Home > LCNB National Bank > Securities
LCNB National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $294,496,000 | 696 |
| U.S. Government securities | $218,728,000 | 616 |
| U.S. Treasury securities | $67,902,000 | 361 |
| U.S. Government agency obligations | $150,826,000 | 719 |
| Securities issued by states & political subdivisions | $65,037,000 | 699 |
| Other domestic debt securities | $9,400,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,866,000 | 421 |
| Other domestic debt securities - All other | $6,534,000 | 837 |
| 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 | $124,367,000 | 756 |
| Mortgage-backed securities | $69,925,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,392,000 | 816 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,002,000 | 1,052 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $8,531,000 | 554 |
| Held to maturity securities (book value) | $16,863,000 | 845 |
| Available-for-sale securities (fair market value) | $276,302,000 | 616 |
| Total debt securities | $293,164,000 | 689 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $294,464,000 | 695 |
| U.S. Government securities | $215,938,000 | 631 |
| U.S. Treasury securities | $69,832,000 | 361 |
| U.S. Government agency obligations | $146,106,000 | 734 |
| Securities issued by states & political subdivisions | $67,974,000 | 651 |
| Other domestic debt securities | $9,304,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $2,798,000 | 426 |
| Other domestic debt securities - All other | $6,506,000 | 839 |
| 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 | $143,668,000 | 646 |
| Mortgage-backed securities | $67,754,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,413,000 | 824 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,934,000 | 1,032 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $8,407,000 | 549 |
| Held to maturity securities (book value) | $19,013,000 | 822 |
| Available-for-sale securities (fair market value) | $274,203,000 | 618 |
| Total debt securities | $293,213,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $300,761,000 | 699 |
| U.S. Government securities | $221,402,000 | 624 |
| U.S. Treasury securities | $70,171,000 | 365 |
| U.S. Government agency obligations | $151,231,000 | 734 |
| Securities issued by states & political subdivisions | $68,771,000 | 673 |
| Other domestic debt securities | $9,315,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,811,000 | 412 |
| Other domestic debt securities - All other | $6,504,000 | 849 |
| 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 | $123,143,000 | 730 |
| Mortgage-backed securities | $72,511,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,347,000 | 805 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,637,000 | 1,014 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $8,527,000 | 546 |
| Held to maturity securities (book value) | $19,123,000 | 824 |
| Available-for-sale securities (fair market value) | $280,365,000 | 620 |
| Total debt securities | $299,487,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $313,886,000 | 702 |
| U.S. Government securities | $232,687,000 | 624 |
| U.S. Treasury securities | $77,307,000 | 356 |
| U.S. Government agency obligations | $155,380,000 | 709 |
| Securities issued by states & political subdivisions | $70,447,000 | 691 |
| Other domestic debt securities | $9,473,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $2,846,000 | 414 |
| Other domestic debt securities - All other | $6,627,000 | 878 |
| 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 | $128,950,000 | 671 |
| Mortgage-backed securities | $75,544,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,444,000 | 815 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,314,000 | 1,015 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $8,786,000 | 557 |
| Held to maturity securities (book value) | $19,770,000 | 850 |
| Available-for-sale securities (fair market value) | $292,837,000 | 626 |
| Total debt securities | $312,607,000 | 695 |
| 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 | $310,387,000 | 712 |
| U.S. Government securities | $230,459,000 | 631 |
| U.S. Treasury securities | $75,857,000 | 388 |
| U.S. Government agency obligations | $154,602,000 | 716 |
| Securities issued by states & political subdivisions | $69,181,000 | 732 |
| Other domestic debt securities | $9,498,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $2,813,000 | 433 |
| Other domestic debt securities - All other | $6,685,000 | 883 |
| 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 | $165,545,000 | 500 |
| Mortgage-backed securities | $76,626,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,164,000 | 815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,484,000 | 1,024 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $8,978,000 | 551 |
| Held to maturity securities (book value) | $19,878,000 | 858 |
| Available-for-sale securities (fair market value) | $289,260,000 | 640 |
| Total debt securities | $309,137,000 | 706 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $313,474,000 | 716 |
| U.S. Government securities | $234,073,000 | 626 |
| U.S. Treasury securities | $75,222,000 | 407 |
| U.S. Government agency obligations | $158,851,000 | 699 |
| Securities issued by states & political subdivisions | $72,282,000 | 693 |
| Other domestic debt securities | $5,885,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,885,000 | 933 |
| 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 | $177,126,000 | 456 |
| Mortgage-backed securities | $81,252,000 | 976 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,396,000 | 813 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,985,000 | 1,022 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $11,871,000 | 495 |
| Held to maturity securities (book value) | $22,415,000 | 810 |
| Available-for-sale securities (fair market value) | $289,825,000 | 647 |
| Total debt securities | $312,239,000 | 709 |
| 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 | $324,425,000 | 706 |
| U.S. Government securities | $243,486,000 | 618 |
| U.S. Treasury securities | $78,037,000 | 379 |
| U.S. Government agency obligations | $165,449,000 | 688 |
| Securities issued by states & political subdivisions | $73,610,000 | 715 |
| Other domestic debt securities | $6,049,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $6,049,000 | 929 |
| 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 | $169,077,000 | 465 |
| Mortgage-backed securities | $84,683,000 | 974 |
| Certificates of participation in pools of residential mortgages | $63,060,000 | 800 |
| Issued or guaranteed by U.S. | $63,060,000 | 786 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,952,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,952,000 | 1,183 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,671,000 | 784 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $12,671,000 | 529 |
| Held to maturity securities (book value) | $22,516,000 | 740 |
| Available-for-sale securities (fair market value) | $300,629,000 | 657 |
| Total debt securities | $323,143,000 | 701 |
| 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 | $317,661,000 | 715 |
| U.S. Government securities | $244,280,000 | 607 |
| U.S. Treasury securities | $74,734,000 | 348 |
| U.S. Government agency obligations | $169,546,000 | 686 |
| Securities issued by states & political subdivisions | $66,131,000 | 822 |
| Other domestic debt securities | $5,926,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,926,000 | 923 |
| 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 | $140,418,000 | 516 |
| Mortgage-backed securities | $86,800,000 | 966 |
| Certificates of participation in pools of residential mortgages | $63,563,000 | 819 |
| Issued or guaranteed by U.S. | $63,563,000 | 809 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,908,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $9,908,000 | 1,156 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,329,000 | 774 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $13,329,000 | 520 |
| Held to maturity securities (book value) | $22,873,000 | 652 |
| Available-for-sale securities (fair market value) | $293,464,000 | 673 |
| Total debt securities | $316,337,000 | 711 |
| 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 | $332,539,000 | 669 |
| U.S. Government securities | $258,666,000 | 562 |
| U.S. Treasury securities | $74,744,000 | 241 |
| U.S. Government agency obligations | $183,922,000 | 640 |
| Securities issued by states & political subdivisions | $67,331,000 | 829 |
| Other domestic debt securities | $5,152,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,152,000 | 948 |
| 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 | $128,426,000 | 538 |
| Mortgage-backed securities | $96,676,000 | 887 |
| Certificates of participation in pools of residential mortgages | $71,141,000 | 744 |
| Issued or guaranteed by U.S. | $71,141,000 | 732 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $11,342,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $11,342,000 | 1,067 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $14,193,000 | 751 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $14,193,000 | 497 |
| Held to maturity securities (book value) | $22,972,000 | 549 |
| Available-for-sale securities (fair market value) | $308,177,000 | 639 |
| Total debt securities | $331,148,000 | 661 |
| 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 | $339,026,000 | 626 |
| U.S. Government securities | $262,707,000 | 517 |
| U.S. Treasury securities | $64,364,000 | 222 |
| U.S. Government agency obligations | $198,343,000 | 584 |
| Securities issued by states & political subdivisions | $72,323,000 | 765 |
| Other domestic debt securities | $2,604,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,604,000 | 1,146 |
| 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 | $158,604,000 | 455 |
| Mortgage-backed securities | $98,114,000 | 856 |
| Certificates of participation in pools of residential mortgages | $70,909,000 | 725 |
| Issued or guaranteed by U.S. | $70,909,000 | 711 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,773,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $12,773,000 | 1,001 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $14,432,000 | 729 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $14,432,000 | 479 |
| Held to maturity securities (book value) | $24,420,000 | 504 |
| Available-for-sale securities (fair market value) | $313,214,000 | 594 |
| Total debt securities | $337,634,000 | 617 |
| 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 | $336,146,000 | 606 |
| U.S. Government securities | $260,076,000 | 490 |
| U.S. Treasury securities | $64,494,000 | 181 |
| U.S. Government agency obligations | $195,582,000 | 564 |
| Securities issued by states & political subdivisions | $72,788,000 | 734 |
