in pools of residential mortgages | $75,250,000 | 520 |
| Issued or guaranteed by U.S. | $75,250,000 | 519 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $33,747,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $33,747,000 | 505 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $87,140,000 | 160 |
| Commercial mortgage pass-through securities | $11,970,000 | 262 |
| Other commercial mortgage-backed securities | $75,170,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $613,117,000 | 240 |
| Total debt securities | $592,338,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $620,689,000 | 264 |
| U.S. Government securities | $215,969,000 | 448 |
| U.S. Treasury securities | $558,000 | 1,154 |
| U.S. Government agency obligations | $215,411,000 | 429 |
| Securities issued by states & political subdivisions | $103,553,000 | 341 |
| Other domestic debt securities | $272,529,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $24,073,000 | 47 |
| Asset backed securities | $67,513,000 | 59 |
| Structured financial products - Total | $59,565,000 | 34 |
| Other domestic debt securities - All other | $121,378,000 | 56 |
| Foreign debt securities | $7,960,000 | 74 |
| Equity securities | $20,678,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,014,000 | 359 |
| Mortgage-backed securities | $202,159,000 | 373 |
| Certificates of participation in pools of residential mortgages | $81,764,000 | 488 |
| Issued or guaranteed by U.S. | $81,764,000 | 487 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $34,309,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,309,000 | 491 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $86,086,000 | 158 |
| Commercial mortgage pass-through securities | $12,111,000 | 258 |
| Other commercial mortgage-backed securities | $73,975,000 | 118 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $620,689,000 | 231 |
| Total debt securities | $600,010,000 | 266 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $583,830,000 | 278 |
| U.S. Government securities | $206,154,000 | 474 |
| U.S. Treasury securities | $558,000 | 1,178 |
| U.S. Government agency obligations | $205,596,000 | 456 |
| Securities issued by states & political subdivisions | $89,267,000 | 409 |
| Other domestic debt securities | $260,120,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $22,086,000 | 47 |
| Asset backed securities | $65,870,000 | 57 |
| Structured financial products - Total | $62,054,000 | 37 |
| Other domestic debt securities - All other | $110,110,000 | 63 |
| Foreign debt securities | $7,716,000 | 84 |
| Equity securities | $20,573,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,160,000 | 360 |
| Mortgage-backed securities | $194,990,000 | 385 |
| Certificates of participation in pools of residential mortgages | $83,226,000 | 501 |
| Issued or guaranteed by U.S. | $83,226,000 | 500 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,036,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $30,036,000 | 544 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $81,728,000 | 164 |
| Commercial mortgage pass-through securities | $12,317,000 | 251 |
| Other commercial mortgage-backed securities | $69,411,000 | 117 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $583,830,000 | 246 |
| Total debt securities | $563,259,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $526,120,000 | 313 |
| U.S. Government securities | $179,925,000 | 545 |
| U.S. Treasury securities | $557,000 | 1,218 |
| U.S. Government agency obligations | $179,368,000 | 513 |
| Securities issued by states & political subdivisions | $61,517,000 | 636 |
| Other domestic debt securities | $260,199,000 | 80 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 247 |
| Commercial mortgage-backed securities - Total | $18,531,000 | 51 |
| Asset backed securities | $62,526,000 | 58 |
| Structured financial products - Total | $65,157,000 | 32 |
| Other domestic debt securities - All other | $111,985,000 | 66 |
| Foreign debt securities | $7,372,000 | 86 |
| Equity securities | $17,107,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,251,000 | 382 |
| Mortgage-backed securities | $176,101,000 | 412 |
| Certificates of participation in pools of residential mortgages | $93,338,000 | 460 |
| Issued or guaranteed by U.S. | $91,338,000 | 468 |
| Privately issued | $2,000,000 | 22 |
| Collaterized mortgage obligations | $9,998,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,998,000 | 1,094 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $72,765,000 | 170 |
| Commercial mortgage pass-through securities | $12,392,000 | 244 |
| Other commercial mortgage-backed securities | $60,373,000 | 126 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $526,120,000 | 269 |
| Total debt securities | $509,011,000 | 318 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $423,152,000 | 365 |
| U.S. Government securities | $135,902,000 | 692 |
| U.S. Treasury securities | $557,000 | 1,196 |
| U.S. Government agency obligations | $135,345,000 | 653 |
| Securities issued by states & political subdivisions | $53,536,000 | 745 |
| Other domestic debt securities | $213,912,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $17,434,000 | 52 |
| Asset backed securities | $52,978,000 | 62 |
| Structured financial products - Total | $56,491,000 | 36 |
| Other domestic debt securities - All other | $87,009,000 | 84 |
| Foreign debt securities | $4,649,000 | 98 |
| Equity securities | $15,153,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,766,000 | 373 |
| Mortgage-backed securities | $133,651,000 | 507 |
| Certificates of participation in pools of residential mortgages | $76,024,000 | 537 |
| Issued or guaranteed by U.S. | $76,024,000 | 537 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $57,627,000 | 186 |
| Commercial mortgage pass-through securities | $12,510,000 | 238 |
| Other commercial mortgage-backed securities | $45,117,000 | 136 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $423,152,000 | 313 |
| Total debt securities | $408,000,000 | 369 |
| 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 | $365,868,000 | 418 |
| U.S. Government securities | $100,402,000 | 890 |
| U.S. Treasury securities | $814,000 | 1,023 |
| U.S. Government agency obligations | $99,588,000 | 854 |
| Securities issued by states & political subdivisions | $50,474,000 | 804 |
| Other domestic debt securities | $194,770,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $18,300,000 | 51 |
| Asset backed securities | $49,725,000 | 67 |
| Structured financial products - Total | $59,358,000 | 34 |
| Other domestic debt securities - All other | $67,387,000 | 104 |
| Foreign debt securities | $4,801,000 | 96 |
| Equity securities | $15,421,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,892,000 | 481 |
| Mortgage-backed securities | $117,888,000 | 576 |
| Certificates of participation in pools of residential mortgages | $77,856,000 | 522 |
| Issued or guaranteed by U.S. | $77,856,000 | 521 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $40,032,000 | 218 |
| Commercial mortgage pass-through securities | $12,982,000 | 214 |
| Other commercial mortgage-backed securities | $27,050,000 | 173 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $365,868,000 | 356 |
| Total debt securities | $350,446,000 | 429 |
| 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 | $374,800,000 | 421 |
| U.S. Government securities | $106,917,000 | 858 |
| U.S. Treasury securities | $816,000 | 1,057 |
| U.S. Government agency obligations | $106,101,000 | 827 |
| Securities issued by states & political subdivisions | $47,785,000 | 857 |
| Other domestic debt securities | $199,895,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $18,954,000 | 53 |
| Asset backed securities | $51,131,000 | 66 |
| Structured financial products - Total | $60,508,000 | 34 |
| Other domestic debt securities - All other | $69,302,000 | 101 |
| Foreign debt securities | $4,790,000 | 96 |
| Equity securities | $15,413,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,877,000 | 479 |
| Mortgage-backed securities | $125,055,000 | 546 |
