Home > Merchants Bank > Securities
Merchants Bank, Securities
| 2023-06-30 | Rank | |
| Total securities | $239,244,000 | 845 |
| U.S. Government securities | $220,540,000 | 627 |
| U.S. Treasury securities | $4,812,000 | 1,941 |
| U.S. Government agency obligations | $215,728,000 | 556 |
| Securities issued by states & political subdivisions | $507,000 | 3,720 |
| Other domestic debt securities | $18,197,000 | 740 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $18,197,000 | 178 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $158,260,000 | 601 |
| Mortgage-backed securities | $215,728,000 | 435 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,233,000 | 652 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $105,763,000 | 233 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,501,000 | 350 |
| Other commercial mortgage-backed securities | $23,231,000 | 301 |
| Held to maturity securities (book value) | $40,643,000 | 617 |
| Available-for-sale securities (fair market value) | $198,601,000 | 851 |
| Total debt securities | $239,240,000 | 836 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $256,442,000 | 833 |
| U.S. Government securities | $237,182,000 | 610 |
| U.S. Treasury securities | $4,870,000 | 2,004 |
| U.S. Government agency obligations | $232,312,000 | 518 |
| Securities issued by states & political subdivisions | $508,000 | 3,772 |
| Other domestic debt securities | $18,752,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $18,752,000 | 181 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $155,774,000 | 565 |
| Mortgage-backed securities | $232,312,000 | 442 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,141,000 | 622 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,709,000 | 236 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,062,000 | 360 |
| Other commercial mortgage-backed securities | $22,400,000 | 319 |
| Held to maturity securities (book value) | $40,772,000 | 642 |
| Available-for-sale securities (fair market value) | $215,670,000 | 828 |
| Total debt securities | $256,443,000 | 823 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $312,201,000 | 709 |
| U.S. Government securities | $292,581,000 | 519 |
| U.S. Treasury securities | $33,965,000 | 752 |
| U.S. Government agency obligations | $258,616,000 | 476 |
| Securities issued by states & political subdivisions | $781,000 | 3,747 |
| Other domestic debt securities | $18,839,000 | 774 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $18,839,000 | 193 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $156,268,000 | 522 |
| Mortgage-backed securities | $258,616,000 | 411 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,571,000 | 535 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $116,131,000 | 235 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,431,000 | 351 |
| Other commercial mortgage-backed securities | $22,483,000 | 315 |
| Held to maturity securities (book value) | $37,070,000 | 676 |
| Available-for-sale securities (fair market value) | $275,131,000 | 680 |
| Total debt securities | $312,202,000 | 701 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $282,909,000 | 772 |
| U.S. Government securities | $263,277,000 | 574 |
| U.S. Treasury securities | $33,986,000 | 753 |
| U.S. Government agency obligations | $229,291,000 | 527 |
| Securities issued by states & political subdivisions | $599,000 | 3,820 |
| Other domestic debt securities | $19,033,000 | 740 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $19,033,000 | 156 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $140,711,000 | 542 |
| Mortgage-backed securities | $229,291,000 | 450 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,089,000 | 729 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $122,706,000 | 229 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,702,000 | 357 |
| Other commercial mortgage-backed securities | $22,794,000 | 343 |
| Held to maturity securities (book value) | $37,984,000 | 650 |
| Available-for-sale securities (fair market value) | $244,925,000 | 749 |
| Total debt securities | $282,909,000 | 762 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $261,888,000 | 839 |
| U.S. Government securities | $261,276,000 | 583 |
| U.S. Treasury securities | $34,605,000 | 733 |
| U.S. Government agency obligations | $226,671,000 | 541 |
| Securities issued by states & political subdivisions | $612,000 | 3,855 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| 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 | $126,065,000 | 591 |
| Mortgage-backed securities | $226,671,000 | 483 |
| Certificates of participation in pools of residential mortgages | $70,602,000 | 738 |
| Issued or guaranteed by U.S. | $70,602,000 | 727 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $131,536,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $131,536,000 | 221 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,533,000 | 538 |
| Commercial mortgage pass-through securities | $4,783,000 | 719 |
| Other commercial mortgage-backed securities | $19,750,000 | 425 |
| Held to maturity securities (book value) | $39,371,000 | 576 |
| Available-for-sale securities (fair market value) | $222,517,000 | 855 |
| Total debt securities | $261,888,000 | 830 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $234,669,000 | 937 |
| U.S. Government securities | $234,054,000 | 631 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $234,054,000 | 536 |
| Securities issued by states & political subdivisions | $615,000 | 3,867 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| 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 | $102,443,000 | 648 |
| Mortgage-backed securities | $234,054,000 | 480 |
| Certificates of participation in pools of residential mortgages | $62,008,000 | 836 |
| Issued or guaranteed by U.S. | $62,008,000 | 826 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $145,984,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $145,984,000 | 215 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $26,062,000 | 521 |
| Commercial mortgage pass-through securities | $5,154,000 | 698 |
| Other commercial mortgage-backed securities | $20,908,000 | 407 |
| Held to maturity securities (book value) | $26,183,000 | 622 |
| Available-for-sale securities (fair market value) | $208,486,000 | 927 |
| Total debt securities | $234,668,000 | 928 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $204,084,000 | 1,021 |
| U.S. Government securities | $203,072,000 | 662 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $203,072,000 | 586 |
| Securities issued by states & political subdivisions | $1,012,000 | 3,814 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| 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 | $86,219,000 | 738 |
| Mortgage-backed securities | $203,072,000 | 511 |
| Certificates of participation in pools of residential mortgages | $51,413,000 | 940 |
| Issued or guaranteed by U.S. | $51,413,000 | 926 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $129,514,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $129,514,000 | 235 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $22,145,000 | 580 |
| Commercial mortgage pass-through securities | $5,631,000 | 658 |
| Other commercial mortgage-backed securities | $16,514,000 | 452 |
| Held to maturity securities (book value) | $10,440,000 | 755 |
| Available-for-sale securities (fair market value) | $193,644,000 | 978 |
| Total debt securities | $204,083,000 | 1,006 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $159,331,000 | 1,188 |
| U.S. Government securities | $158,316,000 | 774 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $158,316,000 | 705 |
| Securities issued by states & political subdivisions | $1,015,000 | 3,847 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| 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 | $88,264,000 | 720 |
| Mortgage-backed securities | $158,316,000 | 590 |
| Certificates of participation in pools of residential mortgages | $56,756,000 | 856 |
| Issued or guaranteed by U.S. | $56,756,000 | 840 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $77,831,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $77,831,000 | 333 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $23,729,000 | 553 |
| Commercial mortgage pass-through securities | $6,110,000 | 649 |
| Other commercial mortgage-backed securities | $17,619,000 | 426 |
| Held to maturity securities (book value) | $5,713,000 | 898 |
| Available-for-sale securities (fair market value) | $153,618,000 | 1,134 |
| Total debt securities | $159,329,000 | 1,174 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $160,072,000 | 1,134 |
| U.S. Government securities | $159,045,000 | 719 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $159,045,000 | 664 |
| Securities issued by states & political subdivisions | $1,027,000 | 3,863 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $87,120,000 | 714 |
| Mortgage-backed securities | $159,045,000 | 563 |
| Certificates of participation in pools of residential mortgages | $62,786,000 | 765 |
| Issued or guaranteed by U.S. | $62,786,000 | 749 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $71,051,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $71,051,000 | 336 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $25,208,000 | 518 |
| Commercial mortgage pass-through securities | $7,384,000 | 582 |
| Other commercial mortgage-backed securities | $17,824,000 | 415 |
| Held to maturity securities (book value) | $6,330,000 | 852 |
| Available-for-sale securities (fair market value) | $153,742,000 | 1,084 |
| Total debt securities | $160,082,000 | 1,118 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $129,018,000 | 1,264 |
| U.S. Government securities | $127,990,000 | 805 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $127,990,000 | 749 |
| Securities issued by states & political subdivisions | $1,028,000 | 3,867 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $75,820,000 | 774 |
| Mortgage-backed securities | $127,990,000 | 626 |
| Certificates of participation in pools of residential mortgages | $70,384,000 | 660 |