| Other domestic debt securities | $1,893,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,893,000 | 1,225 |
| 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 | $142,938,000 | 490 |
| Mortgage-backed securities | $100,093,000 | 807 |
| Certificates of participation in pools of residential mortgages | $70,752,000 | 697 |
| Issued or guaranteed by U.S. | $70,752,000 | 681 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,802,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $14,802,000 | 885 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $14,539,000 | 713 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $14,539,000 | 468 |
| Held to maturity securities (book value) | $24,242,000 | 481 |
| Available-for-sale securities (fair market value) | $310,515,000 | 583 |
| Total debt securities | $334,755,000 | 595 |
| 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 | $263,697,000 | 679 |
| U.S. Government securities | $187,957,000 | 576 |
| U.S. Treasury securities | $16,216,000 | 422 |
| U.S. Government agency obligations | $171,741,000 | 579 |
| Securities issued by states & political subdivisions | $72,465,000 | 692 |
| Other domestic debt securities | $1,892,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,892,000 | 1,163 |
| 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 | $192,973,000 | 349 |
| Mortgage-backed securities | $96,604,000 | 778 |
| Certificates of participation in pools of residential mortgages | $64,979,000 | 699 |
| Issued or guaranteed by U.S. | $64,979,000 | 682 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,135,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $17,135,000 | 793 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $14,490,000 | 674 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $14,490,000 | 446 |
| Held to maturity securities (book value) | $24,695,000 | 455 |
| Available-for-sale securities (fair market value) | $237,619,000 | 675 |
| Total debt securities | $262,315,000 | 669 |
| 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 | $235,669,000 | 684 |
| U.S. Government securities | $161,922,000 | 583 |
| U.S. Treasury securities | $2,388,000 | 777 |
| U.S. Government agency obligations | $159,534,000 | 566 |
| Securities issued by states & political subdivisions | $71,180,000 | 679 |
| Other domestic debt securities | $1,179,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,179,000 | 1,275 |
| 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 | $118,599,000 | 525 |
| Mortgage-backed securities | $91,634,000 | 747 |
| Certificates of participation in pools of residential mortgages | $57,085,000 | 712 |
| Issued or guaranteed by U.S. | $57,085,000 | 700 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $19,607,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $19,607,000 | 732 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $14,942,000 | 623 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $14,942,000 | 416 |
| Held to maturity securities (book value) | $24,810,000 | 426 |
| Available-for-sale securities (fair market value) | $209,471,000 | 692 |
| Total debt securities | $234,281,000 | 677 |
| 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 | $186,259,000 | 780 |
| U.S. Government securities | $121,327,000 | 713 |
| U.S. Treasury securities | $2,399,000 | 775 |
| U.S. Government agency obligations | $118,928,000 | 685 |
| Securities issued by states & political subdivisions | $62,865,000 | 695 |
| Other domestic debt securities | $685,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $685,000 | 1,386 |
| 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 | $135,818,000 | 460 |
| Mortgage-backed securities | $89,660,000 | 723 |
| Certificates of participation in pools of residential mortgages | $51,604,000 | 708 |
| Issued or guaranteed by U.S. | $51,604,000 | 693 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $23,171,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $23,171,000 | 653 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $14,885,000 | 602 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $14,885,000 | 394 |
| Held to maturity securities (book value) | $26,941,000 | 397 |
| Available-for-sale securities (fair market value) | $157,936,000 | 829 |
| Total debt securities | $184,877,000 | 775 |
| 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 | $182,143,000 | 767 |
| U.S. Government securities | $74,953,000 | 1,020 |
| U.S. Treasury securities | $2,409,000 | 795 |
| U.S. Government agency obligations | $72,544,000 | 985 |
| Securities issued by states & political subdivisions | $58,943,000 | 685 |
| Other domestic debt securities | $46,870,000 | 305 |
| Privately issued residential mortgage-backed securities | $46,870,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $132,061,000 | 467 |
| Mortgage-backed securities | $90,133,000 | 726 |
| Certificates of participation in pools of residential mortgages | $48,442,000 | 722 |
| Issued or guaranteed by U.S. | $1,572,000 | 3,258 |
| Privately issued | $46,870,000 | 20 |
| Collaterized mortgage obligations | $26,815,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $26,815,000 | 605 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $14,876,000 | 590 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $14,876,000 | 389 |
| Held to maturity securities (book value) | $27,237,000 | 405 |
| Available-for-sale securities (fair market value) | $153,529,000 | 831 |
| Total debt securities | $180,767,000 | 763 |
| 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 | $170,488,000 | 804 |
| U.S. Government securities | $71,487,000 | 1,074 |
| U.S. Treasury securities | $2,409,000 | 828 |
| U.S. Government agency obligations | $69,078,000 | 1,039 |
| Securities issued by states & political subdivisions | $61,336,000 | 578 |
| Other domestic debt securities | $36,310,000 | 339 |
| Privately issued residential mortgage-backed securities | $36,310,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $124,312,000 | 477 |
| Mortgage-backed securities | $82,685,000 | 779 |
| Certificates of participation in pools of residential mortgages | $38,061,000 | 867 |
| Issued or guaranteed by U.S. | $1,751,000 | 3,210 |
| Privately issued | $36,310,000 | 25 |
| Collaterized mortgage obligations | $30,078,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $30,078,000 | 583 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $14,546,000 | 591 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $14,546,000 | 388 |
| Held to maturity securities (book value) | $27,694,000 | 407 |
| Available-for-sale securities (fair market value) | $141,439,000 | 867 |
| Total debt securities | $169,133,000 | 798 |
| 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 | $206,866,000 | 668 |
| U.S. Government securities | $98,023,000 | 861 |
| U.S. Treasury securities | $2,309,000 | 888 |
| U.S. Government agency obligations | $95,714,000 | 833 |
| Securities issued by states & political subdivisions | $69,826,000 | 470 |
| Other domestic debt securities | $37,676,000 | 317 |
| Privately issued residential mortgage-backed securities | $37,676,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $123,009,000 | 471 |
| Mortgage-backed securities | $84,406,000 | 756 |
| Certificates of participation in pools of residential mortgages | $39,411,000 | 821 |
| Issued or guaranteed by U.S. | $1,735,000 | 3,194 |
| Privately issued | $37,676,000 | 22 |
| Collaterized mortgage obligations | $31,028,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $31,028,000 | 567 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $13,967,000 | 592 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $13,967,000 | 385 |
| Held to maturity securities (book value) | $27,525,000 | 428 |
| Available-for-sale securities (fair market value) | $178,000,000 | 702 |
| Total debt securities | $205,524,000 | 659 |
| 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 | $226,600,000 | 615 |
| U.S. Government securities | $100,096,000 | 845 |
| U.S. Treasury securities | $2,313,000 | 903 |
| U.S. Government agency obligations | $97,783,000 | 815 |
| Securities issued by states & political subdivisions | $88,843,000 | 339 |
| Other domestic debt securities | $36,322,000 | 319 |
| Privately issued residential mortgage-backed securities | $36,322,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $166,743,000 | 359 |
| Mortgage-backed securities | $85,062,000 | 725 |
| Certificates of participation in pools of residential mortgages | $38,129,000 | 811 |
| Issued or guaranteed by U.S. | $1,807,000 | 3,188 |
| Privately issued | $36,322,000 | 28 |
| Collaterized mortgage obligations | $32,849,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $32,849,000 | 544 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $14,084,000 | 579 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $14,084,000 | 380 |
| Held to maturity securities (book value) | $34,031,000 | 396 |
| Available-for-sale securities (fair market value) | $191,230,000 | 628 |
| Total debt securities | $225,261,000 | 607 |
| 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 | $233,320,000 | 608 |
| U.S. Government securities | $142,269,000 | 649 |
| U.S. Treasury securities | $2,303,000 | 917 |
| U.S. Government agency obligations | $139,966,000 | 613 |
| Securities issued by states & political subdivisions | $89,734,000 | 345 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $141,305,000 | 424 |
| Mortgage-backed securities | $62,139,000 | 916 |
| Certificates of participation in pools of residential mortgages | $29,314,000 | 982 |
| Issued or guaranteed by U.S. | $29,314,000 | 972 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $26,694,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $26,694,000 | 616 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $6,131,000 | 858 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $6,131,000 | 521 |
| Held to maturity securities (book value) | $33,343,000 | 425 |
| Available-for-sale securities (fair market value) | $198,660,000 | 611 |
| Total debt securities | $232,003,000 | 602 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $251,323,000 | 557 |
| U.S. Government securities | $131,273,000 | 682 |
| U.S. Treasury securities | $2,257,000 | 950 |
| U.S. Government agency obligations | $129,016,000 | 655 |
| Securities issued by states & political subdivisions | $118,758,000 | 251 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| 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 | $168,248,000 | 358 |
| Mortgage-backed securities | $54,566,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $30,287,000 | 970 |
| Issued or guaranteed by U.S. | $30,287,000 | 960 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,279,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $24,279,000 | 648 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $32,363,000 | 439 |
| Available-for-sale securities (fair market value) | $217,668,000 | 567 |