| Certificates of participation in pools of residential mortgages | $83,169,000 | 489 |
| Issued or guaranteed by U.S. | $83,169,000 | 489 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $41,886,000 | 199 |
| Commercial mortgage pass-through securities | $13,100,000 | 207 |
| Other commercial mortgage-backed securities | $28,786,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $374,800,000 | 351 |
| Total debt securities | $359,388,000 | 427 |
| 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 | $387,341,000 | 410 |
| U.S. Government securities | $114,087,000 | 832 |
| U.S. Treasury securities | $1,113,000 | 945 |
| U.S. Government agency obligations | $112,974,000 | 797 |
| Securities issued by states & political subdivisions | $47,106,000 | 853 |
| Other domestic debt securities | $205,626,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $22,114,000 | 47 |
| Asset backed securities | $51,389,000 | 64 |
| Structured financial products - Total | $61,058,000 | 35 |
| Other domestic debt securities - All other | $71,065,000 | 98 |
| Foreign debt securities | $5,233,000 | 89 |
| Equity securities | $15,289,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,595,000 | 476 |
| Mortgage-backed securities | $135,088,000 | 514 |
| Certificates of participation in pools of residential mortgages | $87,149,000 | 472 |
| Issued or guaranteed by U.S. | $87,149,000 | 472 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $47,939,000 | 171 |
| Commercial mortgage pass-through securities | $15,843,000 | 178 |
| Other commercial mortgage-backed securities | $32,096,000 | 132 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $387,341,000 | 340 |
| Total debt securities | $372,052,000 | 420 |
| 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 | $382,352,000 | 417 |
| U.S. Government securities | $120,453,000 | 806 |
| U.S. Treasury securities | $1,104,000 | 994 |
| U.S. Government agency obligations | $119,349,000 | 776 |
| Securities issued by states & political subdivisions | $46,402,000 | 871 |
| Other domestic debt securities | $201,532,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $22,087,000 | 47 |
| Asset backed securities | $64,622,000 | 58 |
| Structured financial products - Total | $46,846,000 | 39 |
| Other domestic debt securities - All other | $67,977,000 | 102 |
| Foreign debt securities | $3,626,000 | 104 |
| Equity securities | $10,339,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,411,000 | 448 |
| Mortgage-backed securities | $141,436,000 | 490 |
| Certificates of participation in pools of residential mortgages | $91,414,000 | 450 |
| Issued or guaranteed by U.S. | $91,414,000 | 450 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $50,022,000 | 148 |
| Commercial mortgage pass-through securities | $18,019,000 | 148 |
| Other commercial mortgage-backed securities | $32,003,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $382,352,000 | 345 |
| Total debt securities | $372,014,000 | 420 |
| 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 | $246,672,000 | 616 |
| U.S. Government securities | $54,343,000 | 1,592 |
| U.S. Treasury securities | $1,111,000 | 939 |
| U.S. Government agency obligations | $53,232,000 | 1,547 |
| Securities issued by states & political subdivisions | $31,199,000 | 1,262 |
| Other domestic debt securities | $146,839,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $12,001,000 | 59 |
| Asset backed securities | $53,332,000 | 63 |
| Structured financial products - Total | $17,596,000 | 57 |
| Other domestic debt securities - All other | $63,910,000 | 109 |
| Foreign debt securities | $3,647,000 | 107 |
| Equity securities | $10,644,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,790,000 | 668 |
| Mortgage-backed securities | $65,233,000 | 903 |
| Certificates of participation in pools of residential mortgages | $34,849,000 | 1,040 |
| Issued or guaranteed by U.S. | $34,849,000 | 1,039 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $30,384,000 | 190 |
| Commercial mortgage pass-through securities | $18,383,000 | 142 |
| Other commercial mortgage-backed securities | $12,001,000 | 198 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $246,672,000 | 527 |
| Total debt securities | $236,028,000 | 634 |
| 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 | $230,595,000 | 665 |
| U.S. Government securities | $61,240,000 | 1,478 |
| U.S. Treasury securities | $1,107,000 | 967 |
| U.S. Government agency obligations | $60,133,000 | 1,443 |
| Securities issued by states & political subdivisions | $23,518,000 | 1,617 |
| Other domestic debt securities | $131,629,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $9,903,000 | 58 |
| Asset backed securities | $50,371,000 | 62 |
| Structured financial products - Total | $11,292,000 | 65 |
| Other domestic debt securities - All other | $60,063,000 | 112 |
| Foreign debt securities | $3,869,000 | 106 |
| Equity securities | $10,339,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,342,000 | 638 |
| Mortgage-backed securities | $70,036,000 | 865 |
| Certificates of participation in pools of residential mortgages | $39,745,000 | 982 |
| Issued or guaranteed by U.S. | $39,745,000 | 981 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $30,291,000 | 174 |
| Commercial mortgage pass-through securities | $20,388,000 | 124 |
| Other commercial mortgage-backed securities | $9,903,000 | 207 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $230,595,000 | 575 |
| Total debt securities | $220,254,000 | 680 |
| 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 | $186,390,000 | 808 |
| U.S. Government securities | $61,515,000 | 1,497 |
| U.S. Treasury securities | $800,000 | 1,098 |
| U.S. Government agency obligations | $60,715,000 | 1,443 |
| Securities issued by states & political subdivisions | $17,796,000 | 1,995 |
| Other domestic debt securities | $99,241,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $9,867,000 | 56 |
| Asset backed securities | $44,236,000 | 63 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $45,138,000 | 146 |
| Foreign debt securities | $2,473,000 | 126 |
| Equity securities | $5,365,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,225,000 | 644 |
| Mortgage-backed securities | $70,582,000 | 871 |
| Certificates of participation in pools of residential mortgages | $41,668,000 | 959 |
| Issued or guaranteed by U.S. | $41,668,000 | 959 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $28,914,000 | 178 |
| Commercial mortgage pass-through securities | $19,047,000 | 120 |
| Other commercial mortgage-backed securities | $9,867,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $186,390,000 | 700 |
| Total debt securities | $181,025,000 | 825 |
| 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 | $186,027,000 | 803 |
| U.S. Government securities | $63,819,000 | 1,465 |
| U.S. Treasury securities | $798,000 | 1,131 |
| U.S. Government agency obligations | $63,021,000 | 1,422 |
| Securities issued by states & political subdivisions | $17,714,000 | 2,004 |
| Other domestic debt securities | $96,747,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $9,244,000 | 60 |
| Asset backed securities | $42,476,000 | 60 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $45,027,000 | 143 |
| Foreign debt securities | $2,458,000 | 118 |
| Equity securities | $5,289,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,339,000 | 630 |
| Mortgage-backed securities | $72,265,000 | 874 |
| Certificates of participation in pools of residential mortgages | $43,456,000 | 937 |
| Issued or guaranteed by U.S. | $43,456,000 | 934 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $28,809,000 | 177 |
| Commercial mortgage pass-through securities | $19,565,000 | 120 |
| Other commercial mortgage-backed securities | $9,244,000 | 201 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $186,027,000 | 689 |
| Total debt securities | $180,738,000 | 815 |
| 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 | $201,450,000 | 750 |
| U.S. Government securities | $80,408,000 | 1,218 |
| U.S. Treasury securities | $1,301,000 | 947 |
| U.S. Government agency obligations | $79,107,000 | 1,164 |
