Home > Highland Bank > Securities
Highland Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $203,443,000 | 955 |
| U.S. Government securities | $67,590,000 | 1,549 |
| U.S. Treasury securities | $17,047,000 | 1,011 |
| U.S. Government agency obligations | $50,543,000 | 1,597 |
| Securities issued by states & political subdivisions | $84,508,000 | 551 |
| Other domestic debt securities | $51,345,000 | 394 |
| Privately issued residential mortgage-backed securities | $15,986,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,023,000 | 202 |
| Structured financial products - Total | $275,000 | 681 |
| Other domestic debt securities - All other | $9,366,000 | 682 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,841,000 | 841 |
| Mortgage-backed securities | $70,953,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,314,000 | 2,192 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,459,000 | 597 |
| Privately issued | $15,986,000 | 179 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,894,000 | 872 |
| Other commercial mortgage-backed securities | $16,300,000 | 379 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $203,443,000 | 805 |
| Total debt securities | $203,442,000 | 944 |
| Structured notes | ||
| Amortized cost | $280,000 | 1,076 |
| Fair value | $275,000 | 1,070 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $206,700,000 | 928 |
| U.S. Government securities | $68,138,000 | 1,524 |
| U.S. Treasury securities | $16,661,000 | 1,069 |
| U.S. Government agency obligations | $51,477,000 | 1,557 |
| Securities issued by states & political subdivisions | $85,739,000 | 517 |
| Other domestic debt securities | $52,823,000 | 381 |
| Privately issued residential mortgage-backed securities | $16,789,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,558,000 | 201 |
| Structured financial products - Total | $534,000 | 621 |
| Other domestic debt securities - All other | $9,207,000 | 683 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,607,000 | 820 |
| Mortgage-backed securities | $72,247,000 | 984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,147,000 | 2,195 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,300,000 | 568 |
| Privately issued | $16,789,000 | 164 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,877,000 | 861 |
| Other commercial mortgage-backed securities | $16,134,000 | 383 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $206,700,000 | 780 |
| Total debt securities | $206,700,000 | 919 |
| Structured notes | ||
| Amortized cost | $548,000 | 960 |
| Fair value | $534,000 | 954 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $213,017,000 | 937 |
| U.S. Government securities | $66,151,000 | 1,600 |
| U.S. Treasury securities | $16,691,000 | 1,074 |
| U.S. Government agency obligations | $49,460,000 | 1,631 |
| Securities issued by states & political subdivisions | $92,493,000 | 500 |
| Other domestic debt securities | $54,373,000 | 374 |
| Privately issued residential mortgage-backed securities | $17,433,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,864,000 | 199 |
| Structured financial products - Total | $557,000 | 603 |
| Other domestic debt securities - All other | $9,194,000 | 685 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,388,000 | 826 |
| Mortgage-backed securities | $73,963,000 | 992 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,250,000 | 2,344 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,341,000 | 571 |
| Privately issued | $17,433,000 | 164 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,048,000 | 836 |
| Other commercial mortgage-backed securities | $16,891,000 | 378 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $213,017,000 | 793 |
| Total debt securities | $213,017,000 | 927 |
| Structured notes | ||
| Amortized cost | $576,000 | 1,007 |
| Fair value | $557,000 | 1,004 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $225,428,000 | 927 |
| U.S. Government securities | $69,828,000 | 1,601 |
| U.S. Treasury securities | $16,858,000 | 1,151 |
| U.S. Government agency obligations | $52,970,000 | 1,580 |
| Securities issued by states & political subdivisions | $98,120,000 | 490 |
| Other domestic debt securities | $57,480,000 | 381 |
| Privately issued residential mortgage-backed securities | $18,185,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,144,000 | 197 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $10,145,000 | 674 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,679,000 | 744 |
| Mortgage-backed securities | $79,427,000 | 994 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,584,000 | 2,360 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,280,000 | 585 |
| Privately issued | $18,185,000 | 164 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,248,000 | 846 |
| Other commercial mortgage-backed securities | $20,130,000 | 351 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $225,428,000 | 786 |
| Total debt securities | $225,426,000 | 918 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $223,573,000 | 954 |
| U.S. Government securities | $61,804,000 | 1,760 |
| U.S. Treasury securities | $16,617,000 | 1,189 |
| U.S. Government agency obligations | $45,187,000 | 1,753 |
| Securities issued by states & political subdivisions | $106,678,000 | 459 |
| Other domestic debt securities | $55,091,000 | 399 |
| Privately issued residential mortgage-backed securities | $19,046,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,103,000 | 251 |
| Structured financial products - Total | $3,738,000 | 387 |
| Other domestic debt securities - All other | $9,694,000 | 709 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,800,000 | 842 |
| Mortgage-backed securities | $70,352,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,648,000 | 2,382 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,348,000 | 674 |
| Privately issued | $19,046,000 | 156 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,619,000 | 810 |
| Other commercial mortgage-backed securities | $15,691,000 | 411 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $223,573,000 | 804 |
| Total debt securities | $223,572,000 | 943 |
| Structured notes | ||
| Amortized cost | $3,956,000 | 481 |
| Fair value | $3,737,000 | 458 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $222,074,000 | 970 |
| U.S. Government securities | $62,588,000 | 1,760 |
| U.S. Treasury securities | $16,538,000 | 1,224 |
| U.S. Government agency obligations | $46,050,000 | 1,755 |
| Securities issued by states & political subdivisions | $104,416,000 | 480 |
| Other domestic debt securities | $55,070,000 | 383 |
| Privately issued residential mortgage-backed securities | $18,785,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,785,000 | 252 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $10,326,000 | 682 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,001,000 | 796 |
| Mortgage-backed securities | $75,266,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,801,000 | 2,376 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,087,000 | 681 |
| Privately issued | $18,785,000 | 159 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,908,000 | 797 |
| Other commercial mortgage-backed securities | $19,685,000 | 382 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $222,074,000 | 824 |
| Total debt securities | $222,075,000 | 961 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $227,270,000 | 959 |
| U.S. Government securities | $66,869,000 | 1,701 |
| U.S. Treasury securities | $17,078,000 | 1,184 |
| U.S. Government agency obligations | $49,791,000 | 1,690 |
| Securities issued by states & political subdivisions | $106,603,000 | 490 |
| Other domestic debt securities | $53,798,000 | 366 |
| Privately issued residential mortgage-backed securities | $17,850,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,097,000 | 249 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $10,247,000 | 688 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,939,000 | 759 |
| Mortgage-backed securities | $76,966,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $8,545,000 | 2,403 |
| Issued or guaranteed by U.S. | $8,545,000 | 2,340 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $44,652,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $26,802,000 | 668 |
| Privately issued | $17,850,000 | 164 |
| Commercial mortgage-backed securities | $23,769,000 | 553 |
| Commercial mortgage pass-through securities | $4,392,000 | 744 |
| Other commercial mortgage-backed securities | $19,377,000 | 432 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $227,270,000 | 833 |
| Total debt securities | $227,269,000 | 950 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $223,309,000 | 971 |
| U.S. Government securities | $70,830,000 | 1,592 |
| U.S. Treasury securities | $17,407,000 | 1,052 |
| U.S. Government agency obligations | $53,423,000 | 1,623 |
| Securities issued by states & political subdivisions | $103,433,000 | 531 |
| Other domestic debt securities | $49,046,000 | 382 |
| Privately issued residential mortgage-backed securities | $15,878,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,786,000 | 244 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $9,912,000 | 692 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,168,000 | 740 |
| Mortgage-backed securities | $74,850,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $9,321,000 | 2,349 |
| Issued or guaranteed by U.S. | $9,321,000 | 2,292 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $44,333,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $28,455,000 | 637 |
| Privately issued | $15,878,000 | 155 |
| Commercial mortgage-backed securities | $21,196,000 | 599 |
| Commercial mortgage pass-through securities | $4,715,000 | 731 |
| Other commercial mortgage-backed securities | $16,481,000 | 464 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $223,309,000 | 866 |
| Total debt securities | $223,307,000 | 960 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $218,379,000 | 966 |
| U.S. Government securities | $63,918,000 | 1,606 |
| U.S. Treasury securities | $6,066,000 | 1,280 |
| U.S. Government agency obligations | $57,852,000 | 1,517 |
| Securities issued by states & political subdivisions | $107,092,000 | 534 |
| Other domestic debt securities | $47,369,000 | 384 |
| Privately issued residential mortgage-backed securities | $12,503,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,307,000 | 245 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,238,000 | 646 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,588,000 | 695 |
| Mortgage-backed securities | $76,258,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $10,183,000 | 2,268 |
| Issued or guaranteed by U.S. | $10,183,000 | 2,206 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $43,504,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $31,001,000 | 583 |
| Privately issued | $12,503,000 | 151 |
| Commercial mortgage-backed securities | $22,571,000 | 571 |
| Commercial mortgage pass-through securities | $5,010,000 | 706 |
| Other commercial mortgage-backed securities | $17,561,000 | 438 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $218,379,000 | 881 |
| Total debt securities | $218,377,000 | 954 |
| 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 | $218,744,000 | 905 |
| U.S. Government securities | $73,596,000 | 1,408 |
| U.S. Treasury securities | $6,096,000 | 1,071 |
| U.S. Government agency obligations | $67,500,000 | 1,353 |
| Securities issued by states & political subdivisions | $100,873,000 | 544 |
| Other domestic debt securities | $44,275,000 | 385 |
| Privately issued residential mortgage-backed securities | $9,634,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,642,000 | 241 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,257,000 | 595 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,884,000 | 693 |
| Mortgage-backed securities | $81,870,000 | 976 |
| Certificates of participation in pools of residential mortgages | $13,984,000 | 2,000 |
| Issued or guaranteed by U.S. | $13,984,000 | 1,945 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $44,719,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $35,085,000 | 532 |
| Privately issued | $9,634,000 | 147 |
| Commercial mortgage-backed securities | $23,167,000 | 558 |
| Commercial mortgage pass-through securities | $5,975,000 | 654 |
| Other commercial mortgage-backed securities | $17,192,000 | 435 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $218,744,000 | 827 |
| Total debt securities | $218,744,000 | 894 |
| 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 | $203,323,000 | 929 |
| U.S. Government securities | $67,157,000 | 1,437 |