| Total debt securities | $250,032,000 | 549 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $269,405,000 | 531 |
| U.S. Government securities | $136,185,000 | 669 |
| U.S. Treasury securities | $2,235,000 | 955 |
| U.S. Government agency obligations | $133,950,000 | 647 |
| Securities issued by states & political subdivisions | $131,957,000 | 236 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $106,564,000 | 540 |
| Mortgage-backed securities | $55,610,000 | 977 |
| Certificates of participation in pools of residential mortgages | $30,684,000 | 981 |
| Issued or guaranteed by U.S. | $30,684,000 | 972 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,926,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $24,926,000 | 633 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,721,000 | 489 |
| Available-for-sale securities (fair market value) | $238,421,000 | 519 |
| Total debt securities | $268,142,000 | 526 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $280,366,000 | 512 |
| U.S. Government securities | $136,148,000 | 668 |
| U.S. Treasury securities | $2,184,000 | 944 |
| U.S. Government agency obligations | $133,964,000 | 637 |
| Securities issued by states & political subdivisions | $142,969,000 | 216 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $130,950,000 | 450 |
| Mortgage-backed securities | $56,792,000 | 955 |
| Certificates of participation in pools of residential mortgages | $31,316,000 | 957 |
| Issued or guaranteed by U.S. | $31,316,000 | 952 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,476,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $25,476,000 | 610 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $31,679,000 | 481 |
| Available-for-sale securities (fair market value) | $247,438,000 | 497 |
| Total debt securities | $279,117,000 | 507 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $290,591,000 | 492 |
| U.S. Government securities | $142,949,000 | 638 |
| U.S. Treasury securities | $2,202,000 | 912 |
| U.S. Government agency obligations | $140,747,000 | 609 |
| Securities issued by states & political subdivisions | $146,382,000 | 214 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $134,623,000 | 445 |
| Mortgage-backed securities | $60,199,000 | 928 |
| Certificates of participation in pools of residential mortgages | $33,348,000 | 941 |
| Issued or guaranteed by U.S. | $33,348,000 | 919 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $26,851,000 | 617 |
| CMOs issued by government agencies or sponsored agencies | $26,851,000 | 587 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $31,610,000 | 487 |
| Available-for-sale securities (fair market value) | $257,721,000 | 480 |
| Total debt securities | $289,330,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $301,624,000 | 484 |
| U.S. Government securities | $147,351,000 | 631 |
| U.S. Treasury securities | $2,218,000 | 876 |
| U.S. Government agency obligations | $145,133,000 | 599 |
| Securities issued by states & political subdivisions | $153,045,000 | 205 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,485,000 | 491 |
| Mortgage-backed securities | $63,223,000 | 891 |
| Certificates of participation in pools of residential mortgages | $34,925,000 | 927 |
| Issued or guaranteed by U.S. | $34,925,000 | 926 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,298,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $28,298,000 | 570 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $32,502,000 | 488 |
| Available-for-sale securities (fair market value) | $267,894,000 | 473 |
| Total debt securities | $300,396,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $310,014,000 | 475 |
| U.S. Government securities | $152,672,000 | 613 |
| U.S. Treasury securities | $2,259,000 | 829 |
| U.S. Government agency obligations | $150,413,000 | 585 |
| Securities issued by states & political subdivisions | $155,111,000 | 207 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,231,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,745,000 | 561 |
| Mortgage-backed securities | $67,152,000 | 859 |
| Certificates of participation in pools of residential mortgages | $37,276,000 | 912 |
| Issued or guaranteed by U.S. | $37,276,000 | 912 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $29,876,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $29,876,000 | 539 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $32,571,000 | 486 |
| Available-for-sale securities (fair market value) | $277,443,000 | 464 |
| Total debt securities | $307,782,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $346,256,000 | 439 |
| U.S. Government securities | $173,818,000 | 549 |
| U.S. Treasury securities | $16,152,000 | 283 |
| U.S. Government agency obligations | $157,666,000 | 559 |
| Securities issued by states & political subdivisions | $170,205,000 | 186 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,233,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,888,000 | 384 |
| Mortgage-backed securities | $70,720,000 | 829 |
| Certificates of participation in pools of residential mortgages | $39,180,000 | 896 |
| Issued or guaranteed by U.S. | $39,180,000 | 896 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $31,540,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $31,540,000 | 527 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $36,860,000 | 478 |
| Available-for-sale securities (fair market value) | $309,396,000 | 414 |
| Total debt securities | $344,024,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $366,177,000 | 424 |
| U.S. Government securities | $191,118,000 | 510 |
| U.S. Treasury securities | $21,209,000 | 243 |
| U.S. Government agency obligations | $169,909,000 | 529 |
| Securities issued by states & political subdivisions | $172,834,000 | 188 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,225,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,605,000 | 345 |
| Mortgage-backed securities | $73,961,000 | 833 |
| Certificates of participation in pools of residential mortgages | $40,909,000 | 891 |
| Issued or guaranteed by U.S. | $40,909,000 | 891 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,052,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $33,052,000 | 515 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $38,437,000 | 473 |
| Available-for-sale securities (fair market value) | $327,740,000 | 401 |
| Total debt securities | $363,951,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $364,101,000 | 432 |
| U.S. Government securities | $191,597,000 | 511 |
| U.S. Treasury securities | $33,305,000 | 186 |
| U.S. Government agency obligations | $158,292,000 | 572 |
| Securities issued by states & political subdivisions | $170,292,000 | 184 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,212,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,781,000 | 368 |
| Mortgage-backed securities | $67,967,000 | 892 |
| Certificates of participation in pools of residential mortgages | $38,851,000 | 939 |
| Issued or guaranteed by U.S. | $38,851,000 | 939 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,116,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $29,116,000 | 555 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $38,455,000 | 485 |
| Available-for-sale securities (fair market value) | $325,646,000 | 406 |
| Total debt securities | $361,891,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $360,660,000 | 422 |
| U.S. Government securities | $184,592,000 | 528 |
| U.S. Treasury securities | $28,145,000 | 211 |
| U.S. Government agency obligations | $156,447,000 | 569 |
| Securities issued by states & political subdivisions | $173,863,000 | 173 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,205,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,980,000 | 424 |
| Mortgage-backed securities | $71,047,000 | 857 |
| Certificates of participation in pools of residential mortgages | $40,675,000 | 910 |
| Issued or guaranteed by U.S. | $40,675,000 | 910 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $30,372,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,372,000 | 535 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $41,003,000 | 465 |
| Available-for-sale securities (fair market value) | $319,657,000 | 404 |
| Total debt securities | $358,457,000 | 419 |
| 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 | $387,415,000 | 400 |
| U.S. Government securities | $205,197,000 | 484 |
| U.S. Treasury securities | $45,911,000 | 137 |
| U.S. Government agency obligations | $159,286,000 | 570 |
| Securities issued by states & political subdivisions | $179,982,000 | 169 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,236,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,446,000 | 349 |
| Mortgage-backed securities | $50,323,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $28,867,000 | 1,185 |
| Issued or guaranteed by U.S. | $28,867,000 | 1,184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,456,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $21,456,000 | 681 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $42,037,000 | 468 |
| Available-for-sale securities (fair market value) | $345,378,000 | 385 |
| Total debt securities | $385,177,000 | 393 |
| 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 | $391,737,000 | 401 |
| U.S. Government securities | $217,595,000 | 451 |
| U.S. Treasury securities | $53,981,000 | 119 |
| U.S. Government agency obligations | $163,614,000 | 564 |
| Securities issued by states & political subdivisions | $171,907,000 | 176 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,235,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,895,000 | 306 |
| Mortgage-backed securities | $48,275,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $30,713,000 | 1,145 |
| Issued or guaranteed by U.S. | $30,713,000 | 1,141 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,562,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $17,562,000 | 790 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $39,447,000 | 497 |
| Available-for-sale securities (fair market value) | $352,290,000 | 377 |
| Total debt securities | $389,503,000 | 397 |
| 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 | $386,333,000 | 411 |
| U.S. Government securities | $215,660,000 | 473 |
| U.S. Treasury securities | $53,592,000 | 119 |
| U.S. Government agency obligations | $162,068,000 | 586 |
| Securities issued by states & political subdivisions | $168,452,000 | 174 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,221,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,635,000 | 323 |
| Mortgage-backed securities | $33,767,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $14,946,000 | 1,881 |
| Issued or guaranteed by U.S. | $14,946,000 | 1,880 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,821,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $18,821,000 | 763 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $36,505,000 | 535 |