| Securities issued by states & political subdivisions | $17,793,000 | 2,018 |
| Other domestic debt securities | $95,546,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $9,607,000 | 59 |
| Asset backed securities | $42,882,000 | 61 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $43,057,000 | 152 |
| Foreign debt securities | $2,487,000 | 116 |
| Equity securities | $5,216,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,288,000 | 558 |
| Mortgage-backed securities | $88,714,000 | 758 |
| Certificates of participation in pools of residential mortgages | $47,060,000 | 890 |
| Issued or guaranteed by U.S. | $47,060,000 | 890 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $41,654,000 | 138 |
| Commercial mortgage pass-through securities | $32,047,000 | 78 |
| Other commercial mortgage-backed securities | $9,607,000 | 185 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $201,450,000 | 641 |
| Total debt securities | $196,233,000 | 760 |
| 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 | $200,766,000 | 766 |
| U.S. Government securities | $81,628,000 | 1,229 |
| U.S. Treasury securities | $1,001,000 | 974 |
| U.S. Government agency obligations | $80,627,000 | 1,183 |
| Securities issued by states & political subdivisions | $16,922,000 | 2,103 |
| Other domestic debt securities | $94,504,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $9,453,000 | 60 |
| Asset backed securities | $42,059,000 | 63 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $42,992,000 | 159 |
| Foreign debt securities | $2,509,000 | 114 |
| Equity securities | $5,203,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,662,000 | 553 |
| Mortgage-backed securities | $90,080,000 | 764 |
| Certificates of participation in pools of residential mortgages | $47,602,000 | 893 |
| Issued or guaranteed by U.S. | $47,602,000 | 892 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $42,478,000 | 129 |
| Commercial mortgage pass-through securities | $33,025,000 | 77 |
| Other commercial mortgage-backed securities | $9,453,000 | 184 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $200,766,000 | 654 |
| Total debt securities | $195,563,000 | 773 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,081 |
| Fair value | $401,000 | 2,080 |
| 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 | $204,866,000 | 751 |
| U.S. Government securities | $87,607,000 | 1,162 |
| U.S. Treasury securities | $1,301,000 | 810 |
| U.S. Government agency obligations | $86,306,000 | 1,123 |
| Securities issued by states & political subdivisions | $16,682,000 | 2,130 |
| Other domestic debt securities | $92,994,000 | 145 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $10,152,000 | 61 |
| Asset backed securities | $39,020,000 | 71 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $43,822,000 | 161 |
| Foreign debt securities | $2,473,000 | 121 |
| Equity securities | $5,110,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,473,000 | 578 |
| Mortgage-backed securities | $96,458,000 | 712 |
| Certificates of participation in pools of residential mortgages | $49,624,000 | 858 |
| Issued or guaranteed by U.S. | $49,624,000 | 857 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $46,834,000 | 120 |
| Commercial mortgage pass-through securities | $36,682,000 | 71 |
| Other commercial mortgage-backed securities | $10,152,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $204,866,000 | 655 |
| Total debt securities | $199,756,000 | 768 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,128 |
| Fair value | $401,000 | 2,127 |
| 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 | $200,378,000 | 761 |
| U.S. Government securities | $96,188,000 | 1,053 |
| U.S. Treasury securities | $1,301,000 | 775 |
| U.S. Government agency obligations | $94,887,000 | 1,019 |
| Securities issued by states & political subdivisions | $16,447,000 | 2,147 |
| Other domestic debt securities | $80,234,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $9,746,000 | 58 |
| Asset backed securities | $34,739,000 | 78 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $35,749,000 | 191 |
| Foreign debt securities | $2,454,000 | 118 |
| Equity securities | $5,055,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,188,000 | 660 |
| Mortgage-backed securities | $104,633,000 | 649 |
| Certificates of participation in pools of residential mortgages | $50,609,000 | 845 |
| Issued or guaranteed by U.S. | $50,609,000 | 844 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $54,024,000 | 108 |
| Commercial mortgage pass-through securities | $54,024,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $200,378,000 | 667 |
| Total debt securities | $195,323,000 | 770 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,785 |
| Fair value | $908,000 | 1,760 |
| Trading account assets | $7,406,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $172,207,000 | 897 |
| U.S. Government securities | $102,488,000 | 996 |
| U.S. Treasury securities | $1,301,000 | 753 |
| U.S. Government agency obligations | $101,187,000 | 974 |
| Securities issued by states & political subdivisions | $8,266,000 | 3,177 |
| Other domestic debt securities | $54,888,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $7,357,000 | 67 |
| Asset backed securities | $13,771,000 | 131 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $33,760,000 | 199 |
| Foreign debt securities | $1,471,000 | 155 |
| Equity securities | $5,094,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,489,000 | 612 |
| Mortgage-backed securities | $108,544,000 | 626 |
| Certificates of participation in pools of residential mortgages | $53,418,000 | 800 |
| Issued or guaranteed by U.S. | $53,418,000 | 800 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $55,126,000 | 103 |
| Commercial mortgage pass-through securities | $47,769,000 | 57 |
| Other commercial mortgage-backed securities | $7,357,000 | 186 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $172,207,000 | 783 |
| Total debt securities | $167,113,000 | 917 |
| 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 | $157,751,000 | 974 |
| U.S. Government securities | $111,936,000 | 913 |
| U.S. Treasury securities | $1,301,000 | 769 |
| U.S. Government agency obligations | $110,635,000 | 894 |
| Securities issued by states & political subdivisions | $4,735,000 | 3,830 |
| Other domestic debt securities | $35,990,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $3,091,000 | 94 |
| Asset backed securities | $2,373,000 | 261 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $30,526,000 | 210 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,090,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,436,000 | 555 |
| Mortgage-backed securities | $113,726,000 | 613 |
| Certificates of participation in pools of residential mortgages | $57,036,000 | 758 |
| Issued or guaranteed by U.S. | $57,036,000 | 757 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $56,690,000 | 96 |
| Commercial mortgage pass-through securities | $53,599,000 | 49 |
| Other commercial mortgage-backed securities | $3,091,000 | 258 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $157,751,000 | 863 |
| Total debt securities | $152,660,000 | 995 |
| 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 | $154,031,000 | 1,011 |
| U.S. Government securities | $124,405,000 | 843 |
| U.S. Treasury securities | $1,301,000 | 785 |
| U.S. Government agency obligations | $123,104,000 | 819 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $24,394,000 | 399 |
| 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 | $24,394,000 | 256 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,232,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,726,000 | 564 |
| Mortgage-backed securities | $123,104,000 | 583 |
| Certificates of participation in pools of residential mortgages | $61,153,000 | 725 |
| Issued or guaranteed by U.S. | $61,153,000 | 724 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $61,951,000 | 82 |
| Commercial mortgage pass-through securities | $61,951,000 | 43 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $154,031,000 | 905 |