| U.S. Treasury securities | $6,133,000 | 968 |
| U.S. Government agency obligations | $61,024,000 | 1,381 |
| Securities issued by states & political subdivisions | $91,481,000 | 588 |
| Other domestic debt securities | $44,685,000 | 361 |
| Privately issued residential mortgage-backed securities | $10,471,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,881,000 | 239 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $10,264,000 | 558 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,447,000 | 678 |
| Mortgage-backed securities | $74,826,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $10,232,000 | 2,237 |
| Issued or guaranteed by U.S. | $10,232,000 | 2,180 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $43,117,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $32,646,000 | 535 |
| Privately issued | $10,471,000 | 130 |
| Commercial mortgage-backed securities | $21,477,000 | 561 |
| Commercial mortgage pass-through securities | $6,054,000 | 641 |
| Other commercial mortgage-backed securities | $15,423,000 | 455 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $203,323,000 | 851 |
| Total debt securities | $203,320,000 | 915 |
| 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 | $171,802,000 | 995 |
| U.S. Government securities | $55,949,000 | 1,505 |
| U.S. Treasury securities | $4,045,000 | 899 |
| U.S. Government agency obligations | $51,904,000 | 1,476 |
| Securities issued by states & political subdivisions | $79,855,000 | 624 |
| Other domestic debt securities | $35,998,000 | 406 |
| Privately issued residential mortgage-backed securities | $6,918,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,114,000 | 233 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $8,670,000 | 583 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,159,000 | 650 |
| Mortgage-backed securities | $57,872,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $5,157,000 | 2,749 |
| Issued or guaranteed by U.S. | $5,157,000 | 2,669 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $34,929,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $28,011,000 | 564 |
| Privately issued | $6,918,000 | 152 |
| Commercial mortgage-backed securities | $17,786,000 | 597 |
| Commercial mortgage pass-through securities | $6,072,000 | 619 |
| Other commercial mortgage-backed securities | $11,714,000 | 493 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $171,802,000 | 917 |
| Total debt securities | $171,801,000 | 984 |
| 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 | $158,901,000 | 998 |
| U.S. Government securities | $48,342,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $48,342,000 | 1,465 |
| Securities issued by states & political subdivisions | $74,594,000 | 643 |
| Other domestic debt securities | $35,965,000 | 387 |
| Privately issued residential mortgage-backed securities | $7,525,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,374,000 | 223 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $8,309,000 | 576 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,207,000 | 648 |
| Mortgage-backed securities | $57,403,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $5,285,000 | 2,654 |
| Issued or guaranteed by U.S. | $5,281,000 | 2,581 |
| Privately issued | $4,000 | 240 |
| Collaterized mortgage obligations | $36,826,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $29,305,000 | 551 |
| Privately issued | $7,521,000 | 139 |
| Commercial mortgage-backed securities | $15,292,000 | 615 |
| Commercial mortgage pass-through securities | $4,051,000 | 715 |
| Other commercial mortgage-backed securities | $11,241,000 | 470 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $158,901,000 | 907 |
| Total debt securities | $158,901,000 | 985 |
| 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 | $152,605,000 | 956 |
| U.S. Government securities | $50,701,000 | 1,437 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $50,701,000 | 1,356 |
| Securities issued by states & political subdivisions | $71,222,000 | 605 |
| Other domestic debt securities | $30,682,000 | 397 |
| Privately issued residential mortgage-backed securities | $7,515,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,577,000 | 208 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,825,000 | 719 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,595,000 | 619 |
| Mortgage-backed securities | $57,323,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $5,497,000 | 2,596 |
| Issued or guaranteed by U.S. | $5,485,000 | 2,521 |
| Privately issued | $12,000 | 240 |
| Collaterized mortgage obligations | $38,313,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $30,810,000 | 530 |
| Privately issued | $7,503,000 | 137 |
| Commercial mortgage-backed securities | $13,513,000 | 630 |
| Commercial mortgage pass-through securities | $4,170,000 | 688 |
| Other commercial mortgage-backed securities | $9,343,000 | 510 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $152,605,000 | 872 |
| Total debt securities | $152,604,000 | 945 |
| 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 | $150,049,000 | 928 |
| U.S. Government securities | $52,261,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $52,261,000 | 1,304 |
| Securities issued by states & political subdivisions | $68,041,000 | 577 |
| Other domestic debt securities | $29,747,000 | 398 |
| Privately issued residential mortgage-backed securities | $6,854,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,861,000 | 188 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,457,000 | 821 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,866,000 | 623 |
| Mortgage-backed securities | $58,767,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $5,567,000 | 2,587 |
| Issued or guaranteed by U.S. | $5,545,000 | 2,515 |
| Privately issued | $22,000 | 236 |
| Collaterized mortgage obligations | $38,811,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $31,979,000 | 534 |
| Privately issued | $6,832,000 | 130 |
| Commercial mortgage-backed securities | $14,389,000 | 599 |
| Commercial mortgage pass-through securities | $4,234,000 | 681 |
| Other commercial mortgage-backed securities | $10,155,000 | 474 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $150,049,000 | 844 |
| Total debt securities | $150,050,000 | 915 |
| 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 | $152,600,000 | 893 |
| U.S. Government securities | $53,024,000 | 1,359 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $53,024,000 | 1,286 |
| Securities issued by states & political subdivisions | $61,735,000 | 573 |
| Other domestic debt securities | $37,841,000 | 332 |
| Privately issued residential mortgage-backed securities | $5,928,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,817,000 | 175 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,436,000 | 748 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,859,000 | 1,469 |
| Mortgage-backed securities | $64,595,000 | 943 |
| Certificates of participation in pools of residential mortgages | $5,408,000 | 2,604 |
| Issued or guaranteed by U.S. | $5,374,000 | 2,523 |
| Privately issued | $34,000 | 250 |
| Collaterized mortgage obligations | $37,973,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $32,079,000 | 549 |
| Privately issued | $5,894,000 | 135 |
| Commercial mortgage-backed securities | $21,214,000 | 485 |
| Commercial mortgage pass-through securities | $1,956,000 | 920 |
| Other commercial mortgage-backed securities | $19,258,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $152,600,000 | 815 |
| Total debt securities | $152,601,000 | 881 |
| 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 | $139,862,000 | 945 |
| U.S. Government securities | $51,655,000 | 1,415 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,655,000 | 1,337 |
| Securities issued by states & political subdivisions | $51,960,000 | 650 |
| Other domestic debt securities | $36,247,000 | 322 |
| Privately issued residential mortgage-backed securities | $6,357,000 | 198 |
| Commercial mortgage-backed securities - Total | $13,199,000 | 79 |
| Asset backed securities | $13,824,000 | 164 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,867,000 | 803 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,614,000 | 1,432 |
| Mortgage-backed securities | $60,232,000 | 966 |
| Certificates of participation in pools of residential mortgages | $5,554,000 | 2,542 |
| Issued or guaranteed by U.S. | $5,505,000 | 2,476 |
| Privately issued | $49,000 | 223 |
| Collaterized mortgage obligations | $36,135,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $29,827,000 | 585 |
| Privately issued | $6,308,000 | 131 |
| Commercial mortgage-backed securities | $18,543,000 | 511 |
| Commercial mortgage pass-through securities | $1,817,000 | 940 |
| Other commercial mortgage-backed securities | $16,726,000 | 352 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $139,862,000 | 854 |
| Total debt securities | $139,862,000 | 931 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $146,907,000 | 899 |
| U.S. Government securities | $48,723,000 | 1,487 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $48,723,000 | 1,395 |
| Securities issued by states & political subdivisions | $62,193,000 | 530 |
| Other domestic debt securities | $35,991,000 | 323 |
| Privately issued residential mortgage-backed securities | $6,051,000 | 201 |
| Commercial mortgage-backed securities - Total | $13,409,000 | 81 |
| Asset backed securities | $14,171,000 | 157 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,360,000 | 857 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,991,000 | 1,397 |
| Mortgage-backed securities | $56,409,000 | 997 |
| Certificates of participation in pools of residential mortgages | $5,673,000 | 2,500 |
| Issued or guaranteed by U.S. | $5,609,000 | 2,437 |
| Privately issued | $64,000 | 256 |
| Collaterized mortgage obligations | $33,898,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $27,911,000 | 623 |
| Privately issued | $5,987,000 | 130 |
| Commercial mortgage-backed securities | $16,838,000 | 529 |
| Commercial mortgage pass-through securities | $1,866,000 | 928 |
| Other commercial mortgage-backed securities | $14,972,000 | 372 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $146,907,000 | 810 |
| Total debt securities | $146,907,000 | 887 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $160,372,000 | 837 |
| U.S. Government securities | $58,210,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $58,210,000 | 1,227 |
| Securities issued by states & political subdivisions | $67,190,000 | 477 |
| Other domestic debt securities | $34,972,000 | 308 |
| Privately issued residential mortgage-backed securities | $6,425,000 | 182 |
| Commercial mortgage-backed securities - Total | $13,362,000 | 82 |
| Asset backed securities | $12,836,000 | 151 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,349,000 | 865 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,464,000 | 1,489 |
| Mortgage-backed securities | $65,337,000 | 890 |
| Certificates of participation in pools of residential mortgages | $10,344,000 | 1,943 |
| Issued or guaranteed by U.S. | $10,263,000 | 1,916 |
| Privately issued | $81,000 | 215 |
| Collaterized mortgage obligations | $38,249,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $31,905,000 | 541 |
| Privately issued | $6,344,000 | 131 |
| Commercial mortgage-backed securities | $16,744,000 | 515 |
| Commercial mortgage pass-through securities | $1,821,000 | 922 |
| Other commercial mortgage-backed securities | $14,923,000 | 350 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $160,372,000 | 746 |
| Total debt securities | $160,374,000 | 827 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $161,686,000 | 828 |
| U.S. Government securities | $56,546,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $56,546,000 | 1,263 |
| Securities issued by states & political subdivisions | $75,743,000 | 431 |
| Other domestic debt securities | $29,397,000 | 326 |
| Privately issued residential mortgage-backed securities | $6,777,000 | 178 |
| Commercial mortgage-backed securities - Total | $11,098,000 | 81 |
| Asset backed securities | $9,488,000 | 158 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,034,000 | 899 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,972,000 | 891 |
| Mortgage-backed securities | $63,311,000 | 902 |
| Certificates of participation in pools of residential mortgages | $10,455,000 | 1,946 |
| Issued or guaranteed by U.S. | $10,356,000 | 1,913 |
| Privately issued | $99,000 | 215 |
| Collaterized mortgage obligations | $39,020,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $32,342,000 | 519 |
| Privately issued | $6,678,000 | 128 |