| Available-for-sale securities (fair market value) | $349,828,000 | 376 |
| Total debt securities | $384,112,000 | 408 |
| 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 | $399,364,000 | 399 |
| U.S. Government securities | $242,113,000 | 437 |
| U.S. Treasury securities | $72,846,000 | 110 |
| U.S. Government agency obligations | $169,267,000 | 566 |
| Securities issued by states & political subdivisions | $155,053,000 | 190 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,198,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,952,000 | 323 |
| Mortgage-backed securities | $29,378,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $9,746,000 | 2,366 |
| Issued or guaranteed by U.S. | $9,746,000 | 2,362 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,632,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $19,632,000 | 744 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $22,633,000 | 722 |
| Available-for-sale securities (fair market value) | $376,731,000 | 350 |
| Total debt securities | $397,165,000 | 395 |
| 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 | $382,048,000 | 410 |
| U.S. Government securities | $229,859,000 | 449 |
| U.S. Treasury securities | $91,132,000 | 88 |
| U.S. Government agency obligations | $138,727,000 | 678 |
| Securities issued by states & political subdivisions | $149,984,000 | 197 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,205,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,050,000 | 321 |
| Mortgage-backed securities | $26,318,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $9,614,000 | 2,410 |
| Issued or guaranteed by U.S. | $9,614,000 | 2,408 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,704,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $16,704,000 | 836 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $24,575,000 | 688 |
| Available-for-sale securities (fair market value) | $357,473,000 | 366 |
| Total debt securities | $379,841,000 | 404 |
| 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 | $368,716,000 | 425 |
| U.S. Government securities | $222,557,000 | 474 |
| U.S. Treasury securities | $86,286,000 | 87 |
| U.S. Government agency obligations | $136,271,000 | 710 |
| Securities issued by states & political subdivisions | $143,971,000 | 202 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,188,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,485,000 | 347 |
| Mortgage-backed securities | $28,168,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $10,130,000 | 2,412 |
| Issued or guaranteed by U.S. | $10,130,000 | 2,410 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,038,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $18,038,000 | 837 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $24,677,000 | 698 |
| Available-for-sale securities (fair market value) | $344,039,000 | 383 |
| Total debt securities | $366,528,000 | 421 |
| 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 | $318,793,000 | 491 |
| U.S. Government securities | $194,799,000 | 544 |
| U.S. Treasury securities | $72,079,000 | 89 |
| U.S. Government agency obligations | $122,720,000 | 791 |
| Securities issued by states & political subdivisions | $121,798,000 | 246 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,196,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,123,000 | 382 |
| Mortgage-backed securities | $30,489,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $10,735,000 | 2,382 |
| Issued or guaranteed by U.S. | $10,735,000 | 2,382 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $19,754,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $19,754,000 | 822 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $22,918,000 | 723 |
| Available-for-sale securities (fair market value) | $295,875,000 | 441 |
| Total debt securities | $316,598,000 | 487 |
| 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 | $302,924,000 | 508 |
| U.S. Government securities | $184,231,000 | 563 |
| U.S. Treasury securities | $62,561,000 | 103 |
| U.S. Government agency obligations | $121,670,000 | 792 |
| Securities issued by states & political subdivisions | $116,514,000 | 249 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,179,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,079,000 | 403 |
| Mortgage-backed securities | $38,017,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $16,952,000 | 1,878 |
| Issued or guaranteed by U.S. | $16,952,000 | 1,876 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,065,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $21,065,000 | 804 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $22,725,000 | 727 |
| Available-for-sale securities (fair market value) | $280,199,000 | 471 |
| Total debt securities | $300,744,000 | 512 |
| 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 | $311,196,000 | 490 |
| U.S. Government securities | $185,992,000 | 559 |
| U.S. Treasury securities | $60,478,000 | 99 |
| U.S. Government agency obligations | $125,514,000 | 786 |
| Securities issued by states & political subdivisions | $123,041,000 | 229 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,163,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,937,000 | 363 |
| Mortgage-backed securities | $39,518,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $15,826,000 | 2,029 |
| Issued or guaranteed by U.S. | $15,826,000 | 2,027 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $23,692,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $23,692,000 | 759 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $23,504,000 | 722 |
| Available-for-sale securities (fair market value) | $287,692,000 | 455 |
| Total debt securities | $309,032,000 | 489 |
| 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 | $346,389,000 | 457 |
| U.S. Government securities | $220,192,000 | 490 |
| U.S. Treasury securities | $60,721,000 | 95 |
| U.S. Government agency obligations | $159,471,000 | 630 |
| Securities issued by states & political subdivisions | $124,037,000 | 226 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,160,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,309,000 | 347 |
| Mortgage-backed securities | $42,132,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $16,898,000 | 1,973 |
| Issued or guaranteed by U.S. | $16,898,000 | 1,973 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,234,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $25,234,000 | 739 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $23,843,000 | 711 |
| Available-for-sale securities (fair market value) | $322,546,000 | 410 |
| Total debt securities | $344,230,000 | 453 |
| 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 | $321,385,000 | 489 |
| U.S. Government securities | $201,463,000 | 534 |
| U.S. Treasury securities | $35,172,000 | 132 |
| U.S. Government agency obligations | $166,291,000 | 616 |
| Securities issued by states & political subdivisions | $117,783,000 | 239 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,139,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,167,000 | 379 |
| Mortgage-backed securities | $43,810,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $17,362,000 | 1,944 |
| Issued or guaranteed by U.S. | $17,362,000 | 1,943 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,448,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $26,448,000 | 722 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $16,467,000 | 873 |
| Available-for-sale securities (fair market value) | $304,918,000 | 434 |
| Total debt securities | $319,244,000 | 484 |
| 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 | $270,970,000 | 567 |
| U.S. Government securities | $159,879,000 | 654 |
| U.S. Treasury securities | $12,894,000 | 260 |
| U.S. Government agency obligations | $146,985,000 | 684 |
| Securities issued by states & political subdivisions | $108,965,000 | 262 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,126,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,940,000 | 422 |
| Mortgage-backed securities | $40,289,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $12,448,000 | 2,370 |
| Issued or guaranteed by U.S. | $12,448,000 | 2,370 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $27,841,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $27,841,000 | 697 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $16,323,000 | 862 |
| Available-for-sale securities (fair market value) | $254,647,000 | 526 |
| Total debt securities | $268,841,000 | 562 |
| 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 | $288,448,000 | 538 |
| U.S. Government securities | $165,061,000 | 643 |
| U.S. Treasury securities | $8,707,000 | 326 |
| U.S. Government agency obligations | $156,354,000 | 650 |
| Securities issued by states & political subdivisions | $121,252,000 | 220 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,135,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,910,000 | 371 |
| Mortgage-backed securities | $45,553,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $21,279,000 | 1,704 |
| Issued or guaranteed by U.S. | $21,279,000 | 1,701 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $24,274,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $24,274,000 | 772 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $21,058,000 | 724 |
| Available-for-sale securities (fair market value) | $267,390,000 | 502 |
| Total debt securities | $286,313,000 | 529 |
| 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 | $296,578,000 | 522 |
| U.S. Government securities | $173,204,000 | 617 |
| U.S. Treasury securities | $8,669,000 | 319 |
| U.S. Government agency obligations | $164,535,000 | 615 |
| Securities issued by states & political subdivisions | $121,240,000 | 219 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,134,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,078,000 | 369 |
| Mortgage-backed securities | $48,864,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $22,461,000 | 1,641 |
| Issued or guaranteed by U.S. | $22,461,000 | 1,639 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,403,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $26,403,000 | 738 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $21,563,000 | 667 |
| Available-for-sale securities (fair market value) | $275,015,000 | 498 |
| Total debt securities | $294,444,000 | 512 |
| 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 | $296,737,000 | 530 |
| U.S. Government securities | $175,348,000 | 610 |
| U.S. Treasury securities | $19,692,000 | 193 |
| U.S. Government agency obligations | $155,656,000 | 657 |
| Securities issued by states & political subdivisions | $119,166,000 | 220 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,223,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,320,000 | 399 |
| Mortgage-backed securities | $54,133,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $24,826,000 | 1,566 |