| Total debt securities | $148,799,000 | 1,030 |
| 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 | $135,724,000 | 1,118 |
| U.S. Government securities | $110,922,000 | 909 |
| U.S. Treasury securities | $1,300,000 | 766 |
| U.S. Government agency obligations | $109,622,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $19,561,000 | 448 |
| 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 | $19,561,000 | 289 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,241,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,943,000 | 623 |
| Mortgage-backed securities | $109,622,000 | 646 |
| Certificates of participation in pools of residential mortgages | $44,203,000 | 944 |
| Issued or guaranteed by U.S. | $44,203,000 | 943 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $65,419,000 | 71 |
| Commercial mortgage pass-through securities | $65,419,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $135,724,000 | 1,001 |
| Total debt securities | $130,483,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $16,382,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $112,653,000 | 1,349 |
| U.S. Government securities | $92,772,000 | 1,106 |
| U.S. Treasury securities | $300,000 | 983 |
| U.S. Government agency obligations | $92,472,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $14,639,000 | 571 |
| 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 | $14,639,000 | 369 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,242,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,772,000 | 653 |
| Mortgage-backed securities | $92,472,000 | 787 |
| Certificates of participation in pools of residential mortgages | $14,028,000 | 2,339 |
| Issued or guaranteed by U.S. | $14,028,000 | 2,338 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $78,444,000 | 62 |
| Commercial mortgage pass-through securities | $78,444,000 | 27 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $112,653,000 | 1,212 |
| Total debt securities | $107,411,000 | 1,385 |
| 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 | $117,193,000 | 1,312 |
| U.S. Government securities | $112,022,000 | 937 |
| U.S. Treasury securities | $300,000 | 964 |
| U.S. Government agency obligations | $111,722,000 | 907 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $5,171,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,022,000 | 578 |
| Mortgage-backed securities | $111,722,000 | 691 |
| Certificates of participation in pools of residential mortgages | $13,983,000 | 2,378 |
| Issued or guaranteed by U.S. | $13,983,000 | 2,377 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $97,739,000 | 53 |
| Commercial mortgage pass-through securities | $97,739,000 | 22 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $117,193,000 | 1,183 |
| Total debt securities | $112,022,000 | 1,342 |
| 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 | $121,280,000 | 1,267 |
| U.S. Government securities | $116,203,000 | 935 |
| U.S. Treasury securities | $300,000 | 1,038 |
| U.S. Government agency obligations | $115,903,000 | 914 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $5,077,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,203,000 | 563 |
| Mortgage-backed securities | $115,903,000 | 682 |
| Certificates of participation in pools of residential mortgages | $14,139,000 | 2,352 |
| Issued or guaranteed by U.S. | $14,139,000 | 2,348 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $101,764,000 | 47 |
| Commercial mortgage pass-through securities | $101,764,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $121,280,000 | 1,148 |
| Total debt securities | $116,203,000 | 1,312 |
| 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 | $122,988,000 | 1,217 |
| U.S. Government securities | $122,900,000 | 852 |
| U.S. Treasury securities | $300,000 | 966 |
| U.S. Government agency obligations | $122,600,000 | 824 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $88,000 | 965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,900,000 | 484 |
| Mortgage-backed securities | $122,600,000 | 633 |
| Certificates of participation in pools of residential mortgages | $14,089,000 | 2,264 |
| Issued or guaranteed by U.S. | $14,089,000 | 2,260 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $108,511,000 | 37 |
| Commercial mortgage pass-through securities | $108,511,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $122,988,000 | 1,082 |
| Total debt securities | $122,900,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $128,924,000 | 1,131 |
| U.S. Government securities | $128,836,000 | 799 |
| U.S. Treasury securities | $300,000 | 1,019 |
| U.S. Government agency obligations | $128,536,000 | 775 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $88,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,836,000 | 468 |
| Mortgage-backed securities | $128,536,000 | 604 |
| Certificates of participation in pools of residential mortgages | $14,091,000 | 2,196 |
| Issued or guaranteed by U.S. | $14,091,000 | 2,189 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $114,445,000 | 32 |
| Commercial mortgage pass-through securities | $114,445,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $128,924,000 | 1,007 |
| Total debt securities | $128,836,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $138,512,000 | 1,041 |
| U.S. Government securities | $138,424,000 | 771 |
| U.S. Treasury securities | $300,000 | 1,114 |
| U.S. Government agency obligations | $138,124,000 | 747 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $88,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,362,000 | 473 |
| Mortgage-backed securities | $138,124,000 | 543 |
| Certificates of participation in pools of residential mortgages | $22,910,000 | 1,514 |
| Issued or guaranteed by U.S. | $22,910,000 | 1,511 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $115,214,000 | 30 |
| Commercial mortgage pass-through securities | $115,214,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $138,512,000 | 926 |
| Total debt securities | $138,424,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $195,244,000 | 752 |
| U.S. Government securities | $195,155,000 | 534 |
| U.S. Treasury securities | $300,000 | 1,157 |
| U.S. Government agency obligations | $194,855,000 | 515 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $89,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,918,000 | 404 |
| Mortgage-backed securities | $194,855,000 | 386 |
| Certificates of participation in pools of residential mortgages | $74,847,000 | 555 |
| Issued or guaranteed by U.S. | $74,847,000 | 552 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $120,008,000 | 26 |
| Commercial mortgage pass-through securities | $120,008,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $195,244,000 | 663 |
| Total debt securities | $195,155,000 | 741 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $207,928,000 | 677 |
| U.S. Government securities | $86,253,000 | 1,093 |
| U.S. Treasury securities | $300,000 | 1,152 |
| U.S. Government agency obligations | $85,953,000 | 1,052 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $121,586,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $121,586,000 | 22 |
| 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 | $89,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,839,000 | 290 |
| Mortgage-backed securities | $199,018,000 | 375 |
| Certificates of participation in pools of residential mortgages | $77,432,000 | 516 |
| Issued or guaranteed by U.S. | $77,432,000 | 512 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $121,586,000 | 22 |
| Commercial mortgage pass-through securities | $121,586,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $207,928,000 | 597 |
| Total debt securities | $207,839,000 | 665 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $199,985,000 | 680 |
| U.S. Government securities | $75,950,000 | 1,208 |
| U.S. Treasury securities | $300,000 | 1,065 |
| U.S. Government agency obligations | $75,650,000 | 1,157 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $123,946,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $123,946,000 | 20 |