| Commercial mortgage-backed securities | $13,836,000 | 541 |
| Commercial mortgage pass-through securities | $1,760,000 | 916 |
| Other commercial mortgage-backed securities | $12,076,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $161,686,000 | 729 |
| Total debt securities | $161,685,000 | 814 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $163,154,000 | 831 |
| U.S. Government securities | $54,581,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $54,581,000 | 1,319 |
| Securities issued by states & political subdivisions | $78,855,000 | 425 |
| Other domestic debt securities | $29,718,000 | 312 |
| Privately issued residential mortgage-backed securities | $7,015,000 | 160 |
| Commercial mortgage-backed securities - Total | $11,013,000 | 72 |
| Asset backed securities | $9,651,000 | 153 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,039,000 | 904 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,544,000 | 889 |
| Mortgage-backed securities | $60,864,000 | 921 |
| Certificates of participation in pools of residential mortgages | $10,525,000 | 1,946 |
| Issued or guaranteed by U.S. | $10,408,000 | 1,927 |
| Privately issued | $117,000 | 178 |
| Collaterized mortgage obligations | $36,643,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $29,745,000 | 557 |
| Privately issued | $6,898,000 | 126 |
| Commercial mortgage-backed securities | $13,696,000 | 538 |
| Commercial mortgage pass-through securities | $1,705,000 | 924 |
| Other commercial mortgage-backed securities | $11,991,000 | 344 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $163,154,000 | 729 |
| Total debt securities | $163,153,000 | 819 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $183,173,000 | 749 |
| U.S. Government securities | $60,253,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $60,253,000 | 1,210 |
| Securities issued by states & political subdivisions | $92,155,000 | 356 |
| Other domestic debt securities | $30,765,000 | 300 |
| Privately issued residential mortgage-backed securities | $7,723,000 | 125 |
| Commercial mortgage-backed securities - Total | $11,859,000 | 72 |
| Asset backed securities | $9,675,000 | 149 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,508,000 | 1,031 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,643,000 | 955 |
| Mortgage-backed securities | $67,267,000 | 847 |
| Certificates of participation in pools of residential mortgages | $13,434,000 | 1,722 |
| Issued or guaranteed by U.S. | $13,434,000 | 1,713 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $41,004,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $33,281,000 | 497 |
| Privately issued | $7,723,000 | 112 |
| Commercial mortgage-backed securities | $12,829,000 | 553 |
| Commercial mortgage pass-through securities | $2,874,000 | 756 |
| Other commercial mortgage-backed securities | $9,955,000 | 365 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $183,173,000 | 653 |
| Total debt securities | $183,174,000 | 739 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $198,106,000 | 694 |
| U.S. Government securities | $71,090,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $71,090,000 | 1,076 |
| Securities issued by states & political subdivisions | $98,428,000 | 352 |
| Other domestic debt securities | $28,588,000 | 336 |
| Privately issued residential mortgage-backed securities | $8,158,000 | 217 |
| Commercial mortgage-backed securities - Total | $10,913,000 | 68 |
| Asset backed securities | $7,996,000 | 151 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,521,000 | 1,029 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,854,000 | 777 |
| Mortgage-backed securities | $76,803,000 | 781 |
| Certificates of participation in pools of residential mortgages | $28,910,000 | 1,056 |
| Issued or guaranteed by U.S. | $28,910,000 | 1,027 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $35,997,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $27,839,000 | 575 |
| Privately issued | $8,158,000 | 111 |
| Commercial mortgage-backed securities | $11,896,000 | 556 |
| Commercial mortgage pass-through securities | $2,903,000 | 722 |
| Other commercial mortgage-backed securities | $8,993,000 | 374 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $198,106,000 | 603 |
| Total debt securities | $198,109,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $182,008,000 | 764 |
| U.S. Government securities | $74,656,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $74,656,000 | 1,065 |
| Securities issued by states & political subdivisions | $88,644,000 | 382 |
| Other domestic debt securities | $18,708,000 | 392 |
| Privately issued residential mortgage-backed securities | $4,952,000 | 156 |
| Commercial mortgage-backed securities - Total | $10,035,000 | 66 |
| Asset backed securities | $2,700,000 | 217 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,021,000 | 1,152 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,460,000 | 733 |
| Mortgage-backed securities | $75,494,000 | 777 |
| Certificates of participation in pools of residential mortgages | $33,299,000 | 966 |
| Issued or guaranteed by U.S. | $33,299,000 | 965 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,160,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $27,208,000 | 581 |
| Privately issued | $4,952,000 | 148 |
| Commercial mortgage-backed securities | $10,035,000 | 532 |
| Commercial mortgage pass-through securities | $2,965,000 | 567 |
| Other commercial mortgage-backed securities | $7,070,000 | 409 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $182,008,000 | 663 |
| Total debt securities | $182,009,000 | 755 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $159,876,000 | 882 |
| U.S. Government securities | $72,668,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $72,668,000 | 1,089 |
| Securities issued by states & political subdivisions | $77,159,000 | 468 |
| Other domestic debt securities | $10,049,000 | 582 |
| Privately issued residential mortgage-backed securities | $5,193,000 | 157 |
| Commercial mortgage-backed securities - Total | $3,052,000 | 87 |
| Asset backed securities | $801,000 | 282 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,003,000 | 1,201 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,478,000 | 919 |
| Mortgage-backed securities | $68,827,000 | 842 |
| Certificates of participation in pools of residential mortgages | $35,733,000 | 941 |
| Issued or guaranteed by U.S. | $35,733,000 | 941 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $30,042,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $24,849,000 | 615 |
| Privately issued | $5,193,000 | 150 |
| Commercial mortgage-backed securities | $3,052,000 | 867 |
| Commercial mortgage pass-through securities | $3,052,000 | 556 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $159,876,000 | 772 |
| Total debt securities | $159,875,000 | 869 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $180,246,000 | 797 |
| U.S. Government securities | $86,180,000 | 1,013 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $86,180,000 | 970 |
| Securities issued by states & political subdivisions | $85,346,000 | 414 |
| Other domestic debt securities | $8,720,000 | 627 |
| Privately issued residential mortgage-backed securities | $5,506,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,211,000 | 216 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,003,000 | 1,241 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,318,000 | 906 |
| Mortgage-backed securities | $78,849,000 | 771 |
| Certificates of participation in pools of residential mortgages | $38,517,000 | 911 |
| Issued or guaranteed by U.S. | $38,517,000 | 911 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $37,259,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $31,753,000 | 523 |
| Privately issued | $5,506,000 | 145 |
| Commercial mortgage-backed securities | $3,073,000 | 855 |
| Commercial mortgage pass-through securities | $3,073,000 | 556 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $180,246,000 | 688 |
| Total debt securities | $180,246,000 | 787 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $192,166,000 | 758 |
| U.S. Government securities | $88,065,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $88,065,000 | 973 |
| Securities issued by states & political subdivisions | $95,399,000 | 380 |
| Other domestic debt securities | $8,702,000 | 645 |
| Privately issued residential mortgage-backed securities | $5,805,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $2,395,000 | 198 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $502,000 | 1,457 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,176,000 | 956 |
| Mortgage-backed securities | $80,557,000 | 774 |
| Certificates of participation in pools of residential mortgages | $40,842,000 | 893 |
| Issued or guaranteed by U.S. | $40,842,000 | 893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,123,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $29,318,000 | 555 |
| Privately issued | $5,805,000 | 149 |
| Commercial mortgage-backed securities | $4,592,000 | 726 |
| Commercial mortgage pass-through securities | $3,078,000 | 537 |
| Other commercial mortgage-backed securities | $1,514,000 | 680 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $192,166,000 | 659 |
| Total debt securities | $192,166,000 | 749 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $207,906,000 | 704 |
| U.S. Government securities | $97,867,000 | 941 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $97,867,000 | 899 |
| Securities issued by states & political subdivisions | $99,886,000 | 369 |
| Other domestic debt securities | $10,153,000 | 601 |
| Privately issued residential mortgage-backed securities | $7,072,000 | 148 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,581,000 | 204 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,526,000 | 1,140 |
| Mortgage-backed securities | $91,149,000 | 709 |
| Certificates of participation in pools of residential mortgages | $42,702,000 | 887 |
| Issued or guaranteed by U.S. | $42,702,000 | 887 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $43,879,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $36,807,000 | 489 |
| Privately issued | $7,072,000 | 142 |
| Commercial mortgage-backed securities | $4,568,000 | 707 |
| Commercial mortgage pass-through securities | $3,062,000 | 520 |
| Other commercial mortgage-backed securities | $1,506,000 | 669 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $207,906,000 | 623 |
| Total debt securities | $207,906,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $184,064,000 | 797 |
| U.S. Government securities | $87,085,000 | 1,021 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $87,085,000 | 976 |
| Securities issued by states & political subdivisions | $86,641,000 | 421 |
| Other domestic debt securities | $10,338,000 | 580 |
| Privately issued residential mortgage-backed securities | $7,565,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $2,773,000 | 195 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,183,000 | 1,135 |
| Mortgage-backed securities | $87,825,000 | 728 |
| Certificates of participation in pools of residential mortgages | $38,575,000 | 949 |
| Issued or guaranteed by U.S. | $38,575,000 | 949 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $45,481,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $37,916,000 | 472 |
| Privately issued | $7,565,000 | 144 |
| Commercial mortgage-backed securities | $3,769,000 | 733 |
| Commercial mortgage pass-through securities | $2,263,000 | 573 |
| Other commercial mortgage-backed securities | $1,506,000 | 641 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $184,064,000 | 697 |
| Total debt securities | $184,064,000 | 788 |
| 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 | $197,436,000 | 738 |
| U.S. Government securities | $94,695,000 | 937 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $94,695,000 | 893 |
| Securities issued by states & political subdivisions | $91,785,000 | 394 |
| Other domestic debt securities | $10,956,000 | 559 |
| Privately issued residential mortgage-backed securities | $8,014,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,942,000 | 189 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,056,000 | 1,072 |
| Mortgage-backed securities | $95,698,000 | 674 |
| Certificates of participation in pools of residential mortgages | $41,840,000 | 897 |
| Issued or guaranteed by U.S. | $41,840,000 | 896 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,988,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $42,974,000 | 443 |
| Privately issued | $8,014,000 | 144 |
| Commercial mortgage-backed securities | $2,870,000 | 776 |