| Issued or guaranteed by U.S. | $24,826,000 | 1,564 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $29,307,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $29,307,000 | 725 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $22,831,000 | 613 |
| Available-for-sale securities (fair market value) | $273,906,000 | 510 |
| Total debt securities | $294,512,000 | 523 |
| 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 | $272,215,000 | 554 |
| U.S. Government securities | $161,833,000 | 641 |
| U.S. Treasury securities | $18,686,000 | 200 |
| U.S. Government agency obligations | $143,147,000 | 692 |
| Securities issued by states & political subdivisions | $105,146,000 | 257 |
| Other domestic debt securities | $3,068,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,068,000 | 932 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,168,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,287,000 | 415 |
| Mortgage-backed securities | $52,541,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $17,590,000 | 1,929 |
| Issued or guaranteed by U.S. | $17,590,000 | 1,927 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $34,951,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $34,951,000 | 633 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $15,424,000 | 778 |
| Available-for-sale securities (fair market value) | $256,791,000 | 532 |
| Total debt securities | $270,046,000 | 551 |
| 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 | $273,574,000 | 568 |
| U.S. Government securities | $163,859,000 | 647 |
| U.S. Treasury securities | $18,807,000 | 172 |
| U.S. Government agency obligations | $145,052,000 | 702 |
| Securities issued by states & political subdivisions | $104,465,000 | 240 |
| Other domestic debt securities | $3,081,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,081,000 | 967 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,169,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,738,000 | 356 |
| Mortgage-backed securities | $51,900,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $19,329,000 | 1,896 |
| Issued or guaranteed by U.S. | $19,329,000 | 1,894 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $32,571,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $32,571,000 | 704 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $12,503,000 | 884 |
| Available-for-sale securities (fair market value) | $261,071,000 | 532 |
| Total debt securities | $271,408,000 | 561 |
| 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 | $292,013,000 | 533 |
| U.S. Government securities | $180,708,000 | 606 |
| U.S. Treasury securities | $21,169,000 | 155 |
| U.S. Government agency obligations | $159,539,000 | 651 |
| Securities issued by states & political subdivisions | $102,820,000 | 236 |
| Other domestic debt securities | $6,332,000 | 935 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,332,000 | 642 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,153,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,787,000 | 409 |
| Mortgage-backed securities | $58,297,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $19,696,000 | 1,905 |
| Issued or guaranteed by U.S. | $19,696,000 | 1,905 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,601,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $38,601,000 | 623 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $11,474,000 | 919 |
| Available-for-sale securities (fair market value) | $280,539,000 | 497 |
| Total debt securities | $289,860,000 | 529 |
| 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 | $258,097,000 | 617 |
| U.S. Government securities | $151,105,000 | 736 |
| U.S. Treasury securities | $20,632,000 | 157 |
| U.S. Government agency obligations | $130,473,000 | 824 |
| Securities issued by states & political subdivisions | $98,496,000 | 242 |
| Other domestic debt securities | $6,365,000 | 933 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,365,000 | 639 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,131,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,077,000 | 405 |
| Mortgage-backed securities | $53,675,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $20,880,000 | 1,825 |
| Issued or guaranteed by U.S. | $20,880,000 | 1,823 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,795,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $32,795,000 | 728 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $10,451,000 | 964 |
| Available-for-sale securities (fair market value) | $247,646,000 | 570 |
| Total debt securities | $255,967,000 | 611 |
| 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 | $260,528,000 | 587 |
| U.S. Government securities | $152,764,000 | 707 |
| U.S. Treasury securities | $17,550,000 | 178 |
| U.S. Government agency obligations | $135,214,000 | 769 |
| Securities issued by states & political subdivisions | $99,273,000 | 232 |
| Other domestic debt securities | $6,365,000 | 932 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $6,365,000 | 592 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,126,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,534,000 | 385 |
| Mortgage-backed securities | $52,287,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $18,185,000 | 1,921 |
| Issued or guaranteed by U.S. | $18,185,000 | 1,920 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $34,102,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $34,102,000 | 677 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $10,734,000 | 972 |
| Available-for-sale securities (fair market value) | $249,794,000 | 536 |
| Total debt securities | $258,403,000 | 581 |
| 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 | $278,098,000 | 535 |
| U.S. Government securities | $169,289,000 | 618 |
| U.S. Treasury securities | $17,519,000 | 193 |
| U.S. Government agency obligations | $151,770,000 | 671 |
| Securities issued by states & political subdivisions | $100,832,000 | 213 |
| Other domestic debt securities | $6,360,000 | 915 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,360,000 | 563 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,617,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,186,000 | 339 |
| Mortgage-backed securities | $47,671,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $16,687,000 | 1,981 |
| Issued or guaranteed by U.S. | $16,687,000 | 1,976 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $30,984,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $30,984,000 | 700 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $11,133,000 | 959 |
| Available-for-sale securities (fair market value) | $266,965,000 | 500 |
| Total debt securities | $276,480,000 | 533 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,433 |
| Fair value | $3,003,000 | 1,467 |
| 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 | $260,903,000 | 573 |
| U.S. Government securities | $161,139,000 | 663 |
| U.S. Treasury securities | $22,149,000 | 179 |
| U.S. Government agency obligations | $138,990,000 | 743 |
| Securities issued by states & political subdivisions | $97,158,000 | 212 |
| Other domestic debt securities | $1,025,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,025,000 | 1,321 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,581,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,991,000 | 371 |
| Mortgage-backed securities | $30,752,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $14,134,000 | 2,139 |
| Issued or guaranteed by U.S. | $14,134,000 | 2,136 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $16,618,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $16,618,000 | 1,023 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $11,243,000 | 963 |
| Available-for-sale securities (fair market value) | $249,660,000 | 528 |
| Total debt securities | $259,324,000 | 563 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $3,011,000 | 1,610 |
| 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 | $222,476,000 | 658 |
| U.S. Government securities | $122,775,000 | 838 |
| U.S. Treasury securities | $19,410,000 | 222 |
| U.S. Government agency obligations | $103,365,000 | 927 |
| Securities issued by states & political subdivisions | $97,621,000 | 204 |
| Other domestic debt securities | $1,023,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,023,000 | 1,354 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,057,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,497,000 | 397 |
| Mortgage-backed securities | $28,190,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $14,765,000 | 2,023 |
| Issued or guaranteed by U.S. | $14,765,000 | 2,020 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,425,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $13,425,000 | 1,116 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $11,497,000 | 956 |
| Available-for-sale securities (fair market value) | $210,979,000 | 616 |
| Total debt securities | $221,418,000 | 648 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,700 |
| Fair value | $3,015,000 | 1,656 |
| 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 | $247,156,000 | 570 |
| U.S. Government securities | $135,541,000 | 741 |
| U.S. Treasury securities | $19,585,000 | 217 |
| U.S. Government agency obligations | $115,956,000 | 810 |
| Securities issued by states & political subdivisions | $108,537,000 | 173 |
| Other domestic debt securities | $2,025,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,025,000 | 1,033 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,053,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,428,000 | 410 |
| Mortgage-backed securities | $33,094,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $18,792,000 | 1,623 |
| Issued or guaranteed by U.S. | $18,792,000 | 1,618 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,302,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $14,302,000 | 1,047 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $12,141,000 | 925 |
| Available-for-sale securities (fair market value) | $235,015,000 | 528 |
| Total debt securities | $246,104,000 | 566 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,569 |
| Fair value | $3,027,000 | 1,511 |
| 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 | $234,379,000 | 583 |
| U.S. Government securities | $117,303,000 | 821 |
| U.S. Treasury securities | $20,663,000 | 193 |
| U.S. Government agency obligations | $96,640,000 | 921 |
| Securities issued by states & political subdivisions | $106,842,000 | 166 |
| Other domestic debt securities | $9,664,000 | 805 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $9,664,000 | 381 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $570,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,296,000 | 359 |
| Mortgage-backed securities | $40,496,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $25,352,000 | 1,284 |