| 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 | $89,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,896,000 | 291 |
| Mortgage-backed securities | $191,050,000 | 365 |
| Certificates of participation in pools of residential mortgages | $67,104,000 | 559 |
| Issued or guaranteed by U.S. | $67,104,000 | 553 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $123,946,000 | 20 |
| Commercial mortgage pass-through securities | $123,946,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $199,985,000 | 601 |
| Total debt securities | $199,896,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $241,566,000 | 550 |
| U.S. Government securities | $108,228,000 | 885 |
| U.S. Treasury securities | $250,000 | 1,031 |
| U.S. Government agency obligations | $107,978,000 | 848 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $133,231,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $133,231,000 | 20 |
| 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 | $107,000 | 1,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,459,000 | 249 |
| Mortgage-backed securities | $230,147,000 | 311 |
| Certificates of participation in pools of residential mortgages | $96,916,000 | 410 |
| Issued or guaranteed by U.S. | $96,916,000 | 407 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $133,231,000 | 20 |
| Commercial mortgage pass-through securities | $133,231,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $241,566,000 | 481 |
| Total debt securities | $241,459,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $252,497,000 | 519 |
| U.S. Government securities | $118,658,000 | 794 |
| U.S. Treasury securities | $250,000 | 1,044 |
| U.S. Government agency obligations | $118,408,000 | 761 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $133,732,000 | 139 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $133,732,000 | 19 |
| 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 | $107,000 | 1,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,390,000 | 248 |
| Mortgage-backed securities | $236,177,000 | 316 |
| Certificates of participation in pools of residential mortgages | $102,445,000 | 415 |
| Issued or guaranteed by U.S. | $102,445,000 | 412 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $133,732,000 | 19 |
| Commercial mortgage pass-through securities | $133,732,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $252,497,000 | 455 |
| Total debt securities | $252,390,000 | 513 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $236,448,000 | 548 |
| U.S. Government securities | $101,214,000 | 896 |
| U.S. Treasury securities | $250,000 | 991 |
| U.S. Government agency obligations | $100,964,000 | 862 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $135,127,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $135,127,000 | 22 |
| 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 | $107,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $236,341,000 | 273 |
| Mortgage-backed securities | $236,091,000 | 312 |
| Certificates of participation in pools of residential mortgages | $100,964,000 | 422 |
| Issued or guaranteed by U.S. | $100,964,000 | 419 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $135,127,000 | 22 |
| Commercial mortgage pass-through securities | $135,127,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $236,448,000 | 474 |
| Total debt securities | $236,340,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $216,323,000 | 600 |
| U.S. Government securities | $79,140,000 | 1,121 |
| U.S. Treasury securities | $250,000 | 950 |
| U.S. Government agency obligations | $78,890,000 | 1,088 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $137,076,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $137,076,000 | 23 |
| 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 | $107,000 | 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 | $216,216,000 | 297 |
| Mortgage-backed securities | $215,966,000 | 348 |
| Certificates of participation in pools of residential mortgages | $78,890,000 | 534 |
| Issued or guaranteed by U.S. | $78,890,000 | 530 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $137,076,000 | 23 |
| Commercial mortgage pass-through securities | $137,076,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $216,323,000 | 514 |
| Total debt securities | $216,215,000 | 585 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $232,998,000 | 550 |
| U.S. Government securities | $232,892,000 | 386 |
| U.S. Treasury securities | $361,000 | 891 |
| U.S. Government agency obligations | $232,531,000 | 376 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $106,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,892,000 | 273 |
| Mortgage-backed securities | $232,531,000 | 328 |
| Certificates of participation in pools of residential mortgages | $232,531,000 | 205 |
| Issued or guaranteed by U.S. | $232,531,000 | 202 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $232,998,000 | 477 |
| Total debt securities | $232,892,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $234,676,000 | 530 |
| U.S. Government securities | $234,570,000 | 393 |
| U.S. Treasury securities | $664,000 | 721 |
| U.S. Government agency obligations | $233,906,000 | 386 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $106,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,570,000 | 278 |
| Mortgage-backed securities | $233,906,000 | 331 |
| Certificates of participation in pools of residential mortgages | $233,906,000 | 218 |
| Issued or guaranteed by U.S. | $233,906,000 | 215 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $234,676,000 | 463 |
| Total debt securities | $234,570,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $243,314,000 | 505 |
| U.S. Government securities | $243,206,000 | 370 |
| U.S. Treasury securities | $1,167,000 | 557 |
| U.S. Government agency obligations | $242,039,000 | 365 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $108,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,113,000 | 287 |
| Mortgage-backed securities | $242,039,000 | 310 |
| Certificates of participation in pools of residential mortgages | $242,039,000 | 205 |
| Issued or guaranteed by U.S. | $242,039,000 | 201 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $243,314,000 | 435 |
| Total debt securities | $243,207,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $246,999,000 | 489 |
| U.S. Government securities | $246,299,000 | 349 |
| U.S. Treasury securities | $864,000 | 703 |
| U.S. Government agency obligations | $245,435,000 | 341 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $700,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,299,000 | 265 |
| Mortgage-backed securities | $245,435,000 | 292 |
| Certificates of participation in pools of residential mortgages | $245,435,000 | 191 |
| Issued or guaranteed by U.S. | $245,435,000 | 186 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $246,999,000 | 415 |
| Total debt securities | $246,299,000 | 482 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $244,089,000 | 511 |
| U.S. Government securities | $243,373,000 | 346 |
| U.S. Treasury securities | $365,000 | 839 |
| U.S. Government agency obligations | $243,008,000 | 339 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $716,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,373,000 | 259 |
| Mortgage-backed securities | $243,008,000 | 297 |
| Certificates of participation in pools of residential mortgages | $243,008,000 | 190 |
| Issued or guaranteed by U.S. | $243,008,000 | 185 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $244,089,000 | 442 |
| Total debt securities | $243,373,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $223,885,000 | 565 |
| U.S. Government securities | $223,165,000 | 393 |
| U.S. Treasury securities | $719,000 | 743 |
| U.S. Government agency obligations | $222,446,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $720,000 | 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 | $223,165,000 | 284 |
| Mortgage-backed securities | $222,446,000 | 323 |
| Certificates of participation in pools of residential mortgages | $222,446,000 | 208 |