| Commercial mortgage pass-through securities | $1,304,000 | 638 |
| Other commercial mortgage-backed securities | $1,566,000 | 620 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $197,436,000 | 648 |
| Total debt securities | $197,436,000 | 731 |
| 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 | $206,934,000 | 701 |
| U.S. Government securities | $102,692,000 | 885 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $102,692,000 | 844 |
| Securities issued by states & political subdivisions | $92,512,000 | 392 |
| Other domestic debt securities | $11,730,000 | 547 |
| Privately issued residential mortgage-backed securities | $8,634,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $3,096,000 | 184 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,083,000 | 996 |
| Mortgage-backed securities | $104,058,000 | 632 |
| Certificates of participation in pools of residential mortgages | $43,816,000 | 882 |
| Issued or guaranteed by U.S. | $43,816,000 | 879 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $57,348,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $48,714,000 | 417 |
| Privately issued | $8,634,000 | 137 |
| Commercial mortgage-backed securities | $2,894,000 | 730 |
| Commercial mortgage pass-through securities | $1,323,000 | 586 |
| Other commercial mortgage-backed securities | $1,571,000 | 612 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $206,934,000 | 616 |
| Total debt securities | $206,934,000 | 695 |
| 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 | $209,713,000 | 694 |
| U.S. Government securities | $114,041,000 | 833 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $114,041,000 | 792 |
| Securities issued by states & political subdivisions | $83,202,000 | 420 |
| Other domestic debt securities | $12,470,000 | 540 |
| Privately issued residential mortgage-backed securities | $9,204,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $3,266,000 | 181 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,716,000 | 1,042 |
| Mortgage-backed securities | $115,693,000 | 576 |
| Certificates of participation in pools of residential mortgages | $39,282,000 | 952 |
| Issued or guaranteed by U.S. | $39,282,000 | 952 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $68,875,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $59,671,000 | 360 |
| Privately issued | $9,204,000 | 138 |
| Commercial mortgage-backed securities | $7,536,000 | 487 |
| Commercial mortgage pass-through securities | $1,315,000 | 571 |
| Other commercial mortgage-backed securities | $6,221,000 | 334 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $209,713,000 | 615 |
| Total debt securities | $209,714,000 | 688 |
| 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 | $196,275,000 | 752 |
| U.S. Government securities | $103,628,000 | 915 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $103,628,000 | 875 |
| Securities issued by states & political subdivisions | $79,165,000 | 441 |
| Other domestic debt securities | $13,482,000 | 499 |
| Privately issued residential mortgage-backed securities | $9,875,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,607,000 | 183 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,217,000 | 988 |
| Mortgage-backed securities | $105,717,000 | 620 |
| Certificates of participation in pools of residential mortgages | $35,556,000 | 1,034 |
| Issued or guaranteed by U.S. | $35,556,000 | 1,032 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,865,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $52,990,000 | 398 |
| Privately issued | $9,875,000 | 127 |
| Commercial mortgage-backed securities | $7,296,000 | 464 |
| Commercial mortgage pass-through securities | $1,291,000 | 547 |
| Other commercial mortgage-backed securities | $6,005,000 | 315 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $196,275,000 | 655 |
| Total debt securities | $196,276,000 | 740 |
| 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 | $202,749,000 | 730 |
| U.S. Government securities | $108,457,000 | 889 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $108,457,000 | 851 |
| Securities issued by states & political subdivisions | $79,793,000 | 434 |
| Other domestic debt securities | $14,499,000 | 487 |
| Privately issued residential mortgage-backed securities | $10,565,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $3,934,000 | 191 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,087,000 | 938 |
| Mortgage-backed securities | $114,791,000 | 572 |
| Certificates of participation in pools of residential mortgages | $36,928,000 | 995 |
| Issued or guaranteed by U.S. | $36,928,000 | 995 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $70,399,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $59,834,000 | 363 |
| Privately issued | $10,565,000 | 120 |
| Commercial mortgage-backed securities | $7,464,000 | 435 |
| Commercial mortgage pass-through securities | $1,331,000 | 517 |
| Other commercial mortgage-backed securities | $6,133,000 | 292 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $202,749,000 | 639 |
| Total debt securities | $202,748,000 | 722 |
| 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 | $211,772,000 | 712 |
| U.S. Government securities | $118,132,000 | 850 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $118,132,000 | 809 |
| Securities issued by states & political subdivisions | $78,356,000 | 431 |
| Other domestic debt securities | $15,284,000 | 471 |
| Privately issued residential mortgage-backed securities | $10,957,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $4,327,000 | 186 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,904,000 | 920 |
| Mortgage-backed securities | $124,765,000 | 548 |
| Certificates of participation in pools of residential mortgages | $38,007,000 | 1,014 |
| Issued or guaranteed by U.S. | $38,007,000 | 1,013 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $79,395,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $68,438,000 | 342 |
| Privately issued | $10,957,000 | 120 |
| Commercial mortgage-backed securities | $7,363,000 | 407 |
| Commercial mortgage pass-through securities | $1,313,000 | 490 |
| Other commercial mortgage-backed securities | $6,050,000 | 278 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $211,772,000 | 619 |
| Total debt securities | $211,772,000 | 706 |
| 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 | $227,886,000 | 665 |
| U.S. Government securities | $130,605,000 | 775 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $130,605,000 | 748 |
| Securities issued by states & political subdivisions | $81,362,000 | 393 |
| Other domestic debt securities | $15,919,000 | 458 |
| Privately issued residential mortgage-backed securities | $11,337,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $4,582,000 | 192 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,142,000 | 1,023 |
| Mortgage-backed securities | $137,534,000 | 524 |
| Certificates of participation in pools of residential mortgages | $39,354,000 | 995 |
| Issued or guaranteed by U.S. | $39,354,000 | 995 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $90,677,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $79,340,000 | 316 |
| Privately issued | $11,337,000 | 114 |
| Commercial mortgage-backed securities | $7,503,000 | 388 |
| Commercial mortgage pass-through securities | $1,330,000 | 471 |
| Other commercial mortgage-backed securities | $6,173,000 | 260 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $227,886,000 | 572 |
| Total debt securities | $227,886,000 | 658 |
| 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 | $203,266,000 | 741 |
| U.S. Government securities | $120,158,000 | 845 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $120,158,000 | 801 |
| Securities issued by states & political subdivisions | $66,744,000 | 516 |
| Other domestic debt securities | $16,364,000 | 449 |
| Privately issued residential mortgage-backed securities | $12,034,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $4,330,000 | 190 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,468,000 | 1,034 |
| Mortgage-backed securities | $128,456,000 | 538 |
| Certificates of participation in pools of residential mortgages | $35,949,000 | 1,074 |
| Issued or guaranteed by U.S. | $35,949,000 | 1,072 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $86,640,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $74,606,000 | 331 |
| Privately issued | $12,034,000 | 111 |
| Commercial mortgage-backed securities | $5,867,000 | 438 |
| Commercial mortgage pass-through securities | $1,318,000 | 475 |
| Other commercial mortgage-backed securities | $4,549,000 | 301 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $203,266,000 | 637 |
| Total debt securities | $203,268,000 | 733 |
| 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 | $207,055,000 | 732 |
| U.S. Government securities | $119,970,000 | 850 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $119,970,000 | 816 |
| Securities issued by states & political subdivisions | $71,368,000 | 469 |
| Other domestic debt securities | $15,717,000 | 467 |
| Privately issued residential mortgage-backed securities | $11,101,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $4,616,000 | 188 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,057,000 | 1,192 |
| Mortgage-backed securities | $128,259,000 | 548 |
| Certificates of participation in pools of residential mortgages | $39,042,000 | 1,041 |
| Issued or guaranteed by U.S. | $39,042,000 | 1,040 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $86,487,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $75,386,000 | 332 |
| Privately issued | $11,101,000 | 122 |
| Commercial mortgage-backed securities | $2,730,000 | 575 |
| Commercial mortgage pass-through securities | $1,312,000 | 472 |
| Other commercial mortgage-backed securities | $1,418,000 | 438 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $207,055,000 | 620 |
| Total debt securities | $207,056,000 | 724 |
| 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 | $205,082,000 | 744 |
| U.S. Government securities | $117,249,000 | 873 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $117,249,000 | 840 |
| Securities issued by states & political subdivisions | $70,276,000 | 475 |
| Other domestic debt securities | $17,557,000 | 447 |
| Privately issued residential mortgage-backed securities | $12,127,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $5,430,000 | 188 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,787,000 | 1,096 |
| Mortgage-backed securities | $127,069,000 | 555 |
| Certificates of participation in pools of residential mortgages | $43,285,000 | 974 |
| Issued or guaranteed by U.S. | $43,285,000 | 973 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $82,346,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $70,219,000 | 355 |
| Privately issued | $12,127,000 | 123 |
| Commercial mortgage-backed securities | $1,438,000 | 698 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,438,000 | 422 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $205,082,000 | 641 |
| Total debt securities | $205,083,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $191,474,000 | 808 |
| U.S. Government securities | $108,966,000 | 948 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $108,966,000 | 912 |
| Securities issued by states & political subdivisions | $63,845,000 | 533 |
| Other domestic debt securities | $18,663,000 | 437 |
| Privately issued residential mortgage-backed securities | $13,038,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $5,625,000 | 189 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,908,000 | 1,121 |
| Mortgage-backed securities | $119,596,000 | 588 |
| Certificates of participation in pools of residential mortgages | $44,073,000 | 964 |
| Issued or guaranteed by U.S. | $44,073,000 | 963 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $74,123,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $61,085,000 | 387 |
| Privately issued | $13,038,000 | 122 |
| Commercial mortgage-backed securities | $1,400,000 | 689 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,400,000 | 407 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $191,474,000 | 701 |
| Total debt securities | $191,474,000 | 797 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $195,263,000 | 783 |
| U.S. Government securities | $113,038,000 | 919 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $113,038,000 | 886 |
| Securities issued by states & political subdivisions | $62,660,000 | 544 |
| Other domestic debt securities | $19,565,000 | 445 |