| Issued or guaranteed by U.S. | $25,352,000 | 1,277 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,144,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $15,144,000 | 1,008 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $12,479,000 | 929 |
| Available-for-sale securities (fair market value) | $221,900,000 | 540 |
| Total debt securities | $233,810,000 | 572 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,596 |
| Fair value | $3,028,000 | 1,554 |
| 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 | $215,623,000 | 619 |
| U.S. Government securities | $106,850,000 | 892 |
| U.S. Treasury securities | $20,623,000 | 183 |
| U.S. Government agency obligations | $86,227,000 | 1,048 |
| Securities issued by states & political subdivisions | $99,561,000 | 171 |
| Other domestic debt securities | $8,651,000 | 855 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $8,651,000 | 377 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $561,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,928,000 | 414 |
| Mortgage-backed securities | $44,591,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $28,948,000 | 1,151 |
| Issued or guaranteed by U.S. | $28,948,000 | 1,144 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,643,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $15,643,000 | 933 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $13,705,000 | 905 |
| Available-for-sale securities (fair market value) | $201,918,000 | 577 |
| Total debt securities | $215,061,000 | 609 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,670 |
| Fair value | $3,012,000 | 1,656 |
| 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 | $198,413,000 | 663 |
| U.S. Government securities | $96,109,000 | 978 |
| U.S. Treasury securities | $13,238,000 | 249 |
| U.S. Government agency obligations | $82,871,000 | 1,097 |
| Securities issued by states & political subdivisions | $95,766,000 | 174 |
| Other domestic debt securities | $5,991,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,991,000 | 525 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $547,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,410,000 | 395 |
| Mortgage-backed securities | $46,805,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $30,977,000 | 1,164 |
| Issued or guaranteed by U.S. | $30,977,000 | 1,156 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,828,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $15,828,000 | 906 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $13,887,000 | 901 |
| Available-for-sale securities (fair market value) | $184,526,000 | 632 |
| Total debt securities | $197,866,000 | 657 |
| 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 | $214,198,000 | 599 |
| U.S. Government securities | $108,819,000 | 839 |
| U.S. Treasury securities | $13,308,000 | 209 |
| U.S. Government agency obligations | $95,511,000 | 915 |
| Securities issued by states & political subdivisions | $96,354,000 | 175 |
| Other domestic debt securities | $8,488,000 | 931 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $8,488,000 | 402 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $537,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,350,000 | 371 |
| Mortgage-backed securities | $49,623,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $33,360,000 | 1,120 |
| Issued or guaranteed by U.S. | $33,360,000 | 1,111 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,263,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $16,263,000 | 875 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $13,030,000 | 947 |
| Available-for-sale securities (fair market value) | $201,168,000 | 563 |
| Total debt securities | $213,660,000 | 590 |
| 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 | $200,679,000 | 650 |
| U.S. Government securities | $104,323,000 | 857 |
| U.S. Treasury securities | $5,376,000 | 332 |
| U.S. Government agency obligations | $98,947,000 | 871 |
| Securities issued by states & political subdivisions | $88,205,000 | 195 |
| Other domestic debt securities | $7,611,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $7,611,000 | 468 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $540,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,563,000 | 376 |
| Mortgage-backed securities | $53,171,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $36,231,000 | 1,076 |
| Issued or guaranteed by U.S. | $36,231,000 | 1,069 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,940,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $16,940,000 | 820 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $12,156,000 | 1,006 |
| Available-for-sale securities (fair market value) | $188,523,000 | 590 |
| Total debt securities | $200,139,000 | 636 |
| 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 | $178,758,000 | 715 |
| U.S. Government securities | $93,955,000 | 910 |
| U.S. Treasury securities | $5,382,000 | 323 |
| U.S. Government agency obligations | $88,573,000 | 933 |
| Securities issued by states & political subdivisions | $76,740,000 | 226 |
| Other domestic debt securities | $7,536,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,536,000 | 490 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $527,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,895,000 | 443 |
| Mortgage-backed securities | $56,331,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $38,767,000 | 1,038 |
| Issued or guaranteed by U.S. | $38,767,000 | 1,026 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,564,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $17,564,000 | 771 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $6,071,000 | 1,475 |
| Available-for-sale securities (fair market value) | $172,687,000 | 629 |
| Total debt securities | $178,232,000 | 698 |
| 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 | $163,367,000 | 766 |
| U.S. Government securities | $90,027,000 | 960 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $90,027,000 | 930 |
| Securities issued by states & political subdivisions | $65,684,000 | 267 |
| Other domestic debt securities | $7,133,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,133,000 | 515 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $523,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,568,000 | 446 |
| Mortgage-backed securities | $60,265,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $41,980,000 | 998 |
| Issued or guaranteed by U.S. | $41,980,000 | 988 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,285,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $18,285,000 | 735 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,713,000 | 1,668 |
| Available-for-sale securities (fair market value) | $158,654,000 | 672 |
| Total debt securities | $162,844,000 | 749 |
| 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 | $136,200,000 | 899 |
| U.S. Government securities | $77,404,000 | 1,108 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $77,404,000 | 1,082 |
| Securities issued by states & political subdivisions | $57,271,000 | 302 |
| Other domestic debt securities | $1,013,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,013,000 | 1,485 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $512,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,024,000 | 460 |
| Mortgage-backed securities | $32,768,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $28,814,000 | 1,323 |
| Issued or guaranteed by U.S. | $28,814,000 | 1,312 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,954,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $3,954,000 | 1,663 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $136,200,000 | 768 |
| Total debt securities | $135,689,000 | 881 |
| 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 | $136,070,000 | 874 |
| U.S. Government securities | $77,774,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $77,774,000 | 1,042 |
| Securities issued by states & political subdivisions | $57,795,000 | 288 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $501,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,288,000 | 454 |
| Mortgage-backed securities | $34,465,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $30,451,000 | 1,212 |
| Issued or guaranteed by U.S. | $30,451,000 | 1,200 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,014,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $4,014,000 | 1,560 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $136,070,000 | 742 |
| Total debt securities | $135,570,000 | 866 |
| 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 | $101,526,000 | 1,190 |
| U.S. Government securities | $44,885,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $44,885,000 | 1,807 |
| Securities issued by states & political subdivisions | $56,146,000 | 300 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $495,000 | 1,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,630,000 | 599 |
| Mortgage-backed securities | $25,890,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $21,831,000 | 1,582 |
| Issued or guaranteed by U.S. | $21,831,000 | 1,574 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,059,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $4,059,000 | 1,559 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $101,526,000 | 1,026 |
| Total debt securities | $101,030,000 | 1,170 |
| 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 | $86,168,000 | 1,397 |
| U.S. Government securities | $36,888,000 | 2,210 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,888,000 | 2,168 |
| Securities issued by states & political subdivisions | $48,780,000 | 367 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $500,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,634,000 | 707 |
| Mortgage-backed securities | $22,660,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $21,148,000 | 1,558 |
| Issued or guaranteed by U.S. | $21,148,000 | 1,546 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,512,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $1,512,000 | 2,188 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $86,168,000 | 1,223 |
| Total debt securities | $85,667,000 | 1,366 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,599 |
| Fair value | $500,000 | 1,593 |
| 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 | $86,656,000 | 1,377 |
| U.S. Government securities | $36,569,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,569,000 | 2,184 |
| Securities issued by states & political subdivisions | $50,087,000 | 347 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $76,068,000 | 702 |
| Mortgage-backed securities | $22,466,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $20,921,000 | 1,359 |
| Issued or guaranteed by U.S. | $20,921,000 | 1,351 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,545,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,087 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $86,656,000 | 1,197 |