| Issued or guaranteed by U.S. | $222,446,000 | 199 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $223,885,000 | 484 |
| Total debt securities | $223,165,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $312,777,000 | 403 |
| U.S. Government securities | $312,050,000 | 289 |
| U.S. Treasury securities | $712,000 | 840 |
| U.S. Government agency obligations | $311,338,000 | 283 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $727,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,050,000 | 213 |
| Mortgage-backed securities | $311,338,000 | 239 |
| Certificates of participation in pools of residential mortgages | $311,338,000 | 154 |
| Issued or guaranteed by U.S. | $311,338,000 | 146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $312,777,000 | 348 |
| Total debt securities | $312,050,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $308,481,000 | 414 |
| U.S. Government securities | $307,759,000 | 302 |
| U.S. Treasury securities | $1,152,000 | 715 |
| U.S. Government agency obligations | $306,607,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $722,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,760,000 | 212 |
| Mortgage-backed securities | $306,607,000 | 238 |
| Certificates of participation in pools of residential mortgages | $306,607,000 | 149 |
| Issued or guaranteed by U.S. | $306,607,000 | 142 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $308,481,000 | 354 |
| Total debt securities | $307,759,000 | 399 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $142,971,000 | 826 |
| U.S. Government securities | $142,260,000 | 613 |
| U.S. Treasury securities | $1,142,000 | 814 |
| U.S. Government agency obligations | $141,118,000 | 604 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $711,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,260,000 | 385 |
| Mortgage-backed securities | $141,118,000 | 420 |
| Certificates of participation in pools of residential mortgages | $141,118,000 | 281 |
| Issued or guaranteed by U.S. | $141,118,000 | 274 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $142,971,000 | 695 |
| Total debt securities | $142,260,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $111,707,000 | 1,090 |
| U.S. Government securities | $111,002,000 | 760 |
| U.S. Treasury securities | $1,129,000 | 872 |
| U.S. Government agency obligations | $109,873,000 | 740 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $705,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,002,000 | 478 |
| Mortgage-backed securities | $109,873,000 | 506 |
| Certificates of participation in pools of residential mortgages | $109,873,000 | 351 |
| Issued or guaranteed by U.S. | $109,873,000 | 345 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $111,707,000 | 932 |
| Total debt securities | $111,002,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $102,637,000 | 1,210 |
| U.S. Government securities | $101,912,000 | 867 |
| U.S. Treasury securities | $1,121,000 | 912 |
| U.S. Government agency obligations | $100,791,000 | 850 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $725,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,912,000 | 535 |
| Mortgage-backed securities | $91,808,000 | 583 |
| Certificates of participation in pools of residential mortgages | $91,808,000 | 402 |
| Issued or guaranteed by U.S. | $91,808,000 | 398 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $102,637,000 | 1,037 |
| Total debt securities | $101,912,000 | 1,181 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,992,000 | 717 |
| 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 | $102,208,000 | 1,229 |
| U.S. Government securities | $101,475,000 | 894 |
| U.S. Treasury securities | $1,123,000 | 964 |
| U.S. Government agency obligations | $100,352,000 | 880 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $733,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,475,000 | 537 |
| Mortgage-backed securities | $91,386,000 | 593 |
| Certificates of participation in pools of residential mortgages | $91,386,000 | 416 |
| Issued or guaranteed by U.S. | $91,386,000 | 411 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $102,208,000 | 1,056 |
| Total debt securities | $101,475,000 | 1,210 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 772 |
| Fair value | $4,985,000 | 772 |
| 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 | $107,711,000 | 1,156 |
| U.S. Government securities | $106,956,000 | 842 |
| U.S. Treasury securities | $1,111,000 | 1,000 |
| U.S. Government agency obligations | $105,845,000 | 827 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $755,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,957,000 | 501 |
| Mortgage-backed securities | $96,899,000 | 563 |
| Certificates of participation in pools of residential mortgages | $96,899,000 | 408 |
| Issued or guaranteed by U.S. | $96,899,000 | 405 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $107,711,000 | 982 |
| Total debt securities | $106,956,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 837 |
| Fair value | $4,969,000 | 828 |
| 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 | $87,718,000 | 1,414 |
| U.S. Government securities | $86,961,000 | 1,057 |
| U.S. Treasury securities | $1,102,000 | 1,067 |
| U.S. Government agency obligations | $85,859,000 | 1,028 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $757,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,714,000 | 611 |
| Mortgage-backed securities | $76,907,000 | 681 |
| Certificates of participation in pools of residential mortgages | $76,907,000 | 481 |
| Issued or guaranteed by U.S. | $76,907,000 | 475 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $87,718,000 | 1,216 |
| Total debt securities | $86,957,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $77,243,000 | 1,585 |
| U.S. Government securities | $76,471,000 | 1,173 |
| U.S. Treasury securities | $1,101,000 | 1,080 |
| U.S. Government agency obligations | $75,370,000 | 1,147 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $772,000 | 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 | $76,446,000 | 676 |
| Mortgage-backed securities | $66,410,000 | 766 |
| Certificates of participation in pools of residential mortgages | $66,410,000 | 560 |
| Issued or guaranteed by U.S. | $66,410,000 | 554 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $77,243,000 | 1,354 |
| Total debt securities | $76,470,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $75,597,000 | 1,609 |
| U.S. Government securities | $74,802,000 | 1,184 |
| U.S. Treasury securities | $1,711,000 | 964 |
| U.S. Government agency obligations | $73,091,000 | 1,185 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $795,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,777,000 | 683 |
| Mortgage-backed securities | $64,118,000 | 778 |
| Certificates of participation in pools of residential mortgages | $64,118,000 | 578 |
| Issued or guaranteed by U.S. | $64,118,000 | 571 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $75,597,000 | 1,367 |
| Total debt securities | $74,802,000 | 1,575 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $75,459,000 | 1,632 |
| U.S. Government securities | $74,628,000 | 1,204 |
| U.S. Treasury securities | $1,723,000 | 998 |
| U.S. Government agency obligations | $72,905,000 | 1,190 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $831,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,603,000 | 674 |
| Mortgage-backed securities | $59,107,000 | 842 |
| Certificates of participation in pools of residential mortgages | $59,107,000 | 620 |
| Issued or guaranteed by U.S. | $59,107,000 | 613 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $75,459,000 | 1,375 |
| Total debt securities | $74,628,000 | 1,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $108,542,000 | 1,172 |
| U.S. Government securities | $107,642,000 | 871 |
| U.S. Treasury securities | $1,700,000 | 1,082 |
| U.S. Government agency obligations | $105,942,000 | 857 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $900,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,643,000 | 477 |
| Mortgage-backed securities | $95,158,000 | 617 |