| Issued or guaranteed by U.S. | $70,384,000 | 643 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $32,098,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $32,098,000 | 519 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $25,508,000 | 479 |
| Commercial mortgage pass-through securities | $7,900,000 | 525 |
| Other commercial mortgage-backed securities | $17,608,000 | 407 |
| Held to maturity securities (book value) | $6,783,000 | 788 |
| Available-for-sale securities (fair market value) | $122,235,000 | 1,231 |
| Total debt securities | $129,020,000 | 1,250 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $122,647,000 | 1,212 |
| U.S. Government securities | $120,853,000 | 754 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $120,853,000 | 718 |
| Securities issued by states & political subdivisions | $1,794,000 | 3,714 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,234,000 | 647 |
| Mortgage-backed securities | $120,853,000 | 601 |
| Certificates of participation in pools of residential mortgages | $80,174,000 | 532 |
| Issued or guaranteed by U.S. | $80,174,000 | 525 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $13,715,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $13,715,000 | 918 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $26,964,000 | 439 |
| Commercial mortgage pass-through securities | $8,750,000 | 478 |
| Other commercial mortgage-backed securities | $18,214,000 | 371 |
| Held to maturity securities (book value) | $8,539,000 | 711 |
| Available-for-sale securities (fair market value) | $114,108,000 | 1,194 |
| Total debt securities | $122,647,000 | 1,198 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $119,641,000 | 1,185 |
| U.S. Government securities | $117,843,000 | 733 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $117,843,000 | 691 |
| Securities issued by states & political subdivisions | $1,798,000 | 3,661 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $90,859,000 | 644 |
| Mortgage-backed securities | $117,843,000 | 590 |
| Certificates of participation in pools of residential mortgages | $82,471,000 | 493 |
| Issued or guaranteed by U.S. | $82,471,000 | 482 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,362,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $15,362,000 | 863 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $20,010,000 | 500 |
| Commercial mortgage pass-through securities | $8,906,000 | 469 |
| Other commercial mortgage-backed securities | $11,104,000 | 462 |
| Held to maturity securities (book value) | $9,324,000 | 684 |
| Available-for-sale securities (fair market value) | $110,317,000 | 1,166 |
| Total debt securities | $119,643,000 | 1,165 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $127,524,000 | 1,084 |
| U.S. Government securities | $125,713,000 | 671 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $125,713,000 | 630 |
| Securities issued by states & political subdivisions | $1,811,000 | 3,636 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $94,750,000 | 633 |
| Mortgage-backed securities | $125,713,000 | 557 |
| Certificates of participation in pools of residential mortgages | $90,238,000 | 459 |
| Issued or guaranteed by U.S. | $90,238,000 | 451 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,890,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $16,890,000 | 840 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $18,585,000 | 529 |
| Commercial mortgage pass-through securities | $9,298,000 | 448 |
| Other commercial mortgage-backed securities | $9,287,000 | 501 |
| Held to maturity securities (book value) | $8,579,000 | 713 |
| Available-for-sale securities (fair market value) | $118,945,000 | 1,042 |
| Total debt securities | $127,522,000 | 1,066 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $118,872,000 | 1,111 |
| U.S. Government securities | $117,893,000 | 726 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $117,893,000 | 685 |
| Securities issued by states & political subdivisions | $979,000 | 3,861 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $96,632,000 | 582 |
| Mortgage-backed securities | $117,893,000 | 597 |
| Certificates of participation in pools of residential mortgages | $82,129,000 | 502 |
| Issued or guaranteed by U.S. | $82,129,000 | 485 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $16,977,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $16,977,000 | 863 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $18,787,000 | 514 |
| Commercial mortgage pass-through securities | $9,530,000 | 428 |
| Other commercial mortgage-backed securities | $9,257,000 | 498 |
| Held to maturity securities (book value) | $9,584,000 | 691 |
| Available-for-sale securities (fair market value) | $109,288,000 | 1,082 |
| Total debt securities | $118,873,000 | 1,097 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $125,867,000 | 1,048 |
| U.S. Government securities | $124,688,000 | 697 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $124,688,000 | 651 |
| Securities issued by states & political subdivisions | $1,179,000 | 3,794 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $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 | $98,395,000 | 551 |
| Mortgage-backed securities | $124,688,000 | 556 |
| Certificates of participation in pools of residential mortgages | $87,025,000 | 463 |
| Issued or guaranteed by U.S. | $87,025,000 | 452 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $17,913,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $17,913,000 | 834 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $19,750,000 | 488 |
| Commercial mortgage pass-through securities | $10,241,000 | 396 |
| Other commercial mortgage-backed securities | $9,509,000 | 461 |
| Held to maturity securities (book value) | $10,279,000 | 689 |
| Available-for-sale securities (fair market value) | $115,588,000 | 1,015 |
| Total debt securities | $125,867,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $129,383,000 | 1,016 |
| U.S. Government securities | $128,204,000 | 683 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $128,204,000 | 641 |
| Securities issued by states & political subdivisions | $1,179,000 | 3,835 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $98,232,000 | 546 |
| Mortgage-backed securities | $128,204,000 | 528 |
| Certificates of participation in pools of residential mortgages | $83,380,000 | 461 |
| Issued or guaranteed by U.S. | $83,380,000 | 448 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,736,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $19,736,000 | 787 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $25,088,000 | 425 |
| Commercial mortgage pass-through securities | $15,553,000 | 303 |
| Other commercial mortgage-backed securities | $9,535,000 | 455 |
| Held to maturity securities (book value) | $10,726,000 | 726 |
| Available-for-sale securities (fair market value) | $118,657,000 | 986 |
| Total debt securities | $129,383,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $130,677,000 | 1,012 |
| U.S. Government securities | $129,490,000 | 694 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $129,490,000 | 657 |
| Securities issued by states & political subdivisions | $1,187,000 | 3,902 |
| 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 | $97,841,000 | 564 |
| Mortgage-backed securities | $129,490,000 | 519 |
| Certificates of participation in pools of residential mortgages | $86,560,000 | 445 |
| Issued or guaranteed by U.S. | $86,560,000 | 442 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $16,700,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $16,700,000 | 829 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $26,230,000 | 409 |
| Commercial mortgage pass-through securities | $16,508,000 | 296 |
| Other commercial mortgage-backed securities | $9,722,000 | 430 |
| Held to maturity securities (book value) | $11,311,000 | 737 |
| Available-for-sale securities (fair market value) | $119,366,000 | 981 |
| Total debt securities | $130,676,000 | 1,000 |
| 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 | $134,645,000 | 983 |
| U.S. Government securities | $133,461,000 | 674 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $133,461,000 | 633 |
| Securities issued by states & political subdivisions | $1,184,000 | 3,967 |
| 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 | $100,149,000 | 562 |
| Mortgage-backed securities | $133,461,000 | 507 |
| Certificates of participation in pools of residential mortgages | $88,845,000 | 445 |
| Issued or guaranteed by U.S. | $88,845,000 | 443 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,382,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $17,382,000 | 810 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $27,234,000 | 382 |
| Commercial mortgage pass-through securities | $17,433,000 | 287 |
| Other commercial mortgage-backed securities | $9,801,000 | 378 |
| Held to maturity securities (book value) | $11,835,000 | 741 |
| Available-for-sale securities (fair market value) | $122,810,000 | 960 |
| Total debt securities | $134,644,000 | 971 |
| 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 | $138,022,000 | 965 |
| U.S. Government securities | $136,728,000 | 666 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $136,728,000 | 630 |
| Securities issued by states & political subdivisions | $1,294,000 | 3,980 |
| 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 | $102,240,000 | 561 |
| Mortgage-backed securities | $136,728,000 | 496 |
| Certificates of participation in pools of residential mortgages | $90,537,000 | 444 |
| Issued or guaranteed by U.S. | $90,537,000 | 441 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,145,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $18,145,000 | 782 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $28,046,000 | 359 |
| Commercial mortgage pass-through securities | $18,119,000 | 265 |
| Other commercial mortgage-backed securities | $9,927,000 | 376 |
| Held to maturity securities (book value) | $12,414,000 | 767 |
| Available-for-sale securities (fair market value) | $125,608,000 | 938 |
| Total debt securities | $138,022,000 | 954 |
| 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 | $141,970,000 | 938 |