| Privately issued residential mortgage-backed securities | $13,823,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $5,742,000 | 183 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,417,000 | 1,242 |
| Mortgage-backed securities | $124,241,000 | 575 |
| Certificates of participation in pools of residential mortgages | $44,998,000 | 936 |
| Issued or guaranteed by U.S. | $44,998,000 | 933 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $77,874,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $64,051,000 | 363 |
| Privately issued | $13,823,000 | 125 |
| Commercial mortgage-backed securities | $1,369,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,369,000 | 396 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $195,263,000 | 683 |
| Total debt securities | $195,263,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $198,435,000 | 776 |
| U.S. Government securities | $115,748,000 | 890 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $115,748,000 | 861 |
| Securities issued by states & political subdivisions | $61,994,000 | 556 |
| Other domestic debt securities | $20,693,000 | 446 |
| Privately issued residential mortgage-backed securities | $14,799,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $5,894,000 | 186 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,992,000 | 1,269 |
| Mortgage-backed securities | $127,764,000 | 552 |
| Certificates of participation in pools of residential mortgages | $43,061,000 | 972 |
| Issued or guaranteed by U.S. | $43,061,000 | 969 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $83,322,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $68,523,000 | 344 |
| Privately issued | $14,799,000 | 126 |
| Commercial mortgage-backed securities | $1,381,000 | 640 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,381,000 | 398 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $198,435,000 | 681 |
| Total debt securities | $198,435,000 | 767 |
| 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 | $185,539,000 | 827 |
| U.S. Government securities | $102,351,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $102,351,000 | 970 |
| Securities issued by states & political subdivisions | $60,862,000 | 568 |
| Other domestic debt securities | $22,326,000 | 424 |
| Privately issued residential mortgage-backed securities | $16,335,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $5,991,000 | 181 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,046,000 | 1,169 |
| Mortgage-backed securities | $115,824,000 | 600 |
| Certificates of participation in pools of residential mortgages | $43,007,000 | 973 |
| Issued or guaranteed by U.S. | $43,007,000 | 972 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $71,435,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $55,100,000 | 436 |
| Privately issued | $16,335,000 | 119 |
| Commercial mortgage-backed securities | $1,382,000 | 609 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,382,000 | 353 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $185,539,000 | 730 |
| Total debt securities | $185,539,000 | 815 |
| 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 | $184,732,000 | 839 |
| U.S. Government securities | $104,977,000 | 988 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $104,977,000 | 957 |
| Securities issued by states & political subdivisions | $55,679,000 | 628 |
| Other domestic debt securities | $24,076,000 | 407 |
| Privately issued residential mortgage-backed securities | $17,904,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $6,172,000 | 164 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,638,000 | 995 |
| Mortgage-backed securities | $119,967,000 | 603 |
| Certificates of participation in pools of residential mortgages | $42,802,000 | 996 |
| Issued or guaranteed by U.S. | $42,802,000 | 996 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $75,697,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $57,793,000 | 429 |
| Privately issued | $17,904,000 | 123 |
| Commercial mortgage-backed securities | $1,468,000 | 525 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,468,000 | 281 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $184,732,000 | 748 |
| Total debt securities | $184,723,000 | 828 |
| 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 | $170,976,000 | 884 |
| U.S. Government securities | $100,437,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $100,437,000 | 958 |
| Securities issued by states & political subdivisions | $50,011,000 | 713 |
| Other domestic debt securities | $20,528,000 | 436 |
| Privately issued residential mortgage-backed securities | $20,528,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,473,000 | 917 |
| Mortgage-backed securities | $118,946,000 | 597 |
| Certificates of participation in pools of residential mortgages | $40,774,000 | 1,018 |
| Issued or guaranteed by U.S. | $40,774,000 | 1,016 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $78,172,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $57,644,000 | 431 |
| Privately issued | $20,528,000 | 119 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $170,976,000 | 786 |
| Total debt securities | $170,976,000 | 877 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $160,499,000 | 959 |
| U.S. Government securities | $96,982,000 | 1,056 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $96,982,000 | 1,018 |
| Securities issued by states & political subdivisions | $43,245,000 | 813 |
| Other domestic debt securities | $20,272,000 | 451 |
| Privately issued residential mortgage-backed securities | $20,272,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,158,000 | 1,116 |
| Mortgage-backed securities | $117,254,000 | 644 |
| Certificates of participation in pools of residential mortgages | $42,747,000 | 1,037 |
| Issued or guaranteed by U.S. | $42,747,000 | 1,036 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $74,507,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $54,235,000 | 480 |
| Privately issued | $20,272,000 | 129 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $160,499,000 | 860 |
| Total debt securities | $160,500,000 | 950 |
| 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 | $173,648,000 | 888 |
| U.S. Government securities | $99,459,000 | 1,047 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $99,459,000 | 1,013 |
| Securities issued by states & political subdivisions | $42,145,000 | 809 |
| Other domestic debt securities | $32,044,000 | 341 |
| Privately issued residential mortgage-backed securities | $32,044,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,557,000 | 907 |
| Mortgage-backed securities | $131,503,000 | 598 |
| Certificates of participation in pools of residential mortgages | $42,521,000 | 1,062 |
| Issued or guaranteed by U.S. | $42,521,000 | 1,060 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $88,982,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $56,938,000 | 473 |
| Privately issued | $32,044,000 | 99 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $173,648,000 | 789 |
| Total debt securities | $173,647,000 | 878 |
| 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 | $165,559,000 | 939 |
| U.S. Government securities | $93,116,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $93,116,000 | 1,108 |
| Securities issued by states & political subdivisions | $38,558,000 | 847 |
| Other domestic debt securities | $33,885,000 | 320 |
| Privately issued residential mortgage-backed securities | $33,885,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,157,000 | 839 |
| Mortgage-backed securities | $127,001,000 | 634 |
| Certificates of participation in pools of residential mortgages | $29,651,000 | 1,401 |
| Issued or guaranteed by U.S. | $29,651,000 | 1,400 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $97,350,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $63,465,000 | 459 |
| Privately issued | $33,885,000 | 102 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $165,559,000 | 826 |
| Total debt securities | $165,560,000 | 929 |
| 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 | $164,260,000 | 921 |
| U.S. Government securities | $91,305,000 | 1,106 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $91,305,000 | 1,071 |
| Securities issued by states & political subdivisions | $37,733,000 | 840 |
| Other domestic debt securities | $35,222,000 | 321 |
| Privately issued residential mortgage-backed securities | $35,222,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,823,000 | 809 |
| Mortgage-backed securities | $126,527,000 | 617 |
| Certificates of participation in pools of residential mortgages | $29,469,000 | 1,353 |
| Issued or guaranteed by U.S. | $29,469,000 | 1,351 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $97,058,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $61,836,000 | 439 |
| Privately issued | $35,222,000 | 140 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $164,260,000 | 819 |
| Total debt securities | $164,257,000 | 909 |
| 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 | $149,838,000 | 974 |
| U.S. Government securities | $84,025,000 | 1,180 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $84,025,000 | 1,138 |
| Securities issued by states & political subdivisions | $27,852,000 | 1,105 |
| Other domestic debt securities | $37,961,000 | 300 |
| Privately issued residential mortgage-backed securities | $37,961,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,502,000 | 779 |
| Mortgage-backed securities | $121,986,000 | 629 |
| Certificates of participation in pools of residential mortgages | $21,587,000 | 1,629 |
| Issued or guaranteed by U.S. | $21,587,000 | 1,625 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $100,399,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $62,438,000 | 443 |
| Privately issued | $37,961,000 | 136 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $149,838,000 | 869 |
| Total debt securities | $149,837,000 | 964 |
| 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 | $147,648,000 | 980 |
| U.S. Government securities | $77,669,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $77,669,000 | 1,237 |
| Securities issued by states & political subdivisions | $27,596,000 | 1,060 |
| Other domestic debt securities | $41,071,000 | 276 |
| Privately issued residential mortgage-backed securities | $41,071,000 | 142 |
| 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 | $1,312,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,558,000 | 897 |
| Mortgage-backed securities | $118,740,000 | 624 |
| Certificates of participation in pools of residential mortgages | $13,670,000 | 2,181 |
| Issued or guaranteed by U.S. | $13,670,000 | 2,178 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $105,070,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $63,999,000 | 421 |
| Privately issued | $41,071,000 | 137 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $147,648,000 | 866 |
| Total debt securities | $146,331,000 | 977 |
| 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 | $141,725,000 | 1,005 |
| U.S. Government securities | $68,742,000 | 1,420 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $68,742,000 | 1,366 |
| Securities issued by states & political subdivisions | $26,025,000 | 1,107 |
| Other domestic debt securities | $45,661,000 | 268 |
| Privately issued residential mortgage-backed securities | $45,661,000 | 138 |
| 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 | $1,297,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,008,000 | 875 |
| Mortgage-backed securities | $114,403,000 | 629 |
| Certificates of participation in pools of residential mortgages | $8,140,000 | 2,836 |
| Issued or guaranteed by U.S. | $8,140,000 | 2,829 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $106,263,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $60,602,000 | 419 |
| Privately issued | $45,661,000 | 134 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $141,725,000 | 886 |
| Total debt securities | $140,428,000 | 1,010 |
| 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 | $150,491,000 | 915 |
| U.S. Government securities | $73,299,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $73,299,000 | 1,218 |
| Securities issued by states & political subdivisions | $24,992,000 | 1,127 |
| Other domestic debt securities | $50,889,000 | 265 |
| Privately issued residential mortgage-backed securities | $50,889,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,311,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,599,000 | 792 |
| Mortgage-backed securities | $124,188,000 | 558 |
| Certificates of participation in pools of residential mortgages | $6,511,000 | 3,017 |
| Issued or guaranteed by U.S. | $6,511,000 | 3,008 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $117,677,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $66,788,000 | 372 |