| Certificates of participation in pools of residential mortgages | $95,158,000 | 448 |
| Issued or guaranteed by U.S. | $95,158,000 | 443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $108,542,000 | 995 |
| Total debt securities | $107,643,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $123,332,000 | 1,035 |
| U.S. Government securities | $122,394,000 | 786 |
| U.S. Treasury securities | $21,683,000 | 213 |
| U.S. Government agency obligations | $100,711,000 | 909 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $938,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,394,000 | 437 |
| Mortgage-backed securities | $98,708,000 | 617 |
| Certificates of participation in pools of residential mortgages | $98,708,000 | 448 |
| Issued or guaranteed by U.S. | $98,708,000 | 444 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $123,332,000 | 882 |
| Total debt securities | $122,394,000 | 1,013 |
| 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 | $77,918,000 | 1,614 |
| U.S. Government securities | $76,734,000 | 1,207 |
| U.S. Treasury securities | $31,617,000 | 158 |
| U.S. Government agency obligations | $45,117,000 | 1,915 |
| Securities issued by states & political subdivisions | $225,000 | 6,157 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $959,000 | 1,276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,835,000 | 1,339 |
| Mortgage-backed securities | $41,107,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $41,107,000 | 877 |
| Issued or guaranteed by U.S. | $41,107,000 | 872 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $77,918,000 | 1,372 |
| Total debt securities | $76,959,000 | 1,589 |
| 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 | $47,925,000 | 2,541 |
| U.S. Government securities | $46,695,000 | 1,967 |
| U.S. Treasury securities | $1,740,000 | 1,156 |
| U.S. Government agency obligations | $44,955,000 | 1,969 |
| Securities issued by states & political subdivisions | $220,000 | 6,199 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,010,000 | 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 | $46,915,000 | 970 |
| Mortgage-backed securities | $30,990,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $30,990,000 | 1,100 |
| Issued or guaranteed by U.S. | $30,990,000 | 1,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $47,925,000 | 2,152 |
| Total debt securities | $46,915,000 | 2,528 |
| 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 | $30,106,000 | 3,640 |
| U.S. Government securities | $29,876,000 | 2,825 |
| U.S. Treasury securities | $1,789,000 | 1,113 |
| U.S. Government agency obligations | $28,087,000 | 2,868 |
| Securities issued by states & political subdivisions | $230,000 | 6,185 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $30,106,000 | 1,423 |
| Mortgage-backed securities | $15,022,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $15,022,000 | 1,879 |
| Issued or guaranteed by U.S. | $15,022,000 | 1,871 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $30,106,000 | 3,150 |
| Total debt securities | $30,107,000 | 3,570 |
| 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 | $36,246,000 | 3,223 |
| U.S. Government securities | $36,019,000 | 2,510 |
| U.S. Treasury securities | $1,780,000 | 1,193 |
| U.S. Government agency obligations | $34,239,000 | 2,527 |
| Securities issued by states & political subdivisions | $227,000 | 6,258 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $36,246,000 | 1,191 |
| Mortgage-backed securities | $34,239,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $34,239,000 | 1,056 |
| Issued or guaranteed by U.S. | $34,239,000 | 1,047 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $36,246,000 | 2,775 |
| Total debt securities | $36,246,000 | 3,163 |
| 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 | $81,753,000 | 1,601 |
| U.S. Government securities | $81,210,000 | 1,217 |
| U.S. Treasury securities | $1,802,000 | 1,198 |
| U.S. Government agency obligations | $79,408,000 | 1,197 |
| Securities issued by states & political subdivisions | $226,000 | 6,292 |
| Other domestic debt securities | $317,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $317,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $32,116,000 | 1,255 |
| Mortgage-backed securities | $79,725,000 | 756 |
| Certificates of participation in pools of residential mortgages | $79,408,000 | 559 |
| Issued or guaranteed by U.S. | $79,408,000 | 552 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $317,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $317,000 | 759 |
| 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) | $81,753,000 | 1,364 |
| Total debt securities | $81,753,000 | 1,550 |
| 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 | $49,532,000 | 2,413 |
| U.S. Government securities | $48,759,000 | 1,828 |
| U.S. Treasury securities | $2,354,000 | 1,035 |
| U.S. Government agency obligations | $46,405,000 | 1,828 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $773,000 | 2,963 |
| Privately issued residential mortgage-backed securities | $773,000 | 727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $48,759,000 | 853 |
| Mortgage-backed securities | $47,178,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $46,405,000 | 810 |
| Issued or guaranteed by U.S. | $46,405,000 | 806 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $773,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $773,000 | 647 |
| 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) | $49,532,000 | 2,052 |
| Total debt securities | $49,532,000 | 2,346 |
| 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 | $51,541,000 | 2,315 |
| U.S. Government securities | $50,097,000 | 1,768 |
| U.S. Treasury securities | $2,362,000 | 1,065 |
| U.S. Government agency obligations | $47,735,000 | 1,771 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,209,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $1,209,000 | 651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $235,000 | 1,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,478,000 | 1,185 |
| Mortgage-backed securities | $48,944,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $47,735,000 | 764 |
| Issued or guaranteed by U.S. | $47,735,000 | 759 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,209,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,209,000 | 578 |
| 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) | $51,541,000 | 1,950 |
| Total debt securities | $51,306,000 | 2,243 |
| 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 | $60,585,000 | 1,986 |
| U.S. Government securities | $58,864,000 | 1,502 |
| U.S. Treasury securities | $2,374,000 | 1,124 |
| U.S. Government agency obligations | $56,490,000 | 1,486 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,671,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $1,671,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $50,000 | 251 |
| 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 | $42,634,000 | 941 |
| Mortgage-backed securities | $58,161,000 | 908 |
| Certificates of participation in pools of residential mortgages | $56,490,000 | 653 |
| Issued or guaranteed by U.S. | $56,490,000 | 648 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,671,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,671,000 | 512 |
| 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) | $50,000 | 4,686 |
| Available-for-sale securities (fair market value) | $60,535,000 | 1,670 |
| Total debt securities | $60,585,000 | 1,918 |
| 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 | $41,146,000 | 2,595 |
| U.S. Government securities | $36,291,000 | 2,153 |
| U.S. Treasury securities | $1,276,000 | 1,714 |
| U.S. Government agency obligations | $35,015,000 | 2,099 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,311,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $4,311,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $50,000 | 256 |
| Equity securities | $494,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,148,000 | 1,527 |
| Mortgage-backed securities | $29,555,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $25,244,000 | 1,087 |