| U.S. Government securities | $140,676,000 | 650 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $140,676,000 | 611 |
| Securities issued by states & political subdivisions | $1,294,000 | 4,021 |
| 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 | $108,369,000 | 536 |
| Mortgage-backed securities | $140,676,000 | 478 |
| Certificates of participation in pools of residential mortgages | $92,892,000 | 439 |
| Issued or guaranteed by U.S. | $92,892,000 | 437 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,318,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $19,318,000 | 736 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $28,466,000 | 349 |
| Commercial mortgage pass-through securities | $18,509,000 | 256 |
| Other commercial mortgage-backed securities | $9,957,000 | 364 |
| Held to maturity securities (book value) | $12,813,000 | 769 |
| Available-for-sale securities (fair market value) | $129,157,000 | 914 |
| Total debt securities | $141,971,000 | 926 |
| 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 | $142,826,000 | 957 |
| U.S. Government securities | $141,528,000 | 647 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $141,528,000 | 607 |
| Securities issued by states & political subdivisions | $1,298,000 | 4,073 |
| 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 | $124,400,000 | 476 |
| Mortgage-backed securities | $141,528,000 | 480 |
| Certificates of participation in pools of residential mortgages | $96,054,000 | 432 |
| Issued or guaranteed by U.S. | $96,054,000 | 430 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $20,947,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $20,947,000 | 699 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $24,527,000 | 361 |
| Commercial mortgage pass-through securities | $14,562,000 | 291 |
| Other commercial mortgage-backed securities | $9,965,000 | 351 |
| Held to maturity securities (book value) | $11,479,000 | 820 |
| Available-for-sale securities (fair market value) | $131,347,000 | 912 |
| Total debt securities | $142,826,000 | 946 |
| 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 | $149,817,000 | 923 |
| U.S. Government securities | $148,520,000 | 627 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $148,520,000 | 589 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,114 |
| 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 | $111,868,000 | 539 |
| Mortgage-backed securities | $133,802,000 | 505 |
| Certificates of participation in pools of residential mortgages | $101,149,000 | 429 |
| Issued or guaranteed by U.S. | $101,149,000 | 428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,677,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $22,677,000 | 650 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $9,976,000 | 538 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $9,976,000 | 339 |
| Held to maturity securities (book value) | $12,324,000 | 812 |
| Available-for-sale securities (fair market value) | $137,493,000 | 889 |
| Total debt securities | $149,818,000 | 911 |
| 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 | $147,340,000 | 951 |
| U.S. Government securities | $145,902,000 | 634 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $145,902,000 | 596 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,157 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,988,000 | 472 |
| Mortgage-backed securities | $131,053,000 | 510 |
| Certificates of participation in pools of residential mortgages | $106,624,000 | 406 |
| Issued or guaranteed by U.S. | $106,624,000 | 405 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $24,429,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $24,429,000 | 623 |
| 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) | $11,811,000 | 842 |
| Available-for-sale securities (fair market value) | $135,529,000 | 910 |
| Total debt securities | $147,340,000 | 940 |
| 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 | $142,989,000 | 995 |
| U.S. Government securities | $141,805,000 | 652 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $141,805,000 | 612 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,282 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,868,000 | 469 |
| Mortgage-backed securities | $136,819,000 | 486 |
| Certificates of participation in pools of residential mortgages | $110,222,000 | 387 |
| Issued or guaranteed by U.S. | $110,222,000 | 386 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $26,597,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $26,597,000 | 589 |
| 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) | $9,380,000 | 963 |
| Available-for-sale securities (fair market value) | $133,609,000 | 918 |
| Total debt securities | $142,989,000 | 978 |
| 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 | $146,468,000 | 979 |
| U.S. Government securities | $145,278,000 | 645 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $145,278,000 | 606 |
| Securities issued by states & political subdivisions | $1,190,000 | 4,308 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,343,000 | 449 |
| Mortgage-backed securities | $145,278,000 | 471 |
| Certificates of participation in pools of residential mortgages | $116,054,000 | 380 |
| Issued or guaranteed by U.S. | $116,054,000 | 379 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,012,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $29,012,000 | 557 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $212,000 | 1,386 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $212,000 | 896 |
| Held to maturity securities (book value) | $9,923,000 | 952 |
| Available-for-sale securities (fair market value) | $136,545,000 | 913 |
| Total debt securities | $146,467,000 | 965 |
| 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 | $153,416,000 | 950 |
| U.S. Government securities | $152,275,000 | 631 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $152,275,000 | 592 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,375 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,648,000 | 464 |
| Mortgage-backed securities | $152,275,000 | 460 |
| Certificates of participation in pools of residential mortgages | $120,507,000 | 364 |
| Issued or guaranteed by U.S. | $120,507,000 | 363 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,954,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,954,000 | 537 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $814,000 | 1,208 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $814,000 | 782 |
| Held to maturity securities (book value) | $10,301,000 | 954 |
| Available-for-sale securities (fair market value) | $143,115,000 | 884 |
| Total debt securities | $153,416,000 | 937 |
| 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 | $141,291,000 | 1,013 |
| U.S. Government securities | $140,051,000 | 672 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $140,051,000 | 634 |
| Securities issued by states & political subdivisions | $1,240,000 | 4,386 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,437,000 | 450 |
| Mortgage-backed securities | $140,051,000 | 492 |
| Certificates of participation in pools of residential mortgages | $126,254,000 | 343 |
| Issued or guaranteed by U.S. | $126,254,000 | 342 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,986,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $10,986,000 | 1,021 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,811,000 | 821 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,811,000 | 513 |
| Held to maturity securities (book value) | $10,731,000 | 944 |
| Available-for-sale securities (fair market value) | $130,560,000 | 944 |
| Total debt securities | $141,292,000 | 1,000 |
| 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 | $153,901,000 | 935 |
| U.S. Government securities | $153,483,000 | 613 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $153,483,000 | 583 |
| Securities issued by states & political subdivisions | $418,000 | 4,742 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,344,000 | 432 |
| Mortgage-backed securities | $153,483,000 | 456 |
| Certificates of participation in pools of residential mortgages | $139,779,000 | 311 |
| Issued or guaranteed by U.S. | $139,779,000 | 310 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,266,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $10,266,000 | 1,086 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,438,000 | 719 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,438,000 | 458 |
| Held to maturity securities (book value) | $11,221,000 | 931 |
| Available-for-sale securities (fair market value) | $142,680,000 | 855 |
| Total debt securities | $153,901,000 | 922 |
| 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 | $165,071,000 | 866 |
| U.S. Government securities | $164,646,000 | 591 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $164,646,000 | 562 |
| Securities issued by states & political subdivisions | $425,000 | 4,777 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,873,000 | 440 |
| Mortgage-backed securities | $164,646,000 | 439 |
| Certificates of participation in pools of residential mortgages | $149,036,000 | 300 |
| Issued or guaranteed by U.S. | $149,036,000 | 299 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,569,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $11,569,000 | 1,023 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,041,000 | 649 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $4,041,000 | 431 |
| Held to maturity securities (book value) | $11,532,000 | 948 |
| Available-for-sale securities (fair market value) | $153,539,000 | 820 |
| Total debt securities | $165,072,000 | 860 |
| 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 | $179,219,000 | 831 |
| U.S. Government securities | $178,797,000 | 561 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $178,797,000 | 534 |
| Securities issued by states & political subdivisions | $422,000 | 4,818 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,633,000 | 394 |
| Mortgage-backed securities | $178,797,000 | 414 |
| Certificates of participation in pools of residential mortgages | $162,631,000 | 283 |