| Privately issued | $50,889,000 | 129 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $150,491,000 | 807 |
| Total debt securities | $149,179,000 | 913 |
| 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 | $149,358,000 | 890 |
| U.S. Government securities | $78,911,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $78,911,000 | 1,099 |
| Securities issued by states & political subdivisions | $15,523,000 | 1,721 |
| Other domestic debt securities | $53,679,000 | 251 |
| Privately issued residential mortgage-backed securities | $53,679,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,245,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,492,000 | 813 |
| Mortgage-backed securities | $132,590,000 | 510 |
| Certificates of participation in pools of residential mortgages | $10,165,000 | 2,381 |
| Issued or guaranteed by U.S. | $10,165,000 | 2,377 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $122,425,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $68,746,000 | 362 |
| Privately issued | $53,679,000 | 131 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $149,358,000 | 790 |
| Total debt securities | $148,116,000 | 885 |
| 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 | $154,788,000 | 863 |
| U.S. Government securities | $79,974,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $79,974,000 | 1,129 |
| Securities issued by states & political subdivisions | $15,629,000 | 1,636 |
| Other domestic debt securities | $57,940,000 | 237 |
| Privately issued residential mortgage-backed securities | $57,940,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,245,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,935,000 | 784 |
| Mortgage-backed securities | $137,914,000 | 486 |
| Certificates of participation in pools of residential mortgages | $5,159,000 | 3,321 |
| Issued or guaranteed by U.S. | $5,159,000 | 3,314 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $132,755,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $74,815,000 | 320 |
| Privately issued | $57,940,000 | 129 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $154,788,000 | 764 |
| Total debt securities | $153,543,000 | 860 |
| 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 | $152,472,000 | 870 |
| U.S. Government securities | $78,812,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $78,812,000 | 1,146 |
| Securities issued by states & political subdivisions | $13,492,000 | 1,814 |
| Other domestic debt securities | $59,131,000 | 245 |
| Privately issued residential mortgage-backed securities | $59,131,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,037,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,687,000 | 1,066 |
| Mortgage-backed securities | $137,943,000 | 507 |
| Certificates of participation in pools of residential mortgages | $5,789,000 | 3,264 |
| Issued or guaranteed by U.S. | $5,789,000 | 3,257 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $132,154,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $73,023,000 | 326 |
| Privately issued | $59,131,000 | 137 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $152,472,000 | 761 |
| Total debt securities | $151,438,000 | 859 |
| 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 | $156,663,000 | 823 |
| U.S. Government securities | $73,966,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $73,966,000 | 1,172 |
| Securities issued by states & political subdivisions | $14,493,000 | 1,708 |
| Other domestic debt securities | $67,277,000 | 230 |
| Privately issued residential mortgage-backed securities | $67,277,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $927,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,391,000 | 975 |
| Mortgage-backed securities | $141,243,000 | 496 |
| Certificates of participation in pools of residential mortgages | $6,222,000 | 3,241 |
| Issued or guaranteed by U.S. | $6,222,000 | 3,233 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $135,021,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $67,744,000 | 327 |
| Privately issued | $67,277,000 | 123 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $156,663,000 | 720 |
| Total debt securities | $155,736,000 | 815 |
| 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 | $147,595,000 | 877 |
| U.S. Government securities | $64,636,000 | 1,366 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,636,000 | 1,328 |
| Securities issued by states & political subdivisions | $14,918,000 | 1,659 |
| Other domestic debt securities | $68,041,000 | 243 |
| Privately issued residential mortgage-backed securities | $68,041,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,609,000 | 797 |
| Mortgage-backed securities | $132,677,000 | 535 |
| Certificates of participation in pools of residential mortgages | $8,144,000 | 2,941 |
| Issued or guaranteed by U.S. | $8,144,000 | 2,931 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $124,533,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $56,492,000 | 353 |
| Privately issued | $68,041,000 | 142 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $147,595,000 | 762 |
| Total debt securities | $147,594,000 | 859 |
| 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 | $138,501,000 | 907 |
| U.S. Government securities | $55,926,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $55,926,000 | 1,485 |
| Securities issued by states & political subdivisions | $13,548,000 | 1,761 |
| Other domestic debt securities | $69,027,000 | 263 |
| Privately issued residential mortgage-backed securities | $69,027,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,000,000 | 811 |
| Mortgage-backed securities | $124,953,000 | 559 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,874 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,860 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $116,046,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $47,019,000 | 381 |
| Privately issued | $69,027,000 | 149 |
| 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) | $138,501,000 | 784 |
| Total debt securities | $138,502,000 | 889 |
| 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 | $156,720,000 | 796 |
| U.S. Government securities | $72,669,000 | 1,196 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $72,669,000 | 1,158 |
| Securities issued by states & political subdivisions | $22,442,000 | 999 |
| Other domestic debt securities | $61,609,000 | 272 |
| Privately issued residential mortgage-backed securities | $61,609,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,073,000 | 554 |
| Mortgage-backed securities | $134,278,000 | 525 |
| Certificates of participation in pools of residential mortgages | $9,741,000 | 2,809 |
| Issued or guaranteed by U.S. | $9,741,000 | 2,793 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $124,537,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $62,928,000 | 300 |
| Privately issued | $61,609,000 | 175 |
| 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) | $156,720,000 | 676 |
| Total debt securities | $156,720,000 | 779 |
| 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 | $179,040,000 | 681 |
| U.S. Government securities | $78,917,000 | 1,083 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $78,917,000 | 1,056 |
| Securities issued by states & political subdivisions | $39,677,000 | 485 |
| Other domestic debt securities | $60,446,000 | 270 |
| Privately issued residential mortgage-backed securities | $60,446,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,885,000 | 418 |
| Mortgage-backed securities | $138,860,000 | 499 |
| Certificates of participation in pools of residential mortgages | $10,426,000 | 2,663 |
| Issued or guaranteed by U.S. | $10,426,000 | 2,647 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $128,434,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $67,988,000 | 274 |
| Privately issued | $60,446,000 | 173 |
| 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) | $179,040,000 | 576 |
| Total debt securities | $179,040,000 | 671 |
| 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 | $180,232,000 | 668 |
| U.S. Government securities | $76,910,000 | 1,076 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $76,910,000 | 1,054 |
| Securities issued by states & political subdivisions | $41,323,000 | 448 |
| Other domestic debt securities | $61,999,000 | 277 |
| Privately issued residential mortgage-backed securities | $61,999,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,248,000 | 371 |
| Mortgage-backed securities | $138,404,000 | 473 |
| Certificates of participation in pools of residential mortgages | $11,019,000 | 2,529 |
| Issued or guaranteed by U.S. | $11,019,000 | 2,512 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $127,385,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $65,386,000 | 261 |
| Privately issued | $61,999,000 | 176 |
| 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) | $180,232,000 | 564 |
| Total debt securities | $180,233,000 | 660 |
| 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 | $157,346,000 | 760 |
| U.S. Government securities | $53,216,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $53,216,000 | 1,539 |
| Securities issued by states & political subdivisions | $38,297,000 | 502 |
| Other domestic debt securities | $65,833,000 | 275 |
| Privately issued residential mortgage-backed securities | $65,833,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,108,000 | 391 |
| Mortgage-backed securities | $119,049,000 | 535 |
| Certificates of participation in pools of residential mortgages | $10,489,000 | 2,579 |
| Issued or guaranteed by U.S. | $10,489,000 | 2,563 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $108,560,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $42,727,000 | 346 |
| Privately issued | $65,833,000 | 173 |
| 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) | $157,346,000 | 652 |
| Total debt securities | $157,356,000 | 741 |
| 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 | $160,170,000 | 754 |
| U.S. Government securities | $54,587,000 | 1,514 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $54,587,000 | 1,479 |
| Securities issued by states & political subdivisions | $48,965,000 | 364 |
| Other domestic debt securities | $56,618,000 | 300 |
| Privately issued residential mortgage-backed securities | $56,618,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,748,000 | 388 |
| Mortgage-backed securities | $111,205,000 | 541 |
| Certificates of participation in pools of residential mortgages | $8,180,000 | 2,809 |
| Issued or guaranteed by U.S. | $8,180,000 | 2,798 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $103,025,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $46,407,000 | 321 |
| Privately issued | $56,618,000 | 184 |
| 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) | $160,170,000 | 649 |
| Total debt securities | $160,170,000 | 728 |
| 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 | $122,327,000 | 989 |
| U.S. Government securities | $36,243,000 | 2,242 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,243,000 | 2,197 |
| Securities issued by states & political subdivisions | $50,091,000 | 346 |
| Other domestic debt securities | $35,993,000 | 371 |
| Privately issued residential mortgage-backed securities | $35,993,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,758,000 | 561 |
| Mortgage-backed securities | $67,273,000 | 764 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,181 |
| Issued or guaranteed by U.S. | $14,000 | 6,160 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,259,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $31,266,000 | 417 |
| Privately issued | $35,993,000 | 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 | 3,689 |
| Available-for-sale securities (fair market value) | $122,327,000 | 851 |
| Total debt securities | $122,327,000 | 965 |
| 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 | $109,393,000 | 1,101 |
| U.S. Government securities | $37,971,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $37,971,000 | 2,118 |
| Securities issued by states & political subdivisions | $49,831,000 | 348 |
| Other domestic debt securities | $21,591,000 | 462 |
| Privately issued residential mortgage-backed securities | $16,649,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,942,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,531,000 | 618 |
| Mortgage-backed securities | $49,712,000 | 933 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,140 |
| Issued or guaranteed by U.S. | $14,000 | 6,117 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $49,698,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $33,049,000 | 394 |