| Total debt securities | $86,656,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $496,000 | 2,122 |
| 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 | $90,357,000 | 1,320 |
| U.S. Government securities | $40,589,000 | 2,041 |
| U.S. Treasury securities | $1,198,000 | 708 |
| U.S. Government agency obligations | $39,391,000 | 2,038 |
| Securities issued by states & political subdivisions | $49,768,000 | 349 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $80,511,000 | 658 |
| Mortgage-backed securities | $20,344,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $18,767,000 | 1,398 |
| Issued or guaranteed by U.S. | $18,767,000 | 1,387 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,577,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,577,000 | 2,036 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $90,357,000 | 1,145 |
| Total debt securities | $90,357,000 | 1,296 |
| 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 | $94,887,000 | 1,270 |
| U.S. Government securities | $43,557,000 | 1,943 |
| U.S. Treasury securities | $1,191,000 | 806 |
| U.S. Government agency obligations | $42,366,000 | 1,924 |
| Securities issued by states & political subdivisions | $51,330,000 | 329 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $78,378,000 | 674 |
| Mortgage-backed securities | $21,265,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $19,659,000 | 1,316 |
| Issued or guaranteed by U.S. | $19,659,000 | 1,307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,606,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,002 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $94,887,000 | 1,105 |
| Total debt securities | $94,887,000 | 1,248 |
| 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 | $101,950,000 | 1,196 |
| U.S. Government securities | $48,564,000 | 1,763 |
| U.S. Treasury securities | $1,184,000 | 865 |
| U.S. Government agency obligations | $47,380,000 | 1,747 |
| Securities issued by states & political subdivisions | $53,386,000 | 319 |
| 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 | $77,078,000 | 688 |
| Mortgage-backed securities | $21,332,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $21,332,000 | 1,224 |
| Issued or guaranteed by U.S. | $21,332,000 | 1,216 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $101,950,000 | 1,029 |
| Total debt securities | $101,950,000 | 1,170 |
| 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 | $109,574,000 | 1,138 |
| U.S. Government securities | $53,971,000 | 1,628 |
| U.S. Treasury securities | $1,179,000 | 905 |
| U.S. Government agency obligations | $52,792,000 | 1,625 |
| Securities issued by states & political subdivisions | $55,603,000 | 298 |
| 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 | $83,112,000 | 642 |
| Mortgage-backed securities | $22,299,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $22,299,000 | 1,204 |
| Issued or guaranteed by U.S. | $22,299,000 | 1,194 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $109,574,000 | 974 |
| Total debt securities | $109,574,000 | 1,102 |
| 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 | $104,608,000 | 1,202 |
| U.S. Government securities | $54,205,000 | 1,646 |
| U.S. Treasury securities | $1,173,000 | 957 |
| U.S. Government agency obligations | $53,032,000 | 1,641 |
| Securities issued by states & political subdivisions | $50,403,000 | 336 |
| 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 | $83,500,000 | 635 |
| Mortgage-backed securities | $17,083,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $17,083,000 | 1,482 |
| Issued or guaranteed by U.S. | $17,083,000 | 1,472 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $104,608,000 | 1,024 |
| Total debt securities | $104,608,000 | 1,168 |
| 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 | $109,531,000 | 1,134 |
| U.S. Government securities | $58,611,000 | 1,536 |
| U.S. Treasury securities | $4,141,000 | 564 |
| U.S. Government agency obligations | $54,470,000 | 1,593 |
| Securities issued by states & political subdivisions | $50,920,000 | 324 |
| 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 | $87,861,000 | 612 |
| Mortgage-backed securities | $18,008,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $18,008,000 | 1,438 |
| Issued or guaranteed by U.S. | $18,008,000 | 1,431 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $109,531,000 | 962 |
| Total debt securities | $109,531,000 | 1,103 |
| 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 | $116,912,000 | 1,070 |
| U.S. Government securities | $62,623,000 | 1,470 |
| U.S. Treasury securities | $4,132,000 | 612 |
| U.S. Government agency obligations | $58,491,000 | 1,516 |
| Securities issued by states & political subdivisions | $54,289,000 | 296 |
| 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 | $93,606,000 | 574 |
| Mortgage-backed securities | $19,492,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $19,492,000 | 1,376 |
| Issued or guaranteed by U.S. | $19,492,000 | 1,369 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $116,912,000 | 899 |
| Total debt securities | $116,912,000 | 1,041 |
| 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 | $130,096,000 | 950 |
| U.S. Government securities | $72,183,000 | 1,252 |
| U.S. Treasury securities | $4,126,000 | 629 |
| U.S. Government agency obligations | $68,057,000 | 1,292 |
| Securities issued by states & political subdivisions | $57,913,000 | 269 |
| 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 | $88,316,000 | 602 |
| Mortgage-backed securities | $20,858,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $20,858,000 | 1,336 |
| Issued or guaranteed by U.S. | $20,858,000 | 1,327 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $130,096,000 | 806 |
| Total debt securities | $130,096,000 | 938 |
| 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 | $129,632,000 | 945 |
| U.S. Government securities | $66,755,000 | 1,341 |
| U.S. Treasury securities | $4,132,000 | 608 |
| U.S. Government agency obligations | $62,623,000 | 1,392 |
| Securities issued by states & political subdivisions | $62,877,000 | 241 |
| 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 | $96,098,000 | 553 |
| Mortgage-backed securities | $22,700,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $22,700,000 | 1,287 |
| Issued or guaranteed by U.S. | $22,700,000 | 1,274 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $129,632,000 | 796 |
| Total debt securities | $129,632,000 | 928 |
| 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 | $136,969,000 | 896 |
| U.S. Government securities | $78,443,000 | 1,142 |
| U.S. Treasury securities | $4,139,000 | 628 |
| U.S. Government agency obligations | $74,304,000 | 1,164 |
| Securities issued by states & political subdivisions | $58,526,000 | 264 |
| 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 | $84,647,000 | 600 |
| Mortgage-backed securities | $24,936,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $24,936,000 | 1,226 |
| Issued or guaranteed by U.S. | $24,936,000 | 1,216 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $136,969,000 | 759 |
| Total debt securities | $136,969,000 | 876 |
| 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 | $123,003,000 | 1,020 |
| U.S. Government securities | $68,205,000 | 1,378 |
| U.S. Treasury securities | $4,126,000 | 690 |
| U.S. Government agency obligations | $64,079,000 | 1,389 |
| Securities issued by states & political subdivisions | $54,798,000 | 275 |
| 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 | $65,216,000 | 761 |
| Mortgage-backed securities | $26,541,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $26,541,000 | 1,214 |
| Issued or guaranteed by U.S. | $26,541,000 | 1,205 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $123,003,000 | 868 |
| Total debt securities | $123,003,000 | 988 |
| 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 | $108,278,000 | 1,183 |
| U.S. Government securities | $53,486,000 | 1,730 |
| U.S. Treasury securities | $1,194,000 | 1,212 |
| U.S. Government agency obligations | $52,292,000 | 1,699 |
| Securities issued by states & political subdivisions | $54,792,000 | 279 |
| 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 | $56,733,000 | 850 |
| Mortgage-backed securities | $28,503,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $28,503,000 | 1,158 |
| Issued or guaranteed by U.S. | $28,503,000 | 1,151 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $108,278,000 | 1,012 |
| Total debt securities | $108,278,000 | 1,150 |
| 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 | $128,042,000 | 997 |
| U.S. Government securities | $67,007,000 | 1,378 |
| U.S. Treasury securities | $3,162,000 | 791 |
| U.S. Government agency obligations | $63,845,000 | 1,384 |
| Securities issued by states & political subdivisions | $61,035,000 | 255 |
| 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 | $67,630,000 | 719 |
| Mortgage-backed securities | $28,543,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $28,543,000 | 1,158 |
| Issued or guaranteed by U.S. | $28,543,000 | 1,150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $128,042,000 | 853 |
| Total debt securities | $128,042,000 | 965 |
| 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 | $135,144,000 | 945 |
| U.S. Government securities | $75,618,000 | 1,248 |
| U.S. Treasury securities | $3,146,000 | 839 |
| U.S. Government agency obligations | $72,472,000 | 1,254 |
| Securities issued by states & political subdivisions | $59,526,000 | 247 |
| 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 | $53,330,000 | 878 |
| Mortgage-backed securities | $29,891,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $29,891,000 | 1,133 |
| Issued or guaranteed by U.S. | $29,891,000 | 1,126 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $135,144,000 | 814 |
| Total debt securities | $135,144,000 | 917 |
| 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 | $131,125,000 | 992 |
| U.S. Government securities | $72,913,000 | 1,292 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $72,913,000 | 1,242 |
| Securities issued by states & political subdivisions | $58,212,000 | 258 |
| 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 | $57,601,000 | 802 |
| Mortgage-backed securities | $29,848,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $29,848,000 | 1,149 |
| Issued or guaranteed by U.S. | $29,848,000 | 1,141 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $131,125,000 | 831 |
| Total debt securities | $131,125,000 | 957 |
| 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 | $145,182,000 | 922 |
| U.S. Government securities | $84,959,000 | 1,170 |
| U.S. Treasury securities | $2,149,000 | 1,045 |
| U.S. Government agency obligations | $82,810,000 | 1,145 |
| Securities issued by states & political subdivisions | $60,223,000 | 251 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,130,000 | 610 |