| Issued or guaranteed by U.S. | $162,631,000 | 282 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,536,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $11,536,000 | 1,030 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,630,000 | 603 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $4,630,000 | 393 |
| Held to maturity securities (book value) | $6,936,000 | 1,181 |
| Available-for-sale securities (fair market value) | $172,283,000 | 750 |
| Total debt securities | $179,220,000 | 819 |
| 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 | $183,997,000 | 822 |
| U.S. Government securities | $183,080,000 | 543 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $183,080,000 | 516 |
| Securities issued by states & political subdivisions | $917,000 | 4,636 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,997,000 | 373 |
| Mortgage-backed securities | $183,080,000 | 404 |
| Certificates of participation in pools of residential mortgages | $164,689,000 | 275 |
| Issued or guaranteed by U.S. | $164,689,000 | 274 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,162,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $13,162,000 | 967 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,229,000 | 530 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $5,229,000 | 337 |
| Held to maturity securities (book value) | $3,590,000 | 1,487 |
| Available-for-sale securities (fair market value) | $180,407,000 | 717 |
| Total debt securities | $183,996,000 | 809 |
| 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 | $196,018,000 | 758 |
| U.S. Government securities | $195,104,000 | 522 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $195,104,000 | 502 |
| Securities issued by states & political subdivisions | $914,000 | 4,683 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,018,000 | 365 |
| Mortgage-backed securities | $195,104,000 | 385 |
| Certificates of participation in pools of residential mortgages | $174,089,000 | 257 |
| Issued or guaranteed by U.S. | $174,089,000 | 256 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,170,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $15,170,000 | 902 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $5,845,000 | 489 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $5,845,000 | 297 |
| Held to maturity securities (book value) | $3,948,000 | 1,450 |
| Available-for-sale securities (fair market value) | $192,070,000 | 673 |
| Total debt securities | $196,020,000 | 749 |
| 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 | $235,264,000 | 652 |
| U.S. Government securities | $234,341,000 | 454 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $234,341,000 | 434 |
| Securities issued by states & political subdivisions | $923,000 | 4,707 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,072,000 | 304 |
| Mortgage-backed securities | $234,341,000 | 336 |
| Certificates of participation in pools of residential mortgages | $210,648,000 | 213 |
| Issued or guaranteed by U.S. | $210,648,000 | 211 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,266,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $17,266,000 | 856 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,427,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $6,427,000 | 266 |
| Held to maturity securities (book value) | $4,074,000 | 1,453 |
| Available-for-sale securities (fair market value) | $231,190,000 | 572 |
| Total debt securities | $235,265,000 | 644 |
| 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 | $255,124,000 | 602 |
| U.S. Government securities | $254,194,000 | 431 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $254,194,000 | 409 |
| Securities issued by states & political subdivisions | $930,000 | 4,704 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,932,000 | 287 |
| Mortgage-backed securities | $254,194,000 | 322 |
| Certificates of participation in pools of residential mortgages | $227,487,000 | 201 |
| Issued or guaranteed by U.S. | $227,487,000 | 199 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $19,704,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $19,704,000 | 824 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $7,003,000 | 401 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $7,003,000 | 242 |
| Held to maturity securities (book value) | $4,387,000 | 1,440 |
| Available-for-sale securities (fair market value) | $250,737,000 | 529 |
| Total debt securities | $255,125,000 | 595 |
| 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 | $258,424,000 | 599 |
| U.S. Government securities | $257,433,000 | 429 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $257,433,000 | 414 |
| Securities issued by states & political subdivisions | $991,000 | 4,749 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,223,000 | 286 |
| Mortgage-backed securities | $257,433,000 | 321 |
| Certificates of participation in pools of residential mortgages | $233,421,000 | 194 |
| Issued or guaranteed by U.S. | $233,421,000 | 193 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,431,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $16,431,000 | 940 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $7,581,000 | 386 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $7,581,000 | 222 |
| Held to maturity securities (book value) | $4,663,000 | 1,431 |
| Available-for-sale securities (fair market value) | $253,761,000 | 516 |
| Total debt securities | $258,423,000 | 587 |
| 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 | $260,422,000 | 589 |
| U.S. Government securities | $259,487,000 | 423 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $259,487,000 | 408 |
| Securities issued by states & political subdivisions | $935,000 | 4,839 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,278,000 | 278 |
| Mortgage-backed securities | $259,487,000 | 320 |
| Certificates of participation in pools of residential mortgages | $241,984,000 | 188 |
| Issued or guaranteed by U.S. | $241,984,000 | 187 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,816,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $11,816,000 | 1,157 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $5,687,000 | 440 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $5,687,000 | 242 |
| Held to maturity securities (book value) | $5,162,000 | 1,401 |
| Available-for-sale securities (fair market value) | $255,260,000 | 509 |
| Total debt securities | $260,422,000 | 577 |
| 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 | $262,372,000 | 580 |
| U.S. Government securities | $261,578,000 | 421 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $261,578,000 | 411 |
| Securities issued by states & political subdivisions | $794,000 | 4,945 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,372,000 | 279 |
| Mortgage-backed securities | $261,578,000 | 317 |
| Certificates of participation in pools of residential mortgages | $255,565,000 | 181 |
| Issued or guaranteed by U.S. | $255,565,000 | 180 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,013,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $6,013,000 | 1,636 |
| 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) | $5,309,000 | 1,411 |
| Available-for-sale securities (fair market value) | $257,063,000 | 508 |
| Total debt securities | $262,372,000 | 569 |
| 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 | $257,807,000 | 600 |
| U.S. Government securities | $257,026,000 | 436 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $257,026,000 | 423 |
| Securities issued by states & political subdivisions | $781,000 | 4,991 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,806,000 | 282 |
| Mortgage-backed securities | $257,026,000 | 324 |
| Certificates of participation in pools of residential mortgages | $250,545,000 | 186 |
| Issued or guaranteed by U.S. | $250,545,000 | 185 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,481,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $6,481,000 | 1,591 |
| 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) | $5,668,000 | 1,387 |
| Available-for-sale securities (fair market value) | $252,139,000 | 521 |
| Total debt securities | $257,806,000 | 590 |
| 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 | $242,992,000 | 639 |
| U.S. Government securities | $242,164,000 | 457 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $242,164,000 | 441 |
| Securities issued by states & political subdivisions | $828,000 | 5,011 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,992,000 | 292 |
| Mortgage-backed securities | $242,164,000 | 333 |
| Certificates of participation in pools of residential mortgages | $235,329,000 | 197 |
| Issued or guaranteed by U.S. | $235,329,000 | 196 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,835,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $6,835,000 | 1,557 |
| 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) | $5,939,000 | 1,349 |
| Available-for-sale securities (fair market value) | $237,053,000 | 565 |
| Total debt securities | $242,994,000 | 631 |
| 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 | $242,953,000 | 637 |
| U.S. Government securities | $242,123,000 | 458 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $242,123,000 | 443 |
| Securities issued by states & political subdivisions | $830,000 | 5,021 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,618,000 | 288 |
| Mortgage-backed securities | $242,123,000 | 338 |
| Certificates of participation in pools of residential mortgages | $234,803,000 | 202 |
| Issued or guaranteed by U.S. | $234,803,000 | 201 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,320,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $7,320,000 | 1,520 |
| 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) | $6,323,000 | 1,300 |
| Available-for-sale securities (fair market value) | $236,630,000 | 567 |
| Total debt securities | $242,954,000 | 624 |
| 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 | $240,365,000 | 643 |
| U.S. Government securities | $239,528,000 | 463 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $239,528,000 | 445 |
| Securities issued by states & political subdivisions | $837,000 | 5,022 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,045,000 | 285 |