| Privately issued | $16,649,000 | 313 |
| 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) | $109,393,000 | 958 |
| Total debt securities | $109,393,000 | 1,075 |
| 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 | $89,528,000 | 1,331 |
| U.S. Government securities | $39,463,000 | 2,099 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $39,463,000 | 2,043 |
| Securities issued by states & political subdivisions | $49,520,000 | 346 |
| Other domestic debt securities | $545,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $545,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,045,000 | 694 |
| Mortgage-backed securities | $35,166,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,171 |
| Issued or guaranteed by U.S. | $14,000 | 6,151 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,152,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $34,607,000 | 387 |
| Privately issued | $545,000 | 997 |
| 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) | $89,528,000 | 1,162 |
| Total debt securities | $89,528,000 | 1,306 |
| 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 | $91,913,000 | 1,305 |
| U.S. Government securities | $42,997,000 | 1,980 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $42,997,000 | 1,923 |
| Securities issued by states & political subdivisions | $48,916,000 | 350 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,515,000 | 682 |
| Mortgage-backed securities | $38,139,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,203 |
| Issued or guaranteed by U.S. | $14,000 | 6,180 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $38,125,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $38,125,000 | 367 |
| 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) | $91,913,000 | 1,129 |
| Total debt securities | $91,913,000 | 1,273 |
| 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 | $95,497,000 | 1,287 |
| U.S. Government securities | $45,944,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $45,944,000 | 1,831 |
| Securities issued by states & political subdivisions | $49,553,000 | 346 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,637,000 | 667 |
| Mortgage-backed securities | $41,113,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,219 |
| Issued or guaranteed by U.S. | $15,000 | 6,194 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $41,098,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $41,098,000 | 353 |
| 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) | $95,497,000 | 1,115 |
| Total debt securities | $95,496,000 | 1,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $94,539,000 | 1,301 |
| U.S. Government securities | $47,667,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $47,667,000 | 1,799 |
| Securities issued by states & political subdivisions | $46,872,000 | 366 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,905,000 | 630 |
| Mortgage-backed securities | $42,856,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,264 |
| Issued or guaranteed by U.S. | $15,000 | 6,237 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,841,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $42,841,000 | 350 |
| 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) | $94,539,000 | 1,124 |
| Total debt securities | $94,539,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $93,481,000 | 1,309 |
| U.S. Government securities | $49,144,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $49,144,000 | 1,749 |
| Securities issued by states & political subdivisions | $44,337,000 | 389 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,410,000 | 608 |
| Mortgage-backed securities | $44,422,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,311 |
| Issued or guaranteed by U.S. | $15,000 | 6,288 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $44,407,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $44,407,000 | 333 |
| 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) | $93,481,000 | 1,135 |
| Total debt securities | $93,479,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $113,707,000 | 1,108 |
| U.S. Government securities | $64,450,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $64,450,000 | 1,374 |
| Securities issued by states & political subdivisions | $49,257,000 | 344 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,344,000 | 507 |
| Mortgage-backed securities | $54,006,000 | 892 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,343 |
| Issued or guaranteed by U.S. | $15,000 | 6,322 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $53,991,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $53,991,000 | 289 |
| 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) | $113,707,000 | 933 |
| Total debt securities | $113,707,000 | 1,075 |
| 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 | $121,398,000 | 1,030 |
| U.S. Government securities | $73,916,000 | 1,212 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $73,916,000 | 1,171 |
| Securities issued by states & political subdivisions | $47,482,000 | 355 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,608,000 | 642 |
| Mortgage-backed securities | $63,443,000 | 786 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,395 |
| Issued or guaranteed by U.S. | $16,000 | 6,376 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $63,427,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $63,427,000 | 265 |
| 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) | $121,398,000 | 866 |
| Total debt securities | $121,397,000 | 1,011 |
| 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 | $124,666,000 | 989 |
| U.S. Government securities | $84,363,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $84,363,000 | 1,031 |
| Securities issued by states & political subdivisions | $40,303,000 | 432 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,264,000 | 635 |
| Mortgage-backed securities | $73,736,000 | 711 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,431 |
| Issued or guaranteed by U.S. | $16,000 | 6,414 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,720,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $73,720,000 | 243 |
| 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) | $124,666,000 | 830 |
| Total debt securities | $124,665,000 | 963 |
| 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 | $126,479,000 | 969 |
| U.S. Government securities | $87,814,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $87,814,000 | 1,000 |
| Securities issued by states & political subdivisions | $38,665,000 | 449 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,517,000 | 544 |
| Mortgage-backed securities | $77,098,000 | 693 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,482 |
| Issued or guaranteed by U.S. | $16,000 | 6,463 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $77,082,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $77,082,000 | 243 |
| 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) | $126,479,000 | 811 |
| Total debt securities | $126,479,000 | 947 |
| 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 | $127,944,000 | 976 |
| U.S. Government securities | $91,811,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $91,811,000 | 978 |
| Securities issued by states & political subdivisions | $36,133,000 | 479 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,691,000 | 535 |
| Mortgage-backed securities | $81,322,000 | 685 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,552 |
| Issued or guaranteed by U.S. | $18,000 | 6,534 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,304,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $81,304,000 | 246 |
| 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) | $127,944,000 | 824 |
| Total debt securities | $127,945,000 | 948 |
| 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 | $124,167,000 | 1,029 |
| U.S. Government securities | $93,148,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $93,148,000 | 981 |
| Securities issued by states & political subdivisions | $31,019,000 | 573 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,401,000 | 463 |
| Mortgage-backed securities | $82,396,000 | 701 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,603 |
| Issued or guaranteed by U.S. | $18,000 | 6,591 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $82,378,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $82,378,000 | 255 |
| 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) | $124,167,000 | 877 |
| Total debt securities | $124,167,000 | 999 |
| 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 | $130,827,000 | 974 |
| U.S. Government securities | $99,779,000 | 942 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $99,779,000 | 903 |
| Securities issued by states & political subdivisions | $31,048,000 | 575 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,077,000 | 442 |
| Mortgage-backed securities | $88,923,000 | 677 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,648 |
| Issued or guaranteed by U.S. | $18,000 | 6,634 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $88,905,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $88,905,000 | 238 |
| 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) | $130,827,000 | 836 |
| Total debt securities | $130,826,000 | 946 |
| 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 | $134,538,000 | 950 |
| U.S. Government securities | $105,112,000 | 921 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $105,112,000 | 887 |
| Securities issued by states & political subdivisions | $29,426,000 | 601 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,021,000 | 441 |
| Mortgage-backed securities | $94,635,000 | 648 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,726 |
| Issued or guaranteed by U.S. | $18,000 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $94,617,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $94,617,000 | 239 |
| 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) | $134,538,000 | 817 |
| Total debt securities | $134,538,000 | 923 |
| 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 | $121,147,000 | 1,085 |
| U.S. Government securities | $94,122,000 | 1,012 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $94,122,000 | 973 |
| Securities issued by states & political subdivisions | $27,025,000 | 677 |
| 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 | $99,421,000 | 493 |
| Mortgage-backed securities | $87,089,000 | 711 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,720 |
| Issued or guaranteed by U.S. | $20,000 | 6,706 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $87,069,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $87,069,000 | 260 |
| 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) | $121,147,000 | 917 |
| Total debt securities | $121,146,000 | 1,040 |
| 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 | $119,106,000 | 1,123 |
| U.S. Government securities | $91,001,000 | 1,097 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $91,001,000 | 1,052 |
| Securities issued by states & political subdivisions | $26,896,000 | 678 |
| Other domestic debt securities | $1,209,000 | 2,404 |
| 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 | $1,209,000 | 2,101 |
| 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 | $86,978,000 | 542 |
| Mortgage-backed securities | $91,001,000 | 699 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,777 |
| Issued or guaranteed by U.S. | $21,000 | 6,755 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $90,980,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $90,980,000 | 274 |
| 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) | $119,106,000 | 958 |
| Total debt securities | $119,107,000 | 1,091 |
| 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 | $123,509,000 | 1,084 |
| U.S. Government securities | $96,699,000 | 1,013 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $96,699,000 | 975 |
| Securities issued by states & political subdivisions | $25,641,000 | 716 |
| Other domestic debt securities | $1,169,000 | 2,528 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,169,000 | 2,219 |
| 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 | $94,784,000 | 494 |
| Mortgage-backed securities | $96,699,000 | 668 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,827 |
| Issued or guaranteed by U.S. | $21,000 | 6,804 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $96,678,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $96,678,000 | 268 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $123,509,000 | 924 |
| Total debt securities | $123,508,000 | 1,047 |