| Mortgage-backed securities | $20,988,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $20,988,000 | 1,485 |
| Issued or guaranteed by U.S. | $20,988,000 | 1,473 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $145,182,000 | 795 |
| Total debt securities | $145,182,000 | 899 |
| 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 | $141,175,000 | 956 |
| U.S. Government securities | $78,290,000 | 1,257 |
| U.S. Treasury securities | $2,171,000 | 1,057 |
| U.S. Government agency obligations | $76,119,000 | 1,235 |
| Securities issued by states & political subdivisions | $62,885,000 | 227 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,599,000 | 912 |
| Mortgage-backed securities | $20,860,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $19,845,000 | 1,532 |
| Issued or guaranteed by U.S. | $19,845,000 | 1,523 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,015,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,654 |
| 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) | $141,175,000 | 820 |
| Total debt securities | $141,175,000 | 923 |
| 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 | $143,923,000 | 915 |
| U.S. Government securities | $77,276,000 | 1,203 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $77,276,000 | 1,157 |
| Securities issued by states & political subdivisions | $66,647,000 | 206 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,483,000 | 831 |
| Mortgage-backed securities | $21,818,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $19,799,000 | 1,544 |
| Issued or guaranteed by U.S. | $19,799,000 | 1,537 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,019,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 2,370 |
| 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) | $143,923,000 | 784 |
| Total debt securities | $143,924,000 | 877 |
| 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 | $133,877,000 | 977 |
| U.S. Government securities | $71,032,000 | 1,288 |
| U.S. Treasury securities | $1,009,000 | 1,569 |
| U.S. Government agency obligations | $70,023,000 | 1,243 |
| Securities issued by states & political subdivisions | $62,845,000 | 214 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,125,000 | 893 |
| Mortgage-backed securities | $20,772,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $18,734,000 | 1,559 |
| Issued or guaranteed by U.S. | $18,734,000 | 1,553 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,038,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 2,436 |
| 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) | $133,877,000 | 836 |
| Total debt securities | $133,877,000 | 938 |
| 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 | $129,947,000 | 962 |
| U.S. Government securities | $67,160,000 | 1,324 |
| U.S. Treasury securities | $1,019,000 | 1,604 |
| U.S. Government agency obligations | $66,141,000 | 1,281 |
| Securities issued by states & political subdivisions | $62,787,000 | 209 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,254,000 | 952 |
| Mortgage-backed securities | $19,052,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $16,654,000 | 1,658 |
| Issued or guaranteed by U.S. | $16,654,000 | 1,649 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,398,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $2,398,000 | 2,368 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $129,947,000 | 814 |
| Total debt securities | $129,947,000 | 920 |
| 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 | $91,469,000 | 1,247 |
| U.S. Government securities | $47,942,000 | 1,680 |
| U.S. Treasury securities | $2,044,000 | 1,383 |
| U.S. Government agency obligations | $45,898,000 | 1,657 |
| Securities issued by states & political subdivisions | $43,527,000 | 314 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,785,000 | 757 |
| Mortgage-backed securities | $9,570,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $5,925,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,925,000 | 2,882 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,645,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $3,645,000 | 2,057 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $91,469,000 | 1,037 |
| Total debt securities | $91,469,000 | 1,207 |
| 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 | $79,865,000 | 1,386 |
| U.S. Government securities | $35,229,000 | 2,282 |
| U.S. Treasury securities | $3,018,000 | 1,509 |
| U.S. Government agency obligations | $32,211,000 | 2,291 |
| Securities issued by states & political subdivisions | $33,770,000 | 431 |
| Other domestic debt securities | $8,479,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,479,000 | 727 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,387,000 | 1,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,116,000 | 722 |
| Mortgage-backed securities | $12,164,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $8,241,000 | 1,964 |
| Issued or guaranteed by U.S. | $8,241,000 | 1,952 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,923,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,923,000 | 1,574 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $79,865,000 | 1,085 |
| Total debt securities | $77,478,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $100,591,000 | 1,139 |
| U.S. Government securities | $51,478,000 | 1,641 |
| U.S. Treasury securities | $6,481,000 | 1,263 |
| U.S. Government agency obligations | $44,997,000 | 1,684 |
| Securities issued by states & political subdivisions | $33,170,000 | 435 |
| Other domestic debt securities | $15,296,000 | 647 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,296,000 | 503 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $647,000 | 3,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,008,000 | 537 |
| Mortgage-backed securities | $15,070,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $9,453,000 | 1,946 |
| Issued or guaranteed by U.S. | $9,453,000 | 1,935 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,617,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $5,617,000 | 1,390 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $100,591,000 | 880 |
| Total debt securities | $99,944,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $123,687,000 | 939 |
| U.S. Government securities | $68,987,000 | 1,280 |
| U.S. Treasury securities | $28,391,000 | 489 |
| U.S. Government agency obligations | $40,596,000 | 1,810 |
| Securities issued by states & political subdivisions | $29,677,000 | 481 |
| Other domestic debt securities | $24,376,000 | 434 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,376,000 | 307 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $647,000 | 3,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,186,000 | 787 |
| Mortgage-backed securities | $17,406,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $9,787,000 | 2,016 |
| Issued or guaranteed by U.S. | $9,787,000 | 2,003 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,619,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $7,619,000 | 1,311 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $123,687,000 | 714 |
| Total debt securities | $123,040,000 | 912 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $101,187,000 | 1,138 |
| U.S. Government securities | $73,489,000 | 1,235 |
| U.S. Treasury securities | $57,208,000 | 332 |
| U.S. Government agency obligations | $16,281,000 | 3,775 |
| Securities issued by states & political subdivisions | $18,971,000 | 701 |
| Other domestic debt securities | $8,080,000 | 653 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,080,000 | 486 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $647,000 | 3,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,805,000 | 952 |
| Mortgage-backed securities | $8,206,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,383 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,370 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $6,203,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $6,203,000 | 1,457 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,449,000 | 500 |
| Available-for-sale securities (fair market value) | $30,738,000 | 2,557 |
| Total debt securities | $100,540,000 | 1,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $91,378,000 | 1,304 |
| U.S. Government securities | $72,941,000 | 1,317 |
| U.S. Treasury securities | $72,941,000 | 311 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $17,790,000 | 736 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $647,000 | 3,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,969,000 | 696 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,731,000 | 436 |
| Available-for-sale securities (fair market value) | $647,000 | 9,721 |
| Total debt securities | $90,731,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $109,706,000 | 1,140 |
| U.S. Government securities | $91,794,000 | 1,122 |
| U.S. Treasury securities | $91,794,000 | 296 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $17,265,000 | 734 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $647,000 | 2,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,055,000 | 834 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $109,059,000 | 379 |
| Available-for-sale securities (fair market value) | $647,000 | 10,157 |
| Total debt securities | $109,059,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $98,137,000 | 1,312 |
| U.S. Government securities | $82,487,000 | 1,280 |
| U.S. Treasury securities | $82,487,000 | 414 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $15,327,000 | 866 |
| 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 | $0 | 600 |
| Equity securities | $323,000 | 3,905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,786,000 | 828 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $97,814,000 | 773 |
| Available-for-sale securities (fair market value) | $323,000 | 10,337 |
| Total debt securities | $97,814,000 | 1,292 |
| 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 | $110,624,000 | 1,246 |
| U.S. Government securities | $96,050,000 | 1,150 |
| U.S. Treasury securities | $96,050,000 | 394 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $14,251,000 | 979 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $323,000 | 3,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,397,000 | 753 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $110,301,000 | 1,222 |
| 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 | $81,190,000 | 1,658 |
| U.S. Government securities | $67,970,000 | 1,596 |
| U.S. Treasury securities | $67,970,000 | 546 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $12,897,000 | 1,000 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $323,000 | 3,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,123,000 | 815 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $80,867,000 | 1,624 |
| 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 |