| Mortgage-backed securities | $239,528,000 | 340 |
| Certificates of participation in pools of residential mortgages | $231,317,000 | 199 |
| Issued or guaranteed by U.S. | $231,317,000 | 198 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,211,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $8,211,000 | 1,455 |
| 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) | $6,502,000 | 1,206 |
| Available-for-sale securities (fair market value) | $233,863,000 | 587 |
| Total debt securities | $240,364,000 | 632 |
| 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 | $274,477,000 | 571 |
| U.S. Government securities | $273,604,000 | 414 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $273,604,000 | 396 |
| Securities issued by states & political subdivisions | $873,000 | 5,019 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,784,000 | 270 |
| Mortgage-backed securities | $273,604,000 | 312 |
| Certificates of participation in pools of residential mortgages | $264,047,000 | 179 |
| Issued or guaranteed by U.S. | $264,047,000 | 177 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,557,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $9,557,000 | 1,387 |
| 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) | $7,371,000 | 1,106 |
| Available-for-sale securities (fair market value) | $267,106,000 | 526 |
| Total debt securities | $274,477,000 | 562 |
| 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 | $237,386,000 | 646 |
| U.S. Government securities | $236,452,000 | 469 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $236,452,000 | 451 |
| Securities issued by states & political subdivisions | $934,000 | 5,010 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,350,000 | 307 |
| Mortgage-backed securities | $236,452,000 | 355 |
| Certificates of participation in pools of residential mortgages | $225,109,000 | 208 |
| Issued or guaranteed by U.S. | $225,109,000 | 206 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,343,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $11,343,000 | 1,314 |
| 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) | $7,532,000 | 1,098 |
| Available-for-sale securities (fair market value) | $229,854,000 | 601 |
| Total debt securities | $237,387,000 | 635 |
| 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 | $283,156,000 | 546 |
| U.S. Government securities | $282,229,000 | 397 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $282,229,000 | 379 |
| Securities issued by states & political subdivisions | $927,000 | 5,027 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,535,000 | 283 |
| Mortgage-backed securities | $282,229,000 | 320 |
| Certificates of participation in pools of residential mortgages | $268,622,000 | 189 |
| Issued or guaranteed by U.S. | $268,622,000 | 188 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,607,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $13,607,000 | 1,254 |
| 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) | $8,361,000 | 1,068 |
| Available-for-sale securities (fair market value) | $274,795,000 | 510 |
| Total debt securities | $283,156,000 | 539 |
| 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 | $314,320,000 | 489 |
| U.S. Government securities | $313,468,000 | 360 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $313,468,000 | 349 |
| Securities issued by states & political subdivisions | $852,000 | 5,049 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,144,000 | 283 |
| Mortgage-backed securities | $313,468,000 | 296 |
| Certificates of participation in pools of residential mortgages | $298,075,000 | 178 |
| Issued or guaranteed by U.S. | $298,075,000 | 177 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,393,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $15,393,000 | 1,180 |
| 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) | $9,264,000 | 1,015 |
| Available-for-sale securities (fair market value) | $305,056,000 | 453 |
| Total debt securities | $314,321,000 | 482 |
| 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 | $231,095,000 | 689 |
| U.S. Government securities | $230,244,000 | 497 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $230,244,000 | 479 |
| Securities issued by states & political subdivisions | $851,000 | 5,038 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,795,000 | 303 |
| Mortgage-backed securities | $230,244,000 | 382 |
| Certificates of participation in pools of residential mortgages | $212,939,000 | 239 |
| Issued or guaranteed by U.S. | $212,939,000 | 238 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,305,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $17,305,000 | 1,123 |
| 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) | $10,229,000 | 974 |
| Available-for-sale securities (fair market value) | $220,866,000 | 643 |
| Total debt securities | $231,096,000 | 679 |
| 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 | $194,565,000 | 770 |
| U.S. Government securities | $193,993,000 | 565 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $193,993,000 | 543 |
| Securities issued by states & political subdivisions | $572,000 | 5,225 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,565,000 | 319 |
| Mortgage-backed securities | $193,993,000 | 428 |
| Certificates of participation in pools of residential mortgages | $175,100,000 | 279 |
| Issued or guaranteed by U.S. | $175,100,000 | 278 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,893,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $18,893,000 | 991 |
| 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) | $10,979,000 | 956 |
| Available-for-sale securities (fair market value) | $183,586,000 | 726 |
| Total debt securities | $194,565,000 | 761 |
| 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 | $255,055,000 | 589 |
| U.S. Government securities | $254,486,000 | 415 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $254,486,000 | 404 |
| Securities issued by states & political subdivisions | $569,000 | 5,222 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,510,000 | 249 |
| Mortgage-backed securities | $254,486,000 | 335 |
| Certificates of participation in pools of residential mortgages | $217,731,000 | 214 |
| Issued or guaranteed by U.S. | $217,731,000 | 212 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $36,755,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $36,755,000 | 626 |
| 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) | $11,523,000 | 932 |
| Available-for-sale securities (fair market value) | $243,532,000 | 545 |
| Total debt securities | $255,056,000 | 577 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $264,392,000 | 562 |
| U.S. Government securities | $263,818,000 | 408 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $263,818,000 | 390 |
| Securities issued by states & political subdivisions | $574,000 | 5,201 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,291,000 | 255 |
| Mortgage-backed securities | $263,818,000 | 315 |
| Certificates of participation in pools of residential mortgages | $225,848,000 | 201 |
| Issued or guaranteed by U.S. | $225,848,000 | 198 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $37,970,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $37,970,000 | 612 |
| 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) | $11,858,000 | 934 |
| Available-for-sale securities (fair market value) | $252,534,000 | 523 |
| Total debt securities | $264,393,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $242,797,000 | 609 |
| U.S. Government securities | $242,236,000 | 440 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $242,236,000 | 420 |
| Securities issued by states & political subdivisions | $561,000 | 5,213 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,797,000 | 256 |
| Mortgage-backed securities | $242,236,000 | 328 |
| Certificates of participation in pools of residential mortgages | $196,813,000 | 238 |
| Issued or guaranteed by U.S. | $196,813,000 | 236 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $45,423,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $45,423,000 | 517 |
| 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) | $12,736,000 | 915 |
| Available-for-sale securities (fair market value) | $230,061,000 | 560 |
| Total debt securities | $242,797,000 | 597 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $186,834,000 | 752 |
| U.S. Government securities | $186,266,000 | 539 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $186,266,000 | 517 |
| Securities issued by states & political subdivisions | $568,000 | 5,221 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,834,000 | 317 |
| Mortgage-backed securities | $186,266,000 | 391 |
| Certificates of participation in pools of residential mortgages | $130,465,000 | 328 |
| Issued or guaranteed by U.S. | $130,465,000 | 325 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,801,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $55,801,000 | 432 |
| 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) | $12,980,000 | 894 |
| Available-for-sale securities (fair market value) | $173,854,000 | 721 |
| Total debt securities | $186,834,000 | 743 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $193,688,000 | 705 |
| U.S. Government securities | $193,086,000 | 486 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $193,086,000 | 467 |
| Securities issued by states & political subdivisions | $602,000 | 5,134 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,688,000 | 300 |
| Mortgage-backed securities | $193,086,000 | 362 |
| Certificates of participation in pools of residential mortgages | $146,863,000 | 275 |
| Issued or guaranteed by U.S. | $146,863,000 | 271 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $46,223,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $46,223,000 | 480 |
| 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) | $14,080,000 | 872 |
| Available-for-sale securities (fair market value) | $179,608,000 | 662 |
| Total debt securities | $193,688,000 | 692 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $190,900,000 | 708 |
| U.S. Government securities | $190,317,000 | 508 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $190,317,000 | 483 |