| Issued or guaranteed by U.S. | $25,244,000 | 1,080 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,311,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $4,311,000 | 397 |
| 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) | $50,000 | 4,931 |
| Available-for-sale securities (fair market value) | $41,096,000 | 2,167 |
| Total debt securities | $40,652,000 | 2,542 |
| 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 | $71,420,000 | 1,526 |
| U.S. Government securities | $60,962,000 | 1,299 |
| U.S. Treasury securities | $1,198,000 | 2,462 |
| U.S. Government agency obligations | $59,764,000 | 1,232 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,752,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $5,752,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $50,000 | 247 |
| Equity securities | $4,656,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,143,000 | 1,484 |
| Mortgage-backed securities | $26,183,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $20,431,000 | 1,056 |
| Issued or guaranteed by U.S. | $20,431,000 | 1,047 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,752,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $5,752,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,763,000 | 414 |
| Available-for-sale securities (fair market value) | $9,657,000 | 5,815 |
| Total debt securities | $66,764,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $50,985,000 | 2,220 |
| U.S. Government securities | $40,379,000 | 2,078 |
| U.S. Treasury securities | $1,180,000 | 3,403 |
| U.S. Government agency obligations | $39,199,000 | 1,912 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $6,628,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $6,628,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $50,000 | 270 |
| Equity securities | $3,928,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,095,000 | 1,477 |
| Mortgage-backed securities | $6,628,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,628,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $6,628,000 | 317 |
| 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) | $42,090,000 | 658 |
| Available-for-sale securities (fair market value) | $8,895,000 | 6,184 |
| Total debt securities | $47,057,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $32,553,000 | 3,393 |
| U.S. Government securities | $29,566,000 | 2,851 |
| U.S. Treasury securities | $1,199,000 | 4,724 |
| U.S. Government agency obligations | $28,367,000 | 2,480 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $50,000 | 284 |
| Equity securities | $2,937,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,630,000 | 1,482 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,616,000 | 974 |
| Available-for-sale securities (fair market value) | $2,937,000 | 8,123 |
| Total debt securities | $29,616,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $20,732,000 | 4,781 |
| U.S. Government securities | $17,884,000 | 4,447 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $17,884,000 | 3,516 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $210,000 | 2,884 |
| Privately issued residential mortgage-backed securities | $210,000 | 1,034 |
| 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 | $50,000 | 300 |
| Equity securities | $2,588,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,858,000 | 1,773 |
| Mortgage-backed securities | $210,000 | 7,570 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $210,000 | 4,510 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $210,000 | 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) | $18,144,000 | 1,785 |
| Available-for-sale securities (fair market value) | $2,588,000 | 8,483 |
| Total debt securities | $18,144,000 | 5,160 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $19,414,000 | 5,414 |
| U.S. Government securities | $16,824,000 | 5,036 |
| U.S. Treasury securities | $1,797,000 | 6,257 |
| U.S. Government agency obligations | $15,027,000 | 4,197 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $306,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $306,000 | 1,160 |
| 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 | $50,000 | 341 |
| Equity securities | $2,234,000 | 1,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,824,000 | 1,883 |
| Mortgage-backed securities | $306,000 | 7,906 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $306,000 | 4,783 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $306,000 | 927 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,180,000 | 2,137 |
| Available-for-sale securities (fair market value) | $2,234,000 | 8,914 |
| Total debt securities | $17,180,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $17,658,000 | 6,064 |
| U.S. Government securities | $14,987,000 | 5,715 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,987,000 | 4,205 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $509,000 | 3,139 |
| Privately issued residential mortgage-backed securities | $509,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $50,000 | 404 |
| Equity securities | $2,112,000 | 1,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,987,000 | 2,068 |
| Mortgage-backed securities | $509,000 | 7,983 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $509,000 | 4,862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $509,000 | 910 |
| 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) | $15,546,000 | 2,456 |
| Available-for-sale securities (fair market value) | $2,112,000 | 9,351 |
| Total debt securities | $15,546,000 | 6,432 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $11,174,000 | 8,338 |
| U.S. Government securities | $8,479,000 | 8,439 |
| U.S. Treasury securities | $2,477,000 | 7,679 |
| U.S. Government agency obligations | $6,002,000 | 7,155 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $659,000 | 3,212 |
| Privately issued residential mortgage-backed securities | $659,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $50,000 | 420 |
| Equity securities | $1,986,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,479,000 | 3,345 |
| Mortgage-backed securities | $659,000 | 8,265 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $659,000 | 5,003 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $659,000 | 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) | $9,188,000 | 6,002 |
| Available-for-sale securities (fair market value) | $1,986,000 | 8,883 |
| Total debt securities | $9,188,000 | 8,952 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $17,588,000 | 6,689 |
| U.S. Government securities | $14,434,000 | 6,419 |
| U.S. Treasury securities | $14,434,000 | 2,543 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,207,000 | 3,055 |
| Privately issued residential mortgage-backed securities | $1,207,000 | 1,108 |
| 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 | $50,000 | 447 |
| Equity securities | $1,897,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,483,000 | 4,926 |
| Mortgage-backed securities | $1,207,000 | 8,141 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,207,000 | 4,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $1,207,000 | 834 |
| 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 | $15,691,000 | 7,042 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,100,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $8,124,000 | 9,966 |
| U.S. Government securities | $2,187,000 | 12,595 |
| U.S. Treasury securities | $648,000 | 11,036 |
| U.S. Government agency obligations | $1,539,000 | 10,967 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,041,000 | 1,945 |
| Privately issued residential mortgage-backed securities | $4,041,000 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $50,000 | 470 |
| Equity securities | $1,846,000 | 1,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 9,427 |
| Mortgage-backed securities | $5,580,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,580,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 4,063 |
| Privately issued | $4,041,000 | 541 |
| 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 | $6,278,000 | 10,784 |
| 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 |