| 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 | $116,933,000 | 1,129 |
| U.S. Government securities | $90,362,000 | 1,045 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $90,362,000 | 1,004 |
| Securities issued by states & political subdivisions | $25,301,000 | 712 |
| Other domestic debt securities | $1,270,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,270,000 | 2,239 |
| 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 | $92,536,000 | 484 |
| Mortgage-backed securities | $90,362,000 | 699 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,841 |
| Issued or guaranteed by U.S. | $23,000 | 6,821 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $90,339,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $90,339,000 | 293 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $116,933,000 | 953 |
| Total debt securities | $116,933,000 | 1,082 |
| 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 | $119,978,000 | 1,075 |
| U.S. Government securities | $94,073,000 | 1,001 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $94,073,000 | 962 |
| Securities issued by states & political subdivisions | $24,728,000 | 699 |
| Other domestic debt securities | $1,177,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,177,000 | 2,309 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,546,000 | 439 |
| Mortgage-backed securities | $94,073,000 | 676 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,868 |
| Issued or guaranteed by U.S. | $23,000 | 6,849 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $94,050,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $94,050,000 | 280 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $119,978,000 | 922 |
| Total debt securities | $119,978,000 | 1,037 |
| 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 | $75,629,000 | 1,625 |
| U.S. Government securities | $48,529,000 | 1,791 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $48,529,000 | 1,717 |
| Securities issued by states & political subdivisions | $25,078,000 | 681 |
| Other domestic debt securities | $2,022,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $876,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,146,000 | 2,343 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,589,000 | 592 |
| Mortgage-backed securities | $49,405,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,863 |
| Issued or guaranteed by U.S. | $24,000 | 6,842 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $49,381,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $48,505,000 | 427 |
| Privately issued | $876,000 | 676 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $75,629,000 | 1,377 |
| Total debt securities | $75,629,000 | 1,572 |
| 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 | $87,917,000 | 1,296 |
| U.S. Government securities | $63,495,000 | 1,289 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $63,495,000 | 1,213 |
| Securities issued by states & political subdivisions | $20,012,000 | 826 |
| Other domestic debt securities | $4,410,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $3,354,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,056,000 | 2,420 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,041,000 | 530 |
| Mortgage-backed securities | $51,319,000 | 936 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,733 |
| Issued or guaranteed by U.S. | $47,000 | 6,711 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $51,272,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $47,918,000 | 419 |
| Privately issued | $3,354,000 | 443 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $87,917,000 | 1,077 |
| Total debt securities | $87,917,000 | 1,256 |
| 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 | $74,442,000 | 1,480 |
| U.S. Government securities | $48,839,000 | 1,632 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $48,839,000 | 1,516 |
| Securities issued by states & political subdivisions | $16,458,000 | 971 |
| Other domestic debt securities | $8,299,000 | 898 |
| Privately issued residential mortgage-backed securities | $6,616,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,683,000 | 1,781 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $846,000 | 2,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,297,000 | 562 |
| Mortgage-backed securities | $55,455,000 | 730 |
| Certificates of participation in pools of residential mortgages | $7,402,000 | 2,107 |
| Issued or guaranteed by U.S. | $7,402,000 | 2,091 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $48,053,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $41,437,000 | 374 |
| Privately issued | $6,616,000 | 307 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $74,442,000 | 1,160 |
| Total debt securities | $73,596,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $76,241,000 | 1,506 |
| U.S. Government securities | $50,349,000 | 1,678 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $50,349,000 | 1,489 |
| Securities issued by states & political subdivisions | $16,940,000 | 963 |
| Other domestic debt securities | $8,145,000 | 926 |
| Privately issued residential mortgage-backed securities | $6,478,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,667,000 | 1,663 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $807,000 | 2,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,780,000 | 654 |
| Mortgage-backed securities | $56,827,000 | 781 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,874 |
| Issued or guaranteed by U.S. | $75,000 | 6,856 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $56,752,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $50,274,000 | 366 |
| Privately issued | $6,478,000 | 322 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $76,241,000 | 1,152 |
| Total debt securities | $75,434,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $78,382,000 | 1,506 |
| U.S. Government securities | $55,291,000 | 1,579 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $55,291,000 | 1,339 |
| Securities issued by states & political subdivisions | $18,425,000 | 867 |
| Other domestic debt securities | $3,958,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $3,261,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $697,000 | 2,049 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $708,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,638,000 | 573 |
| Mortgage-backed securities | $58,552,000 | 795 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,866 |
| Issued or guaranteed by U.S. | $130,000 | 6,848 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $58,422,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $55,161,000 | 332 |
| Privately issued | $3,261,000 | 384 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $78,382,000 | 1,128 |
| Total debt securities | $77,674,000 | 1,455 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $62,572,000 | 1,848 |
| U.S. Government securities | $40,395,000 | 2,231 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $40,395,000 | 1,741 |
| Securities issued by states & political subdivisions | $17,120,000 | 809 |
| Other domestic debt securities | $2,450,000 | 1,231 |
| Privately issued residential mortgage-backed securities | $2,407,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 2,795 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,607,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,752,000 | 700 |
| Mortgage-backed securities | $42,802,000 | 978 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,475 |
| Issued or guaranteed by U.S. | $938,000 | 5,454 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $41,864,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $39,457,000 | 405 |
| Privately issued | $2,407,000 | 321 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $62,572,000 | 1,265 |
| Total debt securities | $59,965,000 | 1,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $61,284,000 | 1,980 |
| U.S. Government securities | $39,357,000 | 2,463 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $39,357,000 | 1,856 |
| Securities issued by states & political subdivisions | $17,007,000 | 772 |
| Other domestic debt securities | $2,313,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $2,234,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,000 | 3,041 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,607,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,552,000 | 887 |
| Mortgage-backed securities | $41,591,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 5,548 |
| Issued or guaranteed by U.S. | $1,209,000 | 5,533 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $40,382,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $38,148,000 | 445 |
| Privately issued | $2,234,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $61,284,000 | 1,324 |
| Total debt securities | $58,677,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $75,098,000 | 1,689 |
| U.S. Government securities | $60,099,000 | 1,688 |
| U.S. Treasury securities | $15,294,000 | 1,835 |
| U.S. Government agency obligations | $44,805,000 | 1,575 |
| Securities issued by states & political subdivisions | $12,976,000 | 1,073 |
| Other domestic debt securities | $100,000 | 4,419 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,923,000 | 1,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,457,000 | 951 |
| Mortgage-backed securities | $38,659,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $8,685,000 | 2,367 |
| Issued or guaranteed by U.S. | $8,685,000 | 2,344 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $29,974,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $29,974,000 | 560 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $75,098,000 | 1,131 |
| Total debt securities | $73,175,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,232,000 | 6,521 |
| U.S. Government securities | $11,552,000 | 7,142 |
| U.S. Treasury securities | $1,254,000 | 9,236 |
| U.S. Government agency obligations | $10,298,000 | 5,272 |
| Securities issued by states & political subdivisions | $5,295,000 | 2,802 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $385,000 | 3,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,334,000 | 3,093 |
| Mortgage-backed securities | $7,361,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $5,186,000 | 3,329 |
| Issued or guaranteed by U.S. | $5,186,000 | 3,311 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,175,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 3,339 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,910,000 | 4,567 |
| Available-for-sale securities (fair market value) | $3,322,000 | 7,901 |
| Total debt securities | $16,847,000 | 6,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,989,000 | 8,719 |
| U.S. Government securities | $8,143,000 | 8,815 |
| U.S. Treasury securities | $1,256,000 | 9,500 |
| U.S. Government agency obligations | $6,887,000 | 6,878 |
| Securities issued by states & political subdivisions | $2,575,000 | 4,673 |
| Other domestic debt securities | $26,000 | 6,319 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,000 | 4,920 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 4,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,688,000 | 4,259 |
| Mortgage-backed securities | $6,887,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,863 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,829 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,069,000 | 3,979 |
| CMOs issued by government agencies or sponsored agencies | $2,069,000 | 3,785 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,744,000 | 8,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $17,590,000 | 6,632 |
| U.S. Government securities | $13,967,000 | 6,581 |
| U.S. Treasury securities | $1,255,000 | 9,902 |
| U.S. Government agency obligations | $12,712,000 | 4,653 |
| Securities issued by states & political subdivisions | $895,000 | 6,802 |
| Other domestic debt securities | $597,000 | 4,837 |
| Privately issued residential mortgage-backed securities | $27,000 | 3,926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $570,000 | 3,631 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,131,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,040,000 | 2,877 |
| Mortgage-backed securities | $12,739,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $5,930,000 | 3,600 |
| Issued or guaranteed by U.S. | $5,930,000 | 3,554 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,809,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $6,782,000 | 1,972 |
| Privately issued | $27,000 | 3,370 |
| 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 | $15,459,000 | 7,104 |
| 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 |