| Securities issued by states & political subdivisions | $583,000 | 5,120 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,539,000 | 362 |
| Mortgage-backed securities | $163,253,000 | 411 |
| Certificates of participation in pools of residential mortgages | $153,742,000 | 258 |
| Issued or guaranteed by U.S. | $153,742,000 | 255 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,511,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $9,511,000 | 1,254 |
| 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) | $14,350,000 | 886 |
| Available-for-sale securities (fair market value) | $176,550,000 | 662 |
| Total debt securities | $190,900,000 | 698 |
| Structured notes | ||
| Amortized cost | $26,993,000 | 217 |
| Fair value | $27,064,000 | 217 |
| 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 | $194,834,000 | 685 |
| U.S. Government securities | $194,245,000 | 500 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $194,245,000 | 477 |
| Securities issued by states & political subdivisions | $589,000 | 5,139 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,834,000 | 323 |
| Mortgage-backed securities | $146,861,000 | 478 |
| Certificates of participation in pools of residential mortgages | $146,861,000 | 288 |
| Issued or guaranteed by U.S. | $146,861,000 | 284 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $15,423,000 | 841 |
| Available-for-sale securities (fair market value) | $179,411,000 | 650 |
| Total debt securities | $194,834,000 | 677 |
| Structured notes | ||
| Amortized cost | $46,977,000 | 76 |
| Fair value | $47,083,000 | 74 |
| 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 | $200,097,000 | 645 |
| U.S. Government securities | $199,494,000 | 465 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $199,494,000 | 451 |
| Securities issued by states & political subdivisions | $603,000 | 5,178 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,097,000 | 320 |
| Mortgage-backed securities | $142,203,000 | 494 |
| Certificates of participation in pools of residential mortgages | $142,203,000 | 306 |
| Issued or guaranteed by U.S. | $142,203,000 | 303 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $15,703,000 | 847 |
| Available-for-sale securities (fair market value) | $184,394,000 | 613 |
| Total debt securities | $200,096,000 | 633 |
| Structured notes | ||
| Amortized cost | $56,961,000 | 39 |
| Fair value | $56,961,000 | 37 |
| 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 | $189,030,000 | 684 |
| U.S. Government securities | $188,397,000 | 493 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $188,397,000 | 475 |
| Securities issued by states & political subdivisions | $633,000 | 5,192 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,651,000 | 383 |
| Mortgage-backed securities | $176,041,000 | 426 |
| Certificates of participation in pools of residential mortgages | $176,041,000 | 260 |
| Issued or guaranteed by U.S. | $176,041,000 | 258 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $16,203,000 | 844 |
| Available-for-sale securities (fair market value) | $172,827,000 | 638 |
| Total debt securities | $189,030,000 | 668 |
| Structured notes | ||
| Amortized cost | $11,999,000 | 213 |
| Fair value | $12,055,000 | 211 |
| 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 | $172,471,000 | 735 |
| U.S. Government securities | $171,868,000 | 525 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $171,868,000 | 508 |
| Securities issued by states & political subdivisions | $603,000 | 5,223 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,471,000 | 359 |
| Mortgage-backed securities | $151,573,000 | 478 |
| Certificates of participation in pools of residential mortgages | $151,573,000 | 312 |
| Issued or guaranteed by U.S. | $151,573,000 | 309 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $16,432,000 | 856 |
| Available-for-sale securities (fair market value) | $156,039,000 | 691 |
| Total debt securities | $172,470,000 | 719 |
| 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 | $116,094,000 | 1,078 |
| U.S. Government securities | $115,512,000 | 753 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $115,512,000 | 730 |
| Securities issued by states & political subdivisions | $582,000 | 5,174 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,094,000 | 494 |
| Mortgage-backed securities | $39,216,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $39,216,000 | 1,065 |
| Issued or guaranteed by U.S. | $39,216,000 | 1,053 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $116,094,000 | 933 |
| Total debt securities | $116,093,000 | 1,056 |
| 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 | $102,142,000 | 1,196 |
| U.S. Government securities | $98,453,000 | 860 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $98,453,000 | 840 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,523 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,142,000 | 568 |
| Mortgage-backed securities | $37,658,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $37,658,000 | 1,062 |
| Issued or guaranteed by U.S. | $37,658,000 | 1,051 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $102,142,000 | 1,033 |
| Total debt securities | $102,147,000 | 1,179 |
| 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 | $115,691,000 | 1,030 |
| U.S. Government securities | $109,011,000 | 754 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $109,011,000 | 739 |
| Securities issued by states & political subdivisions | $6,680,000 | 2,683 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,454,000 | 520 |
| Mortgage-backed securities | $75,779,000 | 784 |
| Certificates of participation in pools of residential mortgages | $75,779,000 | 532 |
| Issued or guaranteed by U.S. | $75,779,000 | 526 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $115,691,000 | 888 |
| Total debt securities | $115,690,000 | 1,012 |
| 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 | $115,249,000 | 1,055 |
| U.S. Government securities | $90,863,000 | 926 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $90,863,000 | 900 |
| Securities issued by states & political subdivisions | $24,386,000 | 896 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,684,000 | 492 |
| Mortgage-backed securities | $90,628,000 | 666 |
| Certificates of participation in pools of residential mortgages | $90,628,000 | 468 |
| Issued or guaranteed by U.S. | $90,628,000 | 463 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $115,249,000 | 919 |
| Total debt securities | $115,257,000 | 1,038 |
| 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 | $131,713,000 | 918 |
| U.S. Government securities | $105,031,000 | 802 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $105,031,000 | 781 |
| Securities issued by states & political subdivisions | $26,682,000 | 789 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,457,000 | 430 |
| Mortgage-backed securities | $104,795,000 | 570 |
| Certificates of participation in pools of residential mortgages | $104,795,000 | 408 |
| Issued or guaranteed by U.S. | $104,795,000 | 401 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $131,713,000 | 804 |
| Total debt securities | $131,712,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $133,893,000 | 887 |
| U.S. Government securities | $107,168,000 | 784 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $107,168,000 | 764 |
| Securities issued by states & political subdivisions | $26,725,000 | 763 |
| 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 | $132,533,000 | 412 |
| Mortgage-backed securities | $106,935,000 | 530 |
| Certificates of participation in pools of residential mortgages | $106,935,000 | 363 |
| Issued or guaranteed by U.S. | $106,935,000 | 359 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $133,893,000 | 765 |
| Total debt securities | $133,895,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $105,586,000 | 1,147 |
| U.S. Government securities | $70,196,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $70,196,000 | 1,198 |
| Securities issued by states & political subdivisions | $35,390,000 | 537 |
| 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 | $79,021,000 | 667 |
| Mortgage-backed securities | $53,412,000 | 871 |
| Certificates of participation in pools of residential mortgages | $53,412,000 | 614 |
| Issued or guaranteed by U.S. | $53,412,000 | 606 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $105,586,000 | 1,002 |
| Total debt securities | $105,585,000 | 1,117 |
| 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 | $58,708,000 | 1,950 |
| U.S. Government securities | $37,401,000 | 2,204 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $37,401,000 | 2,143 |
| Securities issued by states & political subdivisions | $21,307,000 | 960 |
| 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 | $57,594,000 | 876 |
| Mortgage-backed securities | $37,153,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $37,153,000 | 821 |
| Issued or guaranteed by U.S. | $37,153,000 | 811 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $58,708,000 | 1,684 |
| Total debt securities | $58,709,000 | 1,907 |
| 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 | $61,670,000 | 1,891 |
| U.S. Government securities | $39,874,000 | 2,107 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $39,874,000 | 2,049 |
| Securities issued by states & political subdivisions | $21,796,000 | 924 |
| 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 | $60,419,000 | 839 |
| Mortgage-backed securities | $39,627,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $39,627,000 | 781 |
| Issued or guaranteed by U.S. | $39,627,000 | 771 |
| 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) | $61,670,000 | 1,622 |
| Total debt securities | $61,669,000 | 1,853 |
| 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 | $63,081,000 | 1,880 |
| U.S. Government securities | $41,294,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $41,294,000 | 2,009 |
| Securities issued by states & political subdivisions | $21,787,000 | 927 |
| 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 | $61,093,000 | 828 |
| Mortgage-backed securities | $41,048,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $41,048,000 | 773 |
| Issued or guaranteed by U.S. | $41,048,000 | 763 |
| 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) | $63,081,000 | 1,604 |
| Total debt securities | $63,081,000 | 1,843 |
| 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 | $63,483,000 | 1,878 |
| U.S. Government securities | $37,680,000 | 2,280 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,680,000 | 2,215 |
| Securities issued by states & political subdivisions | $25,803,000 | 752 |
| 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 | $63,122,000 | 817 |
| Mortgage-backed securities | $37,435,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $37,435,000 | 840 |
| Issued or guaranteed by U.S. | $37,435,000 | 830 |
| 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) | $63,483,000 | 1,607 |
| Total debt securities | $63,483,000 | 1,836 |
| 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 | $64,714,000 | 1,852 |
| U.S. Government securities | $38,483,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $38,483,000 | 2,161 |
| Securities issued by states & political subdivisions | $26,231,000 | 716 |
| 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 | $63,943,000 | 813 |
| Mortgage-backed securities | $38,240,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $38,240,000 | 840 |
| Issued or guaranteed by U.S. | $38,240,000 | 832 |
| 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) | $64,714,000 | 1,580 |
| Total debt securities | $64,714,000 | 1,815 |
| 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 | $67,494,000 | 1,800 |
| U.S. Government securities | $40,970,000 | 2,163 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $40,970,000 | 2,087 |
| Securities issued by states & political subdivisions | $26,524,000 | 696 |
| 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 | $67,445,000 | 773 |
| Mortgage-backed securities | $40,726,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $40,726,000 | 804 |
| Issued or guaranteed by U.S. | $40,726,000 | 795 |
| 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) | $67,494,000 | 1,537 |
| Total debt securities | $67,494,000 | 1,764 |
| 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 | $69,768,000 | 1,739 |
| U.S. Government securities | $42,817,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $42,817,000 | 1,999 |
| Securities issued by states & political subdivisions | $26,951,000 | 683 |
| 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 | $69,305,000 | 749 |
| Mortgage-backed securities | $42,572,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $42,572,000 | 793 |
| Issued or guaranteed by U.S. | $42,572,000 | 786 |
| 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) | $69,768,000 | 1,482 |
| Total debt securities | $69,768,000 | 1,703 |
| 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 | $65,863,000 | 1,833 |
| U.S. Government securities | $38,997,000 | 2,225 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,997,000 | 2,149 |
| Securities issued by states & political subdivisions | $26,866,000 | 692 |
| 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 | $65,399,000 | 770 |
| Mortgage-backed securities | $38,750,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $38,750,000 | 857 |
| Issued or guaranteed by U.S. | $38,750,000 | 852 |
| 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) | $65,863,000 | 1,540 |
| Total debt securities | $65,865,000 | 1,789 |
| 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 | $61,954,000 | 1,942 |
| U.S. Government securities | $36,193,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,193,000 | 2,318 |
| Securities issued by states & political subdivisions | $25,761,000 | 716 |
| 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 | $61,422,000 | 796 |
| Mortgage-backed securities | $35,945,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $35,945,000 | 926 |
| Issued or guaranteed by U.S. | $35,945,000 | 918 |
| 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) | $61,954,000 | 1,641 |
| Total debt securities | $61,955,000 | 1,894 |
| 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 | $62,992,000 | 1,959 |
| U.S. Government securities | $37,425,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,425,000 | 2,292 |
| Securities issued by states & political subdivisions | $25,567,000 | 717 |
| 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 | $59,960,000 | 813 |
| Mortgage-backed securities | $37,178,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $37,178,000 | 939 |
| Issued or guaranteed by U.S. | $37,178,000 | 930 |
| 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) | $62,992,000 | 1,647 |
| Total debt securities | $62,991,000 | 1,903 |
| 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 | $63,945,000 | 1,944 |
| U.S. Government securities | $39,266,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,266,000 | 2,178 |
| Securities issued by states & political subdivisions | $24,679,000 | 778 |
| 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 | $54,432,000 | 884 |
| Mortgage-backed securities | $39,266,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $39,266,000 | 912 |
| Issued or guaranteed by U.S. | $39,266,000 | 905 |
| 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) | $63,945,000 | 1,630 |
| Total debt securities | $63,945,000 | 1,895 |
| 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 | $67,158,000 | 1,848 |
| U.S. Government securities | $43,598,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $43,598,000 | 1,974 |
| Securities issued by states & political subdivisions | $23,560,000 | 809 |
| 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 | $66,618,000 | 727 |
| Mortgage-backed securities | $43,598,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $43,598,000 | 834 |
| Issued or guaranteed by U.S. | $43,598,000 | 829 |
| 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) | $67,158,000 | 1,551 |
| Total debt securities | $67,157,000 | 1,796 |
| 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 | $67,618,000 | 1,849 |
| U.S. Government securities | $44,298,000 | 2,064 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $44,298,000 | 1,993 |
| Securities issued by states & political subdivisions | $23,320,000 | 801 |
| 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 | $67,293,000 | 697 |
| Mortgage-backed securities | $44,298,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $44,298,000 | 835 |
| Issued or guaranteed by U.S. | $44,298,000 | 830 |
| 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) | $67,618,000 | 1,560 |
| Total debt securities | $67,618,000 | 1,798 |
| 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 | $74,576,000 | 1,722 |
| U.S. Government securities | $49,885,000 | 1,847 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $49,885,000 | 1,788 |
| Securities issued by states & political subdivisions | $24,691,000 | 757 |
| 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 | $66,940,000 | 696 |
| Mortgage-backed securities | $49,885,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $49,885,000 | 768 |
| Issued or guaranteed by U.S. | $49,885,000 | 761 |
| 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) | $74,576,000 | 1,460 |
| Total debt securities | $74,576,000 | 1,662 |
| 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 | $82,545,000 | 1,621 |
| U.S. Government securities | $58,218,000 | 1,661 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $58,218,000 | 1,599 |
| Securities issued by states & political subdivisions | $24,327,000 | 759 |
| 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 | $62,678,000 | 728 |
| Mortgage-backed securities | $58,218,000 | 960 |
| Certificates of participation in pools of residential mortgages | $58,218,000 | 700 |
| Issued or guaranteed by U.S. | $58,218,000 | 693 |
| 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) | $82,545,000 | 1,385 |
| Total debt securities | $82,545,000 | 1,566 |
| 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 | $78,105,000 | 1,674 |
| U.S. Government securities | $54,444,000 | 1,718 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $54,444,000 | 1,665 |
| Securities issued by states & political subdivisions | $23,661,000 | 792 |
| 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 | $60,816,000 | 735 |
| Mortgage-backed securities | $54,444,000 | 994 |
| Certificates of participation in pools of residential mortgages | $54,444,000 | 726 |
| Issued or guaranteed by U.S. | $54,444,000 | 722 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $78,105,000 | 1,425 |
| Total debt securities | $78,105,000 | 1,623 |
| 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 | $60,647,000 | 2,037 |
| U.S. Government securities | $37,861,000 | 2,265 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,861,000 | 2,184 |
| Securities issued by states & political subdivisions | $22,786,000 | 821 |
| 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 | $55,170,000 | 771 |
| Mortgage-backed securities | $37,861,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $37,861,000 | 943 |
| Issued or guaranteed by U.S. | $37,861,000 | 938 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $60,647,000 | 1,726 |
| Total debt securities | $60,647,000 | 1,969 |
| 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 | $63,358,000 | 1,922 |
| U.S. Government securities | $43,610,000 | 1,979 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $43,610,000 | 1,916 |
| Securities issued by states & political subdivisions | $19,748,000 | 913 |
| 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 | $63,114,000 | 693 |
| Mortgage-backed securities | $43,610,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $43,610,000 | 818 |
| Issued or guaranteed by U.S. | $43,610,000 | 813 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $63,358,000 | 1,632 |
| Total debt securities | $63,358,000 | 1,856 |
| 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 | $71,421,000 | 1,711 |
| U.S. Government securities | $51,824,000 | 1,672 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $51,824,000 | 1,597 |
| Securities issued by states & political subdivisions | $19,597,000 | 903 |
| 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 | $70,170,000 | 619 |
| Mortgage-backed securities | $51,824,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $51,824,000 | 699 |
| Issued or guaranteed by U.S. | $51,824,000 | 693 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $71,421,000 | 1,450 |
| Total debt securities | $71,421,000 | 1,652 |
| 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 | $74,787,000 | 1,499 |
| U.S. Government securities | $45,771,000 | 1,754 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $45,771,000 | 1,661 |
| Securities issued by states & political subdivisions | $19,036,000 | 877 |
| Other domestic debt securities | $9,980,000 | 943 |
| 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 | $9,980,000 | 725 |
| 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 | $57,683,000 | 693 |
| Mortgage-backed securities | $44,746,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $44,746,000 | 690 |
| Issued or guaranteed by U.S. | $44,746,000 | 685 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $74,787,000 | 1,251 |
| Total debt securities | $74,787,000 | 1,449 |
| 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 | $75,591,000 | 1,454 |
| U.S. Government securities | $54,044,000 | 1,481 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $54,044,000 | 1,365 |
| Securities issued by states & political subdivisions | $19,511,000 | 791 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,036,000 | 1,563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,569,000 | 584 |
| Mortgage-backed securities | $45,938,000 | 828 |
| Certificates of participation in pools of residential mortgages | $40,323,000 | 638 |
| Issued or guaranteed by U.S. | $40,323,000 | 632 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,615,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $5,615,000 | 1,296 |
| 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) | $75,591,000 | 1,141 |
| Total debt securities | $73,555,000 | 1,425 |
| 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 | $86,826,000 | 1,325 |
| U.S. Government securities | $63,706,000 | 1,327 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $63,706,000 | 1,212 |
| Securities issued by states & political subdivisions | $21,913,000 | 717 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,207,000 | 2,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,551,000 | 702 |
| Mortgage-backed securities | $52,994,000 | 833 |
| Certificates of participation in pools of residential mortgages | $47,598,000 | 627 |
| Issued or guaranteed by U.S. | $47,598,000 | 619 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,396,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $5,396,000 | 1,424 |
| 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) | $86,826,000 | 1,003 |
| Total debt securities | $85,619,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $90,195,000 | 1,287 |
| U.S. Government securities | $69,452,000 | 1,272 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $69,452,000 | 1,097 |
| Securities issued by states & political subdivisions | $15,719,000 | 1,049 |
| Other domestic debt securities | $4,008,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,983,000 | 1,027 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,016,000 | 2,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,802,000 | 821 |
| Mortgage-backed securities | $62,582,000 | 756 |
| Certificates of participation in pools of residential mortgages | $56,741,000 | 583 |
| Issued or guaranteed by U.S. | $56,741,000 | 575 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,841,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $5,816,000 | 1,530 |
| Privately issued | $25,000 | 1,277 |
| 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) | $90,195,000 | 952 |
| Total debt securities | $89,179,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $62,761,000 | 1,841 |
| U.S. Government securities | $39,561,000 | 2,266 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $39,561,000 | 1,777 |
| Securities issued by states & political subdivisions | $4,068,000 | 3,175 |
| Other domestic debt securities | $18,156,000 | 392 |
| Privately issued residential mortgage-backed securities | $242,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,914,000 | 270 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $976,000 | 2,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,617,000 | 857 |
| Mortgage-backed securities | $28,650,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $22,639,000 | 1,128 |
| Issued or guaranteed by U.S. | $22,639,000 | 1,115 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $6,011,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $5,769,000 | 1,517 |
| Privately issued | $242,000 | 801 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $62,761,000 | 1,261 |
| Total debt securities | $61,785,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $49,179,000 | 2,488 |
| U.S. Government securities | $41,296,000 | 2,350 |
| U.S. Treasury securities | $982,000 | 7,437 |
| U.S. Government agency obligations | $40,314,000 | 1,809 |
| Securities issued by states & political subdivisions | $6,611,000 | 2,215 |
| Other domestic debt securities | $305,000 | 3,064 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,165 |
| 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 | $967,000 | 2,365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,205,000 | 873 |
| Mortgage-backed securities | $39,639,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $33,661,000 | 908 |
| Issued or guaranteed by U.S. | $33,661,000 | 892 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,978,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $5,673,000 | 1,693 |
| Privately issued | $305,000 | 932 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $49,179,000 | 1,678 |
| Total debt securities | $48,212,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $59,374,000 | 2,100 |
| U.S. Government securities | $51,541,000 | 1,954 |
| U.S. Treasury securities | $1,998,000 | 7,179 |
| U.S. Government agency obligations | $49,543,000 | 1,447 |
| Securities issued by states & political subdivisions | $7,241,000 | 2,025 |
| Other domestic debt securities | $396,000 | 3,460 |
| Privately issued residential mortgage-backed securities | $396,000 | 1,291 |
| 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 | $196,000 | 5,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,349,000 | 1,214 |
| Mortgage-backed securities | $42,940,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $36,734,000 | 861 |
| Issued or guaranteed by U.S. | $36,734,000 | 840 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,206,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $5,810,000 | 1,901 |
| Privately issued | $396,000 | 1,029 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $59,374,000 | 1,424 |
| Total debt securities | $59,178,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $65,574,000 | 1,998 |
| U.S. Government securities | $54,332,000 | 1,948 |
| U.S. Treasury securities | $2,795,000 | 7,381 |
| U.S. Government agency obligations | $51,537,000 | 1,359 |
| Securities issued by states & political subdivisions | $10,581,000 | 1,401 |
| Other domestic debt securities | $465,000 | 3,728 |
| Privately issued residential mortgage-backed securities | $465,000 | 1,338 |
| 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 | $196,000 | 4,837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,122,000 | 1,241 |
| Mortgage-backed securities | $36,787,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $30,910,000 | 990 |
| Issued or guaranteed by U.S. | $30,910,000 | 972 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,877,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $5,412,000 | 2,090 |
| Privately issued | $465,000 | 1,087 |
| 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) | $24,909,000 | 2,878 |
| Available-for-sale securities (fair market value) | $40,665,000 | 1,409 |
| Total debt securities | $65,378,000 | 1,955 |
| 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 | $51,369,000 | 2,693 |
| U.S. Government securities | $41,744,000 | 2,626 |
| U.S. Treasury securities | $4,002,000 | 6,487 |
| U.S. Government agency obligations | $37,742,000 | 1,855 |
| Securities issued by states & political subdivisions | $8,688,000 | 1,788 |
| Other domestic debt securities | $741,000 | 3,734 |
| Privately issued residential mortgage-backed securities | $741,000 | 1,411 |
| 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 | $196,000 | 4,570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,391,000 | 1,147 |
| Mortgage-backed securities | $31,484,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $23,794,000 | 1,309 |
| Issued or guaranteed by U.S. | $23,794,000 | 1,288 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,690,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $6,949,000 | 2,020 |
| Privately issued | $741,000 | 1,098 |
| 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 | $51,173,000 | 2,635 |
| 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 | $50,391,000 | 2,714 |
| U.S. Government securities | $42,950,000 | 2,518 |
| U.S. Treasury securities | $5,017,000 | 5,796 |
| U.S. Government agency obligations | $37,933,000 | 1,794 |
| Securities issued by states & political subdivisions | $5,603,000 | 2,488 |
| Other domestic debt securities | $1,642,000 | 3,265 |
| Privately issued residential mortgage-backed securities | $1,642,000 | 1,354 |
| 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 | $196,000 | 3,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,041,000 | 1,093 |
| Mortgage-backed securities | $32,489,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $28,498,000 | 1,137 |
| Issued or guaranteed by U.S. | $28,498,000 | 1,111 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,991,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $2,349,000 | 3,519 |
| Privately issued | $1,642,000 | 1,052 |
| 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 | $50,195,000 | 2,656 |
| 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 |